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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

2026-09-15 · 60D window · 10D outcome

twelvedata 10516 checked / 12532 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 3627 3297 / 330 349 10.6% 0.63x +4.48% -5.27%
Grade F 8794 7115 / 1679 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 106

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Dollar volume >= $5B 376 315 / 61 40% 2.37x 2.35x 41.9% · 43 checked +9.71% -6.66%
Dollar volume >= $5B + Risk not High 376 315 / 61 40% 2.37x 2.35x 41.9% · 43 checked +9.71% -6.66%
Technical >= 16 + Dollar volume >= $5B 226 173 / 53 26.6% 1.57x 1.47x 35.7% · 28 checked +7.21% -7.04%
Technical >= 16 + Dollar volume >= $5B + Risk not High 226 173 / 53 26.6% 1.57x 1.47x 35.7% · 28 checked +7.21% -7.04%
Money flow >= 12 + Technical >= 16 + Dollar volume >= $5B 124 96 / 28 22.9% 1.36x 1.36x 23.1% · 13 checked +6.77% -7.44%
Money flow >= 12 + Dollar volume >= $5B 126 98 / 28 22.4% 1.33x 1.33x 23.1% · 13 checked +6.74% -7.43%
Money flow >= 12 + Dollar volume >= $5B + Risk not High 126 98 / 28 22.4% 1.33x 1.33x 23.1% · 13 checked +6.74% -7.43%
Technical >= 20 + Dollar volume >= $1B + Risk not High 642 547 / 95 19.4% 1.15x 1.12x 22.7% · 75 checked +5.91% -5.59%
Technical >= 20 + Dollar volume >= $1B 644 549 / 95 19.3% 1.14x 1.11x 22.7% · 75 checked +5.87% -5.63%
Money flow >= 12 + Technical >= 20 + Dollar volume >= $1B 491 431 / 60 18.6% 1.1x 1.07x 21.9% · 64 checked +5.76% -5.67%
Dollar volume >= $1B 2215 1877 / 338 26.7% 1.58x 1.63x 21.3% · 253 checked +7.72% -5.69%
Dollar volume >= $1B + Risk not High 2200 1863 / 337 26.5% 1.57x 1.62x 21.3% · 253 checked +7.68% -5.66%
Technical >= 16 + Dollar volume >= $1B 1463 1236 / 227 21.2% 1.25x 1.26x 20.8% · 168 checked +6.36% -5.61%
Technical >= 16 + Dollar volume >= $1B + Risk not High 1459 1232 / 227 21.1% 1.25x 1.25x 20.8% · 168 checked +6.36% -5.59%
Money flow >= 12 + Technical >= 16 + Dollar volume >= $1B 790 701 / 89 18.3% 1.08x 1.07x 19.8% · 96 checked +5.85% -5.71%

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 >= 30 276 261 / 15 39 14.9% 0.88x 10% · 10 checked +5.33% -6.50%
Technical >= 20 + money flow >= 12 2775 2574 / 201 316 12.3% 0.73x 7.6% · 340 checked +4.89% -5.22%
Money flow >= 14 + momentum v2 >= 30 150 141 / 9 15 10.6% 0.63x 11.1% · 9 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 12169 10172 / 1997 1740 17.1% 1.01x +5.77% -4.95%
Score 90-109 350 331 / 19 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 70 66 / 4 14 21.2% 1.25x +5.83% -5.78%
5D momentum v2 < 20 11678 9724 / 1954 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 20-29 578 531 / 47 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 376 315 / 61 126 40% 2.37x +9.71% -6.66%
Dollar volume $1B-$5B 1839 1562 / 277 376 24.1% 1.43x +7.32% -5.49%
Dollar volume $250M-$1B 6102 5150 / 952 802 15.6% 0.92x +5.56% -4.86%
Dollar volume < $250M 4215 3489 / 726 476 13.6% 0.8x +4.92% -4.78%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 460 423 / 37 154 36.4% 2.15x +11.02% -7.32%
Elevated 3807 3321 / 486 1025 30.9% 1.83x +8.41% -5.82%
Medium 7958 6549 / 1409 601 9.2% 0.54x +4.16% -4.44%
Low 307 223 / 84 0 0% 0x +2.17% -3.69%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 1850 1554 / 296 619 39.8% 2.36x +10.29% -7.36%
Communication Services 552 457 / 95 99 21.7% 1.28x +6.51% -4.48%
Materials 650 546 / 104 99 18.1% 1.07x +5.93% -4.90%
Energy 525 441 / 84 79 17.9% 1.06x +6.01% -3.80%
Health Care 1474 1238 / 236 213 17.2% 1.02x +6.65% -3.96%
Consumer Discretionary 1175 987 / 188 169 17.1% 1.01x +5.41% -5.33%
Industrials 2000 1680 / 320 251 14.9% 0.88x +4.90% -5.35%
Consumer Staples 874 734 / 140 65 8.9% 0.53x +4.58% -5.06%
Financials 1900 1596 / 304 141 8.8% 0.52x +4.29% -3.55%
Real Estate 757 632 / 125 28 4.4% 0.26x +2.99% -4.67%
Utilities 775 651 / 124 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.