← Sector Rotation Screen home
Mid-cycle
INDPRO YoY +1.1% between 0.0% and 4.0% with curve +0.41: steady expansion.
Sector Scores & Signals
| ETF |
Name |
Last |
% From 52W High |
Seasonality |
n yrs |
Cycle Fit |
Rel Strength |
RS 3m |
Composite |
Signal |
| XLK |
Technology |
$175.59 |
-11.31% |
84.6 |
20 |
100.0 |
45.5 |
9.44% |
77.1 |
Buy |
| XLC |
Communications |
$110.65 |
-7.32% |
81.5 ⚠ |
9 |
100.0 |
44.0 |
-12.85% |
75.8 |
Watch |
| XLE |
Energy |
$57.68 |
-7.14% |
64.6 |
20 |
50.0 |
78.8 |
-3.53% |
63.7 |
Hold |
| XLRE |
Real Estate |
$45.42 |
-0.09% |
90.4 |
11 |
50.0 |
50.8 |
-1.62% |
60.4 |
Hold |
| XLF |
Financials |
$56.26 |
-0.86% |
82.0 |
20 |
50.0 |
51.3 |
2.30% |
58.5 |
Hold |
| XLV |
Healthcare |
$161.09 |
-2.04% |
79.7 |
20 |
35.0 |
63.4 |
4.16% |
56.1 |
Hold |
| XLI |
Industrials |
$179.41 |
-3.31% |
84.7 |
20 |
50.0 |
41.4 |
-0.62% |
55.7 |
Hold |
| XLP |
Consumer Staples |
$85.19 |
-4.16% |
78.5 |
20 |
35.0 |
51.3 |
-0.86% |
51.6 |
Hold |
| XLY |
Consumer Discretionary |
$115.44 |
-6.92% |
82.9 |
20 |
50.0 |
24.7 |
-7.87% |
49.4 |
Hold |
| XLU |
Utilities |
$45.17 |
-4.09% |
73.7 |
20 |
35.0 |
42.3 |
-8.13% |
47.2 |
Hold |
| XLB |
Materials |
$50.53 |
-4.99% |
71.1 |
20 |
50.0 |
18.7 |
-8.20% |
44.3 |
Hold |
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
+636.32%
SPY: +626.21%
Strategy CAGR
+14.15%
SPY: +14.05%
Strategy Sharpe
0.89
SPY: 0.98
Max drawdown
-18.78%
SPY: -22.93%
Equity curves start at 1.00. Trading cost 1 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 |
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| XLK |
+0.1% |
+0.7% |
+1.5% |
+2.8% |
+3.3% |
+0.9% |
+2.9% |
+1.0% |
-0.2% |
+1.8% |
+2.0% |
+0.8% |
| XLF |
-0.2% |
-0.5% |
+0.2% |
+2.6% |
+0.1% |
-1.0% |
+2.8% |
+0.3% |
-0.6% |
+1.1% |
+2.3% |
+1.0% |
| XLE |
+1.3% |
+1.6% |
+1.3% |
+3.4% |
-0.2% |
-0.1% |
+0.9% |
-1.5% |
-0.8% |
+1.6% |
+2.3% |
-0.1% |
| XLV |
+0.9% |
-0.2% |
+0.8% |
+1.0% |
+0.7% |
+1.2% |
+2.0% |
+0.6% |
-0.3% |
+0.6% |
+2.7% |
+0.9% |
| XLI |
+0.5% |
+1.0% |
+0.8% |
+2.2% |
+0.5% |
-0.1% |
+2.5% |
-0.0% |
-0.0% |
+0.9% |
+3.5% |
+0.6% |
| XLY |
+0.8% |
-0.0% |
+0.8% |
+3.1% |
+0.3% |
+0.1% |
+3.0% |
+0.7% |
+0.4% |
+0.5% |
+2.7% |
+0.5% |
| XLP |
-0.2% |
+0.6% |
+1.6% |
+1.5% |
+0.0% |
+0.0% |
+2.2% |
+0.5% |
-0.3% |
+0.8% |
+2.2% |
+0.7% |
| XLU |
+0.2% |
-0.7% |
+2.6% |
+2.0% |
+0.3% |
+0.0% |
+2.0% |
+0.2% |
-0.5% |
+1.7% |
+0.9% |
+0.7% |
| XLB |
-0.0% |
+1.5% |
+1.3% |
+2.6% |
+0.4% |
-0.7% |
+2.3% |
-0.1% |
-1.4% |
+0.8% |
+2.9% |
+0.6% |
| XLRE |
+0.5% |
-0.3% |
+0.9% |
+1.0% |
+0.4% |
+1.8% |
+3.3% |
+0.7% |
-2.9% |
-0.9% |
+3.1% |
+0.5% |
| XLC |
+4.2% |
-0.9% |
-0.8% |
+2.0% |
+2.6% |
+0.8% |
+2.5% |
+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
Drill-Down: XLK (Technology)
BUY
Sub-Sector ETFs (ranked by composite)
| ETF | Theme | Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| CIBR |
Cybersecurity |
84.6 |
Buy |
59 |
+3.1% |
+7.9% |
0.8x |
Reasonable |
| SKYY |
Cloud Computing |
67.3 |
Buy |
50 |
+0.8% |
+0.9% |
0.9x |
Reasonable |
| IGV |
Software |
66.8 |
Buy |
52 |
+1.7% |
+0.0% |
0.6x |
Reasonable |
| FDN |
Internet |
61.7 |
Hold |
50 |
+0.7% |
-0.1% |
1.0x |
Good entry |
| SMH |
Semiconductors |
51.1 |
Hold |
41 |
-8.9% |
-6.8% |
1.0x |
Oversold |
| BOTZ |
AI & Robotics |
45.3 |
Hold |
35 |
-6.4% |
-10.4% |
0.8x |
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).
