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Mid-cycle
INDPRO YoY +1.1% between 0.0% and 4.0% with curve +0.39: steady expansion.
Sector Scores & Signals
| ETF |
Name |
Last |
% From 52W High |
Seasonality |
n yrs |
Cycle Fit |
Rel Strength |
RS 3m |
Composite |
Signal |
| XLK |
Technology |
$187.67 |
-5.20% |
48.2 |
20 |
100.0 |
60.3 |
-1.31% |
73.1 |
Buy |
| XLC |
Communications |
$112.60 |
-5.69% |
32.4 ⚠ |
9 |
100.0 |
56.5 |
-3.17% |
67.9 |
Buy |
| XLE |
Energy |
$65.14 |
-0.26% |
49.1 |
20 |
50.0 |
75.7 |
11.00% |
58.8 |
Hold |
| XLF |
Financials |
$57.25 |
-2.24% |
37.8 |
20 |
50.0 |
57.0 |
5.32% |
49.4 |
Hold |
| XLU |
Utilities |
$42.39 |
-10.00% |
51.6 |
20 |
35.0 |
45.2 |
-7.02% |
42.7 |
Hold |
| XLY |
Consumer Discretionary |
$112.96 |
-8.92% |
47.0 |
20 |
50.0 |
23.7 |
-6.54% |
40.0 |
Hold |
| XLRE |
Real Estate |
$43.42 |
-5.63% |
18.8 |
11 |
50.0 |
39.4 |
-6.36% |
38.5 |
Avoid |
| XLI |
Industrials |
$172.37 |
-7.58% |
49.2 |
20 |
50.0 |
14.7 |
-5.21% |
37.5 |
Avoid |
| XLV |
Healthcare |
$165.36 |
-5.87% |
42.9 |
20 |
35.0 |
35.5 |
3.92% |
37.1 |
Avoid |
| XLP |
Consumer Staples |
$83.38 |
-6.20% |
46.1 |
20 |
35.0 |
33.1 |
-5.40% |
37.1 |
Avoid |
| XLB |
Materials |
$50.95 |
-5.07% |
33.6 |
20 |
50.0 |
24.1 |
-4.02% |
36.8 |
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
+973.21%
SPY: +654.00%
Strategy CAGR
+16.84%
SPY: +14.16%
Strategy Sharpe
1.00
SPY: 0.99
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% |
-0.4% |
+1.8% |
+2.0% |
+0.8% |
| XLF |
-0.2% |
-0.5% |
+0.2% |
+2.6% |
+0.1% |
-1.0% |
+2.9% |
+0.3% |
-0.8% |
+1.1% |
+2.3% |
+1.0% |
| XLE |
+1.3% |
+1.6% |
+1.3% |
+3.4% |
-0.2% |
-0.1% |
+1.1% |
-0.9% |
-0.5% |
+1.6% |
+2.3% |
-0.1% |
| XLV |
+0.9% |
-0.2% |
+0.8% |
+1.0% |
+0.7% |
+1.2% |
+2.1% |
+0.7% |
-0.5% |
+0.6% |
+2.7% |
+0.9% |
| XLI |
+0.5% |
+1.0% |
+0.8% |
+2.2% |
+0.5% |
-0.1% |
+2.6% |
-0.2% |
-0.3% |
+0.9% |
+3.5% |
+0.6% |
| XLY |
+0.8% |
-0.0% |
+0.8% |
+3.1% |
+0.3% |
+0.1% |
+3.0% |
+0.6% |
-0.1% |
+0.5% |
+2.7% |
+0.5% |
| XLP |
-0.2% |
+0.6% |
+1.6% |
+1.5% |
+0.0% |
+0.0% |
+2.2% |
+0.3% |
-0.4% |
+0.8% |
+2.2% |
+0.7% |
| XLU |
+0.2% |
-0.7% |
+2.6% |
+2.0% |
+0.3% |
+0.0% |
+1.9% |
-0.2% |
-0.4% |
+1.7% |
+0.9% |
+0.7% |
| XLB |
-0.0% |
+1.5% |
+1.3% |
+2.6% |
+0.4% |
-0.7% |
+2.3% |
-0.1% |
-1.6% |
+0.8% |
+2.9% |
+0.6% |
| XLRE |
+0.5% |
-0.3% |
+0.9% |
+1.0% |
+0.4% |
+1.8% |
+3.2% |
+0.4% |
-2.8% |
-0.9% |
+3.1% |
+0.5% |
| XLC |
+4.2% |
-0.9% |
-0.8% |
+2.0% |
+2.6% |
+0.8% |
+2.2% |
+1.7% |
-1.7% |
-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 |
| SMH |
Semiconductors |
55.0 |
Hold |
51 |
+0.9% |
-0.1% |
1.0x |
Reasonable |
| SKYY |
Cloud Computing |
40.4 |
Hold |
51 |
-1.7% |
+5.3% |
0.7x |
Reasonable |
| FDN |
Internet |
36.2 |
Avoid |
53 |
+0.1% |
+2.9% |
0.9x |
Reasonable |
| CIBR |
Cybersecurity |
34.9 |
Avoid |
48 |
-1.4% |
+0.1% |
0.7x |
Good entry |
| IGV |
Software |
30.5 |
Avoid |
48 |
-2.4% |
+2.7% |
0.9x |
Good entry |
| BOTZ |
AI & Robotics |
13.5 |
Avoid |
45 |
-1.7% |
-1.8% |
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 SMH
(Semiconductors)
| Ticker | Name | Weight |
Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| AMD |
AMD |
5.5% |
92.8 |
Buy |
58 |
+7.1% |
+3.9% |
1.2x |
Extended |
| MU |
