Nine independent signals on market liquidity mobility — where capital is going, why it's going, and how fast. Flow, regime, depth, structure, provenance. Together they read sector rotation before the headlines name it.
Every signal here points at the same question from a different angle: where is liquidity going next, and how fast? Some measure flow itself, some measure the regime that channels flow, some measure who's actually doing the moving. The engine reports their agreement and disagreement — disagreement is information too. Each signal carries an honest verdict: trade-grade, regime describer, confluence layer, or tested-and-failed.
Where liquidity is concentrated right now. A daily cross-sectional ranking across the eleven sector ETFs that buckets each from Strong Accumulation through Breakdown Risk.
The actual FROM → TO rotation event today. Pairs every sector losing rank with every sector gaining rank, weighted by magnitude. The output is what "money moved" actually looks like.
How fast liquidity is shifting. High velocity tells you real money is moving on conviction. Low velocity tells you it's drift — no one's actually doing anything.
The moment liquidity stops leaving a sector and starts coming back. A specific reversal pattern that has been independently validated to predict forward returns. The one signal here we'll call trade-grade in isolation.
How broad the flow is inside the winning sector. Five mega-caps doing all the work is fragile liquidity — concentrated flow reverses fast. Broad participation is durable liquidity.
How long the rotation has held. A one-day jump is noise. A sustained streak in the same classification bucket is a regime — and regimes are what you can trade against.
Is flow accompanied by unusual volume, or is it pure price drift on light trading? Without volume behind it, a rotation is rotation on paper.
Are bonds, gold, and the dollar moving in agreement with the equity sector flow? When they agree, the move is confirmed across the asset stack. When they disagree, something structural is happening underneath.
Does today's macro liquidity backdrop support the rotation? Some sector moves only work in certain macro regimes; others fight the backdrop. Knowing which is happening matters.
Nine signals don't fire in unison every day — that's the point. When Rotation Rank says XLV is leading but Breadth says only 2 names are doing the work and Cross-Asset says bonds disagree, the answer isn't "trust the rotation." The answer is "wait." When five or more agree, the move is real.
The 9-of-9 alignment claim is empirically tested every week against six years of sector history with an out-of-sample chronological holdout. The verdict you see below applies after realistic transaction costs — a horizon only earns TRADE-GRADE if it beats SPY on both halves of the data with the required win rate. Below is the latest weekly read; the underlying numbers are delivered to subscribers in the weekly digest.
| Horizon | Latest verdict |
|---|---|
| 5d | pending first calibration |
| 10d | pending first calibration |
| 20d | pending first calibration |
| 60d | pending first calibration |
| Horizon | Latest verdict |
|---|---|
| 5d | pending first calibration |
| 10d | pending first calibration |
| 20d | pending first calibration |
| 60d | pending first calibration |
Refreshed weekly · Not yet calibrated
The exact alpha post-cost, the breakeven confluence count per horizon, and the per-side validation history are delivered to subscribers in the weekly sector digest — they're the actionable knobs you'd trade against, and they're proprietary on purpose. Above is what we can show publicly without giving away the calibration.
Both engines run on a 9-of-9 alignment discipline. They ask different questions. Naval1 picks individual U.S. stocks when nine quality signals align — ROE, debt, cash flow, growth, valuation, trend, sentiment. Naval2 reads where capital is moving when nine mobility signals align — flow, depth, velocity, regime fit. Same discipline, different unit of analysis.
| Dimension | naval1 — quality screener | naval2 — mobility engine |
|---|---|---|
| What it watches | Individual U.S. equities (≈500 active names) | The 11 GICS sector ETFs + flow between them |
| The nine | Quality: ROE · D/E · FCF · growth · valuation · trend · sentiment · macro · retail | Mobility: rank · pair · velocity · wave · breadth · persistence · volume · cross-asset · macro fit |
| Decision unit | A single ticker entering the portfolio | A sector-level rotation pair or a regime shift |
| Horizon | 60–120 trading days | 5–60 trading days, plus regime-state always-on |
| Output | "Add XYZ when 9/9 quality signals align" | "Capital is leaving XLF for XLV — 7/9 mobility signals agree" |
| Cadence | Weekly digest with daily score updates | Daily digest, gated on regime change or weekly heartbeat |
| Status | Live — try a ticker → | Backend running daily; public app pages coming soon |
The engine ships a daily email when something meaningfully changes — regime shift, score jump ≥15 points, new high-magnitude rotation pair, or sector leadership flip. Plus a weekly Friday heartbeat to prove it's still watching.
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