TEC014因子集市技术因子高风险
形态识别因子
算法识别头肩、双底、三角形等经典形态，按历史胜率构建信号。
计算公式
Pattern = Σ(PatternType_i * HistWinRate_i)历史绩效（Top30 等权多头，月度调仓）
年化收益
9.05%
夏普比率
0.54
最大回撤
-33.63%
累计收益
137.76%
累计净值（2016-09 … 2026-08）
2016 -11.5%2017 -9.7%2018 +1.1%2019 +28.0%2020 +36.5%2021 +13.3%2022 +30.9%2023 -11.8%2024 +4.5%2025 +17.0%2026 +5.3%
当前 Top30 持仓
| # | Ticker | 公司 | 得分 |
|---|---|---|---|
| 1 | KMB | Kimberly-Clark | 1.100 |
| 2 | TGT | Target | 1.100 |
| 3 | ADP | ADP | 1.100 |
| 4 | MSFT | Microsoft | 0.620 |
| 5 | GOOGL | Alphabet | 0.620 |
| 6 | META | Meta Platforms | 0.620 |
| 7 | AAPL | Apple | 0.480 |
| 8 | AMAT | Applied Materials | 0.480 |
| 9 | MU | Micron Technology | 0.480 |
| 10 | ADI | Analog Devices | 0.480 |
| 11 | IBM | IBM | 0.480 |
| 12 | MRVL | Marvell Technology | 0.480 |
| 13 | FTNT | Fortinet | 0.480 |
| 14 | CMCSA | Comcast | 0.480 |
| 15 | VZ | Verizon | 0.480 |
| 16 | TTD | The Trade Desk | 0.480 |
| 17 | AMZN | Amazon | 0.480 |
| 18 | CCL | Carnival | 0.480 |
| 19 | YUM | Yum Brands | 0.480 |
| 20 | STZ | Constellation Brands | 0.480 |
| 21 | KHC | Kraft Heinz | 0.480 |
| 22 | UNH | UnitedHealth | 0.480 |
| 23 | DHR | Danaher | 0.480 |
| 24 | BAC | Bank of America | 0.480 |
| 25 | CB | Chubb | 0.480 |
| 26 | PNC | PNC Financial | 0.480 |
| 27 | STT | State Street | 0.480 |
| 28 | LMT | Lockheed Martin | 0.480 |
| 29 | RTX | RTX Corp | 0.480 |
| 30 | DE | Deere | 0.480 |
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。