REGIME//ROTATION Terminal
RT OFF
DEMO DATA· as of 2026-09-08
--:--:-- ETAll Jobs3 ok · 0 failedlast 3
- as_of=2026-09-08 ranked=11COMPUTE · sector rotation · 09/08, 16:12 ET
- as_of=2026-09-08 snapshot=3 history_rows=1COMPUTE · regime score · 09/08, 16:10 ET
- ingested 19 rows (demo)INGEST · Robinhood → raw_prices · 09/08, 16:05 ET
SPYSPDR S&P 500 ETF
621.34▼ -2.87 (-0.46%)
Regime-0.34zneutral
composite · last 60 sessions
Prev Close624.21
52 Wk Hi658.62
Data Date2026-09-08
52 Wk Lo497.07
Updated20:05z
As Of2026-09-08
52wk lo77% of range52wk hi
QQQInvesco QQQ (Nasdaq-100)
538.90▼ -1.57 (-0.29%)
Regime-0.41zrisk-off / caution
composite · last 60 sessions
Prev Close540.47
52 Wk Hi571.23
Data Date2026-09-08
52 Wk Lo431.12
Updated20:05z
As Of2026-09-08
52wk lo77% of range52wk hi
IWMiShares Russell 2000
219.47▼ -3.05 (-1.37%)
Regime-1.01zrisk-off / caution
composite · last 60 sessions
Prev Close222.52
52 Wk Hi232.64
Data Date2026-09-08
52 Wk Lo175.58
Updated20:05z
As Of2026-09-08
52wk lo77% of range52wk hi
DAILYSPY-0.34
2017-10-13daily sessions · red bands = drawdown events2026-09-11
DAILYSPY-0.34QQQ-0.41IWM-1.01
shaded: ≥ +1.25 strong risk-on · ≤ −1.25 crash-warningas of 2026-09-08
score = blended 3/6/12M momentum ÷ 126d volbold = top-3 holdings
Equal-weight (baseline)Top-3 momentumTop-3 + regime filterBottom-3 (sanity check)
| Strategy | CAGR | Vol | Sharpe | MaxDD |
|---|---|---|---|---|
| Equal-weight (baseline) | +10.9% | 14.5% | 0.79 | -23.2% |
| Top-3 momentum | +13.6% | 14.7% | 0.94 | -18.5% |
| Top-3 + regime filter | +9.6% | 12.4% | 0.80 | -30.8% |
| Bottom-3 (sanity check) | +10.0% | 18.3% | 0.62 | -35.8% |
SymbolDescription · used forLastChgChg %52 Wk RangeRankMom3M6M12MUpdated
SPYIndexSPDR S&P 500 ETFRegime z -0.34 · neutral621.34-2.87-0.46%497.07658.62—————09-08 20:05z
QQQIndexInvesco QQQ (Nasdaq-100)Regime z -0.41 · risk-off / caution538.90-1.57-0.29%431.12571.23—————09-08 20:05z
IWMIndexiShares Russell 2000Regime z -1.01 · risk-off / caution219.47-3.05-1.37%175.58232.64—————09-08 20:05z
RSPInputInvesco S&P 500 Equal WeightBreadth leg · RSP/SPY ratio (25%)178.21-1.73-0.96%142.57188.90—————09-08 20:05z
VIXYInputProShares VIX Short-Term FuturesVolatility leg · 10d/60d avg (20%)12.40+0.18+1.50%11.9027.28—————09-08 20:05z
HYGInputiShares iBoxx High Yield CorpCredit leg · HYG/IEF ratio (20%)80.11-0.14-0.18%78.9184.12—————09-08 20:05z
IEFInputiShares 7-10 Year TreasuryCredit + rate-curve legs95.62-0.28-0.29%94.19100.40—————09-08 20:05z
SHYInputiShares 1-3 Year TreasuryRate-curve leg · IEF/SHY ratio (10%)82.30-0.03-0.04%81.0786.42—————09-08 20:05z
XLKSectorTechnology Select Sector SPDRSector rotation ranking231.02+0.00+0.00%184.82244.882+1.06+3.9%+34.4%+41.9%09-08 20:05z
XLFSectorFinancial Select Sector SPDRSector rotation ranking52.87-0.22-0.42%42.3056.044+0.73+9.2%+14.5%+7.9%09-08 20:05z
XLESectorEnergy Select Sector SPDRSector rotation ranking91.44+0.75+0.83%73.1596.931+1.35+12.9%+16.5%+48.6%09-08 20:05z
XLVSectorHealth Care Select Sector SPDRSector rotation ranking143.15-0.47-0.33%114.52151.743+0.84+8.1%+9.1%+21.2%09-08 20:05z
XLYSectorConsumer Discretionary SPDRSector rotation ranking221.90-3.01-1.34%177.52235.2110-0.10-1.6%-0.4%-3.4%09-08 20:05z
XLPSectorConsumer Staples SPDRSector rotation ranking81.06-0.94-1.15%64.8585.928+0.10-0.1%-2.0%+4.3%09-08 20:05z
XLISectorIndustrial Select Sector SPDRSector rotation ranking152.33-2.34-1.51%121.86161.476+0.43-0.7%+2.6%+15.3%09-08 20:05z
XLBSectorMaterials Select Sector SPDRSector rotation ranking92.71-0.99-1.06%74.1798.275+0.44+2.3%+4.1%+12.9%09-08 20:05z
XLUSectorUtilities Select Sector SPDRSector rotation ranking82.19-0.97-1.17%65.7587.129+0.02-1.2%-6.7%+5.2%09-08 20:05z
XLRESectorReal Estate Select Sector SPDRSector rotation ranking41.55-0.47-1.12%33.2444.047+0.17-2.4%+2.3%+4.8%09-08 20:05z
XLCSectorCommunication Services SPDRSector rotation ranking104.28-0.65-0.62%83.42110.5411-0.17+0.0%-5.0%-2.9%09-08 20:05z
TOTALS · 19 symbols · 19 reporting a current closeday change = last close vs prior session · 52 wk = trailing 252 sessions · updated = last write (UTC)
SymbolSPYQQQIWMStrategyComposite z
Leg · readsWtSPY zQQQ zIWM z
1 · Trendpx vs 50d & 200d avg25%-0.20-0.35-0.95
2 · Breadthmkt-wideRSP / SPY · 20d chg25%-0.55-0.55-0.85
3 · Volatilitymkt-wideVIXY 10d / 60d avg (inv.)20%-0.10-0.15-0.60
4 · Creditmkt-wideHYG / IEF · 20d chg20%-0.30-0.30-0.70
5 · Rate curvemkt-wideIEF / SHY · 20d chg10%+0.15+0.10+0.05
Σ · Compositere-standardized · 252 sessions100%-0.34neutral-0.41risk-off / caution-1.01risk-off / caution
score = z( 0.25·trend + 0.25·breadth + 0.20·vol + 0.20·credit + 0.10·curve ) — every leg is its own z-score over the trailing 252 sessions; buckets: ≥ +1.25 strong risk-on · ≥ +0.40 risk-on · > −0.40 neutral · > −1.25 risk-off/caution · else crash-warning.