Micron Technology |
4.0% |
86.4 |
Buy |
53 |
+1.3% |
+5.0% |
1.0x |
Reasonable |
| INTC |
Intel |
3.5% |
74.6 |
Buy |
58 |
+8.8% |
+4.7% |
1.1x |
Extended |
| QCOM |
Qualcomm |
5.0% |
70.8 |
Buy |
67 |
+9.5% |
+8.4% |
1.4x |
Extended |
| TXN |
Texas Instruments |
4.5% |
63.6 |
Hold |
52 |
+2.0% |
-3.0% |
0.9x |
Reasonable |
| TSM |
Taiwan Semi |
12.0% |
56.6 |
Hold |
57 |
+2.7% |
+3.4% |
1.1x |
Reasonable |
| NVDA |
NVIDIA |
20.0% |
35.9 |
Avoid |
50 |
-0.8% |
+2.8% |
0.8x |
Good entry |
| LRCX |
Lam Research |
3.5% |
33.0 |
Avoid |
45 |
-3.9% |
-5.1% |
1.1x |
Good entry |
| ASML |
ASML Holdings |
5.0% |
20.7 |
Avoid |
47 |
-2.2% |
-2.3% |
1.0x |
Good entry |
| AVGO |
Broadcom |
8.0% |
12.1 |
Avoid |
42 |
-1.5% |
-5.5% |
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)
BUY
Sub-Sector ETFs (ranked by composite)
| ETF | Theme | Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| NERD |
Gaming & Esports |
42.3 |
Hold |
56 |
+0.2% |
+4.1% |
1.1x |
Reasonable |
| SOCL |
Social Media |
32.0 |
Avoid |
44 |
-1.4% |
-3.1% |
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).
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 |
— |
— |
— |
— |
— |
| NEXOY |
Nexon |
4.5% |
88.8 |
Buy |
62 |
+1.8% |
+20.1% |
0.6x |
Reasonable |
| RBLX |
Roblox |
8.3% |
62.3 |
Hold |
64 |
+12.4% |
+2.0% |
0.9x |
Extended |
| NCBDY |
Bandai Namco |
4.0% |
56.5 |
Hold |
64 |
+2.8% |
+17.6% |
2.7x |
Reasonable |
| CCOEY |
Capcom |
3.4% |
55.4 |
Hold |
63 |
+3.1% |
+13.8% |
1.0x |
Reasonable |
| U |
Unity Software |
4.3% |
51.2 |
Hold |
60 |
-0.1% |
+16.7% |
0.9x |
Reasonable |
| KONMY |
Konami |
4.4% |
49.7 |
Hold |
46 |
-3.2% |
+5.3% |
2.1x |
Good entry |
| NTES |
NetEase |
10.8% |
36.2 |
Avoid |
39 |
-4.7% |
-7.9% |
0.9x |
Good entry |
| NTDOY |
Nintendo |
10.8% |
26.8 |
Avoid |
49 |
-3.9% |
+6.3% |
1.1x |
Good entry |
| TTWO |
Take-Two Interactive |
7.4% |
12.6 |
Avoid |
36 |
-5.4% |
-9.1% |
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).
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 |
59.6 |
Hold |
70 |
+3.7% |
+10.7% |
1.0x |
Extended |
| AMLP |
MLPs / Midstream |
38.9 |
Avoid |
61 |
+1.0% |
+3.4% |
1.0x |
Reasonable |
| URA |
Uranium / Nuclear |
27.9 |
Avoid |
45 |
-4.6% |
+0.7% |
0.9x |
Good entry |
| OIH |
Oil Services |
23.3 |
Avoid |
54 |
-0.1% |
+5.5% |
0.9x |
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 XOP
(Oil & Gas E&P)
| Ticker | Name | Weight |
Composite | Signal |
RSI | vs 20d | vs 50d |
Vol | Entry Timing |
| SM |
SM Energy |
2.9% |
91.2 |
Buy |
64 |
+4.0% |
+15.9% |
0.9x |
Reasonable |
| VG |
Venture Global |
3.2% |
87.9 |
Buy |
65 |
+8.8% |
+15.5% |
1.2x |
Extended |
| MUR |
Murphy Oil |
2.9% |
59.2 |
Hold |
58 |
+5.1% |
+7.0% |
1.0x |
Extended |
| APA |
APA Corp |
2.9% |
57.8 |
Hold |
64 |
+3.7% |
+15.5% |
1.0x |
Reasonable |
| CHRD |
Chord Energy |
2.8% |
57.6 |
Hold |
65 |
+4.0% |
+12.1% |
1.0x |
Reasonable |
| CVX |
Chevron |
2.8% |
53.5 |
Hold |
70 |
+3.8% |
+10.5% |
1.0x |
Reasonable |
| TPL |
Texas Pacific Land |
2.7% |
52.2 |
Hold |
48 |
-0.0% |
-3.8% |
0.9x |
Good entry |
| FANG |
Diamondback Energy |
2.8% |
36.7 |
Avoid |
56 |
+0.6% |
+4.2% |
1.0x |
Reasonable |
| XOM |
Exxon Mobil |
2.8% |
28.9 |
Avoid |
62 |
+2.3% |
+7.4% |
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).