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DASHBOARDS: Portfolio Hub Market Pulse Performance

XLU

The Utilities Select Sector SPDR Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for XLU (The Utilities Select Sector SPDR Fund) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -29.7% (compared to the benchmark's drawdown of -52.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.9%, compared to a Buy-and-Hold benchmark return of 7.6%. The strategy executed 80 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

XLU Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR8.30%12.89%7.52%10.38%8.35%9.21%6.93%7.64%
Sharpe Ratio0.560.810.540.570.570.460.530.39
Max Drawdown-9.18%-9.18%-18.76%-25.26%-18.76%-36.07%-29.71%-52.27%
% Time Invested100.0%100.0%86.0%100.0%92.7%100.0%90.2%100.0%
Trades / Year1.00.03.40.03.20.03.10.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-02-03 2026-03-16 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2025-06-06 2026-02-03 Completed 33.33% $39.25 $42.10 7.21% Signal
2025-05-14 2025-06-06 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-05-12 2025-05-14 Completed 33.33% $38.94 $38.40 -1.45% Signal
2025-02-13 2025-05-12 Interest (CASH) 33.33% $1.00 $1.01 1.01% Interest Income
2025-04-10 2025-05-05 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-04-26 2025-04-10 Completed 33.33% $31.37 $36.42 16.06% Stop
2024-01-24 2025-02-13 Completed 33.33% $28.45 $38.09 33.79% Signal
2023-09-27 2024-04-26 Interest (CASH) 33.33% $1.00 $1.03 3.14% Interest Income
2023-09-27 2024-04-26 Interest (CASH) 33.33% $1.00 $1.03 3.14% Interest Income
2023-09-27 2024-01-24 Interest (CASH) 33.33% $1.00 $1.02 1.74% Interest Income
2023-09-15 2023-09-27 Completed 33.33% $29.75 $28.18 -5.31% Stop
2023-09-15 2023-09-27 Completed 33.33% $29.75 $28.18 -5.31% Stop
2023-09-15 2023-09-27 Completed 33.33% $29.75 $28.18 -5.31% Stop
2023-05-30 2023-09-15 Interest (CASH) 33.33% $1.00 $1.02 1.61% Interest Income
2023-04-12 2023-09-15 Interest (CASH) 33.33% $1.00 $1.02 2.29% Interest Income
2023-01-20 2023-09-15 Interest (CASH) 33.33% $1.00 $1.03 3.36% Interest Income
2022-10-31 2023-05-30 Completed 33.33% $30.01 $29.32 -2.32% Signal
2023-02-08 2023-04-12 Completed 33.33% $30.62 $31.66 3.35% Signal
2022-11-11 2023-02-08 Interest (CASH) 33.33% $1.00 $1.01 1.04% Interest Income
2022-12-16 2023-01-20 Completed 33.33% $31.76 $30.94 -2.60% Signal
2022-11-23 2022-12-16 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2022-10-24 2022-11-23 Completed 33.33% $28.40 $31.04 9.21% Signal
2022-11-04 2022-11-11 Completed 33.33% $29.82 $30.72 2.99% Signal
2022-10-13 2022-11-04 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2022-10-07 2022-10-31 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2022-09-30 2022-10-24 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2022-09-26 2022-10-13 Completed 33.33% $31.94 $27.04 -15.40% Stop
2022-07-14 2022-10-07 Completed 33.33% $30.37 $28.97 -4.65% Stop
2022-07-11 2022-09-30 Completed 33.33% $30.83 $29.95 -2.89% Stop
2022-09-01 2022-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2022-07-11 2022-09-01 Completed 33.33% $30.83 $32.82 6.42% Signal
2022-06-21 2022-07-14 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2022-06-15 2022-07-11 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2022-06-15 2022-07-11 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2021-03-26 2022-06-21 Completed 33.33% $27.00 $28.63 5.98% Stop
2021-04-16 2022-06-15 Completed 33.33% $28.56 $29.43 2.99% Stop
2020-10-09 2022-06-15 Completed 33.33% $26.82 $29.43 9.68% Stop
2021-03-15 2021-04-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-03-04 2021-03-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-08-04 2021-03-15 Completed 33.33% $25.05 $26.48 5.67% Signal
2020-04-06 2021-03-04 Completed 33.33% $22.18 $24.92 12.29% Signal
2020-06-17 2020-10-09 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2020-06-22 2020-08-04 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-06-03 2020-06-22 Completed 33.33% $25.25 $23.73 -6.04% Stop
