Market rotation describes capital moving between asset classes and groups within them: from defensive equity sectors into cyclicals, between large caps and small caps, across crypto sectors, or from one commodity complex to another. This monitor measures it directly by ranking every tracked asset on the same 1-day to year-to-date return windows and labeling each trend against its own 20-day and 50-day averages.

Deeper windows (1 week, 1 month, 3 months, year-to-date) are close-to-close returns over daily history with calendar-day lookbacks, so 24/7 crypto, 24/5 currencies and exchange-hours equities are measured over the same span. Commodity returns use a roll-adjusted continuous futures series, so a contract roll never prints as a fake move. The crypto 1-day figure is a rolling 24-hour change.

For nine major currencies it computes each currency's average appreciation against all the others over the selected window, derived from USD-quoted pairs. A positive reading means broad strength against the basket, not a statement about any single pair.

The snapshot recomputes about every 10 minutes from stored daily closes and live quotes. Each asset class carries its own freshness state: fresh when the latest expected session is present, delayed when one session is missing (typically a market holiday), and stale beyond that. Stale data is labeled rather than hidden.