XLF
THE FINANCIAL SELECT SECTOR SPDR FUND
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
XLF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.14% | 8.33% | 3.93% | 9.14% | 9.29% | 12.70% | 5.91% | 5.27% |
| Sharpe Ratio | 0.39 | 0.55 | 0.28 | 0.47 | 0.64 | 0.54 | 0.45 | 0.18 |
| Max Drawdown | -12.17% | -14.79% | -19.74% | -25.81% | -19.74% | -42.86% | -23.47% | -82.69% |
| % Time Invested | 99.6% | 100.0% | 91.8% | 100.0% | 93.8% | 100.0% | 86.4% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 3.8 | 0.0 | 3.8 | 0.0 | 3.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-05-01 | Open | Open | 33% | $47.84 | $51.92 | 8.53% | Mark-to-Market |
| 2026-04-09 | Open | Interest | 34% | $1.00 | $1.00 | 0.25% | Mark-to-Market |
| 2026-03-17 | Open | Interest | 33% | $1.00 | $1.00 | 0.52% | Mark-to-Market |
| 2026-04-07 | 2026-04-09 | Completed | 34% | $49.62 | $50.94 | 2.66% | Signal |
| 2026-03-13 | 2026-04-07 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2026-01-14 | 2026-03-17 | Completed | 33% | $53.77 | $49.45 | -8.05% | Signal |
| 2025-04-30 | 2026-03-13 | Completed | 34% | $47.42 | $48.86 | 3.04% | Stop |
| 2025-12-19 | 2026-01-14 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-07-11 | 2025-12-19 | Completed | 33% | $51.74 | $54.09 | 4.54% | Signal |
| 2025-05-02 | 2025-07-11 | Interest | 33% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2025-04-30 | 2025-05-02 | Completed | 33% | $47.42 | $48.74 | 2.78% | Signal |
| 2025-04-08 | 2025-05-01 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-03-19 | 2025-04-08 | Completed | 33% | $39.66 | $45.10 | 13.72% | Stop |
| 2023-12-28 | 2025-04-07 | Completed | 33% | $36.28 | $42.19 | 16.30% | Stop |
| 2023-12-05 | 2025-04-07 | Completed | 34% | $34.63 | $42.19 | 21.84% | Stop |
| 2024-02-01 | 2024-03-19 | Interest | 33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2024-01-29 | 2024-02-01 | Completed | 33% | $37.22 | $37.38 | 0.42% | Signal |
| 2022-11-29 | 2024-01-29 | Interest | 33% | $1.00 | $1.05 | 4.57% | Interest Income |
| 2023-11-09 | 2023-12-28 | Interest | 33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2023-06-30 | 2023-12-05 | Interest | 34% | $1.00 | $1.02 | 1.86% | Interest Income |
| 2023-08-04 | 2023-11-09 | Completed | 33% | $33.51 | $32.47 | -3.11% | Signal |
| 2023-04-19 | 2023-08-04 | Interest | 33% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2023-04-10 | 2023-06-30 | Completed | 34% | $30.36 | $32.19 | 6.03% | Signal |
| 2023-04-05 | 2023-04-19 | Completed | 33% | $30.17 | $31.74 | 5.18% | Signal |
| 2023-03-16 | 2023-04-10 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-03-14 | 2023-04-05 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-03-03 | 2023-03-16 | Completed | 34% | $33.72 | $29.58 | -12.29% | Stop |
| 2022-12-05 | 2023-03-14 | Completed | 33% | $33.60 | $31.13 | -7.33% | Stop |
| 2022-05-27 | 2023-03-03 | Interest | 34% | $1.00 | $1.03 | 2.61% | Interest Income |
| 2022-11-10 | 2022-12-05 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-11-07 | 2022-11-29 | Completed | 33% | $32.18 | $33.40 | 3.78% | Signal |
| 2022-11-03 | 2022-11-10 | Completed | 33% | $31.30 | $32.88 | 5.06% | Signal |
| 2022-10-14 | 2022-11-07 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-03-08 | 2022-11-03 | Interest | 33% | $1.00 | $1.02 | 2.02% | Interest Income |
| 2022-05-24 | 2022-10-14 | Completed | 33% | $31.50 | $29.98 | -4.83% | Stop |
| 2022-05-25 | 2022-05-27 | Completed | 34% | $31.55 | $32.75 | 3.81% | Signal |
| 2022-05-03 | 2022-05-25 | Interest | 34% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-05-02 | 2022-05-24 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-30 | 2022-05-03 | Completed | 34% | $36.82 | $32.40 | -12.00% | Stop |
| 2021-04-14 | 2022-05-02 | Completed | 33% | $31.97 | $32.32 | 1.10% | Stop |
