← 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 +0.50: steady expansion.
Sector Scores & Signals
| ETF |
Name |
Last |
% From 52W High |
Seasonality |
n yrs |
Cycle Fit |
Rel Strength |
RS 3m |
Composite |
Signal |
| XLK |
Technology |
$183.31 |
-7.41% |
62.4 |
20 |
100.0 |
68.5 |
-0.60% |
79.6 |
Buy |
| XLC |
Communications |
$111.40 |
-6.69% |
71.9 ⚠ |
9 |
100.0 |
48.5 |
-7.16% |
75.0 |
Buy |
| XLY |
Consumer Discretionary |
$118.02 |
-4.84% |
56.7 |
20 |
50.0 |
60.0 |
-3.74% |
55.2 |
Hold |
| XLB |
Materials |
$53.54 |
0.00% |
48.3 |
20 |
50.0 |
63.1 |
4.08% |
54.1 |
Hold |
| XLV |
Healthcare |
$174.62 |
-0.60% |
62.0 |
20 |
35.0 |
60.6 |
15.02% |
50.7 |
Hold |
| XLF |
Financials |
$57.48 |
-1.34% |
54.5 |
20 |
50.0 |
43.5 |
8.14% |
48.8 |
Hold |
| XLE |
Energy |
$63.64 |
-0.17% |
40.9 |
20 |
50.0 |
48.5 |
5.04% |
47.2 |
Hold |
| XLRE |
Real Estate |
$45.08 |
-2.02% |
61.3 |
11 |
50.0 |
28.0 |
-1.17% |
45.1 |
Hold |
| XLP |
Consumer Staples |
$85.99 |
-3.26% |
57.6 |
20 |
35.0 |
42.8 |
-1.09% |
43.4 |
Hold |
| XLI |
Industrials |
$180.25 |
-3.36% |
53.2 |
20 |
50.0 |
25.2 |
2.60% |
42.1 |
Hold |
| XLU |
Utilities |
$42.77 |
-9.19% |
50.4 |
20 |
35.0 |
6.5 |
-7.71% |
28.9 |
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% |
+0.9% |
-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% |
-0.9% |
-0.8% |
+1.6% |
+2.3% |
-0.1% |
| XLV |
+0.9% |
-0.2% |
+0.8% |
+1.0% |
+0.7% |
+1.2% |
+2.1% |
+0.8% |
-0.3% |
+0.6% |
+2.7% |
+0.9% |
| XLI |
+0.5% |
+1.0% |
+0.8% |
+2.2% |
+0.5% |
-0.1% |
+2.6% |
-0.1% |
-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% |
+0.4% |
-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% |
+0.0% |
-1.4% |
+0.8% |
+2.9% |
+0.6% |
| XLRE |
+0.5% |
-0.3% |
+0.9% |
+1.0% |
+0.4% |
+1.8% |
+3.2% |
+0.6% |
-2.9% |
-0.9% |
+3.1% |
+0.5% |
| XLC |
+4.2% |
-0.9% |
-0.8% |
+2.0% |
+2.6% |
+0.8% |
+2.2% |
+1.7% |
-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 |
| SKYY |
Cloud Computing |
92.4 |
Buy |
65 |
+4.7% |
+13.2% |
0.9x |
Reasonable |
| IGV |
Software |
75.8 |
Buy |
60 |
+3.4% |
+9.3% |
0.7x |
Reasonable |
| CIBR |
Cybersecurity |
75.6 |
Buy |
50 |
-0.9% |
+3.5% |
1.2x |
Reasonable |
| FDN |
Internet |
67.8 |
Buy |
56 |
+1.3% |
+4.8% |
0.5x |
Reasonable |
| BOTZ |
AI & Robotics |
43.8 |
Hold |
46 |
-1.0% |
-1.1% |
0.9x |
Good entry |
| SMH |
Semiconductors |
37.3 |
Avoid |
46 |
-0.4% |
-4.9% |
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 SKYY
(Cloud Computing)
| Ticker | Name | Weight |
Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| WDAY |
