Real estate & REITs
Real estate & REITs: Property funds, listed REITs, direct property. Regime, heat score, performance, opportunities, signals and strategies for this investment category, refreshed weekly.
Real estate & REITs: Bear regime, heat score −40
Investment category #9 of 10. Average move −0.4% over 1 month and −5.8% over 3 months; 33% of its assets trade above their 200-day average. Investor interest: Medium; quant signal potential: Medium.
What we watch: FFO, occupancy, leverage, cap rates, yields. Risk-off warning signs: Rising refinancing costs, declining occupancy, debt stress.
| Asset | Price | 1 month | 3 months | 1 year | Regime | Opportunity score |
|---|---|---|---|---|---|---|
| American Tower (AMT) | 188.97 | +8.2% | +13.5% | −1.2% | Transition | 60 (#35) |
| Simon Property Group (SPG) | 211.63 | +3.2% | −6.6% | +17.6% | Bull | 73 (#17) |
| Equinix (EQIX) | 955.03 | −9.6% | −9.8% | +15.1% | Transition | 30 (#67) |
| US REITs (VNQ) | 92.69 | +0.7% | −6.8% | +0.4% | Bear | 23 (#75) |
| Realty Income (O) | 56.89 | +1.6% | −12.3% | −6.0% | Bear | 13 (#85) |
| Prologis (PLD) | 126.45 | −6.2% | −12.9% | +0.4% | Bear | 15 (#81) |
Signals and alerts in Real estate & REITs
- Alert (high severity): Prologis – Bear trend accelerating
- Bullish (confirmed, strength 78): Simon Property Group reclaims its 200-day average
- Bullish (watch, strength 58): American Tower: golden cross watch
| Strategy | Asset | Return a year | Max fall | Sharpe | Buy & hold (return / max fall) | Current signal |
|---|---|---|---|---|---|---|
| 3/10-Month Moving Average Crossover | US REITs (VNQ) | 2.6% | -41% | 0.26 | 1.6% / -71% | Invested |
| 10-Month Trend Filter | US REITs (VNQ) | 1.8% | -29% | 0.21 | 1.6% / -71% | In cash |
| 12-Month Absolute Momentum | US REITs (VNQ) | -0.2% | -37% | 0.05 | 1.6% / -71% | In cash |
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Source: Sonsero Markets weekly snapshot 2026-10-25 (market data from TradingView). Scores and regimes are rules-based descriptions of market conditions, not investment advice. Past performance and backtests do not guarantee future results.