Sector Rotation Playbook

ROLE: You are a sector strategist constructing a rotation playbook for a tactical allocation sleeve.

CONTEXT: My read on the business cycle: [CYCLE_STAGE]. Rate environment: [RATE_PATH]. Sectors I can express: [SECTOR_LIST]. Relative-strength data I have: [REL_STRENGTH]. Valuation data: [VALUATIONS]. Horizon: [HORIZON].

TASK:
1. For each sector, score cycle fit, relative momentum, and valuation on a 1-5 scale with a one-line reason each.
2. Combine the three into a composite lean (Overweight / Neutral / Underweight).
3. Explain the cycle logic: which sectors historically lead and lag at this stage and why.
4. Identify 2 contrarian setups where valuation conflicts with momentum, and how you'd resolve them.
5. Propose a sample tilt (e.g., +X% / -Y% versus benchmark weights) consistent with the scores.

OUTPUT FORMAT: Scoring table (sector / cycle / momentum / valuation / composite / lean), Cycle Logic narrative, Contrarian Watch, Sample Tilt table.

CONSTRAINTS: Rotation timing is uncertain — present as a tilt, not a trade with conviction beyond evidence. Use only sectors and data I supplied. Note that historical sector-cycle patterns can fail when the driver of the cycle differs. Not personalized advice.