2020-03-24 2020-06-17 Completed 33.33% $19.27 $24.62 27.67% Signal
2020-04-24 2020-06-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-24 2020-04-24 Completed 33.33% $19.27 $23.98 24.40% Signal
2020-03-13 2020-04-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2019-01-25 2020-03-13 Completed 33.33% $21.37 $23.63 10.50% Stop
2018-06-25 2020-03-02 Completed 33.33% $19.78 $25.56 29.15% Stop
2018-06-20 2020-03-02 Completed 33.33% $19.59 $25.56 30.41% Stop
2018-12-13 2019-01-25 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2015-09-30 2018-12-13 Completed 33.33% $15.13 $22.21 46.70% Signal
2018-03-26 2018-06-25 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
2018-01-30 2018-06-20 Interest (CASH) 33.33% $1.00 $1.01 0.69% Interest Income
2018-03-01 2018-03-26 Completed 33.33% $18.84 $19.01 0.85% Signal
2018-02-06 2018-03-01 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2017-04-18 2018-02-06 Completed 33.33% $19.44 $18.58 -4.44% Stop
2017-02-21 2018-01-30 Completed 33.33% $18.37 $19.30 5.03% Signal
2017-01-30 2017-04-18 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2016-10-25 2017-02-21 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2016-12-06 2017-01-30 Completed 33.33% $17.21 $17.96 4.30% Signal
2016-11-11 2016-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2016-01-20 2016-11-11 Completed 33.33% $15.74 $16.95 7.62% Stop
2015-10-09 2016-10-25 Completed 33.33% $15.62 $17.68 13.16% Signal
2015-07-29 2016-01-20 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2015-09-02 2015-10-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-09-08 2015-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-05-12 2015-09-08 Completed 33.33% $8.63 $14.54 68.45% Stop
2015-08-04 2015-09-02 Completed 33.33% $15.51 $14.63 -5.74% Stop
2015-04-23 2015-08-04 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-06-30 2015-07-29 Completed 33.33% $14.69 $15.15 3.06% Signal
2015-06-08 2015-06-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-02-25 2015-06-08 Completed 33.33% $13.54 $14.90 10.03% Stop
2014-11-03 2015-04-23 Completed 33.33% $15.60 $15.44 -1.09% Signal
2014-10-10 2014-11-03 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-11-18 2014-10-10 Completed 33.33% $13.04 $14.68 12.57% Signal
2014-01-31 2014-02-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-09-01 2014-01-31 Completed 33.33% $10.25 $12.88 25.54% Signal
2013-08-14 2013-11-18 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-02-25 2013-08-14 Completed 33.33% $11.98 $12.65 5.57% Signal
2012-11-15 2013-02-25 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-09-01 2012-11-15 Completed 33.33% $10.25 $10.88 6.10% Signal
2011-08-10 2011-09-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-10 2011-09-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-08-24 2011-08-10 Completed 33.33% $8.82 $9.30 5.48% Stop
2010-06-01 2011-08-10 Completed 33.33% $8.20 $9.30 13.45% Stop
2010-08-02 2010-08-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-07-29 2010-08-02 Completed 33.33% $8.99 $8.92 -0.86% Signal
2010-06-25 2010-07-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-06-21 2010-06-25 Completed 33.33% $8.76 $8.34 -4.84% Stop
2010-04-19 2010-06-21 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2010-05-07 2010-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-01-14 2010-05-12 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2009-09-08 2010-05-07 Completed 33.33% $8.10 $8.32 2.63% Stop
2009-06-22 2010-04-19 Completed 33.33% $7.60 $8.54 12.29% Signal
2009-01-14 2009-09-08 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2009-01-14 2009-06-22 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2009-01-06 2009-01-14 Completed 33.33% $8.19 $7.66 -6.45% Stop
2009-01-06 2009-01-14 Completed 33.33% $8.19 $7.66 -6.45% Stop
2009-01-06 2009-01-14 Completed 33.33% $8.19 $7.66 -6.45% Stop
