Macro#118tier 1live in productionNew
yield curve sector rotation
cadence: Dailydata: mediumlong onlylong short
What it checks
Steep curve → favor cyclicals (XLY/XLF/XLI); flattening → favor defensives (XLU/XLP/XLV).
Mechanism
Yield-curve slope (10y - 2y) gates cyclical vs defensive sector longs.
No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.
Data dependencies
fred_macroWorker data table — see services/worker schema.
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
- Paper alpha
- ~3-5% sector-rotation premium
Estrella-Mishkin: ~12-18m forecast horizon, ~3-5% sector rotation premium.
Explore yield curve sector rotation on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.