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Sector Rotation Screen

June 14, 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 +0.40: steady expansion.
10Y - 2Y spread
+0.40
6m change: -0.22
10Y yield
4.45%
2Y: 4.05%
INDPRO YoY
+1.4%
3m trend: +1.0
INDPRO as of
2026-04-01
10Y as of: 2026-06-11

Sector Scores & Signals

ETF Name Last % From 52W High Seasonality n yrs Cycle Fit Rel Strength RS 3m Composite Signal
XLK Technology $184.80 -6.77% 54.8 20 100.0 91.1 22.95% 82.9 Buy
XLRE Real Estate $45.36 0.00% 84.1 11 50.0 53.7 -4.22% 61.7 Hold
XLC Communications $111.65 -6.72% 71.9 ⚠ 8 100.0 12.2 -14.44% 56.4 Hold
XLE Energy $57.55 -8.01% 54.9 20 50.0 49.9 -11.91% 51.4 Hold
XLI Industrials $176.18 -1.24% 46.6 20 50.0 50.9 -5.00% 49.3 Hold
XLB Materials $52.18 -2.25% 42.1 20 50.0 53.7 -5.75% 49.1 Hold
XLV Healthcare $153.81 -3.59% 64.0 20 35.0 31.1 -9.20% 42.1 Hold
XLF Financials $53.34 -4.94% 34.2 20 50.0 38.1 -2.64% 40.5 Hold
XLP Consumer Staples $85.82 -4.12% 45.4 20 35.0 40.8 -10.46% 40.4 Hold
XLY Consumer Discretionary $116.60 -6.17% 54.7 20 50.0 22.1 -6.91% 40.3 Hold
XLU Utilities $44.53 -6.05% 49.2 20 35.0 26.3 -16.82% 35.8 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
+254.67%
SPY: +639.48%
Strategy CAGR
+8.81%
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% +0.7% +3.2% +1.0% -0.2% +1.8% +2.0% +0.8%
XLF -0.2% -0.5% +0.2% +2.6% +0.1% -1.0% +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% +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% -0.3% +2.4% -0.0% -0.0% +0.9% +3.5% +0.6%
XLY +0.8% -0.0% +0.8% +3.1% +0.3% +0.1% +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% -0.1% +2.3% +0.2% -0.5% +1.7% +0.9% +0.7%
XLB -0.0% +1.5% +1.3% +2.6% +0.4% -0.6% +2.1% -0.1% -1.4% +0.8% +2.9% +0.6%
XLRE +0.5% -0.3% +0.9% +1.0% +0.4% +2.0% +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
+22.95%
XLF
-2.64%
XLRE
-4.22%
XLI
-5.00%
XLB
-5.75%
XLY
-6.91%
XLV
-9.20%
XLP
-10.46%
XLE
-11.91%
XLC
-14.44%
XLU
-16.82%

Drill-Down: XLK (Technology) BUY

Sub-Sector ETFs (ranked by composite)

