Quant thesis: When XLU volatility compresses sharply below its 90-day median while underperforming broad market, defensive rotation often triggers mean-reversion buying in utilities as risk appetite stabilizes.
Plain English: Uses electricity or power-demand data to test whether real-world activity is pushing sector ETFs.
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When XLU volatility compresses sharply below its 90-day median while underperforming broad market, defensive rotation often triggers mean-reversion buying in utilities as risk appetite stabilizes.
Uses electricity or power-demand data to test whether real-world activity is pushing sector ETFs.
Uses electricity or power-demand data to test whether real-world activity is pushing sector ETFs.
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