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DASHBOARDS: Portfolio Hub Market Pulse Performance

XLRE

The Real Estate Select Sector SPDR Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for XLRE (The Real Estate Select Sector SPDR Fund) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -27.4% (compared to the benchmark's drawdown of -38.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.6%, compared to a Buy-and-Hold benchmark return of 7.2%. The strategy executed 100 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

XLRE Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR9.96%11.10%0.58%3.26%2.99%6.47%3.64%7.15%
Sharpe Ratio0.870.730.050.170.270.310.320.34
Max Drawdown-6.55%-8.33%-27.40%-34.11%-27.40%-38.82%-27.40%-38.82%
% Time Invested86.5%100.0%84.8%100.0%89.7%100.0%89.9%100.0%
Trades / Year10.00.010.00.09.50.09.70.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

Trade History

This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.

Entry DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-04-23 2026-05-15 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-01-20 2026-04-23 Completed 33.33% $41.29 $43.27 4.75% Signal
2026-03-13 2026-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2026-01-08 2026-03-13 Completed 33.33% $39.38 $41.96 6.50% Signal
2025-11-11 2026-01-20 Interest (CASH) 33.33% $1.00 $1.01 0.67% Interest Income
2025-11-04 2026-01-20 Interest (CASH) 33.33% $1.00 $1.01 0.75% Interest Income
2025-12-15 2026-01-08 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-12-08 2025-12-15 Completed 33.33% $39.91 $39.92 -0.03% Signal
2025-11-10 2025-12-08 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2025-11-07 2025-11-11 Completed 33.33% $39.86 $40.25 0.93% Signal
2025-10-31 2025-11-10 Completed 33.33% $39.53 $40.12 1.45% Signal
2025-10-16 2025-11-07 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-07-23 2025-11-04 Completed 33.33% $41.36 $39.87 -3.66% Signal
2025-10-09 2025-10-31 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-10-02 2025-10-16 Completed 33.33% $40.91 $40.90 -0.07% Signal
2025-09-03 2025-10-09 Completed 33.33% $40.09 $40.34 0.58% Signal
2025-09-10 2025-10-02 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-06-04 2025-09-10 Completed 33.33% $39.80 $40.49 1.70% Signal
2025-08-11 2025-09-03 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-07-24 2025-08-11 Completed 33.33% $41.35 $39.72 -4.00% Signal
2025-07-01 2025-07-24 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-01-17 2025-07-23 Interest (CASH) 33.33% $1.00 $1.02 2.17% Interest Income
2025-06-20 2025-07-01 Completed 33.33% $40.26 $39.97 -0.75% Signal
2025-05-28 2025-06-20 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2025-04-08 2025-06-04 Interest (CASH) 33.33% $1.00 $1.01 0.66% Interest Income
2025-04-25 2025-05-28 Completed 33.33% $38.90 $39.61 1.77% Signal
2025-03-18 2025-04-25 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
2025-03-04 2025-04-08 Completed 33.33% $41.47 $37.26 -10.19% Stop
2025-01-23 2025-03-18 Completed 33.33% $39.21 $40.15 2.35% Signal
2024-11-19 2025-03-04 Interest (CASH) 33.33% $1.00 $1.01 1.18% Interest Income
2024-12-17 2025-01-23 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2024-07-16 2025-01-17 Completed 33.33% $37.80 $39.23 3.72% Signal
2024-12-02 2024-12-17 Completed 33.33% $42.14 $39.93 -5.30% Signal
2024-11-07 2024-12-02 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2024-06-20 2024-11-19 Completed 33.33% $35.51 $40.71 14.58% Signal
2024-10-30 2024-11-07 Completed 33.33% $41.30 $40.31 -2.44% Signal
2024-10-08 2024-10-30 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2024-07-01 2024-10-08 Completed 33.33% $35.84 $40.85 13.94% Signal
