MOM009Factor HubMomentum FactorsHigh
Flow Momentum Factor
Persistent institutional buying leaves footprints that trend in prices.
Formula
FlowMom = Σ(NetFlow_t / Volume_t), t=1..20dPerformance (Top-30 equal-weight long, monthly rebalance)
Annualized return
2.64%
Sharpe ratio
0.24
Max drawdown
-36.71%
Total return
29.77%
Cumulative performance（2016-09 … 2026-08）
2016 -5.7%2017 -4.5%2018 -2.2%2019 +5.0%2020 +41.6%2021 +0.2%2022 +25.7%2023 -10.2%2024 -14.6%2025 -3.2%2026 +5.9%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | FE | FirstEnergy | 18.000 |
| 2 | AIG | American Intl Group | 16.000 |
| 3 | MAA | Mid-America Apartment | 16.000 |
| 4 | FDX | FedEx | 14.000 |
| 5 | SHW | Sherwin-Williams | 14.000 |
| 6 | CCI | Crown Castle | 14.000 |
| 7 | SBUX | Starbucks | 12.000 |
| 8 | KVUE | Kenvue | 12.000 |
| 9 | CI | Cigna | 12.000 |
| 10 | MA | Mastercard | 12.000 |
| 11 | PPG | PPG Industries | 12.000 |
| 12 | NKE | Nike | 10.000 |
| 13 | KMB | Kimberly-Clark | 10.000 |
| 14 | WFC | Wells Fargo | 10.000 |
| 15 | MET | MetLife | 10.000 |
| 16 | PEG | Public Service Enterprise | 10.000 |
| 17 | KIM | Kimco Realty | 10.000 |
| 18 | SBAC | SBA Communications | 10.000 |
| 19 | BAC | Bank of America | 9.000 |
| 20 | ON | ON Semiconductor | 8.000 |
| 21 | TJX | TJX Companies | 8.000 |
| 22 | ABNB | Airbnb | 8.000 |
| 23 | SPGI | S&P Global | 8.000 |
| 24 | PRU | Prudential Financial | 8.000 |
| 25 | ADP | ADP | 8.000 |
| 26 | COP | ConocoPhillips | 8.000 |
| 27 | PSX | Phillips 66 | 8.000 |
| 28 | KMI | Kinder Morgan | 8.000 |
| 29 | SO | Southern Company | 8.000 |
| 30 | AMT | American Tower | 8.000 |
Holdings computed by the exact formula above at the latest month-end observation on the deterministic research panel (2026-08).
Data export
Exports include formulas, performance statistics, the 120-month series and current holdings — everything needed to replicate results locally.