Sector Rotation

sectorRotation is a single-call, top-of-funnel read of where money is moving across the market right now. It takes the 11 GICS sector ETFs plus SPY as a benchmark, measures momentum and volume across five horizons, and ranks each sector by a blended rotation score.

It takes no parameters — it's a fixed cross-section:

You: What's rotating right now?

Alice: [calls sectorRotation()]

       Rotating in:   XLK Technology (+score)   XLE Energy
       Rotating out:  XLU Utilities (−score)    XLP Staples
       …

The Universe

Eleven GICS sector ETFs, measured against SPY for relative strength:

ETF	Sector	ETF	Sector
XLK	Technology	XLI	Industrials
XLC	Communication Services	XLB	Materials
XLY	Consumer Discretionary	XLRE	Real Estate
XLP	Consumer Staples	XLU	Utilities
XLE	Energy	XLV	Health Care
XLF	Financials

What Each Row Carries

For every sector, across the 1D / 1W / 1M / 3M / 6M horizons:

Field	Meaning
`returns`	Price return per horizon
`rel_strength`	Return vs SPY per horizon (is it leading or lagging the market?)
`momentum_acceleration`	Short-horizon pace minus long-horizon pace (>0 = accelerating)
`dollar_volume`	Latest close × volume — traded notional
`dv_share`	This sector's share of the 11-set's total dollar volume
`dv_share_change`	`dv_share` minus its 20-day baseline — the rotation signal (capital flowing in or out)
`rvol`	Relative volume (today vs the 20-day average)
`rotation_score`	Blended z-score of momentum acceleration + dollar-volume-share change

Rows come back sorted by rotation_score, descending — the sectors capital is flowing into at the top, the ones it's leaving at the bottom.

The Quadrant Map

The Web UI plots the same data as a rotation map. Each sector is a dot:

X-axis — 1-month relative strength vs SPY (leading ← → lagging)
Y-axis — dv_share_change (losing volume share ↓ ↑ gaining)
Color — rotation_score (green positive, red negative)

That yields the classic four quadrants: rotating in (strong + gaining volume, upper-right), improving (weak but gaining, upper-left), weakening (strong but losing, lower-right), and rotating out (weak + losing, lower-left).

In the Pre-Trade Pipeline

sectorRotation is the wide, top-down first pass of a two-step research pipeline shipped as agent skills:

sector-rotation — read what's moving across the whole market; hand the standouts down.
build-thesis — evaluate a specific name on both its left side (fundamentals / valuation) and right side (price, volume, structure).

From the standout sectors you'd typically drill in with Equity Research (movers, ETF holdings) and the Quant Calculator (per-name momentum, volume confirmation).

Next Steps

Equity Research — Drill into the names behind a sector move.
Technical Analysis — Confirm momentum and volume per name.
Symbol Search — Resolve candidates across vendors and brokers.
Workspace Automation — Turn a rotation scan into a recurring issue.