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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

2026-09-17 · 60D window · 10D outcome

twelvedata 10515 checked / 13532 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 16.9%
Boom count 1780
Avg max runup +5.73%
Avg drawdown -4.98%

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 82 73 / 9 13 17.8% 1.05x +5.03% -6.58%
Grade C 35 31 / 4 8 25.8% 1.53x +6.69% -8.36%
Grade D 3799 3354 / 445 357 10.6% 0.63x +4.49% -5.27%
Grade F 9616 7057 / 2559 1402 19.9% 1.18x +6.33% -4.81%

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 85

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Dollar volume >= $5B 404 315 / 89 40% 2.37x 2.37x 40% · 30 checked +9.71% -6.66%
Dollar volume >= $5B + Risk not High 404 315 / 89 40% 2.37x 2.37x 40% · 30 checked +9.71% -6.66%
Technical >= 16 + Dollar volume >= $5B 250 173 / 77 26.6% 1.57x 1.54x 30% · 20 checked +7.21% -7.04%
Technical >= 16 + Dollar volume >= $5B + Risk not High 250 173 / 77 26.6% 1.57x 1.54x 30% · 20 checked +7.21% -7.04%
Money flow >= 12 + Technical >= 20 + Dollar volume >= $1B 520 431 / 89 18.6% 1.1x 1.07x 22.7% · 44 checked +5.76% -5.67%
Technical >= 20 + Dollar volume >= $1B + Risk not High 680 547 / 133 19.4% 1.15x 1.14x 21.6% · 51 checked +5.91% -5.59%
Technical >= 20 + Dollar volume >= $1B 682 549 / 133 19.3% 1.14x 1.13x 21.6% · 51 checked +5.87% -5.63%
Dollar volume >= $1B 2394 1877 / 517 26.7% 1.58x 1.62x 20.7% · 179 checked +7.72% -5.69%
Dollar volume >= $1B + Risk not High 2378 1863 / 515 26.5% 1.57x 1.6x 20.7% · 179 checked +7.68% -5.66%
Money flow >= 12 + Technical >= 16 + Dollar volume >= $1B 833 701 / 132 18.3% 1.08x 1.07x 19.7% · 66 checked +5.85% -5.71%
Money flow >= 12 + Dollar volume >= $1B 841 709 / 132 18.2% 1.08x 1.07x 19.4% · 67 checked +5.86% -5.70%
Money flow >= 12 + Dollar volume >= $1B + Risk not High 839 708 / 131 18.2% 1.08x 1.07x 19.4% · 67 checked +5.87% -5.69%
Technical >= 16 + Dollar volume >= $1B 1569 1236 / 333 21.2% 1.25x 1.27x 19.2% · 120 checked +6.36% -5.61%
Technical >= 16 + Dollar volume >= $1B + Risk not High 1564 1232 / 332 21.1% 1.25x 1.26x 19.2% · 120 checked +6.36% -5.59%
5D momentum v2 >= 20 + Money flow >= 14 + Dollar volume >= $1B 159 135 / 24 12.6% 0.75x 0.72x 18.2% · 11 checked +4.34% -6.72%

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 117 104 / 13 21 20.2% 1.2x 12.5% · 8 checked +5.53% -7.11%
5D momentum v2 >= 30 286 261 / 25 39 14.9% 0.88x 11.1% · 9 checked +5.33% -6.50%
Technical >= 20 + money flow >= 12 2857 2574 / 283 316 12.3% 0.73x 8.5% · 213 checked +4.89% -5.22%
Money flow >= 14 + momentum v2 >= 30 158 141 / 17 15 10.6% 0.63x 12.5% · 8 checked +4.51% -6.68%

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.TMO Thermo Fisher Scientific B 68.4 101.9 68.9/110 · 33/50 Low
Money flow S · Technical A · lift 1.2x n=104 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.CRWD CrowdStrike B 64.5 94.6 58.6/110 · 36/50 Elevated
Money flow A · Technical A · lift 1.2x n=104 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.AMD Advanced Micro Devices B 64.1 94.2 61.2/110 · 33/50 Elevated
Money flow A · lift 1.2x · Elevated risk n=104 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.INTC Intel B 64.9 93.6 58.6/110 · 35/50 Elevated
Money flow S · lift 1.2x · Elevated risk n=104 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.GNRC Generac C 62.7 88.1 55.1/110 · 33/50 Elevated
Technical A · lift 1.2x · Elevated risk n=104 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.DELL Dell Technologies C 61.5 86.3 54.3/110 · 32/50 Elevated
lift 1.2x · Elevated risk n=104 · 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 13159 10171 / 2988 1740 17.1% 1.01x +5.77% -4.95%
Score 90-109 360 331 / 29 38 11.5% 0.68x +4.80% -6.01%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 72 66 / 6 14 21.2% 1.25x +5.83% -5.78%
5D momentum v2 < 20 12651 9723 / 2928 1684 17.3% 1.02x +5.80% -4.88%
5D momentum v2 30-39 214 195 / 19 25 12.8% 0.76x +5.15% -6.75%
5D momentum v2 20-29 595 531 / 64 57 10.7% 0.63x +4.78% -6.01%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 404 315 / 89 126 40% 2.37x +9.71% -6.66%
Dollar volume $1B-$5B 1990 1562 / 428 376 24.1% 1.43x +7.32% -5.49%
Dollar volume $250M-$1B 6589 5149 / 1440 802 15.6% 0.92x +5.56% -4.85%
Dollar volume < $250M 4549 3489 / 1060 476 13.6% 0.8x +4.92% -4.78%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 483 422 / 61 154 36.5% 2.16x +11.03% -7.31%
Elevated 4074 3321 / 753 1025 30.9% 1.83x +8.41% -5.82%
Medium 8631 6549 / 2082 601 9.2% 0.54x +4.16% -4.44%
Low 344 223 / 121 0 0% 0x +2.17% -3.69%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 1998 1554 / 444 619 39.8% 2.36x +10.29% -7.36%
Communication Services 594 456 / 138 99 21.7% 1.28x +6.51% -4.47%
Materials 702 546 / 156 99 18.1% 1.07x +5.93% -4.90%
Energy 567 441 / 126 79 17.9% 1.06x +6.01% -3.80%
Health Care 1592 1238 / 354 213 17.2% 1.02x +6.65% -3.96%
Consumer Discretionary 1269 987 / 282 169 17.1% 1.01x +5.41% -5.33%
Industrials 2160 1680 / 480 251 14.9% 0.88x +4.90% -5.35%
Consumer Staples 944 734 / 210 65 8.9% 0.53x +4.58% -5.06%
Financials 2052 1596 / 456 141 8.8% 0.52x +4.29% -3.55%
Real Estate 817 632 / 185 28 4.4% 0.26x +2.99% -4.67%
Utilities 837 651 / 186 17 2.6% 0.15x +2.38% -4.71%

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