2024-05-13 2024-07-16 Interest (CASH) 33.33% $1.00 $1.01 0.91% Interest Income
2024-06-06 2024-07-01 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2024-04-23 2024-06-20 Interest (CASH) 33.33% $1.00 $1.01 0.85% Interest Income
2024-05-08 2024-06-06 Completed 33.33% $34.45 $35.25 2.26% Signal
2023-12-04 2024-05-13 Completed 33.33% $34.39 $35.15 2.16% Signal
2024-03-27 2024-05-08 Interest (CASH) 33.33% $1.00 $1.01 0.61% Interest Income
2024-04-05 2024-04-23 Completed 33.33% $35.21 $33.57 -4.70% Signal
2024-03-04 2024-04-05 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
2024-02-26 2024-03-27 Completed 33.33% $35.53 $35.86 0.86% Signal
2023-12-04 2024-03-04 Completed 33.33% $34.39 $36.28 5.42% Signal
2024-01-17 2024-02-26 Interest (CASH) 33.33% $1.00 $1.01 0.57% Interest Income
2023-11-20 2024-01-17 Completed 33.33% $32.67 $35.70 9.20% Signal
2023-09-28 2023-12-04 Interest (CASH) 33.33% $1.00 $1.01 0.99% Interest Income
2023-09-07 2023-12-04 Interest (CASH) 33.33% $1.00 $1.01 1.32% Interest Income
2023-10-27 2023-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-10-19 2023-10-27 Completed 33.33% $30.46 $29.99 -1.60% Signal
2023-09-21 2023-10-19 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2023-07-06 2023-09-28 Completed 33.33% $34.08 $30.73 -9.87% Stop
2023-09-08 2023-09-21 Completed 33.33% $33.34 $32.61 -2.23% Signal
2023-08-07 2023-09-08 Interest (CASH) 33.33% $1.00 $1.00 0.50% Interest Income
2023-07-14 2023-09-07 Completed 33.33% $34.93 $32.98 -5.65% Signal
2023-06-12 2023-08-07 Completed 33.33% $33.17 $33.56 1.13% Signal
2023-06-21 2023-07-14 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-05-02 2023-07-06 Interest (CASH) 33.33% $1.00 $1.01 0.92% Interest Income
2023-06-16 2023-06-21 Completed 33.33% $33.74 $33.16 -1.79% Signal
2023-03-13 2023-06-16 Interest (CASH) 33.33% $1.00 $1.01 1.34% Interest Income
2023-05-04 2023-06-12 Interest (CASH) 33.33% $1.00 $1.01 0.54% Interest Income
2023-04-10 2023-05-04 Completed 33.33% $32.97 $32.65 -1.03% Signal
2023-04-17 2023-05-02 Completed 33.33% $32.74 $33.37 1.86% Signal
2023-03-23 2023-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2023-02-23 2023-04-10 Interest (CASH) 33.33% $1.00 $1.01 0.59% Interest Income
2023-02-06 2023-03-23 Completed 33.33% $35.85 $31.24 -12.90% Stop
2022-12-05 2023-03-13 Completed 33.33% $33.89 $31.84 -6.09% Stop
2023-01-17 2023-02-23 Completed 33.33% $35.14 $34.37 -2.25% Signal
2022-09-01 2023-02-06 Interest (CASH) 33.33% $1.00 $1.02 1.72% Interest Income
2022-12-21 2023-01-17 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2022-10-28 2022-12-21 Completed 33.33% $31.49 $32.75 3.95% Signal
2022-09-21 2022-12-05 Interest (CASH) 33.33% $1.00 $1.01 0.81% Interest Income
2022-09-01 2022-10-28 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2022-08-01 2022-09-21 Completed 33.33% $38.40 $34.38 -10.50% Stop
2022-08-01 2022-09-01 Completed 33.33% $38.40 $36.13 -5.96% Stop
2022-07-08 2022-09-01 Completed 33.33% $35.89 $36.13 0.60% Signal
2022-05-10 2022-08-01 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
2022-03-31 2022-08-01 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
2022-06-14 2022-07-08 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2022-05-31 2022-06-14 Completed 33.33% $38.27 $33.93 -11.39% Stop
2022-05-03 2022-05-31 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2022-04-08 2022-05-10 Completed 33.33% $42.71 $37.33 -12.63% Stop
2022-03-09 2022-05-03 Completed 33.33% $39.63 $39.37 -0.72% Stop
2022-02-16 2022-04-08 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2022-02-22 2022-03-31 Completed 33.33% $38.27 $42.37 10.66% Signal
