TEC004因子集市技术因子高风险
KDJ因子
随机指标判断超买超卖，在震荡市中表现较好。
计算公式
K = SMA(RSV, 3), D = SMA(K, 3), J = 3K - 2D历史绩效（Top30 等权多头，月度调仓）
年化收益
6.62%
夏普比率
0.46
最大回撤
-30.77%
累计收益
89.77%
累计净值（2016-09 … 2026-08）
2016 -12.3%2017 -10.1%2018 -0.7%2019 +11.1%2020 +22.3%2021 +8.2%2022 +43.3%2023 -7.6%2024 -3.3%2025 +16.0%2026 +10.8%
当前 Top30 持仓
| # | Ticker | 公司 | 得分 |
|---|---|---|---|
| 1 | CMG | Chipotle Mexican Grill | 112.784 |
| 2 | PANW | Palo Alto Networks | 108.118 |
| 3 | DE | Deere | 107.905 |
| 4 | TJX | TJX Companies | 101.890 |
| 5 | BKNG | Booking Holdings | 100.084 |
| 6 | UDR | UDR | 98.452 |
| 7 | NVDA | NVIDIA | 97.672 |
| 8 | YUM | Yum Brands | 96.414 |
| 9 | EOG | EOG Resources | 96.169 |
| 10 | TDG | TransDigm | 95.647 |
| 11 | DLR | Digital Realty | 95.477 |
| 12 | C | Citigroup | 95.393 |
| 13 | ETN | Eaton | 95.099 |
| 14 | DOW | Dow | 94.960 |
| 15 | STLD | Steel Dynamics | 94.516 |
| 16 | FE | FirstEnergy | 94.383 |
| 17 | MAA | Mid-America Apartment | 93.501 |
| 18 | CHTR | Charter Communications | 92.866 |
| 19 | VALE | Vale | 92.837 |
| 20 | AVGO | Broadcom | 92.525 |
| 21 | SPGI | S&P Global | 91.583 |
| 22 | ISRG | Intuitive Surgical | 91.427 |
| 23 | AIG | American Intl Group | 91.350 |
| 24 | LNG | Cheniere Energy | 91.093 |
| 25 | STT | State Street | 90.853 |
| 26 | DDOG | Datadog | 90.689 |
| 27 | MA | Mastercard | 90.576 |
| 28 | PRU | Prudential Financial | 90.286 |
| 29 | FCX | Freeport-McMoRan | 90.236 |
| 30 | AMT | American Tower | 90.179 |
按上方公式在确定性研究面板最近月末观测（2026-08）计算的截面 Top30。
数据导出
导出包含公式、绩效统计、120 个月序列与当前持仓——本地复刻所需的一切。