Top Holdings in CIBR
(Cybersecurity)
| Ticker | Name | Weight |
Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| TENB |
Tenable |
2.0% |
100.0 |
Buy |
65 |
+11.2% |
+34.8% |
0.9x |
Extended |
| PANW |
Palo Alto Networks |
7.0% |
99.6 |
Buy |
67 |
+9.5% |
+26.3% |
0.8x |
Extended |
| CRWD |
CrowdStrike |
6.5% |
94.3 |
Buy |
63 |
+7.7% |
+18.1% |
0.9x |
Extended |
| NET |
Cloudflare |
3.0% |
83.5 |
Buy |
65 |
+10.2% |
+17.3% |
0.9x |
Extended |
| ZS |
Zscaler |
5.0% |
60.8 |
Hold |
57 |
+7.1% |
+4.4% |
0.7x |
Extended |
| OKTA |
Okta |
3.0% |
60.2 |
Hold |
65 |
+9.1% |
+28.7% |
0.9x |
Extended |
| GEN |
Gen Digital |
3.5% |
57.9 |
Hold |
61 |
+5.2% |
+7.9% |
0.6x |
Extended |
| FTNT |
Fortinet |
5.5% |
56.5 |
Hold |
60 |
+3.5% |
+13.9% |
0.8x |
Reasonable |
| CSCO |
Cisco Systems |
4.5% |
38.0 |
Avoid |
45 |
-3.7% |
-3.2% |
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).
Drill-Down: XLC (Communications)
WATCH
Sub-Sector ETFs (ranked by composite)
| ETF | Theme | Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| NERD |
Gaming & Esports |
58.8 |
Hold |
54 |
+1.4% |
+1.2% |
0.6x |
Reasonable |
| SOCL |
Social Media |
46.8 |
Hold |
51 |
+1.8% |
+0.1% |
0.4x |
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 NERD
(Gaming & Esports)
| Ticker | Name | Weight |
Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| NCBDY |
Bandai Namco |
4.0% |
84.4 |
Buy |
69 |
+7.2% |
+9.7% |
0.6x |
Extended |
| TTWO |
Take-Two Interactive |
7.4% |
78.1 |
Buy |
48 |
-3.3% |
+1.9% |
0.6x |
Good entry |
| CCOEY |
Capcom |
3.4% |
69.2 |
Buy |
65 |
+8.6% |
+8.7% |
0.5x |
Extended |
| NTES |
NetEase |
10.8% |
60.2 |
Hold |
58 |
+3.3% |
+7.1% |
1.2x |
Reasonable |
| EA |
Electronic Arts |
7.7% |
59.1 |
Hold |
80 |
+1.7% |
+2.8% |
1.2x |
Extended |
| NEXOY |
Nexon |
4.5% |
47.0 |
Hold |
54 |
+3.6% |
+0.1% |
0.7x |
Reasonable |
| U |
Unity Software |
4.3% |
46.8 |
Hold |
49 |
-0.7% |
+2.2% |
0.9x |
Good entry |
| KONMY |
Konami |
4.4% |
38.1 |
Avoid |
45 |
+0.0% |
-4.2% |
0.8x |
Good entry |
| NTDOY |
Nintendo |
10.8% |
20.0 |
Avoid |
52 |
+2.7% |
-0.3% |
1.5x |
Reasonable |
| RBLX |
Roblox |
8.3% |
13.0 |
Avoid |
49 |
-2.7% |
+7.7% |
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).
