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.
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.
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.
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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