Simon Property Group Stock Rises 0.68% on Oversold Strategy Adjustments as Trading Volume Plummets to 498th Rank

Shares of Simon Property Group (SPG) rose 0.68% on October 13, 2025, despite a 32.19% drop in trading volume to $190 million, ranking 498th in market activity. The REIT's performance follows a strategic review of its recent trading patterns, which revealed a 24% cumulative gain since 2022 with an annualized return of approximately 7%. However, the strategy's Sharpe ratio of 0.43 indicates limited risk-adjusted returns, with average winning trades at +3.86% and losses at -3.67%.

Analysts note the strategy's edge arises from infrequent large gains rather than consistent profitability, given a near 50% hit rate. To enhance performance, recommendations include extending holding periods to 2-5 days post-oversold conditions, incorporating a 50-day moving average trend filter for directional bias, and tightening RSI thresholds below 25 to prioritize higher-quality signals. These adjustments aim to address volatility challenges while capitalizing on momentum-driven opportunities.

Back-test results confirm the strategy's 24% cumulative gain since 2022, with average winning trades at +3.86% and losses at -3.67%. Proposed refinements include extending holding windows to 2-5 days after deeply oversold events, combining with a 50-day MA trend filter for long positions, and tightening RSI thresholds below 25 to filter higher-quality signals.