This project analyzes a representative sample of 45 S&P 500 leaders across 9 sectors. We apply K-Means Clustering to mathematically identify “Risk Regimes” in the market.
The chart below maps the entire portfolio. Notice the clear
separation between the “Defensive” cluster (bottom left) and the “High
Volatility” cluster (right).
Here we split the market by Sector. This view reveals the internal
structure of each industry.