| 2022-03-08 | 2022-03-30 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-11-18 | 2022-03-08 | Completed | 34% | $25.16 | $33.45 | 32.94% | Stop |
| 2020-07-21 | 2022-03-08 | Completed | 33% | $21.66 | $33.45 | 54.39% | Stop |
| 2021-02-12 | 2021-04-14 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2021-02-10 | 2021-02-12 | Completed | 33% | $28.71 | $28.44 | -0.92% | Signal |
| 2020-09-23 | 2021-02-10 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2020-05-08 | 2020-11-18 | Interest | 34% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2020-03-24 | 2020-09-23 | Completed | 33% | $16.78 | $21.58 | 28.61% | Signal |
| 2020-03-30 | 2020-07-21 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2020-03-24 | 2020-05-08 | Completed | 34% | $16.78 | $19.95 | 18.87% | Signal |
| 2020-03-24 | 2020-03-30 | Completed | 33% | $16.78 | $18.87 | 12.45% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-12-27 | 2020-03-02 | Completed | 33% | $27.48 | $23.69 | -13.79% | Stop |
| 2019-07-05 | 2020-03-02 | Completed | 34% | $24.80 | $23.69 | -4.47% | Stop |
| 2019-04-02 | 2020-03-02 | Completed | 33% | $23.01 | $23.69 | 2.97% | Stop |
| 2019-05-23 | 2019-12-27 | Interest | 33% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2019-01-23 | 2019-07-05 | Interest | 34% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2019-01-18 | 2019-05-23 | Completed | 33% | $22.43 | $23.45 | 4.53% | Signal |
| 2019-01-23 | 2019-04-02 | Interest | 33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2019-01-15 | 2019-01-23 | Completed | 33% | $21.41 | $22.48 | 5.01% | Signal |
| 2019-01-15 | 2019-01-23 | Completed | 34% | $21.41 | $22.48 | 5.01% | Signal |
| 2018-12-26 | 2019-01-18 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-10-29 | 2019-01-15 | Interest | 33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2018-09-05 | 2019-01-15 | Interest | 34% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2018-11-20 | 2018-12-26 | Completed | 33% | $22.93 | $19.50 | -14.96% | Stop |
| 2018-10-29 | 2018-11-20 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-09-17 | 2018-10-29 | Completed | 33% | $24.34 | $22.15 | -9.02% | Stop |
| 2017-01-19 | 2018-10-29 | Completed | 33% | $19.52 | $22.15 | 13.46% | Stop |
| 2018-05-21 | 2018-09-17 | Interest | 33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2016-08-11 | 2018-09-05 | Completed | 34% | $16.21 | $24.53 | 51.33% | Signal |
| 2017-07-17 | 2018-05-21 | Completed | 33% | $21.07 | $24.13 | 14.53% | Signal |
| 2017-06-07 | 2017-07-17 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-05-16 | 2017-06-07 | Completed | 33% | $15.42 | $19.79 | 28.37% | Signal |
| 2016-05-04 | 2017-01-19 | Interest | 33% | $1.00 | $1.01 | 1.31% | Interest Income |
| 2015-10-20 | 2016-08-11 | Interest | 34% | $1.00 | $1.02 | 1.52% | Interest Income |
| 2016-01-21 | 2016-05-16 | Interest | 33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2016-02-12 | 2016-05-04 | Completed | 33% | $13.50 | $15.46 | 14.51% | Signal |
| 2016-01-21 | 2016-02-12 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-12-31 | 2016-01-21 | Completed | 33% | $15.99 | $14.09 | -11.83% | Stop |
| 2015-09-17 | 2016-01-21 | Completed | 33% | $15.61 | $14.09 | -9.71% | Stop |
| 2015-09-21 | 2015-12-31 | Interest | 33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2015-09-17 | 2015-10-20 | Completed | 34% | $15.61 | $15.69 | 0.49% | Signal |
| 2015-09-17 | 2015-09-21 | Completed | 33% | $15.61 | $15.21 | -2.59% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-11-19 | 2015-08-25 | Completed | 33% | $9.81 | $15.56 | 58.67% | Stop |
| 2012-09-13 | 2015-08-25 | Completed | 33% | $9.91 | $15.56 | 57.00% | Stop |
| 2012-06-13 | 2015-08-25 | Completed | 34% | $8.79 | $15.56 | 77.00% | Stop |
