Rotation Scoring System: 1m / 2m / 12m

30 rotation pairs | Weighted: 40% x 1m + 35% x 2m + 25% x 12m | fc_confirms required | PM 9:00-9:25

weighted_wr = 0.40 * wr_1m + 0.35 * wr_2m + 0.25 * wr_12m

score = +3 if weighted_wr >= 85%
score = +2 if weighted_wr >= 75%
score = +1 if weighted_wr >= 65%
score = 0 if weighted_wr >= 55%
score = -1 if weighted_wr < 55%

confidence = HIGH if N_12m >= 100 AND delta_vs_unfav >= 10pp
confidence = MED if N_12m >= 50 AND delta_vs_unfav >= 5pp
confidence = LOW otherwise

// Recency weight: 1m data = 40% (strongest seasonal signal)
// If 1m data missing, fallback to 2m; if 2m missing, fallback to 12m

Leader	vs	Dir	1m WR	1m N	2m WR	2m N	12m WR	12m N	Weighted	Delta	Trend	Conf
FV:FinTech	ITServices	LONG	-	0	96.4%	28	80.7%	57	92.5%	+44.5	+15.7	MED
FV:FinTech	FV:Transport	LONG	-	0	96.4%	28	76.2%	214	91.4%	+35.9	+20.2	HIGH
Materials	CommMetals	SHORT	95.7%	70	95.7%	70	74.4%	156	90.4%	+20.0	+21.3	HIGH
Materials	ITServices	SHORT	91.6%	119	91.6%	119	82.2%	185	89.2%	+30.2	+9.4	HIGH
FV:Semis	FV:Transport	LONG	-	0	90.7%	43	84.4%	141	89.1%	+31.5	+6.3	HIGH
EnergyBase	ConsDiscr	SHORT	100%	11	75.0%	20	76.1%	117	85.3%	+18.0	-1.1	HIGH

Leader	vs	Dir	1m WR	1m N	2m WR	2m N	12m WR	12m N	Weighted	Delta	Trend	Conf
FV:AI	Semi	SHORT	-	0	87.2%	47	78.0%	91	84.9%	+4.4	+9.2	LOW
FV:Defense	CommMetals	SHORT	87.5%	16	87.5%	16	76.8%	69	84.8%	+31.5	+10.7	MED
Healthcare	Semi	SHORT	-	0	91.2%	57	65.7%	254	84.8%	+5.8	+25.5	MED
Materials	ConsDiscr	SHORT	87.6%	186	87.0%	193	75.6%	434	84.4%	+8.2	+11.4	MED
EnergyBase	Telecom	LONG	-	0	87.2%	39	75.7%	206	84.3%	+27.9	+11.5	HIGH
Materials	E-commerce	SHORT	89.3%	177	82.5%	240	76.8%	453	83.8%	+9.2	+5.7	MED
Financials	Telecom	SHORT	-	0	83.3%	54	75.4%	353	81.3%	+30.8	+7.9	HIGH
Energy	TechHW	SHORT	-	0	79.3%	29	83.1%	118	80.2%	+12.7	-3.8	HIGH
Industrials	Semi	SHORT	-	0	81.8%	33	75.5%	155	80.2%	+18.3	+6.3	HIGH
Energy	Telecom	LONG	-	0	82.3%	79	72.7%	352	79.9%	+18.7	+9.6	HIGH
FV:Semis	Semi	LONG	-	0	81.2%	48	73.6%	129	79.3%	+11.5	+7.6	HIGH
FV:AI	MedDevices	LONG	-	0	80.0%	55	76.2%	101	79.0%	+31.5	+3.8	HIGH
ConsDiscr	EnergyBase	LONG	77.8%	9	83.3%	168	70.9%	302	78.0%	+5.7	+12.4	MED
Energy	FV:AI	LONG	-	0	81.6%	98	66.7%	433	77.9%	+8.5	+14.9	MED
Healthcare	FV:AI	LONG	84.2%	196	75.5%	355	69.2%	887	77.4%	+16.2	+6.3	HIGH
FinTech	E-commerce	SHORT	74.1%	27	80.3%	61	77.6%	165	77.1%	+14.9	+2.7	HIGH
Energy	Financials	LONG	78.9%	57	80.9%	136	66.8%	449	76.6%	+7.9	+14.1	MED
Energy	FV:EVs	SHORT	-	0	76.2%	101	75.1%	189	75.9%	+8.7	+1.1	MED

Leader	vs	Dir	1m	2m	12m	Weighted	Trend	Score	Note
FV:Semis	FV:EVs	LONG	-	73.4%	74.9%	73.8%	-1.5	+1	Stable but flat
Software	Telecom	SHORT	-	70.9%	77.9%	72.6%	-7.0	+1	FADING from 78 to 71
FV:AI	Telecom	SHORT	-	69.2%	79.2%	71.7%	-10.0	+1	FADING fast
Semi	Software	LONG	-	75.0%	61.9%	71.7%	+13.1	+1	Improving but N=12
Cloud	Telecom	SHORT	-	68.9%	80.0%	71.7%	-11.1	+1	FADING
Cloud	FinTech	SHORT	36.4%	76.5%	79.8%	61.3%	-3.3	0	BROKEN last month

Materials as SHORT signal leader: 4 of top 6 pairs involve Materials leading. When Materials lead in PM (9:00-9:25) vs growth/cyclicals, fade the laggard. N=156-453, all confirmed 2m.

Telecom as universal anchor: Telecom on the losing side of 5 rotation pairs. When any sector leads vs Telecom in PM, that direction continues post-open. Score +2 for all Telecom-anchor pairs.

Fading signals: AI/Software/Cloud SHORT vs Telecom all trending DOWN (-7 to -11pp). May be regime shift. Monitor weekly. If 1m drops below 60%, downgrade to +1/0.

Update cadence: Recalculate weekly. 1m window shifts fast. A pair at +3 can drop to +1 in 2 weeks if current month reverses. Always check 1m before assigning score.

Sector Rotation Scoring System

Scoring Formula

+3 Elite Rotation Pairs (weighted WR >= 85%)

+2 Strong Rotation Pairs (weighted WR 75-85%)

+1 / 0 Moderate & Fading Pairs

Implementation Notes