Sector Rotation

Portfolio Vision Sector Rotation Index (PVSRI) — composite score from 9 technical indicators

Fetching market data from Yahoo Finance…

This may take 20–40 seconds while data is being computed

📐 Methodology

Each sector ETF is scored using 9 technical indicators, each normalized cross-sectionally to 0–100 across all sectors on the same day. The final score is a weighted sum.

Indicator	Default Weight	Description
Relative Strength (RS)	25%	Price ratio of sector ETF vs benchmark
Momentum 120d	15%	Long-term price change (6 months)
Momentum 60d	15%	Medium-term price change (3 months)
Momentum 20d	10%	Short-term price change (1 month)
ROC 60d	10%	Rate of change over 60 days
RSI 14d	10%	Relative Strength Index
MA200 Signal	10%	1 if price > 200-day MA (bullish trend)
MA50 Signal	5%	1 if price > 50-day MA (short-term trend)
Relative Volume	5%	Current volume vs 20-day average

STRONG LEADER

Score > 80

IMPROVING

Score 70–80

NEUTRAL

Score 40–70

LAGGING

Score < 40

Data source: Yahoo Finance (2-year daily history) · USA benchmark: SPY · Europe benchmark: EXSA.DE (iShares STOXX Europe 600)
Europe ETFs (Deutsche Börse): Technology: EXV3.DE · Banks: EXX7.DE · Insurance: EXH5.DE · Healthcare: EXV5.DE · Industrials: EXH7.DE · Utilities: EXH9.DE · Energy: EXH1.DE · Basic Resources: EXV6.DE · Food & Beverage: EXH3.DE · Retail: EXH6.DE · Real Estate: EXI5.DE