Pattern Lab · Methodology + live rankings
Sector Relative Strength.
Rotational rankings of the eleven SPDR sector ETFs against the S&P 500 (SPY). Each sector gets four readings: an RS-ratio (sector / benchmark, normalised to 100 a year ago), 21-day · 63-day · 252-day outperformance in percentage points vs SPY, and a Z-score of the current RS-ratio against its trailing 63-day mean — a mean-reversion signal. Sectors are sorted by 63-day outperformance descending and assigned a JdK-style RRG quadrant.
Sector charts
Compare any of the 12 SPDR ETFs + SPY side-by-side. Per-cell ticker, range, and oscillator toggles. Reuses the same indicator set as the Rubin charts terminal — including Directional Flow (DF) and DF % (the 0-100 tanh-normalised view).
The rule
For each sector ETF: compute the relative-strength ratio against SPY, normalise it to 100 at the start of a 252-day window, and track its level and trajectory. Sectors above 100 with positive short-term outperformance are leading; sectors below 100 with negative outperformance are lagging. The remaining two quadrants — weakening and improving — are the rotation candidates.
The Z-score against the trailing 63-day mean is the mean-reversion overlay: a sector with Z > +2 is statistically stretched relative to its own recent history; a sector with Z < −2 is unusually compressed. Both edges are candidates for reversal, regardless of which quadrant they currently occupy.
Data is refreshed daily from EODHD (close prices). Re-run
workers/jensen-backtest/scripts/fetch-sector-rs-prices.mjs and rebuild.
Rankings · three timeframes, separately sorted
Same eleven sectors, three independent sort lenses. A name that leads on 21d but lags on 252d is a fresh rotation candidate; one that leads on 252d but lags on 21d is a tired leader. The full picture only emerges when all three horizons are read together.
Short term · 21 trading days (~1 month)
| Rank | Ticker | Sector | Price | RS | 21d | 63d | 1y | Z | Quadrant | Chart |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | XLF | Financials | $57.60 | 93.1 | +5.9% | +7.7% | -8.1% | +2.22 | Improving | chart → |
| 2 | XLE | Energy | $57.57 | 115.9 | +5.3% | -1.7% | +18.7% | +0.32 | Leading | chart → |
| 3 | XLV | Health Care | $167.26 | 106.1 | +2.7% | +13.2% | +7.1% | +2.24 | Leading | chart → |
| 4 | XLC | Communication Services | $109.67 | 87.8 | +1.7% | -8.9% | -14.4% | -0.63 | Improving | chart → |
| 5 | XLP | Consumer Staples | $87.06 | 93.4 | +1.1% | +2.6% | -7.8% | +1.84 | Improving | chart → |
| 6 | XLRE | Real Estate | $46.01 | 94.6 | +0.1% | +2.9% | -6.3% | +1.85 | Improving | chart → |
| 7 | XLB | Materials | $52.34 | 98.1 | -0.2% | -2.4% | -2.2% | +1.25 | Lagging | chart → |
| 8 | XLI | Industrials | $182.49 | 101.4 | -0.9% | +2.2% | +1.7% | +1.30 | Weakening | chart → |
| 9 | XLU | Utilities | $45.52 | 94.2 | -3.1% | -4.7% | -6.9% | +0.43 | Lagging | chart → |
| 10 | XLY | Consumer Discretionary | $112.48 | 85.8 | -3.3% | -8.2% | -16.8% | -1.48 | Lagging | chart → |
| 11 | XLK | Technology | $171.09 | 111.7 | -7.2% | +2.8% | +13.7% | -1.31 | Weakening | chart → |
Medium term · 63 trading days (~3 months)
| Rank | Ticker | Sector | Price | RS | 21d | 63d | 1y | Z | Quadrant | Chart |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | XLV | Health Care | $167.26 | 106.1 | +2.7% | +13.2% | +7.1% | +2.24 | Leading | chart → |
| 2 | XLF | Financials | $57.60 | 93.1 | +5.9% | +7.7% | -8.1% | +2.22 | Improving | chart → |
