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

About

A daily, two-ETF strategy for U.S. real estate. It’s long XLRE when the trend is up and price isn’t overheated; otherwise it holds REK, which rises when real estate falls. In downtrends it mostly stays in REK, buying XLRE only after deep pullbacks.
NutHow it works
It trades only U.S. real estate: XLRE (owns real estate stocks) or REK (goes up when real estate falls). First it checks trend by comparing medium vs long-term average prices. In uptrends it holds XLRE unless momentum looks too hot (an RSI “heat meter” is high), then it flips to REK. In downtrends it mostly holds REK, only buying XLRE after sharp pullbacks or brief upturns. It rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~24% annualized return vs ~16.7% for the S&P 500, Sharpe ~1.35 vs ~0.86, Calmar ~2.0, max drawdown ~12% vs ~19%, low beta ~0.5 with daily XLRE/REK exposure—stronger, smoother risk-adjusted growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.580.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
227.18%14.86%1.36%5.73%0.83
xlre ftlt needs work
233.2%15.11%0.15%3.37%0.77
Initial Investment
$10,000.00
Final Value
$33,319.95
Regulatory Fees
$142.79
Total Slippage
$809.57
Invest in this strategy
OOS Start Date
Jan 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, real estate, trend filter, mean reversion, rsi, moving averages, long/short, inverse etf, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toXLRE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "xlre ftlt needs work" has returned 24.02%. 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, crypto, and options.