TEC001Factor HubTechnical FactorsHigh
RSI Factor
Buys when the 14-day RSI drops under 30, leaning on the oversold bounce.
Formula
Score = -(RSI_14 - 50)Performance (Top-30 equal-weight long, monthly rebalance)
Annualized return
11.87%
Sharpe ratio
0.75
Max drawdown
-18.96%
Total return
207.01%
Cumulative performance（2016-09 … 2026-08）
2016 +0.8%2017 -0.4%2018 -7.1%2019 +25.6%2020 +20.4%2021 +10.7%2022 +35.8%2023 -7.1%2024 +7.4%2025 +28.3%2026 +13.1%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | FTV | Fortive | 50.000 |
| 2 | ESS | Essex Property Trust | 50.000 |
| 3 | PM | Philip Morris | 49.957 |
| 4 | ITW | ITW | 49.016 |
| 5 | MCD | McDonald's | 48.922 |
| 6 | BNY | BNY Mellon | 47.316 |
| 7 | WM | Waste Management | 47.102 |
| 8 | CVS | CVS Health | 45.989 |
| 9 | CMS | CMS Energy | 45.578 |
| 10 | ES | Eversource Energy | 45.523 |
| 11 | EXC | Exelon | 45.447 |
| 12 | XEL | Xcel Energy | 45.162 |
| 13 | AEP | American Electric Power | 45.132 |
| 14 | FANG | Diamondback Energy | 44.764 |
| 15 | CL | Colgate-Palmolive | 44.033 |
| 16 | EPR | EPR Properties | 42.505 |
| 17 | AXP | American Express | 42.441 |
| 18 | WDAY | Workday | 42.388 |
| 19 | CMCSA | Comcast | 41.365 |
| 20 | ECL | Ecolab | 41.343 |
| 21 | FRT | Federal Realty | 40.568 |
| 22 | PEP | PepsiCo | 40.003 |
| 23 | BRK.B | Berkshire Hathaway | 36.268 |
| 24 | CE | Celanese | 35.112 |
| 25 | CCL | Carnival | 32.624 |
| 26 | ULTA | Ulta Beauty | 32.593 |
| 27 | CRWD | CrowdStrike | 31.569 |
| 28 | BMY | Bristol-Myers Squibb | 30.787 |
| 29 | EL | Estee Lauder | 29.466 |
| 30 | WEC | WEC Energy | 29.096 |
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.