Drill-Down: XLE (Energy)
WATCH
Sub-Sector ETFs (ranked by composite)
| ETF | Theme | Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| XOP |
Oil & Gas E&P |
84.3 |
Buy |
65 |
+7.5% |
+4.2% |
1.0x |
Extended |
| AMLP |
MLPs / Midstream |
69.6 |
Buy |
62 |
+3.3% |
+2.8% |
0.8x |
Reasonable |
| OIH |
Oil Services |
45.8 |
Hold |
44 |
+0.8% |
-7.2% |
0.9x |
Good entry |
| URA |
Uranium / Nuclear |
21.2 |
Avoid |
31 |
-9.9% |
-17.8% |
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 XOP
(Oil & Gas E&P)
| Ticker | Name | Weight |
Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| VG |
Venture Global |
3.2% |
93.3 |
Buy |
64 |
+17.1% |
+11.7% |
1.2x |
Extended |
| SM |
SM Energy |
2.9% |
90.7 |
Buy |
62 |
+12.5% |
+4.4% |
0.7x |
Extended |
| TPL |
Texas Pacific Land |
2.7% |
69.5 |
Buy |
58 |
+4.1% |
+5.7% |
0.6x |
Reasonable |
| FANG |
Diamondback Energy |
2.8% |
51.7 |
Hold |
60 |
+6.6% |
+2.1% |
0.8x |
Extended |
| CHRD |
Chord Energy |
2.8% |
49.4 |
Hold |
57 |
+7.2% |
-1.9% |
0.9x |
Extended |
| APA |
APA Corp |
2.9% |
46.6 |
Hold |
54 |
+4.8% |
-1.7% |
0.9x |
Reasonable |
| XOM |
Exxon Mobil |
2.8% |
39.0 |
Avoid |
59 |
+5.4% |
+1.0% |
0.9x |
Extended |
| CVX |
Chevron |
2.8% |
38.6 |
Avoid |
64 |
+7.3% |
+3.2% |
0.7x |
Extended |
| MUR |
Murphy Oil |
2.9% |
34.9 |
Avoid |
58 |
+7.8% |
+0.9% |
0.9x |
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).
Drill-Down: XLRE (Real Estate)
WATCH
Sub-Sector ETFs (ranked by composite)
| ETF | Theme | Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| VNQ |
REITs Broad |
70.1 |
Buy |
64 |
+2.6% |
+3.9% |
0.8x |
Reasonable |
| MORT |
Mortgage REITs |
63.5 |
Hold |
57 |
+1.5% |
+2.6% |
1.1x |
Reasonable |
| ITB |
Homebuilders |
39.9 |
Avoid |
48 |
-2.7% |
+1.9% |
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 VNQ
(REITs Broad)
| Ticker | Name | Weight |
Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| WELL |
Welltower |
7.7% |
94.0 |
Buy |
69 |
+6.1% |
+11.4% |
0.8x |
Extended |
| SPG |
Simon Property |
3.5% |
68.3 |
Buy |
65 |
+2.9% |
+8.0% |
0.6x |
Reasonable |
| O |
Realty Income |
3.2% |
67.1 |
Buy |
66 |
+4.5% |
+6.2% |
0.8x |
Reasonable |
| PLD |
Prologis |
7.0% |
53.3 |
Hold |
65 |
+5.6% |
+5.1% |
1.1x |
Extended |
| PSA |
Public Storage |
2.8% |
31.8 |
Avoid |
50 |
-1.1% |
+1.9% |
1.1x |
Good entry |
| EXR |
Extra Space Storage |
2.3% |
28.5 |
Avoid |
55 |
+1.1% |
+2.7% |
0.9x |
Reasonable |
| EQIX |
Equinix |
5.5% |
26.7 |
Avoid |
43 |
-2.8% |
-3.8% |
0.7x |
Good entry |
| DLR |
Digital Realty |
3.5% |
14.2 |
Avoid |
39 |
-4.4% |
-6.4% |
0.7x |
Good entry |
| AMT |
American Tower |
4.6% |
6.6 |
Avoid |
47 |
+0.4% |
-3.9% |
0.7x |
Good entry |
| CCI |
Crown Castle |
2.5% |
3.7 |
Avoid |
44 |
+0.0% |
-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).
