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Sector Rotation Screen

September 27, 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 +0.31: steady expansion.
10Y - 2Y spread
+0.31
6m change: -0.18
10Y yield
5.18%
2Y: 4.87%
INDPRO YoY
+1.4%
3m trend: +0.4
INDPRO as of
2026-08-01
10Y as of: 2026-09-24

Sector Scores & Signals

ETF Name Last % From 52W High Seasonality n yrs Cycle Fit Rel Strength RS 3m Composite Signal
XLK Technology $196.27 -0.75% 50.6 20 100.0 78.5 2.42% 80.1 Buy
XLC Communications $112.96 -5.07% 33.0 ⚠ 9 100.0 42.6 0.66% 63.2 Watch
XLE Energy $62.04 -5.34% 45.0 20 50.0 31.7 9.84% 42.4 Hold
XLI Industrials $170.43 -8.38% 48.8 20 50.0 20.5 -11.76% 39.4 Avoid
XLV Healthcare $170.70 -2.46% 46.6 20 35.0 37.8 0.80% 38.9 Avoid
XLF Financials $54.84 -6.02% 36.0 20 50.0 21.4 -3.34% 36.5 Avoid
XLY Consumer Discretionary $110.56 -10.66% 46.0 20 50.0 9.3 -9.19% 34.8 Avoid
XLP Consumer Staples $82.06 -7.08% 45.7 20 35.0 24.7 -8.56% 34.1 Avoid
XLB Materials $49.80 -6.78% 32.9 20 50.0 9.0 -9.12% 31.4 Avoid
XLU Utilities $39.51 -15.49% 46.6 20 35.0 16.1 -19.93% 31.3 Avoid
XLRE Real Estate $41.56 -8.91% 17.5 11 50.0 15.5 -13.43% 29.8 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
+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% -0.1% +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% -0.7% +1.6% +2.3% -0.1%
XLV +0.9% -0.2% +0.8% +1.0% +0.7% +1.2% +2.1% +0.7% -0.3% +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% -0.2% +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% -0.8% +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% -3.1% -0.9% +3.1% +0.5%
XLC +4.2% -0.9% -0.8% +2.0% +2.6% +0.8% +2.2% +1.7% -1.6% -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
+9.84%
XLK
+2.42%
XLV
+0.80%
XLC
+0.66%
XLF
-3.34%
XLP
-8.56%
XLB
-9.12%
XLY
-9.19%
XLI
-11.76%
XLRE
-13.43%
XLU
-19.93%

Drill-Down: XLK (Technology) BUY

Sub-Sector ETFs (ranked by composite)

ETFThemeCompositeSignal RSIvs 20dvs 50d VolEntry Timing
CIBR Cybersecurity 65.2 Buy 55 +2.4% +5.0% 1.0x Reasonable
SMH Semiconductors 63.7 Hold 63 +6.6% +7.2% 1.0x Extended
SKYY Cloud Computing 40.2 Hold 56 +1.1% +5.8% 0.9x Reasonable
IGV Software 33.8 Avoid 54 +0.5% +4.6% 0.8x Reasonable
FDN Internet 29.8 Avoid 53 +0.4% +2.5% 1.2x Reasonable
BOTZ AI & Robotics 15.7 Avoid 48 +0.2% -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).

Top Holdings in CIBR (Cybersecurity)

TickerNameWeight CompositeSignal RSIvs 20dvs 50d VolEntry Timing
OKTA Okta 3.0% 100.0 Buy 62 +7.8% +23.4% 1.1x Extended
CRWD CrowdStrike 6.5% 99.8 Buy 62 +9.5% +18.6% 0.8x Extended
NET Cloudflare 3.0% 96.3 Buy 62 +10.0% +16.4% 1.0x Extended
PANW Palo Alto Networks 7.0% 81.4 Buy 54 +3.8% +5.1% 0.8x Reasonable
FTNT Fortinet 5.5% 76.7 Buy 58 +4.1% +7.4% 0.8x Reasonable
ZS Zscaler 5.0% 65.0 Buy 54 +3.3% +11.0% 0.9x Reasonable
TENB Tenable 2.0% 36.5 Avoid 45 -4.7% -4.5% 0.4x Good entry
CSCO Cisco Systems 4.5% 21.6 Avoid 42 -2.2% -5.1% 1.4x Good entry
GEN Gen Digital 3.5% 2.6 Avoid 21 -26.0% -23.8% 1.9x 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).

Drill-Down: XLC (Communications) WATCH

Sub-Sector ETFs (ranked by composite)

ETFThemeCompositeSignal RSIvs 20dvs 50d VolEntry Timing
SOCL Social Media 45.9 Hold 46 -0.8% -2.7% 1.5x Good entry
NERD Gaming & Esports 35.0 Avoid 46 -1.7% +0.2% 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).

Top Holdings in SOCL (Social Media)

TickerNameWeight CompositeSignal RSIvs 20dvs 50d VolEntry Timing
META Meta Platforms 11.4% 99.7 Buy 71 +13.8% +22.2% 1.5x Extended
RDDT Reddit 7.0% 61.2 Hold 45 -2.5% -6.1% 0.9x Good entry
SNAP Snap Inc 3.5% 52.5 Hold 49 -2.4% +3.0% 0.9x Good entry
GOOGL Alphabet 7.9% 51.5 Hold 50 +0.5% -0.1% 1.1x Good entry
TCEHY Tencent Holdings 10.0% 45.4 Hold 48 +0.0% -2.9% 1.2x Good entry
BIDU Baidu 6.0% 40.0 Hold 35 -5.3% -11.9% 1.0x Oversold
SPOT Spotify 4.5% 30.7 Avoid 45 -4.2% -1.1% 1.0x Good entry
NTES NetEase 4.3% 26.6 Avoid 41 -2.2% -6.2% 0.8x Good entry
035720.KS Kakao Corp 4.2% 12.9 Avoid 38 -4.4% -7.8% 0.9x Good entry
035420.KS NAVER Corp 8.3% 8.1 Avoid 37 -6.3% -7.2% 1.2x 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).