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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.

Factor study

2026-06-22 · 60D window · 10D outcome

twelvedata 15562 checked / 20591 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 17%
Boom count 2641
Avg max runup +6.32%
Avg drawdown -4.97%

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 A 303 267 / 36 101 37.8% 2.22x +11.46% -8.72%
Grade B 311 245 / 66 54 22% 1.29x +7.23% -5.71%
Grade D 5723 4059 / 1664 561 13.8% 0.81x +5.80% -5.24%
Grade F 14246 10984 / 3262 1922 17.5% 1.03x +6.37% -4.76%

Best combinations

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

Searched 0 Kept 0

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
No combination cleared min sample and validation filters yet.

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 332 285 / 47 107 37.5% 2.21x 21.7% · 23 checked +11.32% -9.04%
Money flow >= 14 + momentum v2 >= 30 422 370 / 52 124 33.5% 1.97x 13.9% · 36 checked +10.30% -7.38%
5D momentum v2 >= 30 622 519 / 103 158 30.4% 1.79x 11.4% · 44 checked +9.46% -7.35%
Technical >= 20 + money flow >= 12 4741 3475 / 1266 706 20.3% 1.19x 14% · 456 checked +7.28% -5.52%

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.CAT Caterpillar Inc. A 81.2 94.7 62.7/110 · 32/50 Elevated
Money flow A · lift 2.21x · Elevated risk n=285 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.TER Teradyne A 81.9 94 63/110 · 31/50 Elevated
Money flow S · Technical A · lift 2.21x n=285 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.ETN Eaton Corporation A 81 92.3 61.3/110 · 31/50 Elevated
Money flow A · lift 2.21x · Elevated risk n=285 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.GEV GE Vernova A 79.1 89 59/110 · 30/50 Elevated
Money flow A · lift 2.21x · Elevated risk n=285 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.GLW Corning Inc. A 79.4 93.4 59.4/110 · 34/50 Elevated
Technical A · lift 2.21x · Elevated risk n=285 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.VRT Vertiv A 80.2 92.2 57.2/110 · 35/50 Elevated
Technical A · lift 2.21x · Elevated risk n=285 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.MU Micron Technology A 78.5 90.7 57.7/110 · 33/50 Elevated
Technical A · lift 2.21x · Elevated risk n=285 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.Q Qnity Electronics B 72 98.4 61.4/110 · 37/50 Elevated
Money flow A · Technical A · lift 1.97x n=370 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.LRCX Lam Research B 77.1 94 61/110 · 33/50 Elevated
lift 2.21x · Elevated risk n=285 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.TXN Texas Instruments B 77.8 90.2 60.2/110 · 30/50 Elevated
lift 2.21x · Elevated risk n=285 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.AMAT Applied Materials B 75.6 85.7 54.7/110 · 31/50 Elevated
lift 2.21x · Elevated risk n=285 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.SMCI Supermicro B 68.7 77.7 47.7/110 · 30/50 Elevated
lift 2.21x · Elevated risk n=285 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.GNRC Generac B 69.6 93.5 60.5/110 · 33/50 Elevated
Technical A · lift 1.79x · Elevated risk n=519 · validation watch
5D momentum v2 >= 30
US.DLR Digital Realty B 70.2 90.4 59.4/110 · 31/50 Medium
Technical A · lift 1.79x · Validation not confirmed n=519 · validation watch
5D momentum v2 >= 30

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score 90-109 667 564 / 103 159 28.2% 1.66x +9.08% -6.76%
Score < 90 19915 14989 / 4926 2479 16.5% 0.97x +6.21% -4.91%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 161 151 / 10 53 35.1% 2.06x +10.48% -8.46%
5D momentum v2 30-39 461 368 / 93 105 28.5% 1.68x +9.05% -6.89%
5D momentum v2 20-29 1118 806 / 312 200 24.8% 1.46x +8.29% -6.47%
5D momentum v2 < 20 18851 14237 / 4614 2283 16% 0.94x +6.10% -4.80%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 733 535 / 198 207 38.7% 2.28x +12.31% -7.06%
Dollar volume $1B-$5B 3270 2414 / 856 677 28% 1.65x +8.56% -5.83%
Dollar volume $250M-$1B 10213 7704 / 2509 1116 14.5% 0.85x +5.77% -4.94%
Dollar volume < $250M 6375 4909 / 1466 641 13.1% 0.77x +5.43% -4.39%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 782 515 / 267 241 46.8% 2.75x +11.93% -7.39%
Elevated 6676 5050 / 1626 1581 31.3% 1.84x +9.22% -6.34%
Medium 12648 9634 / 3014 804 8.3% 0.49x +4.60% -4.18%
Low 485 363 / 122 15 4.1% 0.24x +3.60% -3.70%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 3034 2294 / 740 1109 48.3% 2.84x +13.70% -7.00%
Health Care 2419 1829 / 590 337 18.4% 1.08x +6.31% -4.65%
Consumer Discretionary 1927 1457 / 470 246 16.9% 0.99x +6.08% -5.62%
Materials 1066 806 / 260 132 16.4% 0.96x +5.51% -5.74%
Industrials 3248 2449 / 799 308 12.6% 0.74x +5.24% -4.72%
Consumer Staples 1435 1085 / 350 128 11.8% 0.69x +5.15% -4.16%
Financials 3116 2356 / 760 195 8.3% 0.49x +4.56% -4.11%
Communication Services 943 713 / 230 57 8% 0.47x +4.22% -5.32%
Energy 861 651 / 210 50 7.7% 0.45x +4.66% -5.58%
Real Estate 1271 961 / 310 51 5.3% 0.31x +4.22% -3.14%
Utilities 1271 961 / 310 28 2.9% 0.17x +2.96% -3.99%

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