Macro Rotation: Grok 4.5's picks for 2026-09-24
Grok 4.5 picked XLE, XLB, XLI, XLU, XLRE, TLT for a 1-day horizon. Long-short spread: +0.48%. Sides called correctly: 67%.
| Experiment | Macro Rotation |
|---|---|
| Model | Grok 4.5 |
| Prompt version | macro-rotation-v6 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-09-24 |
| Measured to | 2026-09-25 |
| Benchmark | SPY |
| Status | Settled |
| Long-short spread | +0.48% |
| Sides called correctly | 67% |
| Benchmark return | +0.67% |
The picks
| Rank | Symbol | Side | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | XLE | long | -1.72% | -1.72% | 72% | -2.39% | No |
| 2 | XLB | long | -0.23% | -0.23% | 65% | -0.90% | No |
| 3 | XLI | long | +0.69% | +0.69% | 60% | +0.02% | Yes |
| 4 | XLU | short | -0.82% | +0.82% | 70% | +0.15% | Yes |
| 5 | XLRE | short | -0.84% | +0.84% | 68% | +0.17% | Yes |
| 6 | TLT | short | -1.03% | +1.03% | 75% | +0.36% | Yes |
The model's market view
Rising Treasury yields to multi-year highs, elevated oil prices from geopolitical tensions, and stronger rate-hike expectations favor energy and cyclical materials while pressuring rate-sensitive utilities, real estate, and long-duration bonds. Growth remains resilient enough to support industrials relative to defensive rate-sensitive sectors.
Why each pick
XLE
Energy benefits directly from elevated crude prices and supply-risk premium tied to Middle East tensions. Relative strength versus the broader market should persist into the next session as oil remains supported. Risk is a sharp de-escalation that reduces the risk premium. Latest intraday quote used.
XLB
Materials offer cyclical leverage to resilient business activity and commodity price support amid inflation concerns. Relative performance should exceed rate-sensitive defensives. Risk is a broader growth scare that hits industrial demand. Latest intraday quote used.
XLI
Industrials benefit from solid PMI readings and capital-spending resilience even as yields rise. The sector provides balanced cyclical exposure versus pure defensives. Risk is further yield spikes that pressure capital-goods valuations. Approximate recent levels used given limited fresh quote.
XLU
Utilities are highly sensitive to rising long-term yields and higher-for-longer rate expectations, which increase discount rates and reduce relative attractiveness of regulated income streams. Continued pressure expected. Risk is a sudden yield reversal. Latest available quote used.
XLRE
Real-estate equities face higher financing costs and compressed valuations as 10-year yields exceed 5 percent. Relative underperformance versus cyclicals should continue. Risk is a flight-to-safety bid if equities sell off sharply. Latest available quote used.
TLT
Long-duration Treasuries are directly pressured by the surge in yields to multi-year highs and elevated rate-hike probabilities. Further duration pain is the base case for the next session. Risk is a risk-off rally that temporarily lifts bonds. Latest available quote used.
Other models on the same run
| Model | Picks | Long-short spread | Sides called correctly |
|---|---|---|---|
| GPT-5.6 Sol | XLE, XLF, XLP, TLT, XLRE, XLK | -0.67% | 50% |
| Claude Opus 5 | XLE, XLF, XLV, TLT, XLRE, XLU | +0.45% | 67% |
| Muse Spark 1.1 | XLV, GLD, XLP, XLK, XLY, XLB | -0.62% | 33% |
| Gemini 1.5 Pro | XLK, XLF, GLD, TLT, XLU, XLE | +2.11% | 100% |
| DeepSeek | XLE, XLV, XLP, XLRE, XLU, XLY | -0.42% | 33% |
Written up on ForecastNest Insights: Macro Rotation: Grok 4.5's picks for 2026-09-24.
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