📂 WEDNESDAY – Sector Scanner: “January Effect Early Signals”

The January Effect doesn’t start in January — it starts when tax-loss selling ends and positioning quietly flips.

Today’s Intel Drop scans sectors for early accumulation signals that historically precede January leadership, while flagging areas still suffering from forced selling.

Use this to get positioned before the calendar turns.

PROMPT TEXT:

(copy & paste the below into your preferred AI model: ChatGPT, Claude, Gemini, Perplexity, Grok, Meta, etc.)

You are building a “January Effect Early Signals” sector scanner as of December 24, 2025.

Goal:
Identify sectors and themes showing early accumulation ahead of January positioning shifts.

Process:

1) Sector Review
For each major sector:
- YTD underperformance vs S&P 500
- Recent 10-day price stabilization or reversal
- Volume behavior after selloffs
- Valuation compression vs history

2) Signal Scoring
Assign each sector:
- Early Accumulation Score (1–5)
- Residual Selling Pressure (1–5)

3) Build a SECTOR SIGNAL TABLE:
- Sector
- Accumulation Score
- Selling Pressure Score
- Typical January Behavior
- Example Stocks

4) Identify:
- 2–3 sectors with strong January setup
- 1–2 sectors still likely to lag

Finish with:
- How early January leadership forms
- Why waiting until January is often too late

Output in a clean table + 3–5 sentence explanation why this matters right now.

END PROMPT

Submit to AI model to receive actionable output.

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