Important noticeEducational analysis only · Not investment adviceRead disclosure
IMPORTANT NOTICE: Mindrative Intelligence provides statistical and mathematical analysis only. It is NOT a trading platform and DOES NOT constitute financial or investment advice. The views and analyses presented are for educational purposes only. All investment decisions involve risk, and past performance is not indicative of future results. Users should conduct their own due diligence and consult with a licensed financial professional before making any investment decisions.
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Your market briefing
DAILY READ
Follow the macro backdrop, sector leadership, historical context and portfolio risks using the live analysis below.
Macro regime—
Avg sector correlation—
Volume vs 1M baseline—
6M sector leader—
Sharpe: max vs equal—
Building your briefing — live market data is still loading…
Educational market context, not investment advice. Every figure comes from the live analysis below; unavailable data is shown as loading or unavailable rather than estimated.
Full market analysis
Live charts, methods and controls behind today's briefing.
Sector rotation velocity vs. chosen benchmark. JdK RS-Ratio (x) vs RS-Momentum (y) — rotates clockwise: Improving → Leading → Weakening → Lagging.
Loading rotation data...
Each dot is a sector's RS-Ratio (trend strength vs. the equal-weight sector
composite) plotted against its RS-Momentum (how fast that trend is
accelerating). The trailing line shows recent path through the four quadrants —
Leading → Weakening
→ Lagging → Improving
→ back to Leading is the typical clockwise rotation. This is an approximate, simplified
reading of the classic RRG methodology, not a substitute for the proprietary original.
Volume
Intelligence · Today vs 1-Month Avg
What the bar colors mean
Vol Surge — trading activity ≥2σ above
normal
Above Avg — more shares changing hands
than usual
Baseline — a normal, unremarkable trading
day
Below Avg — quieter than usual, fewer
participants
Vol Dry-Up — very thin trading, ≤-1.5σ
below normal
This measures how much trading activity is
behind today's move — not a forecast of tomorrow's direction. Green/red price % shows
direction; these bars show conviction. Tap the ⓘ
on any card for that sector's read.
σ = z-score vs 1M daily avg
Loading volume analytics…
Sector Pair Pivot
Relative strength rotation finder
Leader—
Loading sector pivot...
Ratio of rebased closing prices, indexed to 100 at range start · line
rising above 100 means Sector A is leading · falling below means
Sector B is leading
Multi-Period
Returns
Absolute % return per
period
Sector
7D
▼
1M
3M
6M
1Y
3Y
5Y
10Y
20Y
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returns matrix...
Sharpe Ratio = excess return ÷ total volatility ·
Sortino Ratio = excess return ÷ downside volatility only
(upside swings aren't penalized) · Max Drawdown = worst
peak-to-trough decline observed inside that window. A sector can top the raw return column and
still rank poorly here if that return came with an outsized volatility drag — that gap is the
point of this view. Ratios use a risk-free rate proxy of 4.0%
annualized. Periods without enough trailing price history to compute a metric show
— rather than a misleading placeholder.
Sector Trends
Loading sector trends...
Stacked % contribution from the start of the selected range · white line =
equal-weight market composite · click a sector name to isolate it
Rolling Correlation HeatmapGICS sector co-movement · systemic risk gauge
Loading correlation matrix...
Correlation Scale
−1.00+1.0
DiversifiedNeutralMoves together
Most Correlated
Best Diversifiers
Computing correlation summary...
Pairwise Pearson correlation of daily returns over the selected trailing window. When most
sectors cluster near +1.0 (hot), diversification breaks down and moves tend
to be market-wide. When correlations spread out or turn negative (cool), it's more of a
stock-picker's / sector-picker's market.
Practical Portfolio Management
Position sizing, factor risk, and portfolio
construction tools built on top of the sector data above
Factor / Smart Beta DecompositionMomentum · Low Vol · Value · Quality · Size, by sector
Computing factor tilts from price history...
Momentum and Low
Vol are computed from each sector's real trailing price history (12M−1M return and
63D realized volatility, z-scored across the 11 sectors). Value,
Quality, and Size reflect each sector's commonly-cited, structural factor tilt as an
illustrative overlay — they are not derived from live fundamentals data.
Portfolio Concentration CheckPick the sectors you hold — see if "diversified" is hiding a
single factor bet
Select 2 or more sectors above to check factor concentration.
Each dot is a randomly-weighted, fully-invested, long-only combination of the 11 sector ETFs,
simulated from real trailing daily returns and covariances over the selected lookback (Monte
Carlo, not a closed-form quadratic solve — a reasonable approximation for exploring the trade-off
space). Max Sharpe is the simulated portfolio with the
best return per unit of risk; Min Volatility is the
lowest-risk portfolio found. The weights table converts the Max Sharpe portfolio into concrete
over/underweight signals versus an equal-weight (9.09% per sector) baseline. This is an
educational illustration of mean-variance optimization, not investment advice — real portfolio
construction should also account for costs, taxes, constraints, and estimation error.
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Disclaimer:
IMPORTANT DISCLOSURES: This report is provided by the author for strictly informational and educational purposes only and does not constitute an offer, solicitation, or recommendation to buy, sell, or hold any security or financial instrument. This analysis has been prepared without regard to the specific investment objectives, financial situation, or particular needs of any specific recipient. The information contained herein does not constitute investment, tax, legal, or accounting advice, and the author is not acting in a fiduciary or advisory capacity. While the information provided is derived from sources believed to be reliable, the author makes no representation or warranty, express or implied, as to its accuracy, completeness, or timeliness. All expressions of opinion, projections, and "forward-looking statements" are subject to change without notice and involve inherent risks and uncertainties; actual results may differ materially from those expressed or implied. Past performance is not indicative of future results. To the maximum extent permitted by law, the author and publisher expressly disclaim any and all liability for any direct, indirect, or consequential loss or damage arising from the use of, or reliance upon, any information or analysis contained in this report. Readers are strongly encouraged to conduct their own independent due diligence and consult with a licensed financial professional before making any investment decisions. Distribution of this report via social networks does not imply an endorsement of any particular investment strategy or product.
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