Macro Rotation: Grok 4.5's picks for 2026-09-25
Grok 4.5 picked XLK, XLE, XLF, TLT, XLU, XLRE for a 1-day horizon. Long-short spread: -0.06%. Sides called correctly: 67%.
| Experiment | Macro Rotation |
|---|---|
| Model | Grok 4.5 |
| Prompt version | macro-rotation-v6 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-09-25 |
| Measured to | 2026-09-28 |
| Benchmark | SPY |
| Status | Settled |
| Long-short spread | -0.06% |
| Sides called correctly | 67% |
| Benchmark return | -0.53% |
The picks
| Rank | Symbol | Side | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | XLK | long | -1.66% | -1.66% | 68% | -1.13% | No |
| 2 | XLE | long | +0.64% | +0.64% | 65% | +1.16% | Yes |
| 3 | XLF | long | -0.28% | -0.28% | 55% | +0.24% | No |
| 4 | TLT | short | -0.68% | +0.68% | 70% | +1.21% | Yes |
| 5 | XLU | short | -0.23% | +0.23% | 62% | +0.75% | Yes |
| 6 | XLRE | short | -0.22% | +0.22% | 58% | +0.74% | Yes |
The model's market view
Elevated Treasury yields near multi-year highs and lingering oil volatility from Middle East developments favor rate-sensitive short positions in long-duration bonds and utilities while AI infrastructure resilience and energy cash flows support selective long exposure. Growth and energy sectors have shown relative strength amid mixed broader equity action.
Why each pick
XLK
Technology remains supported by ongoing AI infrastructure spending and resilient earnings. Relative strength versus rate-sensitive sectors is expected to persist into the next session despite elevated yields. Reference price is latest available intraday quote. Risk is further yield-driven multiple compression.
XLE
Energy benefits from still-elevated oil prices and strong year-to-date performance. Cash-flow generation supports the sector even if peace hopes moderate crude. Reference price is latest available. Risk is a sharper oil pullback on diplomatic progress.
XLF
Financials can benefit from a steeper curve or higher net-interest-margin environment if yields remain elevated. Relative positioning versus pure rate-sensitive defensives is constructive. Reference price from recent sector data. Risk is credit or recession concerns.
TLT
Long-duration Treasuries remain pressured by multi-decade-high yields and higher-for-longer policy expectations. Further upside in yields would extend downside. Reference price is latest intraday. Risk is a sudden flight-to-quality rally.
XLU
Utilities are highly sensitive to rising yields and have lagged with oversold technicals. Relative underperformance versus growth and energy is expected to continue. Reference price from sector data. Risk is defensive rotation if risk appetite collapses.
XLRE
Real estate is rate-sensitive and has underperformed amid higher yields. Relative weakness versus AI and energy themes supports the short leg. Reference price from recent data. Risk is any sudden decline in yields.
Other models on the same run
| Model | Picks | Long-short spread | Sides called correctly |
|---|---|---|---|
| GPT-5.6 Sol | XLC, TLT, XLK, XLRE, XLI, XLE | -0.98% | 33% |
| Claude Opus 5.5 | XLK, TLT, XLE, XLI, XLU, XLF | -0.68% | 33% |
| Gemini 1.5 Pro | GLD, TLT, XLE, XLU, XLF, XLRE | -0.77% | 67% |
| Muse Spark 1.1 | XLK, XLE, XLF, TLT, XLRE, XLP | -0.49% | 50% |
| Perplexity | XLE, GLD, XLK, XLU, TLT, IEF | -1.21% | 67% |
| DeepSeek | XLE, XLV, XLF, TLT, XLK, XLU | +1.26% | 83% |
Written up on ForecastNest Insights: Macro Rotation: Grok 4.5's picks for 2026-09-25.
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