TEC013Factor HubTechnical FactorsMedium
Support-Resistance Factor
Maps volume-heavy price zones, scoring room-to-support versus distance-to-resistance.
Formula
SR = (Price - Support) / (Resistance - Support)Performance (Top-30 equal-weight long, monthly rebalance)
Annualized return
2.81%
Sharpe ratio
0.25
Max drawdown
-30.45%
Total return
31.99%
Cumulative performance（2016-09 … 2026-08）
2016 -2.2%2017 -4.4%2018 -18.9%2019 +10.8%2020 +23.3%2021 +5.6%2022 +26.5%2023 -11.8%2024 -2.0%2025 +3.6%2026 +6.6%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | TDG | TransDigm | 0.985 |
| 2 | PEG | Public Service Enterprise | 0.978 |
| 3 | MAA | Mid-America Apartment | 0.977 |
| 4 | VZ | Verizon | 0.969 |
| 5 | LNG | Cheniere Energy | 0.969 |
| 6 | ISRG | Intuitive Surgical | 0.969 |
| 7 | CHTR | Charter Communications | 0.968 |
| 8 | FE | FirstEnergy | 0.968 |
| 9 | UDR | UDR | 0.964 |
| 10 | PLD | Prologis | 0.958 |
| 11 | FDX | FedEx | 0.957 |
| 12 | AMT | American Tower | 0.956 |
| 13 | YUM | Yum Brands | 0.956 |
| 14 | TJX | TJX Companies | 0.955 |
| 15 | KVUE | Kenvue | 0.954 |
| 16 | ABT | Abbott Laboratories | 0.953 |
| 17 | PPG | PPG Industries | 0.953 |
| 18 | PRU | Prudential Financial | 0.950 |
| 19 | GD | General Dynamics | 0.949 |
| 20 | SHW | Sherwin-Williams | 0.949 |
| 21 | USB | U.S. Bancorp | 0.947 |
| 22 | MA | Mastercard | 0.946 |
| 23 | PFE | Pfizer | 0.943 |
| 24 | SBAC | SBA Communications | 0.940 |
| 25 | AIG | American Intl Group | 0.939 |
| 26 | RIO | Rio Tinto | 0.936 |
| 27 | CCI | Crown Castle | 0.933 |
| 28 | VALE | Vale | 0.931 |
| 29 | INTU | Intuit | 0.929 |
| 30 | NKE | Nike | 0.929 |
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.