Sector Radar
Sector and ETF rotation scanner — a 4-factor composite (momentum, acceleration, valuation, volume trend) ranks groups before you drill into individual stocks.
Methodology
Momentum (50%)
A weighted blend of 3-month (35%), 6-month (35%), and 12-month (30%) returns — the core rotation signal grounded in Jegadeesh & Titman (1993). 1-month momentum is deliberately skipped: at that horizon, the short-term reversal effect (Jegadeesh 1990) flips the signal against you.
Acceleration (15%)
3-month annualized return minus 6-month annualized return. This separates sectors whose trends are strengthening from those that are fading — a high-momentum sector that is decelerating is a very different position from one still accelerating, and the allocation call differs accordingly.
Relative Valuation (20%)
PE rank within the scanned set, not an absolute PE threshold. A PE of 25 is cheap in technology but expensive in utilities — ranking inside the scan normalizes across sectors and avoids false positives from sector-specific multiples.
Volume Trend (15%)
20-day vs 60-day average volume ratio. Confirms whether institutional conviction is rising or fading: strong momentum with rising volume is confirmed buying; strong momentum with fading volume is trend exhaustion; weak momentum with rising volume is distribution.
Trend-quality quadrant
Every sector is classified into one of four quadrants — strong / weak × accelerating / decelerating — so the output is a direct allocation decision (overweight, take profits, watch for confirmation, or avoid), not a raw leaderboard.
Example prompts
- “Which US sectors are accelerating this month, and which are rolling over?”
- “Rank Asia-Pacific sector ETFs by momentum and valuation.”
- “Is tech still leading, or are defensives catching up?”
- “Which thematic ETFs have the strongest tape right now?”