Sector-level moves are a quick read on where the market has been putting money. Quantustik's live sector view groups the S&P 500 by GICS sector and shows which ones have been leading or lagging — read as context for what you already hold, not a signal telling you when to rotate.
Sector rotation is the observation that different parts of the market lead and lag at different points in a cycle — energy and financials tend to do well when growth is accelerating and rates are rising, defensives like utilities and staples tend to hold up better when growth slows. It is a description of history, not a law: cycles do not repeat on a schedule, and a sector that led last quarter can lag this one for reasons that have nothing to do with the rotation narrative (a single mega-cap earnings surprise can move an entire GICS sector average on its own).
The honest use of a rotation view is diagnostic, not predictive: it tells you where the market has already been putting money, so you can check whether your own portfolio is unintentionally concentrated in a sector that is currently out of favour — or already crowded into one that is.
The live sector view groups every scanned S&P 500 constituent into its GICS sector. Each sector card shows the model's average expected growth (with cap-weighted and equal-weighted modes you can toggle), the mix of bullish / wait / neutral / bearish signals among its constituents, and the sector's realised return over a window you can switch between one day, five days, one month, and year-to-date. Clicking a card drills into the individual names, color-coded by realised return over the selected window.
Three honesty notes worth stating plainly. First, cap-weighted and equal-weighted averages answer different questions — a handful of mega-caps dominate the cap-weighted number, while equal-weighting lets small constituents pull the average around — and neither exactly matches a sector ETF like XLK or XLE, which uses float-adjusted index weights. Second, the drill-down color scale saturates at a window-dependent extent (about ±2% for the one-day view, wider for longer windows), so an unusually sharp move reads the same as any other "extreme" tile; check the underlying numbers if a tile looks saturated. Third, the "expected growth" figure is forecast output, not a measurement — the realised-return figures are the only backward-looking facts on the page.
We deliberately do not ship a "rotate into the leading sector" signal. Realised sector returns are backward-looking by definition. (Sector rotation does feed the market-conditions composite as one of many sub-signals that condition forecast bands — but no per-ticker "rotate into this sector" rule exists, and none is back-tested.) Using the heatmap as a timing tool — buying whatever sector is green this week — is exactly the kind of textbook chasing behavior that tends to buy strength right before it fades.
A better use: before adding a position, check which sector it sits in on the heatmap, and whether your existing holdings already cluster there. Combine that with the correlation map to see whether your holdings are entangled on top of being sector-concentrated — two separate ways the same underlying risk can hide in a portfolio that looks diversified by ticker count alone.
The realised-return side of the page is backward-looking by construction: it tells you what already happened to a sector over the selected window (one day up to year-to-date), with cap-weighted and equal-weighted averages that can disagree — and the cap-weighted view uses raw market cap, not the float-adjusted weights a sector index fund uses. The "avg expected growth" figure on each sector card is model forecast output and inherits every calibration caveat the forecast itself carries. Nothing here is back-tested as a rotation-timing strategy and no entry or exit rule ships with it — treat a "leading" sector as a fact about the recent past, not a prediction about the next one.
Educational research only — not investment advice.