Who mentions $XLP most on Surfaced?

@alphaticaio (Alphatica) mentions $XLP most — 2 mentions in the past 12 months.

When was $XLP first mentioned on Surfaced?

The earliest tracked mention of $XLP in the Surfaced archive was on May 29, 2026.

How many voices track $XLP?

1 FinTwit voice has mentioned $XLP 2 times in the past 12 months.

What kind of voices mention $XLP most?

$XLP is mentioned most by Long Research voices on Surfaced.

$XLP — FinTwit mentions on Surfaced

Recent mentions

2 mentions

@alphaticaioJun 5, 2026 · 4:10 PM

ROTATION SCANNER | June 5, 2026 $SOXX -6.5%. $SLV -7.1%. $TAN -7.3%. $XLP +1.7%. Consumer staples leads. The market hides in cereal and toothpaste. Leader: $XLP (Consumer Staples) +1.7% Laggard: $TAN (Solar) -7.3% Spread: 9.0% The most uniformly red scanner since the series began on April 1. Out of 37 proxy ETFs, two are green. Consumer staples and healthcare. That's it. SECTORS $XLV (Healthcare) +1.0% $XLF (Financials) flat $XLE (Energy) -1.2% $XLK (Technology) -4.3% Only defensives green. Tech at -4.3% is the largest $XLK decline of the series. When consumer staples leads the sector shelf and tech falls 4.3%, the market is in pure flight to safety. FACTORS. All Red. $USMV (Min Vol) -0.3% $QUAL (Quality) -0.9% $VLUE (Value) -2.6% $MTUM (Momentum) -3.5% All four factors negative. All of them. Min vol is the least bad at -0.3%. Momentum at -3.5% is the worst factor reading of the series. The crowded AI/semi trade that dominated for two months is being liquidated. When momentum falls 3.5% in a single session, the forced selling has begun. THEMATIC. All Red. $XBI (Biotech) -2.1% $IGV (Software) -3.4% $ITA (Defense) -3.5% $SOXX (Semis) -6.5% $SOXX -6.5%. The largest single-session semiconductor decline we've ever tracked. The global chip selloff cascaded from Asia through Europe and into the US. SK Hynix -9.9%. Samsung -6.4%. ASML -3.8%. Infineon -6%. The US semis are catching up to the global sell. $IGV -3.4%. The $IGV five-session arc: +5.3%, +5.2%, -3.3%, -4.0%, -3.4%. The $DELL rally was a two-day event. The unwind has now lasted three days. The cumulative decline from the peak has erased the entire rally and then some. $ITA -3.5%. Defense selling hard. Even the defense premium from the Iran conflict is being repriced. MACRO. All Red. $TLT (Bonds) -0.4% $USO (Oil) -2.0% $GLD (Gold) -3.3% $SLV (Silver) -7.1% $SLV -7.1%. The largest silver move of the series. Gold -3.3%. Even the traditional safe havens are selling. Rising yields on the strong jobs report are pressuring precious metals. Bonds down -0.4%. Oil down -2.0%. Everything is red. The only safe haven today is consumer staples. All four sectors (ex-staples and healthcare): red. All four factors: red. All four thematics: red. All four macro assets: red. Two green names out of 37. Consumer staples +1.7%. Healthcare +1.0%. That's the entire market today. Week thirteen ends with the reddest scanner of the series. The data doesn't predict. It documents. Today the data says: risk off.

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@alphaticaioMay 29, 2026 · 4:17 PM

ROTATION SCANNER | May 29, 2026 | Week 12 $IGV +5.3%. The largest software move in our scanners history. $DELL +33%. Gold +1.5%. 7.0% spread. Leader: $IGV (Software) +5.3% Laggard: $XLP (Consumer Staples) -1.7% Spread: 7.0% In twelve weeks and over sixty scanner readings, $IGV has never moved like this. Not once. The previous record for software was +2.5% yesterday. Today nearly doubled it. The catalyst: $DELL +33% on AI server demand and cloud infrastructure earnings. The $DELL beat repriced the entire software and cloud stack in a single session. SECTORS $XLK (Tech) +2.1% $XLF (Financials) +0.8% $XLE (Energy) -0.9% $XLV (Healthcare) -1.3% Tech dominates. Financials green. Energy and healthcare sell. The growth vs defensive rotation is clean: buy tech and finance, sell energy and healthcare. FACTORS $VLUE (Value) +1.4%. Factor leader. $MTUM (Momentum) +0.4% $QUAL (Quality) +0.1% $USMV (Min Vol) -0.4%. Only red factor. Value leading at +1.4% while min vol is the only red factor. When value leads and defensives sell, the market is adding risk. Not hedging. THEMATIC. All Green. $IGV (Software) +5.3%. Session leader. Record. $ITA (Defense) +0.6% $XBI (Biotech) +0.5% $SOXX (Semis) +0.2% $IGV at +5.3% while $SOXX at +0.2%. Software leads semis by 5.1 percentage points. For two weeks semis led while software lagged. The hardware/software decoupling has reversed direction. The market is saying the AI capex cycle has moved from hardware to software. $NVDA confirmed the hardware demand. $SNOW confirmed the cloud demand. $DELL confirmed the server demand. Now the software layer is being repriced. MACRO $GLD (Gold) +1.5% $SLV (Silver) +0.1% $TLT (Bonds) flat $USO (Oil) -1.2% Gold surging at +1.5%. The safe haven bid and the risk trade can coexist when the catalyst is geopolitical uncertainty (Iran 60-day deal) plus falling real yields. Oil continues to sell on the Iran peace premium fading. $XLP at -1.7% is the session laggard. Consumer staples and healthcare are the two most defensive sectors. When defensives are the only sellers on the scanner, the institutions are rotating out of safety and into growth. The positioning is clear. The AI capex narrative this week: $NVDA beat (May 20). $SNOW surged (May 27). $DELL exploded (May 29). Three confirmations. Hardware. Cloud. Servers. Now the software layer gets repriced. $IGV +5.3%. Week twelve. The scanner shows you where the money is going before the price catches up.

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