Rotation WR Trends: Weekly Heatmap (Last 2 Months)

20 top rotation pairs | Weekly WR breakdown | Trend direction: UP / STABLE / DOWN

2 UP
Strengthening signals
16 STABLE
Consistent signals (few weeks data)
2 DOWN
Weakening signals

Strengthening (WR trending UP)

+16.4pp UP FV:AI LONG vs MedDevices | 2m: 80.0% N=55

Feb 5
50% N=4
Feb 10
70.6% N=17
Feb 18
57.1% N=7
Feb 26
96.3% N=27

AI dominating MedDevices in PM = strong continuation. Last week 96%. Signal accelerating.

+10.6pp UP Materials SHORT vs FV:E-commerce | 2m: 82.5% N=240

Feb 19
66.7% N=39
Feb 27
58.3% N=24
Mar 3
95.7% N=70
Mar 10
60% N=5
Mar 18-19
86.3% N=102

Big N (240 trades). Materials leading vs E-commerce in PM = fade e-commerce. Trend up from 58% to 86%.

Stable & Strong (WR consistently high, limited weekly granularity)

PairDir2m WRNWeekly PatternAssessment
FV:FinTech vs ITSvcLONG96.4%2896% (1 week only)HOT but 1 data point
Materials vs CommMetalsSHORT95.7%7096% (1 week only)HOT but 1 data point
Materials vs ITSvcSHORT91.6%11996% / 86% (2 weeks)Consistent 86-96%
Healthcare vs SemiSHORT91.2%5790% / 92% (2 weeks)Rock solid
FV:Semis vs TransportLONG90.7%4394% / 89% (2 weeks)Consistent
Materials vs ConsDiscrSHORT87.0%19371% / 89% / 86%Growing with N
FV:AI vs SemiSHORT87.2%4796% / 78% (2 weeks)Slight dip W2
EnergyBase vs TelecomLONG87.2%3972% / 100%Spike in W2
Financials vs TelecomSHORT83.3%5484% / 82% (2 weeks)Flat-stable
ConsDiscr vs EnergyBaseLONG83.3%16886% / 79% / 83% / 67%Fading last week
Industrials vs SemiSHORT81.8%3384% / 79% (2 weeks)Consistent
FinTech vs E-commSHORT80.3%6175% / 91% / 74%Mid-dip recovery
Energy vs TechHWSHORT79.3%2979% (1 week)1 data point
Energy vs EVsSHORT76.2%10176% / 77% (2 weeks)Perfectly flat
Semi vs SoftwareLONG75.0%1275% / 75%N too small
FV:Semis vs EVsLONG73.4%7971% / 76% / 76%Stable
Software vs TelecomSHORT70.9%5591% / 56%Dropped W2

Weakening (WR trending DOWN)

-7.6pp DOWN ConsDiscr LONG vs FV:Energy Base | 2m: 83.3% N=168

Feb 2-6
86.3% N=102
Feb 10-12
78.9% N=57
Mar 5
83.3% N=6
Mar 12
66.7% N=3

From 86% to 67%. Fading but still above 65%. Last weeks have low N - may be noise. Monitor.

-15.3pp DOWN FV:Cloud SHORT vs FV:FinTech | 2m: 76.5% N=68

Feb 4
80.8% N=26
Feb 11
75% N=4
Feb 26-27
88.9% N=27
Mar 3
36.4% N=11

Crashed to 36% in last week. Cloud vs FinTech rotation signal may be breaking down. AVOID until recovery.

Actionable Summary

BEST BET Materials SHORT vs E-commerce: UP trend (+10.6pp), highest N (240), WR 82.5%. When materials lead in PM and e-commerce lags, fade e-commerce. Signal strengthening through March.
BEST BET FV:AI LONG vs MedDevices: UP trend (+16.4pp), WR 80% (N=55). AI leading vs defensive healthcare in PM = buy AI. Last week 96% (N=27). Accelerating.
WORKHORSE Materials SHORT vs ITSvc/ConsDiscr: 87-92% WR, N=119-193, consistent week-to-week. Old economy vs growth rotation = reliable fade signal.
WORKHORSE Healthcare SHORT vs Semi: 91.2% (N=57), 90%/92% both weeks. Healthcare leading vs semi in PM = fade semi. Rock solid.
RELIABLE FV:Semis LONG vs Transport/EVs: 73-91% WR, consistent. Semis leading vs cyclicals = continuation.
FADING Cloud SHORT vs FinTech: Crashed to 36% last week. Remove from watchlist until WR recovers above 60%.
NOTE Many pairs only have 1-2 weeks of 2m data because rotation events don't happen every week. "Stable" means no decline, but sample may be too small. Trust pairs with 3+ weekly data points more (Materials vs E-comm, FinTech vs E-comm, ConsDiscr vs EnergyBase).