| 3 | XLRE | Real Estate | $46.01 | 94.6 | +0.1% | +2.9% | -6.3% | +1.85 | Improving | chart → |
| 4 | XLK | Technology | $171.09 | 111.7 | -7.2% | +2.8% | +13.7% | -1.31 | Weakening | chart → |
| 5 | XLP | Consumer Staples | $87.06 | 93.4 | +1.1% | +2.6% | -7.8% | +1.84 | Improving | chart → |
| 6 | XLI | Industrials | $182.49 | 101.4 | -0.9% | +2.2% | +1.7% | +1.30 | Weakening | chart → |
| 7 | XLE | Energy | $57.57 | 115.9 | +5.3% | -1.7% | +18.7% | +0.32 | Leading | chart → |
| 8 | XLB | Materials | $52.34 | 98.1 | -0.2% | -2.4% | -2.2% | +1.25 | Lagging | chart → |
| 9 | XLU | Utilities | $45.52 | 94.2 | -3.1% | -4.7% | -6.9% | +0.43 | Lagging | chart → |
| 10 | XLY | Consumer Discretionary | $112.48 | 85.8 | -3.3% | -8.2% | -16.8% | -1.48 | Lagging | chart → |
| 11 | XLC | Communication Services | $109.67 | 87.8 | +1.7% | -8.9% | -14.4% | -0.63 | Improving | chart → |
Long term · 252 trading days (~1 year)
| Rank | Ticker | Sector | Price | RS | 21d | 63d | 1y | Z | Quadrant | Chart |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | XLE | Energy | $57.57 | 115.9 | +5.3% | -1.7% | +18.7% | +0.32 | Leading | chart → |
| 2 | XLK | Technology | $171.09 | 111.7 | -7.2% | +2.8% | +13.7% | -1.31 | Weakening | chart → |
| 3 | XLV | Health Care | $167.26 | 106.1 | +2.7% | +13.2% | +7.1% | +2.24 | Leading | chart → |
| 4 | XLI | Industrials | $182.49 | 101.4 | -0.9% | +2.2% | +1.7% | +1.30 | Weakening | chart → |
| 5 | XLB | Materials | $52.34 | 98.1 | -0.2% | -2.4% | -2.2% | +1.25 | Lagging | chart → |
| 6 | XLRE | Real Estate | $46.01 | 94.6 | +0.1% | +2.9% | -6.3% | +1.85 | Improving | chart → |
| 7 | XLU | Utilities | $45.52 | 94.2 | -3.1% | -4.7% | -6.9% | +0.43 | Lagging | chart → |
| 8 | XLP | Consumer Staples | $87.06 | 93.4 | +1.1% | +2.6% | -7.8% | +1.84 | Improving | chart → |
| 9 | XLF | Financials | $57.60 | 93.1 | +5.9% | +7.7% | -8.1% | +2.22 | Improving | chart → |
| 10 | XLC | Communication Services | $109.67 | 87.8 | +1.7% | -8.9% | -14.4% | -0.63 | Improving | chart → |
| 11 | XLY | Consumer Discretionary | $112.48 | 85.8 | -3.3% | -8.2% | -16.8% | -1.48 | Lagging | chart → |
Bold-highlighted column = the timeframe each table is sorted by. The
chart → link opens the per-ticker chart at /indices/stock/?t=…
with OHLC + SMA + RSI. v2 follow-up: extend the Rubin-style charts terminal
(full oscillator set + Directional Flow) to SPDR ETFs.
By quadrant
JdK-style RRG mapping. RS-ratio on the vertical axis (above / below 100), 21-day outperformance on the horizontal axis (positive / negative). The four quadrants encode where each sector sits in its rotational cycle.
RS > 100 and 21d outperformance positive — strongest cohort
- XLV Health Care +13.2%
- XLE Energy -1.7%
RS < 100 but 21d outperformance positive — momentum rebuilding
- XLF Financials +7.7%
- XLRE Real Estate +2.9%
- XLP Consumer Staples +2.6%
- XLC Communication Services -8.9%
RS > 100 but 21d outperformance turning negative — rotation candidate
- XLK Technology +2.8%
- XLI Industrials +2.2%
RS < 100 and 21d outperformance negative — broadly out of favor
- XLB Materials -2.4%
- XLU Utilities -4.7%
- XLY Consumer Discretionary -8.2%
Sector RS is a structural overlay. It says where dispersion sits across the SPDR cohort and which sectors are entering or leaving the leading-quadrant cluster. It does not say what to do about it; that's a function of the user's framework (regime, time horizon, mean-reversion vs. momentum bias).
Sector Rotation (37-sector Closelook view) · Global Sectors (11×4 region matrix)