TEC006Factor HubTechnical FactorsHigh
MA Deviation Factor
Stretched distances from the moving average invite a snap back to trend.
Formula
BIAS = (收盘价 - MA(N)) / MA(N) × 100Performance (Top-30 equal-weight long, monthly rebalance)
Annualized return
4.19%
Sharpe ratio
0.32
Max drawdown
-35.58%
Total return
50.80%
Cumulative performance（2016-09 … 2026-08）
2016 -6.0%2017 -1.2%2018 -6.2%2019 +8.5%2020 +32.8%2021 +9.2%2022 +34.5%2023 -16.0%2024 -14.9%2025 +4.3%2026 +9.7%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | FE | FirstEnergy | 15.352 |
| 2 | SBAC | SBA Communications | 12.587 |
| 3 | ADP | ADP | 11.682 |
| 4 | MAA | Mid-America Apartment | 11.159 |
| 5 | AIG | American Intl Group | 10.328 |
| 6 | CHTR | Charter Communications | 9.841 |
| 7 | SMCI | Super Micro Computer | 9.838 |
| 8 | PLD | Prologis | 9.168 |
| 9 | SHW | Sherwin-Williams | 8.908 |
| 10 | INTU | Intuit | 8.808 |
| 11 | AMT | American Tower | 8.460 |
| 12 | KVUE | Kenvue | 8.437 |
| 13 | CCI | Crown Castle | 8.277 |
| 14 | USB | U.S. Bancorp | 8.236 |
| 15 | STT | State Street | 8.168 |
| 16 | COP | ConocoPhillips | 7.762 |
| 17 | EIX | Edison International | 7.743 |
| 18 | AVGO | Broadcom | 7.707 |
| 19 | FTNT | Fortinet | 7.539 |
| 20 | HAL | Halliburton | 7.400 |
| 21 | FDX | FedEx | 7.387 |
| 22 | PEG | Public Service Enterprise | 7.293 |
| 23 | KMB | Kimberly-Clark | 6.958 |
| 24 | ALB | Albemarle | 6.944 |
| 25 | NOW | ServiceNow | 6.854 |
| 26 | SPGI | S&P Global | 6.552 |
| 27 | ABT | Abbott Laboratories | 6.470 |
| 28 | CI | Cigna | 6.459 |
| 29 | SNOW | Snowflake | 6.438 |
| 30 | PRU | Prudential Financial | 6.237 |
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.