ETFThemeCompositeSignal RSIvs 20dvs 50d VolEntry Timing
SMH Semiconductors 91.0 Buy 60 +4.9% +17.2% 1.2x Reasonable
CIBR Cybersecurity 54.5 Hold 57 -0.2% +13.6% 0.9x Reasonable
SKYY Cloud Computing 38.3 Avoid 49 -2.4% +6.0% 1.0x Good entry
IGV Software 30.0 Avoid 44 -5.1% +1.8% 0.8x Oversold
FDN Internet 27.0 Avoid 43 -3.3% -0.2% 0.9x Good entry
BOTZ AI & Robotics 15.3 Avoid 40 -5.5% -3.0% 1.1x 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% 99.0 Buy 61 +9.9% +44.9% 1.0x Extended
LRCX Lam Research 3.5% 97.6 Buy 69 +15.5% +28.3% 1.3x Extended
AMD AMD 5.5% 96.3 Buy 60 +6.1% +32.3% 1.0x Extended
INTC Intel 3.5% 85.9 Buy 62 +9.6% +30.2% 1.2x Extended
ASML ASML Holdings 5.0% 64.4 Hold 66 +12.5% +21.3% 1.4x Extended
TXN Texas Instruments 4.5% 58.3 Hold 55 -0.3% +10.6% 0.9x Reasonable
QCOM Qualcomm 5.0% 51.3 Hold 51 -4.4% +15.4% 0.9x Reasonable
TSM Taiwan Semi 12.0% 42.9 Hold 54 +1.5% +6.7% 1.1x Reasonable
NVDA NVIDIA 20.0% 20.4 Avoid 45 -4.3% -0.7% 0.9x Good entry
AVGO Broadcom 8.0% 15.3 Avoid 41 -8.8% -6.0% 1.1x 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 55.3 Hold 62 +2.4% +3.3% 1.0x Reasonable
ITB Homebuilders 43.5 Hold 59 +5.0% +3.5% 1.0x Extended
MORT Mortgage REITs 34.4 Avoid 50 +0.6% -1.5% 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).

Top Holdings in VNQ (REITs Broad)

TickerNameWeight CompositeSignal RSIvs 20dvs 50d VolEntry Timing
SPG Simon Property 3.5% 87.1 Buy 73 +6.9% +8.9% 1.1x Extended
PSA Public Storage 2.8% 73.1 Buy 69 +6.1% +7.4% 1.2x Extended
PLD Prologis 7.0% 69.6 Buy 61 +3.1% +4.8% 1.0x Reasonable
EQIX Equinix 5.5% 63.1 Hold 48 -0.8% -0.8% 0.9x Good entry
EXR Extra Space Storage 2.3% 62.3 Hold 66 +4.4% +5.8% 1.1x Reasonable
DLR Digital Realty 3.5% 40.5 Hold 44 -1.8% -4.1% 1.2x Good entry
AMT American Tower 4.6% 40.2 Hold 56 +1.6% +4.5% 0.9x Reasonable
O Realty Income 3.2% 39.4 Avoid 58 +2.5% +0.9% 1.1x Reasonable
WELL Welltower 7.7% 37.3 Avoid 56 +2.4% +2.1% 0.8x Reasonable
CCI Crown Castle 2.5% 33.4 Avoid 54 +0.8% +3.5% 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
SOCL Social Media 43.9 Hold 48 -0.4% -0.5% 0.8x Good entry
NERD Gaming & Esports 28.6 Avoid 38 -2.2% -4.4% 2.0x 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).

Top Holdings in SOCL (Social Media)

TickerNameWeight CompositeSignal RSIvs 20dvs 50d VolEntry Timing
035420.KS NAVER Corp 8.3% 77.2 Buy 55 +8.4% +14.4% 1.3x Extended
GOOGL Alphabet 7.9% 70.3 Buy 42 -4.4% -0.7% 0.9x Good entry
NTES NetEase 4.3% 66.2 Buy 64 +4.7% +7.9% 0.7x Reasonable
RDDT Reddit 7.0% 58.7 Hold 48 -1.3% +2.3% 0.8x Good entry
SNAP Snap Inc 3.5% 41.2 Hold 39 -7.2% -7.0% 0.9x Oversold
SPOT Spotify 4.5% 37.0 Avoid 49 -1.4% +0.3% 0.8x Good entry
META Meta Platforms 11.4% 26.4 Avoid 35 -6.2% -8.8% 1.0x Oversold
BIDU Baidu 6.0% 25.4 Avoid 37 -10.1% -8.8% 0.9x Oversold
TCEHY Tencent Holdings 10.0% 18.8 Avoid 53 +3.0% -1.4% 1.0x Reasonable
035720.KS Kakao Corp 4.2% 10.5 Avoid 47 +0.4% -7.4% 0.7x 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).