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Symphonies
xlre ftlt needs work
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, real‑estate–focused strategy that toggles between XLRE (long real estate) and REK (inverse real estate). It uses long- and short-term trend filters plus an overbought/oversold gauge (RSI) to buy dips and short when the sector looks too hot.
NutHow it works
What it trades: XLRE (an ETF of U.S. real‑estate stocks/REITs) or REK (an ETF that goes up when real‑estate stocks fall, about −1x). It checks trend with moving averages (average price over 100 vs 400 days, and 10 vs 20 days). It then uses RSI—a 0–100 gauge of how “hot” or “oversold” a price is. It buys XLRE when the sector looks cool/oversold; if it looks too hot, it switches to REK. Rebalances daily; always 100% in one or the other.
CheckmarkValue prop
Out-of-sample, this real estate strategy beats the S&P: ~24.1% annualized return vs 16.4%; Sharpe ~1.41 vs 0.89; max drawdown ~12.1% vs 18.8%; beta ~0.47; Calmar ~1.98—higher upside with lower market risk via mean-reversion and trend filters.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.580.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
241.43%14.77%6.16%5.09%0.83
xlre ftlt needs work
232.24%14.41%-1.98%-3.61%0.75
Initial Investment
$10,000.00
Final Value
$33,223.96
Regulatory Fees
$149.10
Total Slippage
$844.11
Invest in this strategy
OOS Start Date
Jan 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Real estate, etf, long/short, mean reversion, trend filter, rsi, moving averages, daily rebalance, sector-specific
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
REK
ProShares Short 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.

"xlre ftlt needs work" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"xlre ftlt needs work" is currently allocated toREK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "xlre ftlt needs work" has returned 16.20%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "xlre ftlt needs work" is 12.13%. 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 "xlre ftlt needs work", 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.