← Sector Rotation Screen home

Sector Rotation Screen

September 20, 2026 · 11 SPDR sector ETFs vs SPY · Composite weights: Seasonality 25% / Cycle 40% / RS 35%
BB
Mid-cycle
INDPRO YoY +1.4% between 0.0% and 4.0% with curve +0.27: steady expansion.
10Y - 2Y spread
+0.27
6m change: -0.25
10Y yield
4.94%
2Y: 4.67%
INDPRO YoY
+1.4%
3m trend: +0.4
INDPRO as of
2026-08-01
10Y as of: 2026-09-17

Sector Scores & Signals

ETF Name Last % From 52W High Seasonality n yrs Cycle Fit Rel Strength RS 3m Composite Signal
XLK Technology $189.60 -4.23% 48.7 20 100.0 74.9 -3.10% 78.4 Buy
XLC Communications $110.81 -7.18% 26.7 ⚠ 9 100.0 46.5 -0.75% 62.9 Hold
XLE Energy $64.31 -2.46% 48.5 20 50.0 43.4 18.21% 47.3 Hold
XLF Financials $55.86 -4.61% 36.7 20 50.0 43.1 2.38% 44.2 Hold
XLV Healthcare $168.39 -4.15% 43.8 20 35.0 37.2 10.95% 38.0 Avoid
XLI Industrials $169.75 -8.99% 48.5 20 50.0 13.7 -8.19% 36.9 Avoid
XLY Consumer Discretionary $111.03 -10.48% 46.1 20 50.0 12.4 -7.30% 35.9 Avoid
XLRE Real Estate $42.53 -7.56% 18.0 11 50.0 26.7 -4.44% 33.8 Avoid
XLB Materials $49.99 -6.86% 32.9 20 50.0 16.0 -5.41% 33.8 Avoid
XLU Utilities $41.10 -12.73% 48.1 20 35.0 22.1 -9.85% 33.7 Avoid
XLP Consumer Staples $82.80 -6.85% 45.8 20 35.0 22.8 -2.17% 33.4 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
+646.90%
SPY: +654.00%
Strategy CAGR
+14.09%
SPY: +14.16%
Strategy Sharpe
0.88
SPY: 0.99
Max drawdown
-18.78%
SPY: -22.93%
0.79 2.57 4.35 6.13 7.92 2013 2015 2017 2019 2021 2023 2025 Strategy SPY
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 JanFebMarAprMayJunJulAugSepOctNovDec
XLK +0.1% +0.7% +1.5% +2.8% +3.3% +0.9% +2.9% +1.0% -0.3% +1.8% +2.0% +0.8%
XLF -0.2% -0.5% +0.2% +2.6% +0.1% -1.0% +2.9% +0.3% -1.0% +1.1% +2.3% +1.0%
XLE +1.3% +1.6% +1.3% +3.4% -0.2% -0.1% +1.1% -0.9% -0.6% +1.6% +2.3% -0.1%
XLV +0.9% -0.2% +0.8% +1.0% +0.7% +1.2% +2.1% +0.7% -0.4% +0.6% +2.7% +0.9%
XLI +0.5% +1.0% +0.8% +2.2% +0.5% -0.1% +2.6% -0.2% -0.4% +0.9% +3.5% +0.6%
XLY +0.8% -0.0% +0.8% +3.1% +0.3% +0.1% +3.0% +0.6% -0.2% +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% -0.6% +1.7% +0.9% +0.7%
XLB -0.0% +1.5% +1.3% +2.6% +0.4% -0.7% +2.3% -0.1% -1.7% +0.8% +2.9% +0.6%
XLRE +0.5% -0.3% +0.9% +1.0% +0.4% +1.8% +3.2% +0.4% -3.0% -0.9% +3.1% +0.5%
XLC +4.2% -0.9% -0.8% +2.0% +2.6% +0.8% +2.2% +1.7% -1.9% -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

