DeMark Diffusion™ - S&P 500 Sectors - 2025-11-10

Core-Brief

10 Nov 2025 — 1 min read

Today’s DeMark Diffusion™ – S&P 500 Sectors snapshot condenses sector-level price action into a composite alignment signal to gauge breadth and rotation quickly. The opening chart orders sectors by their latest alignment; bodies show the mean ±1σ range while wicks capture the historical min–max, with a red diamond marking today and a hollow yellow dot marking ~1 week ago. Use the selector below to switch between any sector panel without cluttering the page.

Global — Short–Long Vol-Adjusted Return Difference — 2025-11-13

This snapshot compares short-term versus long-term performance on a risk-adjusted basis. The metric shows how much the near-term, volatility-adjusted return is deviating from the longer-run trend. Positive readings indicate short-term strength outpacing the long-term profile; negative values suggest the opposite. Assets are ordered by the latest reading; bodies show mean

Global — 3M Rolling Annualized Returns — 2025-11-13

This snapshot tracks 3-month rolling annualized returns across global indices, FX, and commodities. Assets are ordered by the latest reading; bodies show mean ±1σ while wicks span historical min–max. A red diamond marks today, and a hollow yellow dot highlights roughly one week ago. Use the selector to switch

Risk on/off gauge - 11-12-2025

Today’s cross-asset tape skews risk-on: equity futures and oil are carrying the tone while the dollar, Treasurys and gold struggle to attract meaningful sponsorship. The gauge’s one-day read flags a market more interested in adding risk than hiding in classic hedges. The multi-year history tells the more important

Composite Indicator - Z-score Snapshot (11-12-2025)

This snapshot aggregates seven mean-reverted momentum/oscillator signals into a single z-score, then charts each series against its own history (μ, ±1σ, ±2σ) with a side histogram for context. The bar chart ranks the latest composite readings across assets on a fixed −2…+2 scale.

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Global — Short–Long Vol-Adjusted Return Difference — 2025-11-13

Global — 3M Rolling Annualized Returns — 2025-11-13

Risk on/off gauge - 11-12-2025

Composite Indicator - Z-score Snapshot (11-12-2025)