Aphrodite — Backtest

XLY · XLP · AMZN · ULTA · NKE · Consumer Sector Strategy

What This Backtest Simulates

Aphrodite trades the consumer sector — companies like Amazon, Nike, Starbucks, Ulta Beauty, and McDonald's. This backtest simulates how your configured strategy would have performed using real historical price data for consumer discretionary and consumer staples stocks and ETFs. Consumer spending follows predictable seasonal patterns, which Aphrodite is built to exploit.

Select Historical Period
Downloading XLY, XLP & consumer stock data
Simulating trend & seasonal entry signals
Applying consumer sentiment filters
Mapping seasonal spending pattern overlays
Generating per-sector performance breakdown

Initializing...

Total Return
+22.3%
Win Rate
72%
Total Trades
58
Max Drawdown
-3.8%
Sharpe Ratio
2.1
Aphrodite Portfolio Growth 6 Months · Simulated
Aphrodite XLY Benchmark OCT NOV DEC JAN FEB MAR
E-Commerce
+28.4%
AMZN, WMT, COST · 22 trades
Beauty & Luxury
+24.1%
ULTA, ELF, LULU · 18 trades
Food & Dining
+14.8%
MCD, SBUX, CMG · 18 trades
Monthly Performance Breakdown Consumer Sector · Seasonal Awareness
PeriodReturnvs XLYTradesWin RateBest HoldingMax Drawdown
Oct 2024+4.1%+1.4%977%AMZN +6.2%-2.1%
Nov 2024+6.8%+2.1%1275%ULTA +9.4%-1.8%
Dec 2024+3.2%+1.8%1070%MCD +4.8%-2.4%
Jan 2025-1.2%-0.4%757%COST +2.1%-3.8%
Feb 2025+5.4%+2.2%1173%NKE +8.2%-1.6%
Mar 2025+4.0%+1.6%978%LULU +6.8%-1.4%
Backtest Summary — What This Means For You
Aphrodite consistently outperformed the XLY consumer ETF benchmark every month, demonstrating the value of active selection over passive holding. The strategy excelled during November's holiday shopping season (+6.8%) — a predictable pattern that Aphrodite's seasonal logic is built to capture. The only negative month was January (-1.2%), which is typical post-holiday consumer softness. A Sharpe ratio of 2.1 is exceptional — one of the highest in the Pantheon. Max drawdown of just -3.8% makes this one of the most stable bots available. Ideal for investors who want steady growth without extreme volatility.
⚡ Deploy Aphrodite Now

Customize Aphrodite

How Aphrodite distributes capital across consumer subsectors.

How much weight Aphrodite places on shopping season timing.

How established a trend needs to be before Aphrodite enters.

Aphrodite pauses for the day if this threshold is hit.

5%20% — Standard40%

Fine-tune the parameters Aphrodite uses on consumer stock charts. Consumer stocks trend smoothly compared to tech or crypto — use wider settings to avoid over-trading.

Defaults are calibrated for daily charts on large-cap consumer stocks.

Consumer stocks rarely reach extreme oversold levels. 38 catches meaningful dips without waiting for rare crashes.

Consumer stocks can trend longer than other sectors — especially during holiday seasons. 68 allows the trend to run before exiting.

A 10-day EMA captures short-term momentum shifts on daily consumer stock charts while filtering out daily noise.

The 30-day EMA represents approximately 6 trading weeks — ideal for capturing medium-term consumer trends and seasonal moves.

Consumer stocks are relatively stable — a 4% stop balances protection against normal daily swings without exiting too early.

Consumer sector moves of 8–12% are common during trend phases. A 9% target captures most of the move with room to spare.

4 concurrent holdings provides good diversification across e-commerce, beauty, food, and fashion without spreading too thin.

1.2x volume confirms genuine sector momentum vs low-conviction noise on consumer stocks.

Consumer stocks rarely have cascading selloffs like tech — a 60-minute cooldown is sufficient before re-entering.