How QuantOrb worksplain-language guide
QuantOrb (www.quantorb.pro) · every trading day, within hours of the US close (16:00 ET)
The short answer: each day, QuantOrb scores the 11 GICS sector SPDR ETFs (XLK, XLE, XLF, XLI, XLP, XLV, XLY, XLB, XLU, XLRE, XLC) on three technical signals — money flow, relative strength against the S&P 500, and volume pressure — then displays who is leading, who is lagging, and when a stretched sector looks ready to turn. This page walks through everything on screen.
New here? Skim the two tables below and you can read the whole board.
The rotation switch — market-wide direction first
At the top sits a RISK-ON / MIXED / RISK-OFF status. Before picking sectors, it tells you whether risk appetite is broad, contested, or cautious:
| Status | When it fires | Plain meaning |
|---|---|---|
| RISK ON | At least 3 cyclical sectors (tech, consumer discretionary, industrials, financials, communication services) are green and outnumber the green defensive ones | Broad appetite — money is rotating through growth-leaning sectors |
| MIXED | Neither side dominates | Leaders and laggards coexist — stock-picking conditions |
| RISK OFF | At least 2 defensive sectors (staples, utilities, health care, real estate) are green and outnumber the cyclical ones | Broad caution — money is hiding in defensives |
The board — orbs, sizes, and the Sector Matrix
- Orb colour = today's pressure state. Green = accumulation (money flow ≥ 60 and relative strength positive). Red = distribution (money flow ≤ 40 and relative strength negative). Grey = neutral — neither condition holds.
- Orb size = conviction. A weighted blend scaled 0–1: 50% how far money flow sits from neutral (50), 30% the strength of relative strength, 20% how unusual volume is. Big orb = strong signal; small orb = lukewarm.
- Sector Matrix groups the sectors into Growth / Cyclical / Defensive columns and three queues: Leaders (the 3 strongest composite scores), Laggards (the 3 weakest), and In between. Sectors statistically too close to a boundary join their row anyway — up to 5 per side, so near-ties never hide.
- Click any sector for its detail panel: a 30-day chart by default (tabs for 60D, 90D, 150D, 250D), a context tag (accumulation / distribution / neutral), and — where the evidence qualifies — the sector's historical 20-day win rate chip. Larger charts and industry drill-downs sit one level deeper on each sector's own page.
Entry labels — how a sector earns BUY or CONTINUATION
Colour plus price confirmation triggers a label. Both were re-derived in the 28-Year Backtest; neither label fires on colour alone:
| Label | All three must hold | Historical record @20 days |
|---|---|---|
| BUY — a sold-down sector mean-reverting | Money flow ≤ 40 (distribution) · losing relative strength to the S&P 500 · close below the lower 1σ Bollinger band | 62.7% ±1.0pp higher (n=2,403) |
| CONTINUATION — momentum permitted to run | Money flow ≥ 60 (accumulation) · beating the S&P 500 · close above the upper 1σ band | 60.1% ±0.8pp higher (n=3,501) |
Context, not proof: those win rates come from 28 years of daily history (Dec 1998 → Aug 2026), computed with no look-ahead, consecutive signal days counted once. Neither label beats the S&P 500 on a risk-adjusted basis — treat them as timing aids inside your own exit discipline (exits guide). No credible SELL label passed our statistical bar — read why in inside the statistical bar.
The three ingredients behind every score
- Money Flow Index, 14 days (MFI) — a 0–100 oscillator. Typical price (high + low + close ÷ 3) × volume becomes "money flow", split into up-days and down-days over 14 sessions. Above 50 = net buying pressure; below 50 = net selling pressure; the closer to the rails, the stronger the conviction. Why we anchor on it: practitioners built it in 1989 to fix RSI's volume-blindness, and it keeps resurfacing in peer-reviewed quant research — sources and reasoning in the Money Flow Index research note.
- Relative strength vs the S&P 500, 20 days — the sector's 20-session return minus SPY's over the same window. Positive means outperforming the market, whatever the absolute direction.
- Volume pressure, 20-day z-score — today's volume measured against its own 20-day average in standard deviations. A z-score of +2 means unusually heavy attention — often the fingerprint of institutional repricing.
Data source and freshness
Daily OHLCV for the 11 SPDR sector ETFs and SPY comes from Yahoo Finance (via yfinance, adjusted for splits and dividends). The pipeline runs after every US market close and recomputes everything from scratch each run — no look-ahead, no smoothing. Charts cover roughly the last 30 trading sessions; a staleness banner appears if a scheduled run has been missed. If the 3D view doesn't render on your device, the page falls back to a readable 2D board with identical data.
Honest labels — what this is not. These are technical rotation signals computed from public price and volume. They are not dollar capital-flow estimates (the "money flow" name is a historical convention), not investment advice, and not personalized to anyone's situation. Win-rate figures describe the past, not the future. See the full disclaimer.
A practical starting routine
- Check the switch — RISK ON / MIXED / RISK OFF sets the backdrop before you look at anything else.
- Scan Leaders vs Laggards — big green orbs in Leaders is momentum you may join (CONTINUATION logic); big red orbs in Laggards mark stretches worth watching for mean-reversion (BUY logic).
- Open the detail panel on candidates and compare against the win-rate chip and recent trend.
- Plan the exit before entering — trailing stop at 2× ATR(10) or a fixed 20-day horizon; both are standard and mechanical (details).
Deeper background: why the Money Flow Index anchors the model · what 28 years of testing showed.
We keep researching — industry baskets, multi-timeframe confirmations, entry refinements. Subscribers get one email whenever a new back-test or research note goes live. Test results only, no marketing.
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This guide is for informational purposes only and is not investment advice. Past performance does not guarantee future results. See our disclaimer.