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Factor study

Find repeatable boom factors while data accumulates.

Track score, momentum, volume, risk, and sector buckets against future runup labels over rolling archived snapshots.

Showing the latest cached panel snapshot. Current filters differ from the precomputed defaults.

Factor study

2026-09-21 · 60D window · 10D outcome

twelvedata 9511 checked / 13027 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 14.4%
Boom count 1366
Avg max runup +5.20%
Avg drawdown -5.01%

Boom labels

boom_5d
5D max runup >= +8%
boom_10d
10D max runup >= +10%
boom_20d
20D max runup >= +15%

Setup grade

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Grade B 107 89 / 18 19 21.3% 1.48x +5.76% -6.36%
Grade D 3611 3127 / 484 303 9.7% 0.67x +4.18% -5.39%
Grade F 9292 6281 / 3011 1042 16.6% 1.15x +5.71% -4.78%

Best combinations

Auto-searches 1–3 factor AND rules from bucket cut-points. Ranked by validation lift, then train lift, then sample size.

Searched 481 Kept 58

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Dollar volume >= $5B 413 290 / 123 40.7% 2.83x 2.85x 33.3% · 15 checked +9.78% -5.53%
Dollar volume >= $5B + Risk not High 413 290 / 123 40.7% 2.83x 2.85x 33.3% · 15 checked +9.78% -5.53%
Technical >= 16 + Dollar volume >= $5B 274 164 / 110 26.8% 1.86x 1.83x 33.3% · 12 checked +6.97% -6.49%
Technical >= 16 + Dollar volume >= $5B + Risk not High 274 164 / 110 26.8% 1.86x 1.83x 33.3% · 12 checked +6.97% -6.49%
5D momentum v2 >= 20 + Technical >= 16 + Dollar volume >= $250M 751 638 / 113 13% 0.9x 0.89x 27.3% · 11 checked +4.95% -6.27%
5D momentum v2 >= 20 + Dollar volume >= $250M 757 642 / 115 12.9% 0.9x 0.88x 27.3% · 11 checked +4.96% -6.26%
5D momentum v2 >= 20 + Dollar volume >= $250M + Risk not High 742 629 / 113 12.9% 0.9x 0.88x 27.3% · 11 checked +4.93% -6.21%
Dollar volume >= $1B 2434 1718 / 716 26.3% 1.83x 1.83x 25.3% · 79 checked +7.60% -5.25%
Dollar volume >= $1B + Risk not High 2422 1707 / 715 26.1% 1.81x 1.82x 24.4% · 78 checked +7.58% -5.24%
5D momentum v2 >= 20 873 752 / 121 12.8% 0.89x 0.88x 20% · 15 checked +4.91% -6.19%
5D momentum v2 >= 20 + Technical >= 16 867 748 / 119 12.8% 0.89x 0.88x 20% · 15 checked +4.91% -6.20%
5D momentum v2 >= 20 + Risk not High 857 738 / 119 12.7% 0.88x 0.88x 20% · 15 checked +4.89% -6.15%
5D momentum v2 >= 20 + Technical >= 16 + Risk not High 853 735 / 118 12.8% 0.89x 0.88x 20% · 15 checked +4.89% -6.15%
5D momentum v2 >= 20 + Technical >= 20 + Dollar volume >= $250M 644 538 / 106 12.8% 0.89x 0.88x 20% · 10 checked +4.97% -6.11%
Technical >= 16 + Dollar volume >= $1B 1609 1151 / 458 20.2% 1.4x 1.41x 19.6% · 51 checked +6.13% -5.53%

Rule candidates

Sorted by lift vs universe baseline. Validation columns show the same rule over the most recent study window slice.

Rule Total Checked / Pending Boom Boom rate Lift Validation Avg runup Avg drawdown
Momentum v2 >= 30 + dollar volume >= $1B 124 103 / 21 21 20.4% 1.42x 33.3% · 3 checked +5.37% -7.21%
5D momentum v2 >= 30 287 253 / 34 39 15.4% 1.07x 16.7% · 6 checked +5.22% -6.62%
Money flow >= 14 + momentum v2 >= 30 159 139 / 20 16 11.5% 0.8x 33.3% · 3 checked +4.46% -6.86%
Technical >= 20 + money flow >= 12 2679 2374 / 305 266 11.2% 0.78x 6.6% · 76 checked +4.62% -5.30%

Latest snapshot candidates

Stocks from the latest selected snapshot that match high-lift rules in the current study window.