Momentum (3M / 6M / 12M total return)Risk-adj. score
3M6M12MSectorScoreValue#
+12.9%+16.5%+48.6%XLEEnergy+1.351
+3.9%+34.4%+41.9%XLKTechnology+1.062
+8.1%+9.1%+21.2%XLVHealth Care+0.843
+9.2%+14.5%+7.9%XLFFinancials+0.734
+2.3%+4.1%+12.9%XLBMaterials+0.445
-0.7%+2.6%+15.3%XLIIndustrials+0.436
-2.4%+2.3%+4.8%XLREReal Estate+0.177
-0.1%-2.0%+4.3%XLPCons. Staples+0.108
-1.2%-6.7%+5.2%XLUUtilities+0.029
-1.6%-0.4%-3.4%XLYCons. Discretionary-0.1010
+0.0%-5.0%-2.9%XLCCommunication Svcs-0.1711
top-3 = holdings bottom-3score = (0.2·r3 + 0.3·r6 + 0.5·r12) ÷ 126d ann. vol
AlertRegime · Pipeline · Sectors6 active
- QQQ · risk-off / cautioncomposite z -0.41 — between −1.25 and −0.40
- IWM · risk-off / cautioncomposite z -1.01 — between −1.25 and −0.40
- QQQ regime flipneutral → risk-off / caution over the last 5 sessions
- IWM regime flipneutral → risk-off / caution over the last 5 sessions
- Data may be stalesnapshot as-of 2026-09-08 is 8 days old
- Top-3 momentum holdingsXLE · XLK · XLV
Data source
ModeDEMO dataset
Scores as of2026-09-08
Symbols reporting19 / 19
Last pipeline runs
1 · Ingest closes09/08, 16:05 ET · ok
2 · Regime score09/08, 16:10 ET · ok
3 · Sector rotation09/08, 16:12 ET · ok
Next scheduled compute (pg_cron)
calculating…Ingest runs hourly during market hours; the two compute jobs follow at :10 and :12 past the hour inside Postgres. Every write to the five source tables pushes to this page over Supabase Realtime — no polling, no chat session required.
Ticker ▾
SPY REGIME-0.34zneutralQQQ REGIME-0.41zrisk-off / cautionIWM REGIME-1.01zrisk-off / cautionSPY621.34-2.87 (-0.46%)QQQ538.90-1.57 (-0.29%)IWM219.47-3.05 (-1.37%)RSP178.21-1.73 (-0.96%)VIXY12.40+0.18 (+1.50%)HYG80.11-0.14 (-0.18%)IEF95.62-0.28 (-0.29%)SHY82.30-0.03 (-0.04%)XLK231.02+0.00 (+0.00%)XLF52.87-0.22 (-0.42%)XLE91.44+0.75 (+0.83%)XLV143.15-0.47 (-0.33%)XLY221.90-3.01 (-1.34%)XLP81.06-0.94 (-1.15%)XLI152.33-2.34 (-1.51%)XLB92.71-0.99 (-1.06%)XLU82.19-0.97 (-1.17%)XLRE41.55-0.47 (-1.12%)XLC104.28-0.65 (-0.62%)SPY REGIME-0.34zneutralQQQ REGIME-0.41zrisk-off / cautionIWM REGIME-1.01zrisk-off / cautionSPY621.34-2.87 (-0.46%)QQQ538.90-1.57 (-0.29%)IWM219.47-3.05 (-1.37%)RSP178.21-1.73 (-0.96%)VIXY12.40+0.18 (+1.50%)HYG80.11-0.14 (-0.18%)IEF95.62-0.28 (-0.29%)SHY82.30-0.03 (-0.04%)XLK231.02+0.00 (+0.00%)XLF52.87-0.22 (-0.42%)XLE91.44+0.75 (+0.83%)XLV143.15-0.47 (-0.33%)XLY221.90-3.01 (-1.34%)XLP81.06-0.94 (-1.15%)XLI152.33-2.34 (-1.51%)XLB92.71-0.99 (-1.06%)XLU82.19-0.97 (-1.17%)XLRE41.55-0.47 (-1.12%)XLC104.28-0.65 (-0.62%)