2022-01-19 2022-03-09 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2022-01-28 2022-02-22 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2021-11-12 2022-02-16 Completed 33.33% $41.12 $38.80 -5.68% Signal
2020-07-09 2022-01-28 Completed 33.33% $28.59 $38.91 36.02% Stop
2021-12-27 2022-01-19 Completed 33.33% $42.95 $41.37 -3.74% Signal
2021-12-02 2021-12-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-10-19 2021-12-02 Completed 33.33% $39.58 $40.06 1.17% Signal
2021-10-21 2021-11-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-11-20 2021-10-21 Completed 33.33% $30.60 $40.14 31.12% Signal
2021-09-23 2021-10-19 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-07-26 2021-09-23 Completed 33.33% $39.06 $39.80 1.84% Signal
2021-07-01 2021-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-06-10 2021-07-01 Completed 33.33% $38.07 $37.49 -1.56% Signal
2021-05-18 2021-06-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-03-26 2021-05-18 Completed 33.33% $32.90 $35.26 7.13% Signal
2021-03-04 2021-03-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-01-22 2021-03-04 Completed 33.33% $30.42 $30.64 0.66% Signal
2020-12-09 2021-01-22 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-11-19 2020-12-09 Completed 33.33% $30.47 $30.26 -0.72% Signal
2020-10-29 2020-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-10-28 2020-11-19 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-05-14 2020-10-29 Completed 33.33% $24.84 $27.98 12.60% Signal
2020-10-14 2020-10-28 Completed 33.33% $30.02 $28.09 -6.48% Signal
2020-09-22 2020-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-09-18 2020-09-22 Completed 33.33% $29.68 $28.37 -4.46% Signal
2020-08-26 2020-09-18 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-07-15 2020-08-26 Completed 33.33% $28.79 $29.37 1.96% Signal
2020-06-12 2020-07-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-26 2020-07-09 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2020-05-29 2020-06-12 Completed 33.33% $28.06 $28.79 2.55% Stop
2020-05-05 2020-05-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-26 2020-05-14 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-04-07 2020-05-05 Completed 33.33% $26.49 $26.86 1.36% Stop
2020-02-28 2020-04-07 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-03-24 2020-03-26 Completed 33.33% $21.58 $23.63 9.45% Signal
2020-03-24 2020-03-26 Completed 33.33% $21.58 $23.63 9.45% Signal
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-02-14 2020-03-02 Completed 33.33% $33.38 $29.74 -10.96% Stop
2020-01-24 2020-03-02 Completed 33.33% $32.28 $29.74 -7.92% Stop
2020-01-09 2020-02-28 Completed 33.33% $30.77 $29.70 -3.53% Stop
2020-01-23 2020-02-14 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-11-22 2020-01-24 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2019-02-01 2020-01-23 Completed 33.33% $26.81 $31.93 19.03% Signal
2019-12-16 2020-01-09 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-12-02 2019-12-16 Completed 33.33% $30.68 $29.96 -2.38% Signal
2019-11-07 2019-12-02 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-02-19 2019-11-22 Completed 33.33% $27.25 $30.54 12.01% Signal
2019-10-18 2019-11-07 Completed 33.33% $31.45 $30.36 -3.51% Signal
2019-09-24 2019-10-18 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2019-08-09 2019-09-24 Completed 33.33% $30.35 $31.32 3.16% Signal
2019-07-09 2019-08-09 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2019-05-16 2019-07-09 Completed 33.33% $28.61 $29.86 4.31% Signal
2019-04-24 2019-05-16 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2019-01-17 2019-04-24 Completed 33.33% $25.22 $27.95 10.78% Signal
2019-01-25 2019-02-19 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-12-06 2019-02-01 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2018-11-14 2019-01-25 Completed 33.33% $25.73 $25.62 -0.45% Signal