Symbol Setup grade Score Evidence Matched rules
US.AMD Advanced Micro Devices B 72.3 111.9 67.9/110 · 44/50 Medium
Money flow S · Total A · lift 1.42x n=103 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.WBD Warner Bros. Discovery B 70.4 104.6 63.6/110 · 41/50 Medium
Technical S · Momentum A · lift 1.42x n=103 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.META Meta Platforms B 66.2 102.5 61.5/110 · 41/50 Elevated
Momentum A · Money flow A · lift 1.42x n=103 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.INTC Intel B 65.4 99.5 57.5/110 · 42/50 Elevated
Momentum A · Technical A · lift 1.42x n=103 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.COHR Coherent Corp. B 65.4 95 63/110 · 32/50 Elevated
Money flow A · Technical A · lift 1.42x n=103 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.MU Micron Technology B 68.1 94.9 63.9/110 · 31/50 Medium
Technical S · lift 1.42x · Validation not confirmed n=103 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.QCOM Qualcomm B 64.3 93.1 58.1/110 · 35/50 Elevated
Technical A · lift 1.42x · Elevated risk n=103 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.MRNA Moderna B 65.4 90.7 58.7/110 · 32/50 Elevated
Money flow A · Technical A · lift 1.42x n=103 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.MRVL Marvell Technology C 62.6 86 55/110 · 31/50 Elevated
lift 1.42x · Elevated risk n=103 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score < 90 12657 9179 / 3478 1326 14.4% 1x +5.22% -4.97%
Score 90-109 359 322 / 37 38 11.8% 0.82x +4.70% -6.02%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 74 65 / 9 15 23.1% 1.6x +5.84% -6.12%
5D momentum v2 < 20 12154 8759 / 3395 1270 14.5% 1.01x +5.23% -4.91%
5D momentum v2 30-39 213 188 / 25 24 12.8% 0.89x +5.01% -6.80%
5D momentum v2 20-29 586 499 / 87 57 11.4% 0.79x +4.75% -5.97%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 413 290 / 123 118 40.7% 2.83x +9.78% -5.53%
Dollar volume $1B-$5B 2021 1428 / 593 334 23.4% 1.62x +7.16% -5.19%
Dollar volume $250M-$1B 6399 4657 / 1742 604 13% 0.9x +5.07% -4.96%
Dollar volume < $250M 4194 3136 / 1058 310 9.9% 0.69x +4.09% -4.95%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 439 364 / 75 131 36% 2.5x +11.03% -6.83%
Elevated 3793 2926 / 867 838 28.6% 1.99x +8.06% -5.57%
Medium 8420 6002 / 2418 397 6.6% 0.46x +3.58% -4.67%
Low 375 219 / 156 0 0% 0x +1.83% -3.77%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 1924 1406 / 518 536 38.1% 2.65x +9.92% -6.76%
Communication Services 571 412 / 159 88 21.4% 1.49x +6.34% -4.31%
Energy 546 399 / 147 73 18.3% 1.27x +6.13% -3.74%
Materials 676 494 / 182 74 15% 1.04x +5.18% -5.07%
Health Care 1533 1120 / 413 143 12.8% 0.89x +5.94% -4.22%
Consumer Discretionary 1222 893 / 329 113 12.7% 0.88x +4.58% -5.60%
Industrials 2080 1520 / 560 169 11.1% 0.77x +4.18% -5.37%
Consumer Staples 909 664 / 245 50 7.5% 0.52x +4.16% -5.16%
Financials 1976 1444 / 532 91 6.3% 0.44x +3.74% -3.76%
Utilities 806 589 / 217 15 2.5% 0.17x +2.14% -4.70%
Real Estate 784 570 / 214 14 2.5% 0.17x +2.49% -4.96%

Factor study is observational and uses archived market data only. It helps evaluate model quality, not predict or recommend trades.