← Sector Rotation Screen home
⚠ Strategy did NOT beat SPY net of 1 bps trading cost in the backtest since May 2011. Cumulative: strategy +619.57% vs SPY +626.89%.
Mid-cycle
INDPRO YoY +1.1% between 0.0% and 4.0% with curve +0.45: steady expansion.
Sector Scores & Signals
| ETF |
Name |
Last |
% From 52W High |
Seasonality |
n yrs |
Cycle Fit |
Rel Strength |
RS 3m |
Composite |
Signal |
| XLK |
Technology |
$175.35 |
-11.43% |
63.6 |
20 |
100.0 |
53.2 |
5.85% |
74.5 |
Buy |
| XLC |
Communications |
$108.24 |
-9.34% |
69.0 ⚠ |
8 |
100.0 |
36.5 |
-11.07% |
70.0 |
Watch |
| XLE |
Energy |
$59.55 |
-4.12% |
33.8 |
20 |
50.0 |
80.7 |
-3.66% |
56.7 |
Hold |
| XLRE |
Real Estate |
$45.07 |
-2.04% |
60.4 |
10 |
50.0 |
42.2 |
-1.82% |
49.9 |
Hold |
| XLF |
Financials |
$56.94 |
-1.15% |
54.6 |
20 |
50.0 |
43.2 |
5.39% |
48.8 |
Hold |
| XLI |
Industrials |
$179.84 |
-3.08% |
53.7 |
20 |
50.0 |
28.8 |
-0.95% |
43.5 |
Hold |
| XLV |
Healthcare |
$162.55 |
-2.82% |
59.8 |
20 |
35.0 |
38.8 |
7.62% |
42.5 |
Hold |
| XLP |
Consumer Staples |
$85.05 |
-4.32% |
59.0 |
20 |
35.0 |
38.2 |
-2.64% |
42.1 |
Hold |
| XLY |
Consumer Discretionary |
$116.09 |
-6.40% |
56.9 |
20 |
50.0 |
21.6 |
-5.93% |
41.8 |
Hold |
| XLB |
Materials |
$50.43 |
-5.18% |
46.7 |
20 |
50.0 |
25.0 |
-5.87% |
40.4 |
Hold |
| XLU |
Utilities |
$44.35 |
-5.83% |
55.6 |
20 |
35.0 |
18.4 |
-8.95% |
34.3 |
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
+619.57%
SPY: +626.89%
Strategy CAGR
+13.90%
SPY: +13.97%
Strategy Sharpe
0.87
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% |
+2.9% |
+0.3% |
-0.6% |
+1.1% |
+2.3% |
+1.0% |
| XLE |
+1.3% |
+1.6% |
+1.3% |
+3.4% |
-0.2% |
-0.1% |
+1.1% |
-1.5% |
-0.8% |
+1.6% |
+2.3% |
-0.1% |
| XLV |
+0.9% |
-0.2% |
+0.8% |
+1.0% |
+0.7% |
+1.2% |
+2.1% |
+0.6% |
-0.3% |
+0.6% |
+2.7% |
+0.9% |
| XLI |
+0.5% |
+1.0% |
+0.8% |
+2.2% |
+0.5% |
-0.1% |
+2.6% |
-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% |
+1.9% |
+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% |
+3.2% |
+0.7% |
-2.9% |
-0.9% |
+3.1% |
+0.5% |
| XLC |
+4.2% |
-0.9% |
-0.8% |
+2.0% |
+2.6% |
+0.8% |
+2.2% |
+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 |
88.4 |
Buy |
58 |
+0.7% |
+4.1% |
0.8x |
Reasonable |
| SKYY |
Cloud Computing |
80.1 |
Buy |
63 |
+4.0% |
+4.7% |
0.9x |
Reasonable |
| IGV |
Software |
61.4 |
Hold |
58 |
+2.5% |
+1.8% |
1.4x |
Reasonable |
| FDN |
Internet |
59.2 |
Hold |
58 |
+1.8% |
+1.8% |
1.2x |
Reasonable |
| SMH |
Semiconductors |
30.5 |
Avoid |
43 |
-5.4% |
-9.3% |
1.6x |
Oversold |
| BOTZ |
AI & Robotics |
27.5 |
Avoid |
47 |
-0.3% |
-5.3% |
1.1x |
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 CIBR
(Cybersecurity)
| Ticker | Name | Weight |
Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| NET |
Cloudflare |
3.0% |
91.4 |
Buy |
62 |
+3.2% |
+12.0% |
1.0x |
Reasonable |
| GEN |
Gen Digital |
3.5% |
77.5 |
Buy |
61 |
+3.6% |
+7.2% |
1.1x |
Reasonable |
| OKTA |
Okta |
3.0% |
64.2 |
Hold |
57 |
-1.0% |
+11.3% |
0.8x |
Reasonable |
| CRWD |
CrowdStrike |
6.5% |
60.8 |
Hold |
54 |
-0.7% |