XLE
+18.21%
XLV
+10.95%
XLF
+2.38%
XLC
-0.75%
XLP
-2.17%
XLK
-3.10%
XLRE
-4.44%
XLB
-5.41%
XLY
-7.30%
XLI
-8.19%
XLU
-9.85%

Drill-Down: XLK (Technology) BUY

Sub-Sector ETFs (ranked by composite)

ETFThemeCompositeSignal RSIvs 20dvs 50d VolEntry Timing
SMH Semiconductors 57.7 Hold 54 +2.7% +1.5% 1.1x Reasonable
CIBR Cybersecurity 54.2 Hold 57 +3.3% +5.0% 1.2x Reasonable
SKYY Cloud Computing 41.8 Hold 55 +0.4% +6.0% 1.1x Reasonable
IGV Software 33.6 Avoid 52 -0.4% +4.3% 0.9x Reasonable
FDN Internet 33.4 Avoid 51 -0.5% +1.9% 1.4x Reasonable
BOTZ AI & Robotics 14.2 Avoid 45 -0.8% -1.7% 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 SMH (Semiconductors)

TickerNameWeight CompositeSignal RSIvs 20dvs 50d VolEntry Timing
AMD AMD 5.5% 95.3 Buy 65 +14.1% +12.9% 1.3x Extended
MU Micron Technology 4.0% 80.8 Buy 58 +5.9% +9.5% 1.0x Extended
INTC Intel 3.5% 79.0 Buy 62 +13.3% +11.9% 1.3x Extended
TSM Taiwan Semi 12.0% 66.0 Buy 57 +3.1% +4.4% 1.2x Reasonable
QCOM Qualcomm 5.0% 65.4 Buy 54 +3.4% +5.9% 1.5x Reasonable
TXN Texas Instruments 4.5% 55.5 Hold 51 +2.3% -2.5% 1.4x Reasonable
NVDA NVIDIA 20.0% 46.1 Hold 54 +1.6% +3.8% 0.9x Reasonable
AVGO Broadcom 8.0% 40.7 Hold 46 -0.5% -5.8% 1.1x Good entry
ASML ASML Holdings 5.0% 31.0 Avoid 49 -0.6% -2.4% 1.4x Good entry
LRCX Lam Research 3.5% 22.8 Avoid 46 -3.3% -6.3% 1.4x 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)

ETFThemeCompositeSignal RSIvs 20dvs 50d VolEntry Timing
SOCL Social Media 41.8 Hold 40 -2.5% -4.4% 0.4x Good entry
NERD Gaming & Esports 36.4 Avoid 50 -0.7% +2.3% 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).

Top Holdings in SOCL (Social Media)

TickerNameWeight CompositeSignal RSIvs 20dvs 50d VolEntry Timing
META Meta Platforms 11.4% 91.6 Buy 66 +8.3% +9.6% 1.1x Extended
GOOGL Alphabet 7.9% 65.0 Buy 55 +2.3% +1.2% 1.1x Reasonable
RDDT Reddit 7.0% 64.1 Hold 45 -2.2% -7.9% 1.4x Good entry
SNAP Snap Inc 3.5% 56.4 Hold 52 -0.4% +6.8% 1.0x Reasonable
BIDU Baidu 6.0% 47.4 Hold 37 -3.5% -11.3% 0.8x Good entry
SPOT Spotify 4.5% 39.2 Avoid 43 -5.6% -0.7% 1.1x Oversold
NTES NetEase 4.3% 27.6 Avoid 42 -3.0% -6.5% 0.9x Good entry
TCEHY Tencent Holdings 10.0% 25.2 Avoid 39 -3.5% -6.5% 1.0x Good entry
035420.KS NAVER Corp 8.3% 6.7 Avoid 38 -6.5% -5.5% 0.9x Oversold
035720.KS Kakao Corp 4.2% 4.7 Avoid 35 -5.1% -7.7% 0.7x 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).