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Sector Rotation Screen

May 13, 2026 · 11 SPDR sector ETFs vs SPY · Composite weights: Seasonality 30% / Cycle 30% / RS 40%
Mid-cycle
INDPRO YoY +0.7% between 0.0% and 4.0% with curve +0.47: steady expansion.
10Y - 2Y spread
+0.47
6m change: -0.08
10Y yield
4.42%
2Y: 3.95%
INDPRO YoY
+0.7%
3m trend: +0.2
INDPRO as of
2026-03-01
10Y as of: 2026-05-11

Sector Scores & Signals

ETF Name Last % From 52W High Seasonality n yrs Cycle Fit Rel Strength RS 3m Composite Signal
XLK Technology $175.20 -1.51% 79.9 20 100.0 93.3 16.11% 91.3 Buy
XLC Communications $115.86 -3.21% 81.0 ⚠ 8 100.0 19.2 -8.09% 62.0 Hold
XLE Energy $57.57 -7.98% 48.7 20 50.0 61.9 1.20% 54.4 Hold
XLRE Real Estate $44.58 -0.36% 68.2 11 50.0 39.7 -2.19% 51.4 Hold
XLB Materials $52.14 -2.33% 62.7 20 50.0 43.3 -7.96% 51.1 Hold
XLI Industrials $174.35 -2.27% 59.2 20 50.0 37.7 -6.41% 47.9 Hold
XLP Consumer Staples $84.44 -5.66% 56.9 20 35.0 32.0 -9.51% 40.4 Hold
XLY Consumer Discretionary $118.29 -4.81% 55.9 20 50.0 20.4 -6.78% 39.9 Avoid
XLU Utilities $45.19 -4.66% 58.3 20 35.0 20.8 -3.99% 36.3 Avoid
XLF Financials $51.58 -8.08% 53.3 20 50.0 11.9 -10.13% 35.7 Avoid
XLV Healthcare $145.85 -8.58% 63.9 20 35.0 10.6 -12.66% 33.9 Avoid
Click any column header to sort. ⚠ flags sectors with under 10 years of history. Composite weights and signal thresholds tunable in config.py.

Backtest — last 15 years

Strategy cum return
+221.01%
SPY: +595.59%
Strategy CAGR
+8.13%
SPY: +13.89%
Strategy Sharpe
0.60
SPY: 0.97
Max drawdown
-29.12%
SPY: -22.93%
0.83 2.45 4.07 5.69 7.30 2013 2015 2017 2019 2021 2023 2025 Strategy SPY
Equity curves start at 1.00. Trading cost 10 bps applied to turnover at each rebalance. Cash held when no sectors clear MIN_SCORE_TO_HOLD=50.

Seasonality Heatmap (avg monthly return by sector)

Sector JanFebMarAprMayJunJulAugSepOctNovDec
XLK +0.1% +0.7% +1.5% +2.8% +2.8% +0.8% +3.2% +1.0% -0.2% +1.8% +2.0% +0.8%
XLF -0.2% -0.5% +0.2% +2.6% +0.1% -1.2% +2.7% +0.3% -0.6% +1.1% +2.3% +1.0%
XLE +1.3% +1.6% +1.3% +3.4% -0.1% +0.3% +0.6% -1.5% -0.8% +1.6% +2.3% -0.1%
XLV +0.9% -0.2% +0.8% +1.0% +0.6% +0.9% +2.2% +0.6% -0.3% +0.6% +2.7% +0.9%
XLI +0.5% +1.0% +0.8% +2.2% +0.5% -0.4% +2.4% -0.0% -0.0% +0.9% +3.5% +0.6%
XLY +0.8% -0.0% +0.8% +3.1% +0.2% +0.2% +2.9% +0.7% +0.4% +0.5% +2.7% +0.5%
XLP -0.2% +0.6% +1.6% +1.5% +0.1% +0.1% +2.1% +0.5% -0.3% +0.8% +2.2% +0.7%
XLU +0.2% -0.7% +2.6% +2.0% +0.4% +0.0% +2.3% +0.2% -0.5% +1.7% +0.9% +0.7%
XLB -0.0% +1.5% +1.3% +2.6% +0.5% -0.7% +2.1% -0.1% -1.4% +0.8% +2.9% +0.6%
XLRE +0.5% -0.3% +0.9% +1.0% +0.6% +1.9% +3.3% +0.7% -2.9% -0.9% +3.1% +0.5%
XLC +4.2% -0.9% -0.8% +2.0% +2.6% +1.9% +2.4% +1.5% -2.0% -0.7% +3.5% -0.0%
Green > 0%, red < 0%. Cells require ≥5 years of history for that month.

