📂 WEDNESDAY – Sector Scanner: “Year-End Window Dressing Detection”

Written By Gordon Gekko

Fund managers often adjust holdings into year-end to showcase “cleaner books” going into reports and investor letters. This creates predictable sector-level distortions—some get aggressively bid, while others quietly bleed.


Today’s Intel Drop scans major sectors for evidence of institutional window dressing, helping you spot where flows may distort price in the final weeks of the year.


Use this to anticipate short-term sector leadership shifts unrelated to fundamentals.

PROMPT TEXT:

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

You are building a “Year-End Window Dressing Detection” map as of December 10, 2025.

Goal:
Identify sectors likely experiencing year-end institutional flow distortions.

Process:

1) For each major sector, analyze:
   - YTD vs past 30-day performance divergence
   - High-performer concentration (are funds chasing winners?)
   - Underweight risk (are funds avoiding laggards?)
   - ETF flow direction (approximate)
   - Valuation stretch or compression

2) Create a WINDOW DRESSING SCORE (1–5):
   - 5 = heavy window-dressing pressure
   - 1 = fundamentally driven moves

3) Build a SECTOR TABLE:
   - Sector
   - Score (1–5)
   - Key Drivers
   - Risks
   - Expected December Behavior
   - Example Tickers Affected

4) Identify:
   - 2–3 sectors likely to outperform due to flows
   - 1–2 sectors likely to underperform

Finish with a 3–5 sentence explanation of how to trade flow-driven markets into December.

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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Gordon Gekko
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