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What you get
Actionable insights for every macro regime, with clear risk metrics and investment recommendations in one concise report.
  • Cycle context, not just charts
    We map sectors to macro regimes (expansion, slowdown, inflation up/down) to explain why performance shifts.
  • Risk truly quantified
    Sharpe, drawdown, CVaR, and beta by regime (growth vs. slowdown; inflation rising/falling).
  • Factor transparency
    Value/Quality/Momentum/Low-Vol/Size tilts per sector and what they imply now.
  • Actionable tilts
    Clear guidance: overweight/underweight ranges, hedges, and guardrails.
  • Board-ready PDFs + web
    Clean visuals, method notes, and one-page “So what?” summary.
What’s inside each Sector Report
  • Cycle Snapshot
    Nowcast of macro regime (growth momentum, inflation pulse).
    Historical sector performance by regime with consistency score.
    1
  • Drivers & Sensitivities
    Rates & duration sensitivity, credit beta, USD/FX sensitivity, commodity linkage (e.g., energy/industrial metals).
    Demand proxies: PMI New Orders, retail sales, housing starts (where relevant).
    2
  • Earnings & Valuation Lens
    EPS revisions breadth, dispersion, forward PE vs. own history, FCF yield, payout safety.
    3
  • Risk & Correlation Map
    Rolling volatility, tail risk (CVaR), correlation clusters vs. broad market and defensives.
    Stress tests: +100 bps rates, credit spread widening, equity drawdown.
    4
  • Factor Exposures
    Value/Quality/Momentum/Low-Vol/Size scores with crowding/overlap notes (ETFs frequently used to express the sector).
    5
  • Playbook (Actions)
    Over/Underweight range, entry conditions, fail-fast triggers, hedges (e.g., duration overlay, commodity hedge).
    “If you hold already” adjustments for retail and small-treasury sleeves.

    6
  • Appendix & Methods
    Data sources, assumptions, rebalancing cadence, limitations, and glossary.
    7
Who it’s for
  • -1-
    Retail investors
    building sector-tilt portfolios or rotating tactically
  • -2-
    Small businesses
    allocating ETF sleeves with sector exposure
  • -3-
    Advisors
    who need clean, client-ready sector briefs
Coverage
  • Defensives
    Healthcare, Consumer Staples, Utilities, Telecom.
  • Cyclicals
    Industrials, Consumer Discretionary, Materials, Financials, Energy, Real Estate, Technology
  • Regional cuts
    US, Europe, Nordics, and Global ex-US (when history allows).
Methodology
Macro regimes
Composite growth & inflation indicators classify periods as Expansion / Slowdown and Inflation Rising / Falling.
Risk model
Volatility, max drawdown, CVaR; covariance shrinkage to reduce noise.
Factor lens
Sector-level effective exposures to Value/Quality/Momentum/Low-Vol/Size.
Sensitivity tests
Rate shocks, credit widening, USD +/-, commodity shocks.
Earnings revision breadth
% of constituents with upward vs. downward EPS estimate changes.
Cadence & formats
Update frequency
Monthly (core), intra-month flash note if regime flips or shocks occur
Formats
Interactive web + downloadable PDF (board-ready).
Time to publish
1–3 business days after month-end.
Example insights
Utilities in Slowdown/Disinflation
Duration friendlier; hedge equity beta without going to cash.
Financials when Curve Steepens
Net-interest tailwind, but watch credit beta and revisions breadth.

Energy in Inflation-Up
Commodities help, but shock scenarios show higher left-tail—size positions accordingly.