OPEN-SOURCE SCRIPT
Sector Alert Signals
This Pine Script v6 indicator is a Macro Regime & Sector Rotation Engine. It synthesizes inter-market relationships across 17+ tickers to detect structural shifts in the US equity market that are often invisible on a single-asset chart.
📊 Executive Summary
It utilizes Z-score normalization, volatility-adjusted performance, and ratio analysis to identify 9 distinct macro scenarios. By monitoring the flow of "Smart Money" between defensive and cyclical sectors, the script provides real-time alerts on regime transitions, liquidity cycles, and credit stress.
🛠 Core Macro Scenarios
The engine monitors the following regimes:
1. Risk-On / Risk-Off (XLY/XLP)
Macro Divergence: Identifies when Consumer Discretionary (XLY) leads Staples (XLP) while SPY remains hesitant—a classic "early cycle" recovery signal.
Bubble Alert: Detects extreme greed when SPY is overbought and the XLY/XLP ratio hits a +2.0 Z-score.
2. Monetary Policy & Rate Sensitivity (XLK/XLF)
Rate Cut Front-run: Detects aggressive tech bidding paired with financial weakness, signaling market anticipation of easing.
Growth-to-Value Rotation: Confirms structural shifts when Tech retreats while Financials and Energy surge.
3. Inflation & Reflation Logic
Reflation Trade: Flags "Bond Proxies" (Utilities/Real Estate) plunging while "Hard Assets" (Energy/Metals) surge.
4. Systemic Risk & Credit Stress
KRE Liquidity Collapse: Monitors the spread between Regional Banks (KRE) and Diversified Financials (XLF). A widening negative spread during price drops signals structural credit tightening.
Small Cap Stress: Tracks IWM/SPY divergence as a canary in the coal mine for liquidity withdrawal.
5. Volatility & Liquidity Regimes
High-Vol Leaders: Identifies sectors showing "True Strength" (Performance / Volatility) even when the VIX is > 20.
Liquidity Party: Detects synchronized "High Beta" explosions (SOXX, IGV, XBI, CLOU) indicative of FOMO-driven liquidity peaks.
6. Market Breadth (RSP/SPY)
Concentration Risk: Uses the Equal-Weight vs. Cap-Weight Z-score to alert when the market is narrowing (dangerous) or broadening (healthy).
📊 Executive Summary
It utilizes Z-score normalization, volatility-adjusted performance, and ratio analysis to identify 9 distinct macro scenarios. By monitoring the flow of "Smart Money" between defensive and cyclical sectors, the script provides real-time alerts on regime transitions, liquidity cycles, and credit stress.
🛠 Core Macro Scenarios
The engine monitors the following regimes:
1. Risk-On / Risk-Off (XLY/XLP)
Macro Divergence: Identifies when Consumer Discretionary (XLY) leads Staples (XLP) while SPY remains hesitant—a classic "early cycle" recovery signal.
Bubble Alert: Detects extreme greed when SPY is overbought and the XLY/XLP ratio hits a +2.0 Z-score.
2. Monetary Policy & Rate Sensitivity (XLK/XLF)
Rate Cut Front-run: Detects aggressive tech bidding paired with financial weakness, signaling market anticipation of easing.
Growth-to-Value Rotation: Confirms structural shifts when Tech retreats while Financials and Energy surge.
3. Inflation & Reflation Logic
Reflation Trade: Flags "Bond Proxies" (Utilities/Real Estate) plunging while "Hard Assets" (Energy/Metals) surge.
4. Systemic Risk & Credit Stress
KRE Liquidity Collapse: Monitors the spread between Regional Banks (KRE) and Diversified Financials (XLF). A widening negative spread during price drops signals structural credit tightening.
Small Cap Stress: Tracks IWM/SPY divergence as a canary in the coal mine for liquidity withdrawal.
5. Volatility & Liquidity Regimes
High-Vol Leaders: Identifies sectors showing "True Strength" (Performance / Volatility) even when the VIX is > 20.
Liquidity Party: Detects synchronized "High Beta" explosions (SOXX, IGV, XBI, CLOU) indicative of FOMO-driven liquidity peaks.
6. Market Breadth (RSP/SPY)
Concentration Risk: Uses the Equal-Weight vs. Cap-Weight Z-score to alert when the market is narrowing (dangerous) or broadening (healthy).
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オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。