| 2011-11-03 | 2012-11-19 | Interest | 33% | $1.00 | $1.02 | 1.91% | Interest Income |
| 2012-07-09 | 2012-09-13 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2012-06-13 | 2012-07-09 | Completed | 33% | $8.79 | $9.09 | 3.42% | Signal |
| 2012-05-21 | 2012-06-13 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-05-21 | 2012-06-13 | Interest | 34% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-04-02 | 2012-05-21 | Completed | 34% | $9.87 | $8.67 | -12.08% | Stop |
| 2012-01-10 | 2012-05-21 | Completed | 33% | $8.55 | $8.67 | 1.42% | Stop |
| 2011-08-08 | 2012-04-02 | Interest | 34% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2011-06-01 | 2012-01-10 | Interest | 33% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2011-10-27 | 2011-11-03 | Completed | 33% | $8.63 | $8.33 | -3.46% | Signal |
| 2011-10-05 | 2011-10-27 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-25 | 2011-10-05 | Completed | 33% | $8.14 | $7.27 | -10.75% | Stop |
| 2011-08-03 | 2011-08-25 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-06-29 | 2011-08-08 | Completed | 34% | $9.36 | $8.04 | -14.09% | Stop |
| 2010-06-15 | 2011-08-03 | Completed | 33% | $8.87 | $8.89 | 0.24% | Stop |
| 2011-06-07 | 2011-06-29 | Interest | 34% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2011-02-09 | 2011-06-07 | Completed | 34% | $10.37 | $9.27 | -10.56% | Stop |
| 2010-11-16 | 2011-06-01 | Completed | 33% | $9.15 | $9.73 | 6.35% | Signal |
| 2010-09-24 | 2011-02-09 | Interest | 34% | $1.00 | $1.01 | 1.12% | Interest Income |
| 2010-07-21 | 2010-11-16 | Interest | 33% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2010-06-01 | 2010-09-24 | Completed | 34% | $8.86 | $8.82 | -0.39% | Signal |
| 2010-06-01 | 2010-07-21 | Completed | 33% | $8.86 | $8.88 | 0.28% | Signal |
| 2010-05-21 | 2010-06-15 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-04-07 | 2010-05-21 | Completed | 33% | $10.04 | $8.51 | -15.20% | Stop |
| 2010-03-24 | 2010-05-07 | Completed | 33% | $9.64 | $9.32 | -3.35% | Stop |
| 2010-03-03 | 2010-05-07 | Completed | 34% | $9.00 | $9.32 | 3.48% | Stop |
| 2010-02-24 | 2010-04-07 | Interest | 33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2010-02-25 | 2010-03-24 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2010-02-08 | 2010-03-03 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2010-02-23 | 2010-02-25 | Completed | 33% | $8.88 | $8.78 | -1.03% | Signal |
| 2010-02-19 | 2010-02-24 | Completed | 33% | $8.70 | $8.76 | 0.70% | Signal |
| 2010-01-29 | 2010-02-23 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-10-15 | 2010-02-19 | Interest | 33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2009-08-17 | 2010-02-08 | Completed | 34% | $8.36 | $8.50 | 1.78% | Stop |
| 2009-05-18 | 2010-01-29 | Completed | 33% | $7.13 | $8.75 | 22.70% | Signal |
| 2009-10-13 | 2009-10-15 | Completed | 33% | $9.26 | $9.44 | 1.97% | Signal |
| 2008-01-09 | 2009-10-13 | Interest | 33% | $1.00 | $1.06 | 6.17% | Interest Income |
| 2007-08-02 | 2009-08-17 | Interest | 34% | $1.00 | $1.08 | 7.60% | Interest Income |
| 2007-08-02 | 2009-05-18 | Interest | 33% | $1.00 | $1.07 | 6.65% | Interest Income |
| 2007-12-03 | 2008-01-09 | Completed | 33% | $17.47 | $15.20 | -12.96% | Stop |
| 2007-11-08 | 2007-12-03 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-09-11 | 2007-11-08 | Completed | 33% | $18.59 | $17.27 | -7.09% | Stop |
| 2007-08-17 | 2007-09-11 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2003-12-30 | 2007-08-17 | Completed | 33% | $14.65 | $19.89 | 35.77% | Stop |
| 2007-06-18 | 2007-08-02 | Completed | 33% | $21.12 | $18.92 | -10.41% | Stop |
| 2005-11-11 | 2007-08-02 | Completed | 34% | $17.02 | $18.92 | 11.15% | Stop |
| 2007-05-02 | 2007-06-18 | Interest | 33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2006-09-22 | 2007-05-02 | Completed | 33% | $18.87 | $20.77 | 10.05% | Signal |
