Sector Money Flow
Where institutional capital appears to be rotating across the 11 SPDR sectors. The rotation graph plots each sector by its 10-week relative strength against SPY — leading + improving quadrants are the bullish hunting grounds. The flow arrows are inferred from short-window return × dollar volume — a proxy, not actual cash-flow data.
Regime label = blended top-down sentiment + breadth + sectors read. Use as macro context for the rotation read below.
Sector Rotation — 8-week trails · 4wk projection overlay
Sector projection — 4-week look-ahead
Linear extrapolation of recent trail. Descriptive, not predictive — confidence falls when the trail wobbles.
| Sector | Current → Projected | Velocity (Δrs / Δmom per wk) | Confidence |
|---|---|---|---|
| XLU | Improving→Leading | +2.15 / +0.70 | 57% |
| XLY | Lagging→Improving | +0.11 / +0.09 | 37% |
| XLP | Lagging→Leading | +1.66 / +0.67 | 0% |
| XLRE | Lagging→Weakening | +0.85 / −0.08 | 0% |
Linear projection — assumes current trail momentum continues. Real markets often mean-revert or accelerate.
Industry sub-sectors
Curated industry ETFs grouped by SPDR parent. Tile color = current quadrant; size = RS strength deviation from 100.
Sub-sector ETF tracking — 6 months of daily bars, weekly resampled. SMH/IGV/SOXX/etc. are the institutional proxies for these slices.
Sub-sector projection — 4-week look-ahead
Linear extrapolation of each industry ETF's recent trail. Confidence falls when the trail wobbles.
| Sub-sector | Current → Projected | Δratio/wk | Δmom/wk | Confidence |
|---|---|---|---|---|
| CIBRCybersecurity | Weakening→Lagging | −3.75 / +0.00 | −3.34 / +0.00 | 89% |
| Sub-sector | Current → Projected | Δratio/wk | Δmom/wk | Confidence |
|---|---|---|---|---|
| IHIMedical Devices | Improving→Leading | +2.16 / +0.00 | −0.03 / +0.00 | 49% |
| Sub-sector | Current → Projected | Δratio/wk | Δmom/wk | Confidence |
|---|---|---|---|---|
| ITAAerospace & Defense | Leading→Weakening | +1.74 / +0.00 | −0.67 / +0.00 | 90% |
Linear projection — assumes current trail momentum continues. Real markets often mean-revert or accelerate.
| From \ To | leading | improving | weakening | lagging |
|---|---|---|---|---|
| leading | 56% | 6% | 22% | 17% |
| improving | 19% | 38% | 5% | 38% |
| weakening | 29% | 14% | 43% | 14% |
| lagging | 9% | 21% | 2% | 68% |
Inferred sector rotation — 5-day proxy. Not actual fund flows.
Bullish sectors — Leading + Improving
4 of 11 sectors are in constructive quadrants. Composite score = RS-Ratio + RS-Momentum.
| # | Sector | Quadrant | RS-Ratio | RS-Mom | Composite |
|---|---|---|---|---|---|
| 1 | XLI · Industrials | LEADING | 103.58 | 102.67 | 206.25 |
| 2 | XLF · Financials | LEADING | 102.46 | 101.58 | 204.04 |
| 3 | XLB · Materials | LEADING | 100.60 | 101.43 | 202.03 |
| 4 | XLU · Utilities | IMPROVING | 98.90 | 102.18 | 201.08 |
Top inferred rotations — 5-day window
From 55 positive-delta pairs. Magnitude = (toMomentum − fromMomentum) × min(dollar volume). Inference, not actual fund flows.
| From | → | To | From mom | To mom | Capacity | Magnitude |
|---|---|---|---|---|---|---|
| XLE | → | XLK | -5.86% | +4.49% | $2.17B | 225.0M |
| XLE | → | XLF | -5.86% | +1.81% | $2.17B | 166.7M |
| XLE | → | XLI | -5.86% | +3.29% | $1.53B | 139.7M |
| XLV | → | XLK | -3.04% | +4.49% | $1.49B | 112.4M |
| XLV | → | XLI | -3.04% | +3.29% | $1.49B | 94.5M |
| XLE | → | XLU | -5.86% | +1.61% | $999.7M | 74.7M |
| XLV | → | XLF | -3.04% | +1.81% | $1.49B | 72.3M |
| XLP | → | XLK | -2.31% | +4.49% | $984.3M | 67.0M |
| XLC | → | XLK | -2.38% | +4.49% | $957.5M | 65.8M |
| XLF | → | XLK | +1.81% | +4.49% | $2.29B | 61.6M |
Disclaimer: rotation analysis is descriptive, not predictive. The flow magnitudes shown are inferred from short-window sector returns and dollar volume — they are not measured fund flows or actual cash movements between ETFs. Use this read as context for hunting setups in the leading/improving quadrants; manage risk separately.