The best indicator for Real Estate (XLRE)
We backtested 382 indicators across daily, weekly and hourly charts on real Real Estate (XLRE) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where Real Estate (XLRE) stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
Projection Bands
On the weekly chart, this is the strongest risk-adjusted edge we found for Real Estate (XLRE) over ~10.7 years — beating buy-and-hold by 1.7% CAGR.
Real Estate (XLRE) on the weekly chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Real Estate (XLRE) — trailing buy-and-hold by 4.6% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
The winner on each chart
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | Projection Bands ✓ | Weekly | 9.0% | 0.74 | -12.8% | 90.5% | 21 | 1.7% |
| 2 | Stochastic Momentum Index ✓ | Daily | 6.9% | 0.71 | -21.9% | 71.4% | 49 | -0.4% |
| 3 | Stochastic RSI ✓ | Weekly | 6.1% | 0.71 | -13.1% | 70.6% | 17 | -1.2% |
| 4 | Connors RSI-2 ✓ | Weekly | 7.6% | 0.67 | -14.0% | 85.7% | 21 | 0.3% |
| 5 | Chaikin Volatility ✓ | Weekly | 3.9% | 0.56 | -12.6% | 42.4% | 33 | -3.4% |
| 6 | Demand Index ✓ | Weekly | 8.1% | 0.55 | -29.5% | 70.4% | 27 | 0.8% |
| 7 | Stochastic ✓ | Weekly | 6.6% | 0.74 | -11.5% | 100.0% | 11 | -0.7% |
| 8 | Intraday Momentum Index ✓ | Daily | 6.3% | 0.54 | -28.6% | 70.0% | 30 | -1.0% |
| 9 | Laguerre RSI ✓ | Weekly | 3.7% | 0.54 | -8.6% | 68.8% | 16 | -3.6% |
| 10 | Piercing Line ✓ | Daily | 2.3% | 0.54 | -6.7% | 51.7% | 29 | -5.0% |
| 11 | Detrended Price Osc. ✓ | Weekly | 7.0% | 0.53 | -25.3% | 54.5% | 66 | -0.3% |
| 12 | Ultimate Oscillator ✓ | Daily | 6.9% | 0.55 | -36.0% | 85.7% | 14 | -0.4% |
| 13 | Williams %R ✓ | Weekly | 6.5% | 0.49 | -29.6% | 77.8% | 18 | -0.8% |
| 14 | Hammer ✓ | Daily | 3.9% | 0.46 | -22.1% | 64.1% | 78 | -3.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Real Estate (XLRE)
1 of 527 tested setups beat buy-and-hold on Real Estate (XLRE) outright. Another 110 could get there with leverage they would survive — but 102 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Stochastic | 1 | none needed | 10.2× |
| Stochastic (20,5) | — | 2.3× | 9.38× |
| Chande Kroll Stop | — | 2.57× | 6.91× |
| Ehlers Cyber Cycle | — | 2.72× | 6.53× |
| Stochastic Slow (21,5) | — | 3.18× | 8.55× |
| Delta Volume (CVD proxy) | — | 3.57× | 8.98× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
For Real Estate (XLRE), Projection Bands on the weekly timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
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