Regime and Sector Analysis
Factor performance, sector rotation, and volatility regime tracking via ETF proxies
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CBOE SKEW Index
Measures tail-risk hedging demand. Below 125 = complacent, above 145 = elevated crash hedging. 5-day MA smooths daily noise.
Factor Performance
Rolling returns for major factor ETFs. Green = outperforming SPY, Red = underperforming
| Factor | Price | 1 Week | 1 Month | 3 Months | 6 Months | 12 Months |
|---|
Sector Rotation Heatmap
Relative return vs SPY benchmark — positive = outperforming market, negative = underperforming
| Sector | 1 Week | 1 Month | 3 Months | 6 Months | 12 Months |
|---|
VIX & Volatility Regime
Spot VIX vs futures ETF proxies — VIXY (short-term) vs VIXM (mid-term). Contango = calm, backwardation = fear
Factor Relative Strength (Normalized)
Factor ETF performance normalized to 100 at start of period
Sentiment & Volatility Gauges
MOVE Index (Bond Volatility)
ICE BofA MOVE — Bond market implied volatility. Above 120 = stressed.
VIX / MOVE Ratio
Equity vol relative to bond vol — low ratio means bonds pricing more risk than stocks