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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

2026-06-24 · 60D window · 10D outcome

twelvedata 15563 checked / 20592 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 17.1%
Boom count 2658
Avg max runup +6.42%
Avg drawdown -4.96%

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 42 41 / 1 7 17.1% 1x +7.92% -6.52%
Grade B 549 453 / 96 142 31.3% 1.83x +9.35% -7.30%
Grade D 5752 4098 / 1654 554 13.5% 0.79x +5.77% -5.19%
Grade F 14239 10964 / 3275 1952 17.8% 1.04x +6.53% -4.77%

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 310 261 / 49 101 38.7% 2.26x 10% · 10 checked +11.45% -9.19%
Money flow >= 14 + momentum v2 >= 30 413 363 / 50 122 33.6% 1.96x 3.8% · 26 checked +10.21% -7.33%
5D momentum v2 >= 30 601 501 / 100 152 30.3% 1.77x 5% · 40 checked +9.27% -7.31%
Technical >= 20 + money flow >= 12 4760 3468 / 1292 676 19.5% 1.14x 10.4% · 442 checked +7.12% -5.55%

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.UAL United Airlines Holdings B 75.6 98.5 58.5/110 · 40/50 Elevated
Momentum A · Money flow A · lift 2.26x n=261 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.PHM PulteGroup B 77.2 100.4 62.4/110 · 38/50 Medium
Money flow A · Technical A · lift 1.96x n=363 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.EXPE Expedia Group B 72.2 99.6 63.6/110 · 36/50 Elevated
Money flow A · lift 1.96x · Elevated risk n=363 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.TGT Target Corporation B 75.9 93.5 62.5/110 · 31/50 Medium
Money flow A · Technical A · lift 1.96x n=363 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.TECH Bio-Techne B 72.8 91.4 59.4/110 · 32/50 Elevated
Money flow A · Technical A · lift 1.96x n=363 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.BKNG Booking Holdings B 73.5 88.5 55.5/110 · 33/50 Elevated
lift 2.26x · Elevated risk n=261 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.LUV Southwest Airlines B 71 87.8 57.8/110 · 30/50 Elevated
Money flow A · lift 1.96x · Elevated risk n=363 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.SWK Stanley Black & Decker B 69.9 93.1 59.1/110 · 34/50 Elevated
Technical A · lift 1.77x · Elevated risk n=501 · validation watch
5D momentum v2 >= 30
US.BLDR Builders FirstSource B 69.6 89.5 52.5/110 · 37/50 Elevated
Technical A · lift 1.77x · Elevated risk n=501 · validation watch
5D momentum v2 >= 30
US.DHI D. R. Horton B 72.1 87.9 56.9/110 · 31/50 Medium
Technical A · lift 1.77x · Validation not confirmed n=501 · validation watch
5D momentum v2 >= 30
US.CRL Charles River Laboratories B 68.3 87.1 56.1/110 · 31/50 Elevated
Technical A · lift 1.77x · Elevated risk n=501 · validation watch
5D momentum v2 >= 30
US.DLTR Dollar Tree B 68.1 86.5 56.5/110 · 30/50 Elevated
Technical A · lift 1.77x · Elevated risk n=501 · validation watch
5D momentum v2 >= 30

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score 90-109 698 583 / 115 159 27.3% 1.6x +8.53% -6.76%
Score < 90 19876 14963 / 4913 2493 16.7% 0.98x +6.32% -4.89%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 154 143 / 11 50 35% 2.05x +10.23% -8.56%
5D momentum v2 30-39 447 358 / 89 102 28.5% 1.67x +8.88% -6.80%
5D momentum v2 20-29 1122 824 / 298 186 22.6% 1.32x +7.69% -6.43%
5D momentum v2 < 20 18869 14238 / 4631 2320 16.3% 0.95x +6.24% -4.79%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 737 535 / 202 204 38.1% 2.23x +11.90% -7.28%
Dollar volume $1B-$5B 3286 2407 / 879 692 28.7% 1.68x +8.68% -5.85%
Dollar volume $250M-$1B 10317 7761 / 2556 1117 14.4% 0.84x +5.77% -4.92%
Dollar volume < $250M 6252 4860 / 1392 645 13.3% 0.78x +5.72% -4.32%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 808 509 / 299 230 45.2% 2.64x +11.60% -7.72%
Elevated 6725 5101 / 1624 1617 31.7% 1.85x +9.45% -6.42%
Medium 12579 9590 / 2989 799 8.3% 0.49x +4.64% -4.09%
Low 480 363 / 117 12 3.3% 0.19x +3.47% -3.65%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 3034 2294 / 740 1093 47.6% 2.78x +13.36% -7.27%
Materials 1065 806 / 259 154 19.1% 1.12x +7.29% -5.67%
Consumer Discretionary 1927 1457 / 470 266 18.3% 1.07x +6.36% -5.42%
Health Care 2419 1829 / 590 324 17.7% 1.04x +6.22% -4.47%
Industrials 3250 2450 / 800 310 12.7% 0.74x +5.29% -4.67%
Consumer Staples 1435 1085 / 350 126 11.6% 0.68x +5.25% -4.08%
Financials 3116 2356 / 760 203 8.6% 0.5x +4.74% -4.04%
Communication Services 943 713 / 230 58 8.1% 0.47x +4.26% -5.50%
Energy 861 651 / 210 44 6.8% 0.4x +4.40% -5.85%
Real Estate 1271 961 / 310 47 4.9% 0.29x +4.16% -3.20%
Utilities 1271 961 / 310 33 3.4% 0.2x +3.09% -3.80%

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