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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

2026-09-16 · 60D window · 10D outcome

twelvedata 10515 checked / 13033 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 78 73 / 5 13 17.8% 1.05x +5.03% -6.58%
Grade C 33 31 / 2 8 25.8% 1.53x +6.69% -8.36%
Grade D 3679 3297 / 382 349 10.6% 0.63x +4.48% -5.27%
Grade F 9243 7114 / 2129 1410 19.8% 1.17x +6.32% -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 390 315 / 75 40% 2.37x 2.37x 40% · 30 checked +9.71% -6.66%
Dollar volume >= $5B + Risk not High 390 315 / 75 40% 2.37x 2.37x 40% · 30 checked +9.71% -6.66%
Technical >= 16 + Dollar volume >= $5B 237 173 / 64 26.6% 1.57x 1.54x 30% · 20 checked +7.21% -7.04%
Technical >= 16 + Dollar volume >= $5B + Risk not High 237 173 / 64 26.6% 1.57x 1.54x 30% · 20 checked +7.21% -7.04%
Money flow >= 12 + Technical >= 20 + Dollar volume >= $1B 504 431 / 73 18.6% 1.1x 1.07x 22.7% · 44 checked +5.76% -5.67%
Technical >= 20 + Dollar volume >= $1B + Risk not High 656 547 / 109 19.4% 1.15x 1.14x 21.6% · 51 checked +5.91% -5.59%
Technical >= 20 + Dollar volume >= $1B 658 549 / 109 19.3% 1.14x 1.13x 21.6% · 51 checked +5.87% -5.63%
Dollar volume >= $1B 2296 1877 / 419 26.7% 1.58x 1.62x 20.7% · 179 checked +7.72% -5.69%
Dollar volume >= $1B + Risk not High 2281 1863 / 418 26.5% 1.57x 1.6x 20.7% · 179 checked +7.68% -5.66%
Money flow >= 12 + Technical >= 16 + Dollar volume >= $1B 812 701 / 111 18.3% 1.08x 1.07x 19.7% · 66 checked +5.85% -5.71%
Money flow >= 12 + Dollar volume >= $1B 820 709 / 111 18.2% 1.08x 1.07x 19.4% · 67 checked +5.86% -5.70%
Money flow >= 12 + Dollar volume >= $1B + Risk not High 819 708 / 111 18.2% 1.08x 1.07x 19.4% · 67 checked +5.87% -5.69%
Technical >= 16 + Dollar volume >= $1B 1507 1236 / 271 21.2% 1.25x 1.27x 19.2% · 120 checked +6.36% -5.61%
Technical >= 16 + Dollar volume >= $1B + Risk not High 1503 1232 / 271 21.1% 1.25x 1.26x 19.2% · 120 checked +6.36% -5.59%
5D momentum v2 >= 20 + Money flow >= 14 + Dollar volume >= $1B 153 135 / 18 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 111 104 / 7 21 20.2% 1.2x 12.5% · 8 checked +5.53% -7.11%
5D momentum v2 >= 30 277 261 / 16 39 14.9% 0.88x 11.1% · 9 checked +5.33% -6.50%
Technical >= 20 + money flow >= 12 2813 2574 / 239 316 12.3% 0.73x 8.5% · 213 checked +4.89% -5.22%
Money flow >= 14 + momentum v2 >= 30 151 141 / 10 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
No latest-snapshot candidates matched high-lift rules yet.

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score < 90 12668 10171 / 2497 1740 17.1% 1.01x +5.77% -4.95%
Score 90-109 352 331 / 21 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 71 66 / 5 14 21.2% 1.25x +5.83% -5.78%
5D momentum v2 < 20 12170 9723 / 2447 1684 17.3% 1.02x +5.80% -4.88%
5D momentum v2 30-39 206 195 / 11 25 12.8% 0.76x +5.15% -6.75%
5D momentum v2 20-29 586 531 / 55 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 390 315 / 75 126 40% 2.37x +9.71% -6.66%
Dollar volume $1B-$5B 1906 1562 / 344 376 24.1% 1.43x +7.32% -5.49%
Dollar volume $250M-$1B 6343 5149 / 1194 802 15.6% 0.92x +5.56% -4.85%
Dollar volume < $250M 4394 3489 / 905 476 13.6% 0.8x +4.92% -4.78%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 473 422 / 51 154 36.5% 2.16x +11.03% -7.31%
Elevated 3940 3321 / 619 1025 30.9% 1.83x +8.41% -5.82%
Medium 8295 6549 / 1746 601 9.2% 0.54x +4.16% -4.44%
Low 325 223 / 102 0 0% 0x +2.17% -3.69%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 1924 1554 / 370 619 39.8% 2.36x +10.29% -7.36%
Communication Services 573 456 / 117 99 21.7% 1.28x +6.51% -4.47%
Materials 676 546 / 130 99 18.1% 1.07x +5.93% -4.90%
Energy 546 441 / 105 79 17.9% 1.06x +6.01% -3.80%
Health Care 1533 1238 / 295 213 17.2% 1.02x +6.65% -3.96%
Consumer Discretionary 1222 987 / 235 169 17.1% 1.01x +5.41% -5.33%
Industrials 2080 1680 / 400 251 14.9% 0.88x +4.90% -5.35%
Consumer Staples 909 734 / 175 65 8.9% 0.53x +4.58% -5.06%
Financials 1976 1596 / 380 141 8.8% 0.52x +4.29% -3.55%
Real Estate 788 632 / 156 28 4.4% 0.26x +2.99% -4.67%
Utilities 806 651 / 155 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.