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Sector Rotation Screen

June 07, 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 +0.42: steady expansion.
10Y - 2Y spread
+0.42
6m change: -0.17
10Y yield
4.47%
2Y: 4.05%
INDPRO YoY
+1.4%
3m trend: +1.0
INDPRO as of
2026-04-01
10Y as of: 2026-06-04

Sector Scores & Signals

ETF Name Last % From 52W High Seasonality n yrs Cycle Fit Rel Strength RS 3m Composite Signal
XLK Technology $180.30 -9.04% 52.4 21 100.0 91.9 21.50% 82.5 Buy
XLRE Real Estate $44.70 -0.09% 83.2 11 50.0 43.9 -5.07% 57.5 Hold
XLC Communications $111.67 -6.71% 71.9 ⚠ 8 100.0 12.0 -14.62% 56.4 Hold
XLE Energy $57.67 -7.82% 56.9 21 50.0 55.0 -7.38% 54.1 Hold
XLI Industrials $174.18 -2.36% 45.2 21 50.0 43.5 -7.21% 45.9 Hold
XLB Materials $50.63 -5.16% 40.3 21 50.0 42.0 -8.00% 43.9 Hold
XLV Healthcare $153.01 -4.10% 64.1 21 35.0 28.3 -9.38% 41.1 Hold
XLY Consumer Discretionary $114.86 -7.57% 52.8 21 50.0 15.2 -9.42% 36.9 Avoid
XLP Consumer Staples $83.44 -6.78% 46.1 21 35.0 29.4 -12.17% 36.1 Avoid
XLF Financials $52.30 -6.79% 32.9 21 50.0 26.4 -6.04% 35.4 Avoid
XLU Utilities $44.35 -6.43% 49.1 21 35.0 18.9 -14.44% 32.8 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% +0.5% +3.2% +1.0% -0.2% +1.8% +2.0% +0.8%
XLF -0.2% -0.5% +0.2% +2.6% +0.1% -1.1% +2.7% +0.3% -0.6% +1.1% +2.3% +1.0%
XLE +1.3% +1.6% +1.3% +3.4% -0.2% +0.4% +0.6% -1.5% -0.8% +1.6% +2.3% -0.1%
XLV +0.9% -0.2% +0.8% +1.0% +0.7% +1.0% +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% -0.0% +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% +1.3% +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
+21.50%
XLRE
-5.07%
XLF
-6.04%
XLI
-7.21%
XLE
-7.38%
XLB
-8.00%
XLV
-9.38%
XLY
-9.42%
XLP
-12.17%
XLU
-14.44%
XLC
-14.62%

Drill-Down: XLK (Technology) BUY

Sub-Sector ETFs (ranked by composite)

ETFThemeCompositeSignal RSIvs 20dvs 50d VolEntry Timing
SMH Semiconductors 80.9 Buy 51 -2.5% +12.4% 1.1x Reasonable
CIBR Cybersecurity 64.2 Hold 61 +4.1% +19.0% 1.2x Reasonable
SKYY Cloud Computing 47.8 Hold 58 +4.1% +13.8% 1.3x Reasonable
IGV Software 38.2 Avoid 53 +0.9% +9.2% 1.2x Reasonable
FDN Internet 30.8 Avoid 50 -0.6% +4.0% 0.7x Good entry
BOTZ AI & Robotics 20.3 Avoid 40 -5.7% +0.3% 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).