3-Month Relative Strength vs SPY

XLK
+16.11%
XLE
+1.20%
XLRE
-2.19%
XLU
-3.99%
XLI
-6.41%
XLY
-6.78%
XLB
-7.96%
XLC
-8.09%
XLP
-9.51%
XLF
-10.13%
XLV
-12.66%

Drill-Down: XLK (Technology) BUY

Sub-Sector ETFs (ranked by composite)

ETFThemeCompositeSignal RSIvs 20dvs 50d VolEntry Timing
SMH Semiconductors 96.2 Buy 74 +11.1% +27.3% 1.4x Extended
BOTZ AI & Robotics 44.9 Hold 67 +6.1% +12.3% 1.1x Extended
CIBR Cybersecurity 40.3 Hold 72 +8.2% +13.2% 1.2x Extended
SKYY Cloud Computing 37.3 Avoid 60 +2.8% +8.8% 1.3x Reasonable
IGV Software 34.0 Avoid 60 +3.1% +6.4% 0.9x Reasonable
FDN Internet 25.5 Avoid 55 -0.4% +4.9% 1.2x Reasonable
RSI(14): <30 oversold, >70 overbought. vs 20d/50d: distance from moving average. Vol: 5-day avg volume ÷ 20-day avg (>1 = rising interest).

Top Holdings in SMH (Semiconductors)

TickerNameWeight CompositeSignal RSIvs 20dvs 50d VolEntry Timing
INTC Intel 3.5% 100.0 Buy 75 +33.4% +84.7% 1.1x Extended
MU Micron Technology 4.0% 100.0 Buy 79 +37.2% +65.3% 1.4x Extended
AMD AMD 5.5% 100.0 Buy 77 +29.4% +69.4% 1.1x Extended
TXN Texas Instruments 4.5% 81.1 Buy 77 +11.5% +31.8% 0.9x Extended
QCOM Qualcomm 5.0% 76.3 Buy 69 +26.5% +45.1% 1.5x Extended
LRCX Lam Research 3.5% 58.5 Hold 62 +7.6% +18.8% 1.1x Extended
NVDA NVIDIA 20.0% 36.0 Avoid 69 +7.2% +16.0% 1.1x Extended
AVGO Broadcom 8.0% 35.7 Avoid 60 +1.1% +15.6% 1.0x Reasonable
TSM Taiwan Semi 12.0% 30.0 Avoid 55 +1.3% +9.1% 1.1x Reasonable
ASML ASML Holdings 5.0% 27.0 Avoid 56 +4.1% +8.3% 1.1x Reasonable
RSI(14): <30 oversold, >70 overbought. vs 20d/50d: distance from moving average. Vol: 5-day avg volume ÷ 20-day avg (>1 = rising interest).

Drill-Down: XLC (Communications) WATCH

Sub-Sector ETFs (ranked by composite)

ETFThemeCompositeSignal RSIvs 20dvs 50d VolEntry Timing
NERD Gaming & Esports 32.0 Avoid 41 -2.7% -1.9% 2.0x Good entry
SOCL Social Media 31.2 Avoid 47 -1.8% +0.4% 0.9x Good entry
RSI(14): <30 oversold, >70 overbought. vs 20d/50d: distance from moving average. Vol: 5-day avg volume ÷ 20-day avg (>1 = rising interest).

Top Holdings in NERD (Gaming & Esports)

TickerNameWeight CompositeSignal RSIvs 20dvs 50d VolEntry Timing
TTWO Take-Two Interactive 7.4% 73.9 Buy 65 +4.0% +8.3% 1.2x Reasonable
EA Electronic Arts 7.7% 53.8 Hold 31 -1.0% -0.8% 1.4x Good entry
KONMY Konami 4.4% 51.9 Hold 60 +2.0% +2.9% 0.3x Reasonable
CCOEY Capcom 3.4% 48.9 Hold 50 -1.1% -0.4% 1.0x Good entry
NTES NetEase 10.8% 48.6 Hold 55 +1.4% +2.1% 1.0x Reasonable
U Unity Software 4.3% 39.9 Avoid 57 +1.5% +17.5% 1.5x Reasonable
NCBDY Bandai Namco 4.0% 20.7 Avoid 39 -2.1% -7.1% 1.4x Good entry
NEXOY Nexon 4.5% 16.1 Avoid 40 -3.5% -7.6% 1.0x Good entry
NTDOY Nintendo 10.8% 3.5 Avoid 35 -7.4% -16.0% 1.7x Oversold
RBLX Roblox 8.3% 0.1 Avoid 28 -20.9% -25.7% 1.0x Oversold
RSI(14): <30 oversold, >70 overbought. vs 20d/50d: distance from moving average. Vol: 5-day avg volume ÷ 20-day avg (>1 = rising interest).