2018-12-24 2019-01-17 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-10-31 2018-12-24 Completed 33.33% $25.07 $24.25 -3.32% Stop
2018-03-14 2018-12-06 Completed 33.33% $23.53 $25.80 9.60% Signal
2018-10-16 2018-11-14 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2018-09-18 2018-10-31 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
2018-03-14 2018-10-16 Completed 33.33% $23.53 $23.92 1.62% Signal
2018-08-20 2018-09-18 Completed 33.33% $25.91 $25.72 -0.79% Signal
2018-07-27 2018-08-20 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2018-06-20 2018-07-27 Completed 33.33% $24.06 $25.05 4.10% Signal
2018-05-29 2018-06-20 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2018-05-07 2018-05-29 Completed 33.33% $23.72 $23.53 -0.81% Signal
2018-04-06 2018-05-07 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-03-07 2018-04-06 Completed 33.33% $22.73 $23.53 3.43% Signal
2018-02-12 2018-03-14 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2018-01-17 2018-03-14 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2018-02-09 2018-03-07 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2017-03-02 2018-02-12 Completed 33.33% $23.28 $22.72 -2.46% Stop
2018-02-02 2018-02-09 Completed 33.33% $23.61 $22.22 -5.94% Signal
2017-12-06 2018-02-02 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2017-11-28 2018-01-17 Completed 33.33% $24.99 $23.63 -5.47% Signal
2017-11-27 2017-12-06 Completed 33.33% $25.06 $24.51 -2.24% Signal
2017-11-03 2017-11-28 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2017-11-02 2017-11-27 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2017-01-10 2017-11-03 Completed 33.33% $22.66 $24.22 6.81% Signal
2017-10-19 2017-11-02 Completed 33.33% $24.38 $24.20 -0.78% Signal
2017-09-27 2017-10-19 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-09-08 2017-09-27 Completed 33.33% $24.48 $23.91 -2.37% Signal
2017-08-16 2017-09-08 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-08-03 2017-08-16 Completed 33.33% $24.03 $23.97 -0.33% Signal
2017-07-12 2017-08-03 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-05-30 2017-07-12 Completed 33.33% $23.42 $23.32 -0.50% Signal
2017-05-05 2017-05-30 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-04-07 2017-05-05 Completed 33.33% $23.27 $23.09 -0.84% Signal
2017-03-16 2017-04-07 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-02-23 2017-03-16 Completed 33.33% $23.16 $22.77 -1.75% Signal
2016-11-03 2017-03-02 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2017-01-31 2017-02-23 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2016-12-06 2017-01-31 Completed 33.33% $21.51 $22.20 3.17% Signal
2016-09-21 2017-01-10 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2016-10-13 2016-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2016-04-19 2016-11-03 Completed 33.33% $22.84 $21.30 -6.79% Stop
2016-09-29 2016-10-13 Completed 33.33% $23.70 $22.34 -5.80% Signal
2016-08-10 2016-09-29 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2016-04-11 2016-09-21 Completed 33.33% $22.59 $22.96 1.57% Signal
2016-06-20 2016-08-10 Completed 33.33% $23.09 $24.33 5.33% Signal
2016-05-26 2016-06-20 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-05-19 2016-05-26 Completed 33.33% $21.88 $22.33 2.01% Signal
2016-04-27 2016-05-19 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-04-11 2016-04-27 Completed 33.33% $22.59 $22.29 -1.41% Signal
2016-04-07 2016-04-19 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2016-04-07 2016-04-11 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2016-04-07 2016-04-11 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income