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Sector Rotation Screen

May 31, 2026 · 11 SPDR sector ETFs vs SPY · Composite weights: Seasonality 30% / Cycle 30% / RS 40%
Mid-cycle
INDPRO YoY +1.4% between 0.0% and 4.0% with curve +0.46: steady expansion.
10Y - 2Y spread
+0.46
6m change: -0.09
10Y yield
4.45%
2Y: 3.99%
INDPRO YoY
+1.4%
3m trend: +1.0
INDPRO as of
2026-04-01
10Y as of: 2026-05-28

Sector Scores & Signals

ETF Name Last % From 52W High Seasonality n yrs Cycle Fit Rel Strength RS 3m Composite Signal
XLK Technology $191.02 0.00% 82.0 20 100.0 98.0 27.26% 93.8 Buy
XLC Communications $115.69 -3.35% 80.9 ⚠ 8 100.0 12.6 -12.26% 59.3 Hold
XLB Materials $51.15 -4.18% 59.7 20 50.0 33.4 -14.38% 46.3 Hold
XLE Energy $56.29 -10.02% 47.7 20 50.0 41.6 -9.26% 46.0 Hold
XLI Industrials $173.13 -2.95% 58.9 20 50.0 31.2 -12.57% 45.1 Hold
XLRE Real Estate $43.99 -1.68% 63.4 11 50.0 21.8 -9.56% 42.7 Hold
XLY Consumer Discretionary $120.87 -2.74% 59.0 20 50.0 22.2 -6.94% 41.6 Hold
XLF Financials $51.58 -8.08% 53.3 20 50.0 12.1 -9.77% 35.8 Avoid
XLV Healthcare $149.47 -6.31% 67.0 20 35.0 12.7 -16.89% 35.7 Avoid
XLP Consumer Staples $82.91 -7.37% 54.0 20 35.0 15.9 -17.95% 33.1 Avoid
XLU Utilities $44.42 -6.28% 57.5 20 35.0 8.2 -16.86% 31.0 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 since May 2011

Strategy cum return
+257.75%
SPY: +639.48%
Strategy CAGR
+8.87%
SPY: +14.27%
Strategy Sharpe
0.64
SPY: 0.99
Max drawdown
-29.12%
SPY: -22.93%
0.83 2.57 4.30 6.03 7.76 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% +3.3% +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% -0.2% +0.3% +0.6% -1.5% -0.8% +1.6% +2.3% -0.1%
XLV +0.9% -0.2% +0.8% +1.0% +0.7% +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% +0.3% +0.2% +2.9% +0.7% +0.4% +0.5% +2.7% +0.5%
XLP -0.2% +0.6% +1.6% +1.5% +0.0% +0.1% +2.1% +0.5% -0.3% +0.8% +2.2% +0.7%
XLU +0.2% -0.7% +2.6% +2.0% +0.3% +0.0% +2.3% +0.2% -0.5% +1.7% +0.9% +0.7%
XLB -0.0% +1.5% +1.3% +2.6% +0.4% -0.7% +2.1% -0.1% -1.4% +0.8% +2.9% +0.6%
XLRE +0.5% -0.3% +0.9% +1.0% +0.4% +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
+27.26%
XLY
-6.94%
XLE
-9.26%
XLRE
-9.56%
XLF
-9.77%
XLC
-12.26%
XLI
-12.57%
XLB
-14.38%
XLU
-16.86%
XLV
-16.89%
XLP
-17.95%

Drill-Down: XLK (Technology) BUY

Sub-Sector ETFs (ranked by composite)

ETFThemeCompositeSignal RSIvs 20dvs 50d VolEntry Timing
SMH Semiconductors 90.7 Buy 71 +6.6% +23.6% 0.9x Extended
CIBR Cybersecurity 69.9 Buy 81 +14.1% +27.0% 1.2x Extended
SKYY Cloud Computing 53.2 Hold 80 +11.2% +20.5% 1.2x Extended
IGV Software 45.4 Hold 76 +10.9% +18.4% 0.9x Extended
BOTZ AI & Robotics 37.3 Avoid 56 +0.2% +7.7% 1.0x Reasonable
FDN Internet 35.0 Avoid 76 +5.0% +10.2% 0.8x Extended
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
MU Micron Technology 4.0% 100.0 Buy 78 +29.2% +74.2% 1.1x Extended
AMD AMD 5.5% 100.0 Buy 76 +17.3% +57.3% 0.8x Extended
INTC Intel 3.5% 92.9 Buy 59 -0.4% +39.1% 0.8x Reasonable
QCOM Qualcomm 5.0% 79.2 Buy 70 +18.4% +51.5% 0.9x Extended
LRCX Lam Research 3.5% 75.6 Buy 66 +8.6% +20.7% 1.0x Extended
TXN Texas Instruments 4.5% 70.8 Buy 61 +2.0% +21.7% 1.2x Reasonable
AVGO Broadcom 8.0% 38.8 Avoid 66 +5.6% +15.8% 1.2x Extended
ASML ASML Holdings 5.0% 36.8 Avoid 59 +4.7% +10.9% 0.8x Reasonable
TSM Taiwan Semi 12.0% 29.1 Avoid 60 +2.8% +10.3% 0.8x Reasonable
NVDA NVIDIA 20.0% 27.3 Avoid 49 -2.0% +5.9% 1.2x 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).

Drill-Down: XLC (Communications) WATCH

Sub-Sector ETFs (ranked by composite)

ETFThemeCompositeSignal RSIvs 20dvs 50d VolEntry Timing
SOCL Social Media 40.3 Hold 56 +1.6% +3.0% 1.8x Reasonable
NERD Gaming & Esports 33.1 Avoid 42 -1.0% -2.0% 0.8x 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 SOCL (Social Media)

TickerNameWeight CompositeSignal RSIvs 20dvs 50d VolEntry Timing
GOOGL Alphabet 7.9% 87.3 Buy 53 -2.8% +9.4% 1.0x Reasonable
BIDU Baidu 6.0% 78.9 Buy 54 -0.1% +8.7% 0.9x Reasonable
RDDT Reddit 7.0% 68.5 Buy 63 +11.1% +16.8% 1.1x Extended
NTES NetEase 4.3% 60.7 Hold 61 +4.4% +6.7% 1.2x Reasonable
SPOT Spotify 4.5% 47.0 Hold 57 +9.3% +4.3% 1.2x Extended
035420.KS NAVER Corp 8.3% 46.2 Hold 66 +13.2% +12.2% 1.7x Extended
META Meta Platforms 11.4% 40.7 Hold 55 +3.1% +2.3% 1.1x Reasonable
SNAP Snap Inc 3.5% 36.6 Avoid 50 -1.6% +5.7% 0.9x Reasonable
TCEHY Tencent Holdings 10.0% 5.5 Avoid 30 -5.9% -10.3% 0.8x Oversold
035720.KS Kakao Corp 4.2% 2.5 Avoid 42 -3.9% -9.5% 1.2x 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).