XLC
The Communication Services Select Sector SPDR Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for XLC (The Communication Services Select Sector SPDR Fund) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -35.4% (compared to the benchmark's drawdown of -46.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.0%, compared to a Buy-and-Hold benchmark return of 12.8%. The strategy executed 5 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA Active
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
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XLC Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -0.91% | -0.91% | 5.84% | 5.93% | 12.97% | 12.79% |
| Sharpe Ratio | -0.06 | -0.06 | 0.32 | 0.28 | 0.68 | 0.59 |
| Max Drawdown | -11.73% | -11.73% | -35.40% | -46.65% | -35.40% | -46.65% |
| % Time Invested | 100.0% | 100.0% | 88.7% | 100.0% | 90.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.8 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-01-10 | 2025-04-07 | Completed | 100% | $48.20 | $83.21 | 72.56% | Stop | |
| 2022-10-28 | 2023-01-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2022-10-26 | 2022-10-28 | Completed | 100% | $48.57 | $46.14 | -5.05% | Stop | |
| 2022-08-23 | 2022-10-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2022-05-19 | 2022-08-23 | Completed | 100% | $55.17 | $53.54 | -3.00% | Signal | |
| 2022-04-27 | 2022-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-15 | 2022-04-27 | Completed | 100% | $66.80 | $56.64 | -15.24% | Stop | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-06-15 | 2022-01-24 | Completed | 100% | $50.19 | $67.79 | 35.00% | Stop | |
| 2020-06-11 | 2020-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |