TEC010因子集市技术因子高风险
CCI因子
顺势指标衡量价格偏离统计均值的程度，趋势行情中信号质量较高。
计算公式
CCI = (TP - MA(TP,N)) / (0.015 × MD(TP,N))历史绩效（Top30 等权多头，月度调仓）
年化收益
3.51%
夏普比率
0.29
最大回撤
-30.59%
累计收益
41.18%
累计净值（2016-09 … 2026-08）
2016 -10.3%2017 -8.0%2018 -4.5%2019 +3.8%2020 +22.8%2021 +3.5%2022 +39.0%2023 +2.1%2024 -10.9%2025 +6.9%2026 +0.3%
当前 Top30 持仓
| # | Ticker | 公司 | 得分 |
|---|---|---|---|
| 1 | EIX | Edison International | 285.426 |
| 2 | DLR | Digital Realty | 256.177 |
| 3 | TJX | TJX Companies | 222.885 |
| 4 | UDR | UDR | 199.719 |
| 5 | SBAC | SBA Communications | 199.374 |
| 6 | FTNT | Fortinet | 191.631 |
| 7 | DOW | Dow | 176.671 |
| 8 | VALE | Vale | 173.143 |
| 9 | AVGO | Broadcom | 168.147 |
| 10 | STT | State Street | 159.031 |
| 11 | YUM | Yum Brands | 156.936 |
| 12 | COST | Costco | 156.352 |
| 13 | USB | U.S. Bancorp | 156.025 |
| 14 | NVDA | NVIDIA | 156.022 |
| 15 | CHTR | Charter Communications | 152.281 |
| 16 | LNG | Cheniere Energy | 151.418 |
| 17 | MA | Mastercard | 149.181 |
| 18 | TGT | Target | 147.923 |
| 19 | FE | FirstEnergy | 147.174 |
| 20 | SPGI | S&P Global | 145.318 |
| 21 | MAA | Mid-America Apartment | 142.166 |
| 22 | EOG | EOG Resources | 140.528 |
| 23 | PRU | Prudential Financial | 140.141 |
| 24 | ISRG | Intuitive Surgical | 137.221 |
| 25 | AIG | American Intl Group | 135.968 |
| 26 | ADP | ADP | 135.308 |
| 27 | SMCI | Super Micro Computer | 134.222 |
| 28 | KMB | Kimberly-Clark | 133.837 |
| 29 | C | Citigroup | 133.548 |
| 30 | CCI | Crown Castle | 132.083 |
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。