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 over the full backtest, with costs, and checked out-of-sample.
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.
Stochastic RSI
On the weekly chart, this is the strongest risk-adjusted edge we found for Real Estate (XLRE) over ~11.0 years — trailing buy-and-hold by 0.1% 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.
Chart by TradingView. Loading it contacts tradingview.com, which may set its own cookies — see our privacy policy.
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 | Stochastic RSI ✓ | Weekly | 6.3% | 0.74 | -13.1% | 72.2% | 18 | -0.1% |
| 2 | Stochastic Momentum Index ✓ | Daily | 6.4% | 0.67 | -21.9% | 70.6% | 51 | -0.1% |
| 3 | Projection Bands ✓ | Weekly | 7.9% | 0.66 | -12.8% | 81.8% | 22 | 1.5% |
| 4 | Connors RSI-2 ✓ | Weekly | 6.8% | 0.6 | -13.1% | 81.8% | 22 | 0.4% |
| 5 | Chaikin Volatility ✓ | Weekly | 4.3% | 0.6 | -12.6% | 38.9% | 36 | -2.1% |
| 6 | Stochastic ✓ | Weekly | 6.7% | 0.76 | -11.5% | 100.0% | 11 | 0.3% |
| 7 | Ultimate Oscillator ✓ | Daily | 6.6% | 0.54 | -36.0% | 80.0% | 15 | 0.1% |
| 8 | Intraday Momentum Index ✓ | Daily | 5.6% | 0.49 | -28.6% | 67.7% | 31 | -0.9% |
| 9 | Ehlers Relative Vigor ✓ | Weekly | 5.5% | 0.49 | -15.2% | 53.1% | 49 | -0.9% |
| 10 | Detrended Price Osc. ✓ | Weekly | 6.2% | 0.48 | -25.8% | 52.8% | 72 | -0.2% |
| 11 | Demand Index ✓ | Weekly | 6.8% | 0.48 | -29.5% | 65.5% | 29 | 0.4% |
| 12 | Williams %R ✓ | Weekly | 6.1% | 0.47 | -29.6% | 77.8% | 18 | -0.3% |
| 13 | Hammer ✓ | Daily | 3.8% | 0.45 | -22.6% | 62.8% | 78 | -2.7% |
| 14 | Stochastic Momentum Index ✓ | Weekly | 4.8% | 0.71 | -5.9% | 88.9% | 9 | -1.6% |
✓ = 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), Stochastic RSI on the weekly timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
More etf
Get alerted when Real Estate’s signal flips
We track Real Estate daily. Its backtested best indicator, Stochastic RSI (Weekly), is long right now — we'll email you the moment that changes. Free, no spam, unsubscribe any time.