| Basket | Z60 | 1D | 3D | WTD | MTD | QTD | YTD | 1Y | 52W Pos |
|---|---|---|---|---|---|---|---|---|---|
| Broken Momentum / Avoid | -0.9 | -1.6% | -1.4% | -1.6% | -5.1% | -22.6% | -3.4% | +3.4% | |
| Extended Momentum Risk | -0.4 | -0.4% | +5.2% | -0.4% | +26.3% | +44.0% | +140.7% | +172.6% | |
| Institutional Large-Cap Accumulation | -0.8 | -0.9% | -0.6% | -0.9% | +7.8% | +17.6% | +85.5% | +101.0% | |
| Low-Vol Aligned Uptrend | — | -0.3% | 0.0% | -0.3% | +1.0% | +1.6% | +18.8% | +53.6% | — |
| Neutral / Transition | -1.3 | -0.8% | -0.7% | -0.8% | -4.3% | -0.2% | +13.3% | +20.0% | |
| Oversold / Mean-Reversion Watch | -0.5 | -0.5% | -1.9% | -0.5% | -11.2% | -11.8% | -6.8% | -1.4% | |
| Smaller-Cap High-Beta Breakout | -0.8 | -0.8% | -2.0% | -0.8% | +6.9% | +33.4% | +55.3% | +56.0% | |
| Thematic Momentum Leadership | -1.0 | -0.4% | +0.1% | -0.4% | +2.7% | +16.5% | +42.0% | +44.8% | |
| Unclassified / Insufficient Data | -0.5 | -0.5% | +0.5% | -0.5% | +1.5% | +1.8% | +43.5% | — |
| Basket \ Sector | ConsDisc | Energy | Financials | HlthCare | Industrials | IT | Mats | Utilities | CommSvc | ConsStap | RE |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Broken Momentum / Avoid | -0.9% | -0.3% n=3 | -2.4% | -1.0% | -1.6% | -2.7% | -1.3% | -2.5% | — | — | — |
| Extended Momentum Risk | — | — | — | +0.4% | — | -1.6% n=4 | — | — | — | — | — |
| Institutional Large-Cap… | — | — | — | +0.5% | -3.0% n=3 | -1.2% | — | — | — | — | — |
| Neutral / Transition | -1.0% | -0.8% | -1.3% | +0.5% | -0.7% | -1.3% | -1.4% | -0.8% | -0.8% | +0.2% | -0.4% |
| Oversold / Mean-Reversio… | -0.7% | -1.4% n=4 | -0.9% | +1.0% | -0.5% | -0.9% | — | -0.6% | -1.4% | +0.1% | -0.7% |
| Smaller-Cap High-Beta Br… | — | — | — | -0.6% | -0.2% n=4 | -0.7% | — | — | — | — | — |
| Thematic Momentum Leader… | +0.2% | -0.1% | -1.1% | +0.5% | -0.3% | -1.5% | — | — | — | +1.0% n=4 | — |
| Spread | 1D | 3D | WTD | MTD | QTD | YTD | 1Y |
|---|---|---|---|---|---|---|---|
| MOM vs LVOL | -0.4% | +0.3% | -0.4% | +8.7% | -9.4% | +22.1% | +19.9% |
| HBETA vs LVOL | -1.4% | -0.5% | -1.4% | +7.7% | +1.8% | +29.1% | +39.9% |
| GROW vs VAL | -0.1% | +0.4% | -0.1% | +4.7% | -2.3% | -13.1% | -16.0% |
| SMALL vs LARGE | +0.1% | -0.4% | +0.1% | -4.5% | -9.3% | +1.5% | +0.7% |
| EW vs CW | +0.1% | -0.5% | +0.1% | -4.2% | -3.9% | -2.8% | -4.0% |
| CREDIT (HYG-LQD) | +0.3% | +0.6% | +0.3% | +0.7% | +3.0% | +3.2% | +3.6% |
| DURATION (TLT) | -0.9% | -2.3% | -0.9% | -4.7% | -9.0% | -9.8% | -11.6% |
| SMH vs MKT | -0.3% | +0.1% | -0.3% | +8.0% | -11.0% | +54.3% | +70.5% |
Horizontal: percentage points ahead of SPY this month. Vertical: points of that gap opened or given back this week, against the pace the month had been setting. Rotation runs counter-clockwise, so improving is the early read and weakening the late one.
Long leg minus short leg, in points, in the order the Factor Spreads table above uses. Its own shared scale, ends at ±8.0% — a spread is a difference between two returns, not a return, so plotting it on the basket axis would invite a comparison that does not hold.