XLY — Consumer Discretionary Select Sector

Divergence over time — price vs breadth, by horizon

The hero read is the 1-month picture; here the same price↔breadth divergence across 1 week / 1 month / 1 quarter, computed over the 126-session history. A/D /name is net advancers-minus-decliners per covered constituent; % beating Δ and median−ETF Δ show how participation shifted. Price rising while those fall = the move is narrowing under the surface.

Over the last 126 sessions: price down -3.85%, breadth down (-3.21/name) · % beating 54→69 · median−ETF +1.72pp→+4.07pp.

Stocks above their moving average — participation breadth

Of the 48 covered constituents, the share trading above each simple moving average — the classic breadth gauge. A firm index price with a low %-above-MA is a narrow, top-heavy tape. As of 2026-07-02.

New highs & new lows — by horizon

How many of the 48 covered constituents closed today at a new high (or low) over each window, and the net. A shrinking net as the index holds up = fewer names leading.

Dispersion by window

Median − ETF below zero means the typical name is lagging the cap-weighted index — the move is top-heavy. "Beat" counts constituents outperforming the ETF over the window. Dispersion is the cross-sectional standard deviation of constituent returns — high = a stock-picker's tape, low = pure beta.

What drove the move — contribution = weight × return

Each name's contribution = its index weight × its return — the percentage points it added to (green) or subtracted from (red) the ETF's move. Computed across covered names.

Leaders & laggards (21-day)

Each covered constituent started at $100 at the window open; the bars race by total return (top 12 shown). Decision-support, not investment advice.

Constituents — 48 covered · click a column to sort

RS rank = the constituent's 21-day return percentile within the index (100 = strongest of the covered names). Weight is the index weight; returns use adjusted closes. Default sort: weight.

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