+5.2% |
0.9x |
Reasonable |
| CSCO |
Cisco Systems |
4.5% |
59.0 |
Hold |
53 |
+1.6% |
-1.2% |
1.1x |
Reasonable |
| ZS |
Zscaler |
5.0% |
55.1 |
Hold |
56 |
+2.7% |
+6.5% |
1.0x |
Reasonable |
| FTNT |
Fortinet |
5.5% |
54.6 |
Hold |
60 |
+2.4% |
+8.2% |
1.5x |
Reasonable |
| PANW |
Palo Alto Networks |
7.0% |
48.3 |
Hold |
55 |
-1.1% |
+8.7% |
0.9x |
Reasonable |
| TENB |
Tenable |
2.0% |
45.3 |
Hold |
46 |
-11.0% |
+2.6% |
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: XLC (Communications)
WATCH
Sub-Sector ETFs (ranked by composite)
| ETF | Theme | Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| NERD |
Gaming & Esports |
49.1 |
Hold |
58 |
+2.2% |
+4.3% |
1.3x |
Reasonable |
| SOCL |
Social Media |
46.0 |
Hold |
49 |
-1.0% |
-0.1% |
1.3x |
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)
| Ticker | Name | Weight |
Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| NCBDY |
Bandai Namco |
4.0% |
96.9 |
Buy |
74 |
+11.3% |
+19.5% |
1.0x |
Extended |
| CCOEY |
Capcom |
3.4% |
91.6 |
Buy |
76 |
+16.8% |
+26.9% |
0.6x |
Extended |
| KONMY |
Konami |
4.4% |
84.4 |
Buy |
73 |
+15.7% |
+12.7% |
1.0x |
Extended |
| U |
Unity Software |
4.3% |
75.1 |
Buy |
58 |
+4.1% |
+9.0% |
1.2x |
Reasonable |
| NTDOY |
Nintendo |
10.8% |
59.7 |
Hold |
61 |
+6.8% |
+6.6% |
0.8x |
Extended |
| NEXOY |
Nexon |
4.5% |
56.9 |
Hold |
61 |
+7.8% |
+10.8% |
0.4x |
Extended |
| NTES |
NetEase |
10.8% |
47.8 |
Hold |
59 |
+3.4% |
+6.7% |
0.7x |
Reasonable |
| EA |
Electronic Arts |
7.7% |
47.8 |
Hold |
79 |
+1.0% |
+2.4% |
1.5x |
Extended |
| TTWO |
Take-Two Interactive |
7.4% |
39.7 |
Avoid |
53 |
+0.0% |
+3.8% |
1.2x |
Reasonable |
| RBLX |
Roblox |
8.3% |
0.0 |
Avoid |
27 |
-31.3% |
-27.3% |
2.1x |
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: 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 |
72.7 |
Buy |
64 |
+5.8% |
+8.1% |
1.0x |
Extended |
| AMLP |
MLPs / Midstream |
45.5 |
Hold |
66 |
+2.4% |
+4.6% |
1.3x |
Reasonable |
| OIH |
Oil Services |
35.2 |
Avoid |
51 |
+1.6% |
-3.1% |
0.9x |
Reasonable |
| URA |
Uranium / Nuclear |
31.9 |
Avoid |
41 |
-3.5% |
-12.0% |
1.1x |
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 XOP
(Oil & Gas E&P)
| Ticker | Name | Weight |
Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| SM |
SM Energy |
2.9% |
91.3 |
Buy |
59 |
+6.7% |
+7.8% |
0.8x |
Extended |
| VG |
Venture Global |
3.2% |
83.1 |
Buy |
53 |
+1.8% |
+6.9% |
0.8x |
Reasonable |
| CHRD |
Chord Energy |
2.8% |
81.6 |
Buy |
64 |
+9.7% |
+8.6% |
0.9x |
Extended |
| MUR |
Murphy Oil |
2.9% |
75.6 |
Buy |
62 |
+9.6% |
+9.1% |
0.9x |
Extended |
| APA |
APA Corp |
2.9% |
74.8 |
Buy |
61 |
+7.0% |
+5.9% |
1.2x |
Extended |
| FANG |
Diamondback Energy |
2.8% |
72.6 |
Buy |
60 |
+5.1% |
+5.8% |
1.0x |
Extended |
| CVX |
Chevron |
2.8% |
71.6 |
Buy |
67 |
+6.2% |
+7.7% |
1.0x |
Extended |
| XOM |
Exxon Mobil |
2.8% |
54.2 |
Hold |
63 |
+4.7% |
+6.2% |
1.0x |
Reasonable |
| TPL |
Texas Pacific Land |
2.7% |
12.1 |
Avoid |
50 |
-1.0% |
+1.8% |
1.1x |
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).