Skip to Content
Symphonies
Real Estate XLRE
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, single-asset strategy on real estate: if XLRE RSI(10) < 30, go 100% long URE; if RSI(10) > 71, go 100% long DRV; otherwise stay in XLRE. Fully invested, using leveraged ETFs for amplified exposure with daily rebalancing.
NutHow it works
- The target universe is three ETFs: XLRE (base real estate ETF), URE (2x long real estate), DRV (3x bear real estate). - Every day, compute XLRE’s RSI over the last 10 days. - If RSI(XLRE) < 30: allocate 100% to URE. - Else if RSI(XLRE) > 71: allocate 100% to DRV. - Else: allocate 100% to XLRE. - This is a single-asset-at-a-time, daily-rebalanced strategy with full allocation to the chosen instrument. - Note: Leveraged ETFs (URE, DRV) magnify gains and losses and reset daily, which can affect long-run performance and risk.
CheckmarkValue prop
Low-beta real estate momentum with a built-in hedge: shifts between XLRE, URE (2x) and DRV (3x) to chase trends. Out-of-sample alpha ~3.4%, offering diversification and potential upside versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.830.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
287.9%13.96%-1.77%0.2%0.82
Real Estate XLRE
409.15%16.99%2.84%10.28%0.72
Initial Investment
$10,000.00
Final Value
$50,915.10
Regulatory Fees
$246.32
Total Slippage
$1,527.49
Invest in this strategy
OOS Start Date
Jun 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Real estate, momentum, leveraged etfs, sector rotation
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
URE
ProShares Ultra Real Estate
Stocks
XLRE
State Street Real Estate Select Sector SPDR ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"Real Estate XLRE" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Real Estate XLRE" is currently allocated toXLRE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Real Estate XLRE" has returned 12.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Real Estate XLRE" is 25.18%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "Real Estate XLRE", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.