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

The call

No sector clears both axes today — leadership is contested.

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
Consensus map

Quality × Momentum

History too short to map quality vs momentum yet.

Fast but fragile

Momentum up, quality unproven

none today

Steady but lagging

Quality holds, momentum fading

none today
Outlier RS

Relative-strength leaderboard

History too short to score sectors yet.

Composite 0–100 · 0.45·RS-Ratio + 0.35·RS-Momentum + 0.20·>50d MA · short history

Quality

Risk-adjusted leaderboard

History too short to rank ETFs yet.

Twelve Data daily EOD closes · 0 sessions ending · deterministic, no LLM. Illustrative / educational — not investment advice.