Workday |
2.5% |
93.9 |
Buy |
67 |
+11.9% |
+32.9% |
0.8x |
Extended |
| MDB |
MongoDB |
3.0% |
85.6 |
Buy |
61 |
+9.4% |
+20.6% |
0.8x |
Extended |
| PLTR |
Palantir |
2.5% |
85.2 |
Buy |
69 |
+14.4% |
+29.5% |
0.7x |
Extended |
| SNOW |
Snowflake |
3.5% |
71.3 |
Buy |
69 |
+5.5% |
+19.4% |
0.7x |
Extended |
| MSFT |
Microsoft |
5.0% |
60.1 |
Hold |
63 |
+2.3% |
+15.3% |
0.6x |
Reasonable |
| NET |
Cloudflare |
2.5% |
50.2 |
Hold |
52 |
-0.2% |
+9.4% |
0.7x |
Reasonable |
| AMZN |
Amazon |
5.0% |
30.5 |
Avoid |
50 |
-1.1% |
+3.6% |
0.7x |
Good entry |
| DDOG |
Datadog |
3.0% |
29.6 |
Avoid |
44 |
-6.9% |
-5.5% |
0.7x |
Oversold |
| GOOGL |
Alphabet |
4.5% |
25.8 |
Avoid |
47 |
-1.0% |
-2.0% |
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: XLC (Communications)
BUY
Sub-Sector ETFs (ranked by composite)
| ETF | Theme | Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| NERD |
Gaming & Esports |
79.2 |
Buy |
64 |
+3.1% |
+8.5% |
1.1x |
Reasonable |
| SOCL |
Social Media |
23.7 |
Avoid |
46 |
-2.2% |
-1.0% |
1.8x |
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 NERD
(Gaming & Esports)
| Ticker | Name | Weight |
Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| EA |
Electronic Arts |
7.7% |
nan |
Hold |
— |
— |
— |
— |
— |
| U |
Unity Software |
4.3% |
100.0 |
Buy |
80 |
+16.8% |
+40.4% |
0.8x |
Extended |
| NCBDY |
Bandai Namco |
4.0% |
99.7 |
Buy |
72 |
+9.2% |
+27.5% |
0.7x |
Extended |
| CCOEY |
Capcom |
3.4% |
92.8 |
Buy |
64 |
+3.1% |
+19.9% |
0.4x |
Reasonable |
| NEXOY |
Nexon |
4.5% |
80.2 |
Buy |
63 |
+14.9% |
+29.1% |
0.8x |
Extended |
| NTDOY |
Nintendo |
10.8% |
77.0 |
Buy |
65 |
+5.9% |
+16.7% |
1.0x |
Extended |
| KONMY |
Konami |
4.4% |
75.3 |
Buy |
71 |
+4.7% |
+10.7% |
0.7x |
Extended |
| NTES |
NetEase |
10.8% |
47.4 |
Hold |
52 |
+0.3% |
+1.1% |
1.4x |
Reasonable |
| TTWO |
Take-Two Interactive |
7.4% |
46.3 |
Hold |
48 |
-1.5% |
-0.4% |
0.9x |
Good entry |
| RBLX |
Roblox |
8.3% |
0.3 |
Avoid |
40 |
-3.1% |
-17.9% |
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).
Drill-Down: XLY (Consumer Discretionary)
WATCH
Sub-Sector ETFs (ranked by composite)
| ETF | Theme | Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| IBUY |
Online Retail |
57.1 |
Hold |
56 |
+1.1% |
+4.1% |
0.6x |
Reasonable |
| PEJ |
Leisure & Entertain |
54.1 |
Hold |
56 |
+0.5% |
+2.2% |
0.3x |
Reasonable |
| XHB |
Homebuilders |
36.0 |
Avoid |
47 |
-1.3% |
-2.3% |
0.9x |
Good entry |
| XRT |
Retail |
32.7 |
Avoid |
46 |
-2.2% |
-0.8% |
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).