GRW003Factor HubGrowth FactorsHigh

Volume Trend Factor

Tracks whether trading volume is building — accelerating flow often precedes price moves.

Formula

Score = vol_20d / vol_prior_20d - 1

Annualized return

13.52%

Sharpe ratio

0.76

Max drawdown

-27.16%

Total return

255.32%

Cumulative performance（2016-09 … 2026-08）

2016 -6.0%2017 -13.5%2018 +15.0%2019 +22.8%2020 +32.9%2021 +27.2%2022 +29.8%2023 -0.6%2024 +5.3%2025 +17.8%2026 +14.4%

#	Ticker	Company	Score
1	ZS	Zscaler	0.725
2	ESS	Essex Property Trust	0.709
3	HON	Honeywell	0.625
4	FE	FirstEnergy	0.593
5	T	AT&T	0.559
6	ROST	Ross Stores	0.546
7	PM	Philip Morris	0.544
8	STZ	Constellation Brands	0.455
9	TJX	TJX Companies	0.440
10	MCD	McDonald's	0.409
11	ORLY	O'Reilly Automotive	0.408
12	CL	Colgate-Palmolive	0.354
13	MCK	McKesson	0.354
14	OKE	ONEOK	0.349
15	ECL	Ecolab	0.342
16	FTV	Fortive	0.329
17	WMB	Williams Companies	0.312
18	ADP	ADP	0.308
19	BNY	BNY Mellon	0.304
20	AMT	American Tower	0.299
21	AEP	American Electric Power	0.293
22	ES	Eversource Energy	0.286
23	KHC	Kraft Heinz	0.286
24	CRM	Salesforce	0.281
25	NET	Cloudflare	0.279
26	MAR	Marriott International	0.276
27	CCI	Crown Castle	0.275
28	LYB	LyondellBasell	0.267
29	HSY	Hershey	0.260
30	DVN	Devon Energy	0.245

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.