xlre ftlt needs work
Today’s Change (Aug 20, 2026)
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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.
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.
Out-of-sample, this real-estate strategy outperforms the S&P: ~24% annualized return vs ~18%, Sharpe ~1.44 vs ~1.03, and max drawdown ~12% vs ~19%. Fully invested long/short (XLRE/REK) with adaptive trend/RSI rules.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.08 | 0.57 | 0.25 | 0.5 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 270.7% | 15.21% | 3.63% | 5.09% | 0.86 | |
| 291.25% | 15.88% | 0.43% | 6.04% | 0.81 |
Initial Investment
$10,000.00
Final Value
$39,125.07Regulatory Fees
$137.61
Total Slippage
$956.51
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