Drill-Down: XLF (Financials)
WATCH
Sub-Sector ETFs (ranked by composite)
| ETF | Theme | Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| KIE |
Insurance |
81.8 |
Buy |
64 |
+3.4% |
+9.2% |
1.1x |
Reasonable |
| KRE |
Regional Banks |
77.3 |
Buy |
62 |
+2.6% |
+7.3% |
1.0x |
Reasonable |
| KBE |
Banks |
77.1 |
Buy |
64 |
+2.7% |
+7.3% |
0.6x |
Reasonable |
| IYG |
Financial Services |
59.1 |
Hold |
62 |
+2.0% |
+5.5% |
0.7x |
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 KIE
(Insurance)
| Ticker | Name | Weight |
Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| RYAN |
Ryan Specialty |
2.1% |
60.3 |
Hold |
64 |
+7.0% |
+18.9% |
0.7x |
Extended |
| RNR |
RenaissanceRe |
2.0% |
58.2 |
Hold |
59 |
+2.4% |
+7.1% |
0.9x |
Reasonable |
| WTM |
White Mountains Ins |
2.1% |
58.1 |
Hold |
66 |
+4.5% |
+5.6% |
1.0x |
Reasonable |
| CINF |
Cincinnati Financial |
2.0% |
54.2 |
Hold |
54 |
+0.0% |
+6.1% |
0.9x |
Reasonable |
| MCY |
Mercury General |
2.2% |
50.9 |
Hold |
51 |
-1.3% |
+3.4% |
0.8x |
Reasonable |
| ORI |
Old Republic Intl |
2.1% |
49.5 |
Hold |
62 |
+3.1% |
+7.2% |
0.7x |
Reasonable |
| AGO |
Assured Guaranty |
2.0% |
48.1 |
Hold |
68 |
+4.6% |
+8.6% |
0.8x |
Reasonable |
| L |
Loews Corp |
2.1% |
45.4 |
Hold |
57 |
+0.8% |
+4.8% |
0.9x |
Reasonable |
| BHF |
Brighthouse Finl |
2.5% |
37.0 |
Avoid |
63 |
+1.8% |
+3.7% |
1.0x |
Reasonable |
| LMND |
Lemonade |
2.9% |
14.7 |
Avoid |
54 |
+1.7% |
+12.4% |
0.8x |
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: XLV (Healthcare)
WATCH
Sub-Sector ETFs (ranked by composite)
| ETF | Theme | Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| XBI |
Biotech (Equal Wt) |
89.1 |
Buy |
55 |
-0.7% |
+8.8% |
0.9x |
Reasonable |
| IBB |
Biotech |
80.6 |
Buy |
59 |
+0.6% |
+7.1% |
0.8x |
Reasonable |
| XHE |
Health Equipment |
57.7 |
Hold |
56 |
+1.9% |
+6.3% |
1.4x |
Reasonable |
| IHI |
Medical Devices |
29.5 |
Avoid |
50 |
-0.0% |
+1.3% |
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: XLI (Industrials)
WATCH
Sub-Sector ETFs (ranked by composite)
| ETF | Theme | Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| PAVE |
Infrastructure |
50.5 |
Hold |
45 |
-2.1% |
-1.0% |
1.3x |
Good entry |
| JETS |
Airlines |
39.0 |
Avoid |
45 |
-5.1% |
+3.2% |
1.0x |
Oversold |
| ITA |
Aerospace & Defense |
34.7 |
Avoid |
42 |
-3.4% |
-0.7% |
0.9x |
Good entry |
| XAR |
Aerospace & Def (EW) |
28.9 |
Avoid |
35 |
-5.9% |
-5.6% |
0.9x |
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 PAVE
(Infrastructure)
| Ticker | Name | Weight |
Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| UNP |
Union Pacific |
3.2% |
98.0 |
Buy |
78 |
+8.5% |
+11.2% |
1.1x |
Extended |
| CSX |
CSX Corp |
3.5% |
96.0 |
Buy |
70 |
+4.9% |
+8.1% |
1.0x |
Extended |
| TT |
Trane Technologies |
3.4% |
64.6 |
Hold |
47 |
-2.3% |
+0.1% |
1.0x |
Good entry |
| ETN |
Eaton Corp |
3.4% |
61.8 |
Hold |
48 |
-2.3% |
-1.0% |
0.9x |
Good entry |
| HWM |
Howmet Aerospace |
3.2% |
60.1 |
Hold |
52 |
-0.3% |
+2.3% |
0.5x |
Reasonable |
| PWR |
Quanta Services |
3.7% |
58.3 |
Hold |
37 |
-7.5% |
-11.1% |
0.7x |
Oversold |
| PH |
Parker Hannifin |
3.6% |
38.4 |
Avoid |
53 |
-0.8% |
+4.7% |
0.9x |
Reasonable |
| VMC |
Vulcan Materials |
3.0% |
16.1 |
Avoid |
46 |
-3.3% |
+0.7% |
0.6x |
Good entry |
| EMR |
Emerson Electric |
2.8% |
12.5 |
Avoid |
49 |
-1.0% |
-0.6% |
0.8x |
Good entry |
| MLM |
Martin Marietta |
2.9% |
8.8 |
Avoid |
43 |
-4.6% |
-2.8% |
0.6x |
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).