2008-11-06 2009-01-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2008-09-04 2009-01-06 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2008-06-09 2009-01-06 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2008-11-04 2008-11-06 Completed 33.33% $7.96 $7.72 -3.12% Signal
2008-10-13 2008-11-04 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-10-09 2008-10-13 Completed 33.33% $7.82 $7.32 -6.50% Stop
2008-09-17 2008-10-09 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-02-14 2008-09-17 Completed 33.33% $10.48 $9.13 -12.89% Stop
2008-06-16 2008-09-04 Completed 33.33% $10.90 $9.72 -10.85% Signal
2008-03-11 2008-06-16 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2008-02-14 2008-06-09 Completed 33.33% $10.48 $10.73 2.36% Signal
2008-02-14 2008-03-11 Completed 33.33% $10.48 $10.11 -3.53% Signal
2008-01-23 2008-02-14 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2008-01-23 2008-02-14 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2008-01-23 2008-02-14 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2007-11-09 2008-01-23 Completed 33.33% $10.95 $9.77 -10.82% Stop
2007-09-11 2008-01-23 Completed 33.33% $10.11 $9.77 -3.45% Stop
2003-09-04 2008-01-23 Completed 33.33% $4.89 $9.77 99.70% Stop
2007-08-16 2007-11-09 Interest (CASH) 33.33% $1.00 $1.01 0.93% Interest Income
2007-08-17 2007-09-11 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2006-07-26 2007-08-17 Completed 33.33% $8.53 $10.06 17.95% Stop
2006-07-19 2007-08-16 Completed 33.33% $8.26 $9.70 17.27% Signal
2006-04-11 2006-07-26 Interest (CASH) 33.33% $1.00 $1.01 1.39% Interest Income
2006-04-28 2006-07-19 Interest (CASH) 33.33% $1.00 $1.01 1.07% Interest Income
2006-02-21 2006-04-28 Completed 33.33% $7.99 $7.71 -3.53% Signal
2005-11-15 2006-04-11 Completed 33.33% $7.49 $7.63 1.83% Signal
2005-12-09 2006-02-21 Interest (CASH) 33.33% $1.00 $1.01 0.80% Interest Income
2005-11-15 2005-12-09 Completed 33.33% $7.49 $7.72 3.09% Signal
2005-10-24 2005-11-15 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2005-10-24 2005-11-15 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2004-08-13 2005-10-24 Completed 33.33% $5.78 $7.38 27.48% Stop
2003-05-30 2005-10-24 Completed 33.33% $4.93 $7.38 49.50% Stop
2004-06-18 2004-08-13 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2003-05-14 2004-06-18 Completed 33.33% $4.56 $5.49 20.30% Signal
2003-02-10 2003-09-04 Interest (CASH) 33.33% $1.00 $1.01 0.59% Interest Income
2003-02-10 2003-05-30 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2003-04-21 2003-05-14 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2003-03-05 2003-04-21 Completed 33.33% $3.96 $4.35 9.88% Signal
2003-02-10 2003-03-05 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2002-12-18 2003-02-10 Completed 33.33% $4.25 $4.00 -5.82% Stop
2002-12-18 2003-02-10 Completed 33.33% $4.25 $4.00 -5.82% Stop
2002-12-18 2003-02-10 Completed 33.33% $4.25 $4.00 -5.82% Stop
2002-04-03 2002-12-18 Interest (CASH) 33.33% $1.00 $1.01 1.16% Interest Income
2001-08-14 2002-12-18 Interest (CASH) 33.33% $1.00 $1.02 2.44% Interest Income
2001-08-01 2002-12-18 Interest (CASH) 33.33% $1.00 $1.03 2.57% Interest Income
2001-11-26 2002-04-03 Completed 33.33% $5.99 $6.01 0.28% Signal
2001-11-01 2001-11-26 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2001-02-16 2001-11-01 Completed 33.33% $6.63 $5.93 -10.53% Stop
2001-05-02 2001-08-14 Completed 33.33% $6.91 $6.38 -7.76% Signal
2001-04-17 2001-08-01 Completed 33.33% $6.68 $6.45 -3.42% Signal
2001-03-09 2001-05-02 Interest (CASH) 33.33% $1.00 $1.01 0.60% Interest Income
2001-03-23 2001-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2000-12-14 2001-03-23 Completed 33.33% $6.99 $5.93 -15.24% Stop
2000-12-14 2001-03-09 Completed 33.33% $6.99 $6.60 -5.65% Signal
2000-12-12 2001-02-16 Interest (CASH) 33.33% $1.00 $1.01 0.92% Interest Income
2000-12-12 2000-12-14 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2000-12-12 2000-12-14 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income