Top Holdings in SMH (Semiconductors)

TickerNameWeight CompositeSignal RSIvs 20dvs 50d VolEntry Timing
MU Micron Technology 4.0% 99.9 Buy 55 +1.7% +40.0% 0.9x Reasonable
AMD AMD 5.5% 95.9 Buy 55 -1.6% +30.0% 1.0x Reasonable
LRCX Lam Research 3.5% 78.0 Buy 51 -0.9% +11.1% 1.0x Reasonable
INTC Intel 3.5% 76.3 Buy 44 -14.4% +11.7% 0.9x Oversold
QCOM Qualcomm 5.0% 72.7 Buy 52 -3.5% +22.9% 0.7x Reasonable
TXN Texas Instruments 4.5% 59.9 Hold 47 -6.2% +8.7% 1.2x Oversold
ASML ASML Holdings 5.0% 48.4 Hold 56 +2.7% +10.4% 1.1x Reasonable
TSM Taiwan Semi 12.0% 38.3 Avoid 52 +0.1% +6.7% 1.1x Reasonable
NVDA NVIDIA 20.0% 31.0 Avoid 44 -6.3% +0.9% 1.1x Oversold
AVGO Broadcom 8.0% 18.0 Avoid 40 -10.1% -3.2% 1.8x 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).

Drill-Down: XLRE (Real Estate) WATCH

Sub-Sector ETFs (ranked by composite)

ETFThemeCompositeSignal RSIvs 20dvs 50d VolEntry Timing
VNQ REITs Broad 51.2 Hold 57 +0.9% +2.5% 1.0x Reasonable
MORT Mortgage REITs 30.9 Avoid 43 -1.0% -2.1% 1.0x Good entry
ITB Homebuilders 25.6 Avoid 51 +2.0% -0.2% 1.0x 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 VNQ (REITs Broad)

TickerNameWeight CompositeSignal RSIvs 20dvs 50d VolEntry Timing
EQIX Equinix 5.5% 81.3 Buy 56 +1.0% +2.3% 0.9x Reasonable
SPG Simon Property 3.5% 70.0 Buy 64 +3.1% +5.0% 1.1x Reasonable
PLD Prologis 7.0% 61.9 Hold 55 +0.8% +3.0% 1.1x Reasonable
AMT American Tower 4.6% 58.6 Hold 67 +6.5% +8.6% 1.1x Extended
DLR Digital Realty 3.5% 56.0 Hold 44 -2.0% -2.5% 1.0x Good entry
CCI Crown Castle 2.5% 54.7 Hold 63 +4.0% +7.6% 1.2x Reasonable
PSA Public Storage 2.8% 48.7 Hold 57 +1.9% +3.8% 0.9x Reasonable
EXR Extra Space Storage 2.3% 46.2 Hold 56 +1.7% +3.4% 1.0x Reasonable
WELL Welltower 7.7% 27.1 Avoid 48 -2.1% -0.8% 0.9x Good entry
O Realty Income 3.2% 25.8 Avoid 46 -0.7% -1.9% 1.0x 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 44.5 Hold 47 -0.7% +0.4% 1.8x Good entry
NERD Gaming & Esports 31.9 Avoid 34 -2.9% -4.5% 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
035420.KS NAVER Corp 8.3% 85.0 Buy 64 +17.2% +20.2% 2.8x Extended
GOOGL Alphabet 7.9% 77.2 Buy 46 -4.4% +4.0% 1.4x Good entry
RDDT Reddit 7.0% 63.8 Hold 57 +8.2% +12.4% 1.0x Extended
NTES NetEase 4.3% 51.2 Hold 53 +0.9% +3.6% 0.8x Reasonable
BIDU Baidu 6.0% 46.7 Hold 41 -10.1% -3.6% 0.9x Oversold
SPOT Spotify 4.5% 43.9 Hold 55 +5.2% +3.8% 0.7x Extended
SNAP Snap Inc 3.5% 43.2 Hold 51 +0.6% +4.0% 1.0x Reasonable
META Meta Platforms 11.4% 35.8 Avoid 42 -3.2% -4.3% 1.5x Good entry
TCEHY Tencent Holdings 10.0% 14.1 Avoid 45 -0.9% -5.5% 1.1x Good entry
035720.KS Kakao Corp 4.2% 4.6 Avoid 37 -5.5% -12.0% 1.7x 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).