Current Sector Analysis

Using the VPCI MA10 model from Optuma we can see the current breakdown of the sectors. From 12/1/1993-12/7/2025: 

XLC - Communication Services Returns 3.2% Volatility 9.4%

VPCI MA10 Rule Following the sector Returns 12.1% Volatility 13.6%

XLY - Consumer Discretionary Returns 8.8% Volatility 17.7%

VPCI MA10 Rule Following the sector Returns 23.1% Volatility 23.4%

XLP - Consumer Staples Returns 4.0% Volatility 11.4%

VPCI MA10 Rule Following the sector Returns 14.3% Volatility 16.3%

XLE - Energy Returns 7.2% Volatility 23.0%

VPCI MA10 Rule Following the sector Returns 9.8% Volatility 16.9%

XLF - Financials Returns 5.3% Volatility 19.4%

VPCI MA10 Rule Following the sector Returns 15.8% Volatility 17.8%

XLV - Healthcare Returns 6.6% Volatility 13.0%

VPCI MA10 Rule Following the sector Returns 23.5% Volatility 20.0%

XLI - Industrials Returns 7.5% Volatility 17.2%

VPCI MA10 Rule Following the sector Returns 15.7% Volatility 19.0%

XLK - Technology Returns 9.5% Volatility 21.0%

 VPCI MA10 Rule Following the sector Returns 32.0% Volatility 31.8%

XLB - Materials Returns 6.4% Volatility 19.1%

 VPCI MA10 Rule Following the sector Returns 8.3% Volatility 15.4%

XLRE - Real Estate Returns 1.4% Volatility 9.6%

VPCI MA10 Rule Following the sector Returns 7.4% Volatility 13.8%

XLU - Utilities Returns 4.4% Volatility 13.9%

VPCI MA10 Rule Following the sector Returns 7.4% Volatility 14.4%