TEC018Factor HubTechnical FactorsMedium
Volume Tide Factor
A volume-weighted OBV refinement that surfaces price-volume divergence.
Formula
OBVAdj = Σ(Vol_t * sign(Close_t - Close_t-1) * |ΔP_t|)Performance (Top-30 equal-weight long, monthly rebalance)
Annualized return
1.85%
Sharpe ratio
0.20
Max drawdown
-27.43%
Total return
20.16%
Cumulative performance（2016-09 … 2026-08）
2016 -0.4%2017 -6.7%2018 -9.1%2019 +11.3%2020 +25.3%2021 -2.3%2022 +23.0%2023 -12.7%2024 -3.7%2025 +1.2%2026 -0.3%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | FE | FirstEnergy | 1.000 |
| 2 | AIG | American Intl Group | 0.997 |
| 3 | MAA | Mid-America Apartment | 0.989 |
| 4 | PEG | Public Service Enterprise | 0.933 |
| 5 | PLD | Prologis | 0.900 |
| 6 | SBAC | SBA Communications | 0.892 |
| 7 | SHW | Sherwin-Williams | 0.880 |
| 8 | USB | U.S. Bancorp | 0.837 |
| 9 | AMT | American Tower | 0.830 |
| 10 | PRU | Prudential Financial | 0.800 |
| 11 | AEE | Ameren | 0.790 |
| 12 | BAC | Bank of America | 0.774 |
| 13 | ADP | ADP | 0.772 |
| 14 | KHC | Kraft Heinz | 0.763 |
| 15 | KIM | Kimco Realty | 0.759 |
| 16 | AZO | AutoZone | 0.750 |
| 17 | CI | Cigna | 0.739 |
| 18 | MDLZ | Mondelez | 0.724 |
| 19 | GE | GE Aerospace | 0.716 |
| 20 | HON | Honeywell | 0.689 |
| 21 | INTU | Intuit | 0.664 |
| 22 | SBUX | Starbucks | 0.659 |
| 23 | EIX | Edison International | 0.656 |
| 24 | FDX | FedEx | 0.654 |
| 25 | ALB | Albemarle | 0.649 |
| 26 | KVUE | Kenvue | 0.644 |
| 27 | KMI | Kinder Morgan | 0.638 |
| 28 | HAL | Halliburton | 0.637 |
| 29 | VZ | Verizon | 0.628 |
| 30 | KMB | Kimberly-Clark | 0.619 |
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.