Energy versus AI narratives: the custom rotation test needs its register

A dated correction preserves a separately scoped 13 February market snapshot while withdrawing unsupported sector baskets, cohorts, drag estimates and predictions.

What changed in this article

Editorial correction · 9 September 2026. The original article was published on 16 February 2026 and presented sector returns, an AI/technology comparison, N=184 calls, N=74 modeled portfolios, N=612 execution events and an equal-risk 11-sector baseline. The page did not preserve the call register, sector membership, price and dividend series, benchmark, currency, rebalance dates or calculations behind those results. The stated +12.9%, +11.58%, +7.59%, +7.34%, −6.2pp, 2.4×, turnover drag, opportunity-cost and threshold claims are withdrawn. The original URL and publication date remain unchanged.

This is a dated evidence correction, not a current sector-allocation view or an investment recommendation.

What separately dated market records establish

Source date and record	Dated fact	Boundary
13 February 2026 · LPL Research weekly market performance	In a table sourced to Bloomberg at 2:51 p.m. ET on 13 February, LPL reports YTD returns of 21.31% for Energy, 16.69% for Materials, −4.42% for Information Technology, 0.28% for the S&P 500 and 7.00% for the Russell 2000.	This is a separately published, time-stamped snapshot. Its S&P 500 sector table and index definitions do not recreate the original article’s custom AI sleeve, equal-risk basket or call/portfolio samples.
13 January 2026 · LSEG Russell US Indexes Spotlight	LSEG describes the report as a quarterly publication covering U.S. equity performance through the lens of Russell 1000, Russell 2000, Growth and Value indexes.	A Q4-focused January publication is not a February 13 sector-return register and does not establish the original article’s causal or predictive claims.

These records show why the window and benchmark must be stated. A separately scoped public snapshot cannot be relabeled as the original custom rotation study.

What is withdrawn

The 184-call sample, 74-portfolio sample, 612-execution sample, 11-sector panel, AI/tech sleeve construction, equal-risk baseline, concentration and regime-lag estimates, friction estimate, sector return table, modeled drawdown multiple, opportunity-cost result and allocation thresholds are not verified findings. No replacement sector basket, current winner or future rotation prediction is published.

The practical method—freeze sector membership, return type, rebalance rule and benchmark before calculating—is retained as a checklist, not as evidence that a particular sector process outperformed.

Minimum register for a future sector-rotation study

Record each instrument or index identifier, exchange and currency; sector taxonomy and membership date; price versus total-return convention; dividend and corporate-action treatment; start/end timestamps; benchmark and AI-sleeve definition; portfolio weights and rebalance dates; post/call URL and capture time; inclusion rules; fees, spreads and slippage; and the complete calculation output.

Original publication: 16 February 2026. Correction: 9 September 2026. AI-assisted source checking and writing; no independent human expert review. This page is educational market research, not personalized investment advice.