SECTOR PULSE

rotation · breadth · momentum extremes
Today's Takeaways
Auto-generated from this snapshot's data — regenerates with each refresh, not editorial commentary
    Breadth/VIX-style internals — real free equivalents: StockCharts % > MA symbols · Cboe VIX
    Desk View — Watchlist / Blotter / Chat / News
    MOCKUP — own layout & branding, not a clone of any vendor's execution system
    Illustrative only: no live order routing. Rebuilt from your screenshot's panel layout (watchlist+chart, order blotter, desk chat, news feed) using Sector Pulse's own visual language.
    Watchlist
    Order Blotter
    Desk Chat
    News Feed
    Rotation Quadrant (RRG-style)
    X: relative strength vs SPY (100 = par) · Y: RS momentum · trailing 5-period path. Filled dot = today; hollow rings mark where the sector sat 1 week, 1 month, 1 quarter and 1 year ago — larger and fainter the further back — so you can read direction and speed, not just position. Click a sector to date its rings.
    Leading Weakening Lagging Improving 1w / 1m / 3m / 1y ago
    Methodology: JdK RS-Ratio / RS-Momentum (Relative Rotation Graphs) · stockcharts.com/articles/rrg
    Momentum Oscillator Ranking
    RSI(14) with MACD histogram · ranked richest to cheapest momentum
    Data: SPDR Select Sector ETFs, priced via Yahoo Finance/yfinance (free) · sectorspdrs.com
    Weekly Relative Strength — Sectors & Subindustries
    5-day return relative to benchmark (SPY proxy) · sector table plus the 10 strongest and 10 weakest subindustries across all 11 GICS sectors
    Top 10 Subindustries (weekly RS)
    Bottom 10 Subindustries (weekly RS)
    RS = sector/subindustry 5D return − SPY 5D return · sector data: SPDR Select Sector ETFs · subindustry data: constituent-level yfinance pulls, see sector_rotation.py for the sector layer (subindustry breakout not yet in the free-data scripts — see note below).
    Equal-Weight vs Cap-Weight Spread
    Positive = broad participation (equal-weight leading) · negative = mega-cap concentrated move
    Tickers: Invesco RSP-suite (equal-weight) vs SPDR Select Sector (cap-weight) · invesco.com/etfs · sectorspdrs.com
    Distribution / Accumulation
    Up-volume ÷ down-volume ratio (20d) · flags unusual volume vs 20d average
    Volume/price data: Yahoo Finance via yfinance (free) — see sector_rotation.py
    Factor Performance (1M vs SPY)
    Momentum, Value, Growth, Quality, Low-Vol, Size — relative return & RSI
    Factor proxies: iShares MSCI USA factor ETF suite (MTUM, VLUE, QUAL, USMV, IWM) · ishares.com/factor-etfs
    Factor Watch — Extended Factor Internals
    REAL SNAPSHOT — captured 2026-07-28 from factorwatch.ai, static until you refresh from source
    Complements the Quick View above with long/short Q5−Q1 factor spreads (point-in-time quintile portfolios over the FW 3000 broad-market universe), a rotation/leadership flag, and — the piece that ties factor moves back to fundamentals — analyst estimate-revision breadth by factor quintile.
    Estimate Revision Breadth — is the fundamental tape agreeing with the factor?
    Net breadth, last 11 sessions (raised − lowered, % of covered)
    Top vs bottom quintile revision spread, by factor
    Source: factorwatch.ai — FW 3000 broad-market factor internals (Russell 3000-style universe, self-built with public rules, benchmarked daily against IWV). Methodology & z-score/percentile definitions: factorwatch.ai/methodology. Factor Watch also publishes a per-sector factor monitor, a factor correlation matrix, and a monthly performance quilt at the same site if you want to go deeper than what's reproduced here. This snapshot is a point-in-time capture, not a live feed — re-pull from the site (or automate it; see note in the scripts) for current numbers.
    Global Market Breadth Matrix
    % of index constituents above their daily (50D), weekly (10W) and monthly (10M) moving averages, plus MACD-bullish % and Williams %R breadth · US, G7, India, China, Korea
    US breadth (real, free, no calc needed): StockCharts.com symbols $SPXA50R, $SPXA200R, $NDXA50R, $RUTA50R. International breadth: TradingView Stock Screener (free EOD, filter by exchange). This table's per-constituent numbers are computed in market_breadth.py from free yfinance price history.
    Cross-Market Sector Alignment — Full GICS
    Momentum score by country for all 11 GICS sectors · click a sector to break out its highest market-cap-impact subindustries (● = large-impact) · dispersion flags Aligned vs Diverging themes
    score = clamp( 1M_return% × 6 + (RSI14 − 50) × 1.2, −100, 100 ) — hover any cell for its inputs
    MODELED from country/thematic ETF proxies (no clean free "sector × country" ticker exists) — see GLOBAL_SECTOR_PROXIES in config_tickers.py for exactly which ETF stands in for which cell. Formula and computation: global_sector_alignment.py → momentum_score().
    Volatility & Term Structure
    MODELED — realized-vol proxy, not licensed implied vol
    30D realized vol vs its 3M range · #SD = current vs 3M avg in standard deviations
    VIX row is real, free data: Cboe VIX. All other rows are 30D realized volatility computed from free Yahoo Finance price history (see vol_term_structure.py) — not the same number as implied vol.
    Credit Comparables
    MODELED — illustrative, not live TRACE/dealer pricing
    Comparable long-duration IG hyperscaler/MAG7 bonds behind the 2025-26 AI-capex issuance wave · spread in bps vs Treasury curve · rotates to the next dominant issuer cohort if this group's spreads stabilize while another group starts issuing heavily and showing stress
    Real, free, verifiable market-level spread: FRED — ICE BofA US Corporate Index OAS. Issuance context: M&G — "The AI debt deluge hitting bond markets", Mawer — hyperscaler bond wave. Individual bond spreads below are a modeled estimate (market OAS + issuer tier + duration) — see credit_comparables.py.