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Trend-Value Composite Factor

Cheap names that have started to trend — value with the wind at its back.

Formula

TrendVal = Rank(ValScore) * Rank(TrendScore)

Annualized return

9.79%

Sharpe ratio

0.59

Max drawdown

-32.15%

Total return

154.44%

Cumulative performance（2016-09 … 2026-08）

2016 -10.9%2017 -6.0%2018 -6.3%2019 +35.2%2020 +37.4%2021 +15.0%2022 +34.7%2023 -11.5%2024 +6.0%2025 +7.1%2026 +12.2%

#	Ticker	Company	Score
1	CDNS	Cadence	0.928
2	TGT	Target	0.891
3	PPG	PPG Industries	0.875
4	SMCI	Super Micro Computer	0.865
5	ZS	Zscaler	0.836
6	WMB	Williams Companies	0.759
7	F	Ford Motor	0.758
8	USB	U.S. Bancorp	0.753
9	CL	Colgate-Palmolive	0.737
10	LII	Lennox International	0.718
11	TPL	Texas Pacific Land	0.688
12	CARR	Carrier Global	0.681
13	ROKU	Roku	0.677
14	PSA	Public Storage	0.633
15	EIX	Edison International	0.628
16	CHTR	Charter Communications	0.619
17	DDOG	Datadog	0.610
18	PEG	Public Service Enterprise	0.599
19	CE	Celanese	0.591
20	DVN	Devon Energy	0.586
21	VALE	Vale	0.582
22	RIO	Rio Tinto	0.572
23	LEN	Lennar	0.569
24	SNOW	Snowflake	0.556
25	SCCO	Southern Copper	0.555
26	FDX	FedEx	0.525
27	ON	ON Semiconductor	0.524
28	TRV	Travelers	0.510
29	DD	DuPont	0.506
30	KVUE	Kenvue	0.504

Holdings computed by the exact formula above at the latest month-end observation on the deterministic research panel (2026-08).

Exports include formulas, performance statistics, the 120-month series and current holdings — everything needed to replicate results locally.