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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, single-sector strategy that flips between XLRE (real estate stocks) and REK (inverse) using trend checks and an RSI hot/cold gauge. It aims to buy dips and short rips in US real estate equities.
NutHow it works
It toggles between two ETFs: XLRE (US real estate stocks) and REK (moves up when those stocks fall). It checks trend with smoothed price lines (100 vs 400 days, then 10 vs 20). It also uses RSI, a 0–100 hot/cold gauge of recent moves. Uptrend: hold XLRE unless RSI is too hot (>=60), then use REK. Not uptrend: if short-term rising, hold XLRE unless RSI >=70; if falling, default to REK but buy XLRE only when RSI is very low. Rebalanced daily.
CheckmarkValue prop
Out-of-sample shows higher risk-adjusted return and upside with less downside vs the S&P 500: Sharpe ~1.41 vs ~0.89; annualized return ~24% vs ~16%; max drawdown ~12% vs ~19%. Calmar ~2.0. Real-estate tilt with a trend+mean-reversion edge.
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
228.5%14.48%-0.15%0.4%0.82
xlre ftlt needs work
240.41%14.95%-1.38%2.17%0.77
Initial Investment
$10,000.00
Final Value
$34,041.38
Regulatory Fees
$146.51
Total Slippage
$830.35
Invest in this strategy
OOS Start Date
Jan 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Real estate sector, tactical, trend + mean-reversion, long/short, inverse etf, daily rebalance
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 20.75%. 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.