MOM013Factor HubMomentum FactorsHigh
Momentum Acceleration Factor
The derivative of momentum: catching trends at the moment they steepen.
Formula
AccMom = Mom(t-20,t) - Mom(t-40,t-20)Performance (Top-30 equal-weight long, monthly rebalance)
Annualized return
5.52%
Sharpe ratio
0.38
Max drawdown
-32.50%
Total return
71.13%
Cumulative performance（2016-09 … 2026-08）
2016 -5.3%2017 +6.9%2018 +6.2%2019 +20.6%2020 +36.3%2021 +5.2%2022 +18.9%2023 -16.6%2024 -8.5%2025 +0.9%2026 +0.5%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | FE | FirstEnergy | 0.362 |
| 2 | COP | ConocoPhillips | 0.335 |
| 3 | EBAY | eBay | 0.307 |
| 4 | SNPS | Synopsys | 0.305 |
| 5 | AIG | American Intl Group | 0.305 |
| 6 | TMO | Thermo Fisher | 0.289 |
| 7 | KVUE | Kenvue | 0.287 |
| 8 | SBAC | SBA Communications | 0.282 |
| 9 | EQIX | Equinix | 0.281 |
| 10 | STLD | Steel Dynamics | 0.260 |
| 11 | ALB | Albemarle | 0.253 |
| 12 | ADP | ADP | 0.253 |
| 13 | AZO | AutoZone | 0.246 |
| 14 | TPL | Texas Pacific Land | 0.240 |
| 15 | SO | Southern Company | 0.232 |
| 16 | MMM | 3M | 0.225 |
| 17 | EIX | Edison International | 0.218 |
| 18 | SHW | Sherwin-Williams | 0.215 |
| 19 | AVGO | Broadcom | 0.213 |
| 20 | PLTR | Palantir | 0.207 |
| 21 | ETN | Eaton | 0.202 |
| 22 | WBD | Warner Bros Discovery | 0.199 |
| 23 | AMT | American Tower | 0.195 |
| 24 | HAL | Halliburton | 0.194 |
| 25 | ETSY | Etsy | 0.183 |
| 26 | ADI | Analog Devices | 0.181 |
| 27 | CI | Cigna | 0.181 |
| 28 | NVO | Novo Nordisk | 0.179 |
| 29 | GILD | Gilead Sciences | 0.178 |
| 30 | STT | State Street | 0.174 |
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.