SNT010Factor HubSentiment FactorsHigh
Retail Attention Factor
Search volume and forum activity proxy retail interest — a contrarian tell.
Formula
Attention = BaiduIdx * XueqiuDisc * GubaActivityPerformance (Top-30 equal-weight long, monthly rebalance)
Annualized return
5.89%
Sharpe ratio
0.42
Max drawdown
-27.11%
Total return
77.23%
Cumulative performance（2016-09 … 2026-08）
2016 -9.6%2017 -7.0%2018 +1.5%2019 +18.4%2020 +37.2%2021 +9.4%2022 +33.8%2023 +1.5%2024 -7.8%2025 -3.7%2026 -3.2%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | COST | Costco | 4.560 |
| 2 | PPL | PPL Corporation | 4.225 |
| 3 | LIN | Linde | 4.072 |
| 4 | STLD | Steel Dynamics | 4.014 |
| 5 | CI | Cigna | 3.926 |
| 6 | KHC | Kraft Heinz | 3.914 |
| 7 | AZO | AutoZone | 3.903 |
| 8 | PG | Procter & Gamble | 3.877 |
| 9 | SPG | Simon Property Group | 3.862 |
| 10 | JNJ | Johnson & Johnson | 3.821 |
| 11 | ESS | Essex Property Trust | 3.789 |
| 12 | URI | United Rentals | 3.788 |
| 13 | AMD | Advanced Micro Devices | 3.771 |
| 14 | WMT | Walmart | 3.746 |
| 15 | DUK | Duke Energy | 3.733 |
| 16 | PCG | PG&E | 3.714 |
| 17 | CARR | Carrier Global | 3.703 |
| 18 | GLW | Corning | 3.703 |
| 19 | NKE | Nike | 3.703 |
| 20 | BLK | BlackRock | 3.691 |
| 21 | V | Visa | 3.655 |
| 22 | AMAT | Applied Materials | 3.651 |
| 23 | PPG | PPG Industries | 3.640 |
| 24 | PCAR | Paccar | 3.617 |
| 25 | AEP | American Electric Power | 3.611 |
| 26 | BMY | Bristol-Myers Squibb | 3.585 |
| 27 | AEE | Ameren | 3.566 |
| 28 | PLTR | Palantir | 3.522 |
| 29 | PEP | PepsiCo | 3.520 |
| 30 | RTX | RTX Corp | 3.503 |
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.