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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

2026-09-18 · 60D window · 10D outcome

twelvedata 11016 checked / 14033 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 16.4%
Boom count 1810
Avg max runup +5.59%
Avg drawdown -5.06%

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 94 86 / 8 18 20.9% 1.27x +5.71% -6.28%
Grade C 25 21 / 4 4 19% 1.16x +4.70% -10.75%
Grade D 3932 3516 / 416 373 10.6% 0.65x +4.42% -5.32%
Grade F 9982 7393 / 2589 1415 19.1% 1.16x +6.14% -4.90%

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 108

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Dollar volume >= $5B 438 330 / 108 39.7% 2.42x 2.46x 33.3% · 30 checked +9.61% -6.60%
Dollar volume >= $5B + Risk not High 438 330 / 108 39.7% 2.42x 2.46x 33.3% · 30 checked +9.61% -6.60%
Technical >= 16 + Dollar volume >= $5B 280 185 / 95 27% 1.65x 1.63x 28.6% · 21 checked +7.18% -6.97%
Technical >= 16 + Dollar volume >= $5B + Risk not High 280 185 / 95 27% 1.65x 1.63x 28.6% · 21 checked +7.18% -6.97%
5D momentum v2 >= 20 + Money flow >= 14 + Dollar volume >= $1B 167 139 / 28 12.9% 0.79x 0.71x 27.3% · 11 checked +4.35% -6.77%
5D momentum v2 >= 20 + Technical >= 16 + Dollar volume >= $1B 305 244 / 61 16.8% 1.02x 0.99x 26.7% · 15 checked +5.52% -7.18%
5D momentum v2 >= 20 + Dollar volume >= $1B + Risk not High 305 244 / 61 16.8% 1.02x 0.99x 26.7% · 15 checked +5.57% -7.12%
5D momentum v2 >= 20 + Dollar volume >= $1B 306 245 / 61 16.7% 1.02x 0.98x 26.7% · 15 checked +5.53% -7.17%
Money flow >= 12 + Technical >= 16 + Dollar volume >= $5B 150 103 / 47 23.3% 1.42x 1.42x 23.1% · 13 checked +6.65% -7.42%
Money flow >= 12 + Dollar volume >= $5B 152 105 / 47 22.9% 1.4x 1.39x 23.1% · 13 checked +6.62% -7.41%
Money flow >= 12 + Dollar volume >= $5B + Risk not High 152 105 / 47 22.9% 1.4x 1.39x 23.1% · 13 checked +6.62% -7.41%
Money flow >= 14 + Dollar volume >= $1B 497 417 / 80 15.8% 0.96x 0.93x 22.2% · 36 checked +5.11% -5.72%
Money flow >= 14 + Dollar volume >= $1B + Risk not High 496 417 / 79 15.8% 0.96x 0.93x 22.2% · 36 checked +5.11% -5.72%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $1B 494 414 / 80 15.9% 0.97x 0.93x 22.2% · 36 checked +5.11% -5.74%
Dollar volume >= $1B 2587 1956 / 631 26.7% 1.63x 1.66x 21.7% · 189 checked +7.64% -5.70%

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 119 107 / 12 22 20.6% 1.26x 25% · 8 checked +5.52% -7.16%
5D momentum v2 >= 30 289 267 / 22 40 15% 0.91x 16.7% · 12 checked +5.28% -6.52%
Technical >= 20 + money flow >= 12 2904 2650 / 254 321 12.1% 0.74x 7% · 172 checked +4.82% -5.29%
Money flow >= 14 + momentum v2 >= 30 159 144 / 15 16 11.1% 0.68x 25% · 8 checked +4.53% -6.73%

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.MPC Marathon Petroleum B 64.6 96.3 64.3/110 · 32/50 Medium
Technical A · lift 1.26x · Validation not confirmed n=107 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.AMD Advanced Micro Devices B 64.4 94.9 63.9/110 · 31/50 Elevated
Money flow S · lift 1.26x · Elevated risk n=107 · 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 13657 10665 / 2992 1769 16.6% 1.01x +5.61% -5.02%
Score 90-109 363 338 / 25 39 11.5% 0.7x +4.76% -6.04%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 72 68 / 4 15 22.1% 1.35x +5.89% -5.91%
5D momentum v2 < 20 13131 10209 / 2922 1711 16.8% 1.02x +5.64% -4.97%
5D momentum v2 30-39 217 199 / 18 25 12.6% 0.77x +5.07% -6.73%
5D momentum v2 20-29 613 540 / 73 59 10.9% 0.66x +4.76% -6.02%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 438 330 / 108 131 39.7% 2.42x +9.61% -6.60%
Dollar volume $1B-$5B 2149 1626 / 523 391 24% 1.46x +7.24% -5.52%
Dollar volume $250M-$1B 6869 5376 / 1493 808 15% 0.91x +5.42% -4.94%
Dollar volume < $250M 4577 3684 / 893 480 13% 0.79x +4.75% -4.88%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 492 429 / 63 156 36.4% 2.22x +10.96% -7.32%
Elevated 4183 3441 / 742 1050 30.5% 1.86x +8.30% -5.89%
Medium 8977 6905 / 2072 604 8.7% 0.53x +4.02% -4.54%
Low 381 241 / 140 0 0% 0x +2.07% -3.75%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2072 1628 / 444 643 39.5% 2.41x +10.15% -7.30%
Communication Services 616 478 / 138 101 21.1% 1.29x +6.34% -4.59%
Energy 588 462 / 126 81 17.5% 1.07x +5.96% -3.87%
Materials 728 572 / 156 99 17.3% 1.05x +5.73% -4.98%
Health Care 1651 1297 / 354 214 16.5% 1.01x +6.43% -4.12%
Consumer Discretionary 1316 1034 / 282 169 16.3% 0.99x +5.22% -5.46%
Industrials 2240 1760 / 480 252 14.3% 0.87x +4.78% -5.37%
Consumer Staples 979 769 / 210 65 8.5% 0.52x +4.45% -5.12%
Financials 2128 1672 / 456 141 8.4% 0.51x +4.11% -3.74%
Real Estate 847 662 / 185 28 4.2% 0.26x +2.90% -4.75%
Utilities 868 682 / 186 17 2.5% 0.15x +2.36% -4.71%

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