Sector Value + Momentum
The 11 GICS sectors ranked on both axes. Composite score is ((12 − momentum_rank) + (12 − P/E_rank)) / 22 × 100 — higher = better on both. Quadrant is a coarse split on the underlying ranks. Value + momentum are nearly uncorrelated (AQR), so the intersection tends to outperform either factor alone.
Momentum input: sector_rank_mcap_12_1m from sector_momentum_daily — cap-weighted academic Jegadeesh-Titman 12-1m (skip 21 trading days). 1 = strongest, 11 = weakest.
Value input: cap-weighted P/E TTM (Σ market_cap / Σ net_income_ttm), excluding loss-makers per sector. Rank 1 = cheapest, 11 = most expensive. P/B and P/sales shown as alternative lenses but don't feed the composite score in v1.
Quadrant: based on rank ≤ 5 (strong axis) vs ≥ 7 (weak axis). Rank 6 = middle of 11 → “Neutral”.