| 2006-07-25 | 2006-09-22 | Interest | 33% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2005-11-21 | 2006-07-25 | Completed | 33% | $17.14 | $17.97 | 4.83% | Signal |
| 2005-10-27 | 2005-11-21 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2005-07-07 | 2005-11-11 | Interest | 34% | $1.00 | $1.02 | 1.52% | Interest Income |
| 2005-07-25 | 2005-10-27 | Completed | 33% | $16.15 | $16.11 | -0.25% | Signal |
| 2005-04-14 | 2005-07-25 | Interest | 33% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2005-01-12 | 2005-07-07 | Completed | 34% | $15.95 | $15.78 | -1.06% | Signal |
| 2004-10-14 | 2005-04-14 | Completed | 33% | $15.11 | $15.10 | -0.08% | Signal |
| 2004-11-08 | 2005-01-12 | Interest | 34% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2004-11-04 | 2004-11-08 | Completed | 34% | $15.32 | $15.49 | 1.14% | Signal |
| 2004-09-21 | 2004-11-04 | Interest | 34% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2004-06-07 | 2004-10-14 | Interest | 33% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2003-06-16 | 2004-09-21 | Completed | 34% | $13.01 | $15.26 | 17.24% | Signal |
| 2003-05-23 | 2004-06-07 | Completed | 33% | $12.07 | $15.08 | 24.98% | Signal |
| 2003-03-25 | 2003-12-30 | Interest | 33% | $1.00 | $1.03 | 3.10% | Interest Income |
| 2003-03-25 | 2003-06-16 | Interest | 34% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2003-03-24 | 2003-05-23 | Interest | 33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2003-03-21 | 2003-03-25 | Completed | 34% | $11.20 | $10.96 | -2.15% | Signal |
| 2003-03-21 | 2003-03-25 | Completed | 33% | $11.20 | $10.96 | -2.15% | Signal |
| 2003-03-05 | 2003-03-24 | Completed | 33% | $10.41 | $10.99 | 5.61% | Signal |
| 2002-07-11 | 2003-03-21 | Interest | 34% | $1.00 | $1.03 | 2.79% | Interest Income |
| 2002-02-15 | 2003-03-21 | Interest | 33% | $1.00 | $1.05 | 4.84% | Interest Income |
| 2003-02-10 | 2003-03-05 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2003-01-03 | 2003-02-10 | Completed | 33% | $11.56 | $10.54 | -8.77% | Stop |
| 2002-07-03 | 2003-01-03 | Interest | 33% | $1.00 | $1.02 | 2.06% | Interest Income |
| 2002-06-19 | 2002-07-11 | Completed | 34% | $13.05 | $11.58 | -11.32% | Signal |
| 2002-01-18 | 2002-07-03 | Completed | 33% | $13.16 | $12.10 | -8.02% | Signal |
| 2001-06-21 | 2002-06-19 | Interest | 34% | $1.00 | $1.05 | 4.88% | Interest Income |
| 2001-10-09 | 2002-02-15 | Completed | 33% | $11.91 | $12.76 | 7.15% | Signal |
| 2001-09-10 | 2002-01-18 | Interest | 33% | $1.00 | $1.02 | 1.63% | Interest Income |
| 2001-09-17 | 2001-10-09 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2001-04-16 | 2001-09-17 | Completed | 33% | $13.24 | $11.01 | -16.83% | Stop |
| 2001-07-05 | 2001-09-10 | Completed | 33% | $14.23 | $12.16 | -14.51% | Stop |
| 2001-04-05 | 2001-07-05 | Interest | 33% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2001-03-19 | 2001-06-21 | Completed | 34% | $12.80 | $13.98 | 9.26% | Signal |
| 2001-03-22 | 2001-04-16 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-03-19 | 2001-04-05 | Completed | 33% | $12.80 | $12.75 | -0.39% | Signal |
| 2001-01-03 | 2001-03-22 | Completed | 33% | $14.19 | $12.01 | -15.39% | Stop |
| 2001-02-23 | 2001-03-19 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-02-23 | 2001-03-19 | Interest | 34% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2000-12-14 | 2001-02-23 | Completed | 33% | $13.71 | $13.32 | -2.86% | Stop |
| 2000-12-14 | 2001-02-23 | Completed | 34% | $13.71 | $13.32 | -2.86% | Stop |
| 2000-12-12 | 2001-01-03 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2000-12-12 | 2000-12-14 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2000-12-12 | 2000-12-14 | Interest | 34% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
