Sector Rotation Machine GICS sectors · SPDR ETF series + constituent fundamentals · vs S&P 500 (SPY)

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RELATIVE ROTATION — RS vs RS-momentumbubble = sector · size = mcap · trail = 6m→3m→1m path
x = 3-month return relative to SPY · y = momentum of relative strength (1m RS − pro-rated 3m RS). Quadrants: LEADING (strong & strengthening) · WEAKENING (strong, fading) · LAGGING (weak & weakening) · IMPROVING (weak, turning up). Approximated from return buckets (1w/1m/3m/6m), not daily series — trails are coarse by construction.
ROTATION RANKINGcomposite = 0.35·RS3m + 0.25·RS-mom + 0.20·breadth + 0.20·value tilt (cross-sector z-scores)
SECTOR BOARD — returns · churn vs OU-mean · ST/MT/LT · valuation returns = SPDR ETF (clean series); valuations/growth = constituent medians · click a column to sort · click a row for constituents
SECTOR CONSTITUENTS — every company, ranked by % of sector market cap weight = company mcap ÷ sector universe mcap (top 100 per sector) · bar = weight · colour = 3m return · click any company to chart it in the terminal
Methodology: sector returns use the SPDR select-sector ETF as the institutional proxy series; fundamentals aggregate the nightly universe constituents (medians are robust to outliers; mcap weighting shown where labeled). Relative strength is arithmetic excess return vs SPY over the stated window. Overweight / underweight buckets are a RANKING of the composite, not advice; the composite weights are fixed priors, not fitted. Cycle read is the classic sector-leadership heuristic (early: financials/discretionary/industrials · mid: tech/communication · late: energy/materials/staples · contraction: staples/utilities/health care) and should be treated as context, not a forecast. Research use only; not investment advice. © MrktPrice.