OutlierSecurities
FUNDFLOWSECTOR-ROTATION DESK
AS OF 1 Jul 2026· REFRESHED DAILY

RISK · HOW BROAD THE MOVE IS

Not enough history to read market breadth yet.

Price-derived relative strength — market structure, not a flow claim.

SourceTwelve Data · EOD closes
Universe11 SPDR sectors · vs SPY
Sample0 sessions ≈ —ypartial
MethodRS + risk-adj quality · no LLM
As of— close
Source

Twelve Data /time_series · daily EOD closes · free feed · refreshed daily after the US close

Universe · 11 ETFs

Cyclical XLK XLF XLY XLI XLB · Defensive XLV XLP XLU XLRE · Neutral XLE XLC · Benchmark SPY

Sample

0 aligned daily closes ≈ —y — short, single-regime sample; small for statistical inference

Method

RS-score = 100 × (0.45·RS-Ratio pctile + 0.35·RS-Mom pctile + 0.20·>50d-MA)

percentiles = cross-sectional rank vs the 11 peers · z-score vs SPY · RRG zWin 14, momLookback 63

Quality = Sharpe / Sortino / Calmar / CAGR / Vol / MaxDD / Consistency

annualised · rf=0 · 0-session window · Sharpe-trend = rolling-63d direction

As of

— · refreshed daily after each US close

Relative to peers — all 11 can fall togetherPrice-derived, NOT actual fund flowsEducational, not investment advice
Participation

Broad or narrow advance

0%of sectors leadingNarrow · defensive
Narrow / defensiveBroad / risk-on
Breadth composition (leaders / emerging / cooling / avoid)

Not enough history to measure breadth yet.

% of sectors above their 50-day MA
Not enough history yet.
Cyclical vs defensive + dispersion
Not enough history yet.
Per-sector regime history

No regime history yet.