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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

2026-06-30 · 60D window · 10D outcome

twelvedata 15566 checked / 20595 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 16.9%
Boom count 2634
Avg max runup +6.47%
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 589 457 / 132 149 32.6% 1.93x +9.54% -7.54%
Grade B 36 25 / 11 13 52% 3.08x +10.45% -4.88%
Grade D 5819 4146 / 1673 532 12.8% 0.76x +5.69% -5.14%
Grade F 14137 10931 / 3206 1938 17.7% 1.05x +6.63% -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 332 264 / 68 112 42.4% 2.51x 72.7% · 22 checked +11.58% -9.27%
Money flow >= 14 + momentum v2 >= 30 425 338 / 87 119 35.2% 2.08x 38.9% · 18 checked +10.38% -7.63%
5D momentum v2 >= 30 639 489 / 150 164 33.5% 1.98x 51.1% · 47 checked +9.55% -7.48%
Technical >= 20 + money flow >= 12 4875 3517 / 1358 642 18.3% 1.08x 15.5% · 515 checked +6.85% -5.56%

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.APH Amphenol A 84.6 105.4 67.4/110 · 38/50 Elevated
Money flow A · Technical A · lift 2.51x n=264 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.LRCX Lam Research A 84.9 100.9 67.9/110 · 33/50 Elevated
Money flow A · Technical A · lift 2.51x n=264 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.PANW Palo Alto Networks A 83.4 95.7 60.7/110 · 35/50 Elevated
Money flow A · Technical A · lift 2.51x n=264 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.AMD Advanced Micro Devices A 84.2 95.3 60.3/110 · 35/50 Elevated
Money flow A · Technical A · lift 2.51x n=264 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.KLAC KLA Corporation A 82.3 94.3 62.3/110 · 32/50 Elevated
Technical A · lift 2.51x · Elevated risk n=264 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.TER Teradyne A 84.1 92.6 62.6/110 · 30/50 Elevated
Money flow S · Technical A · lift 2.51x n=264 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.GEV GE Vernova A 82.4 91.9 59.9/110 · 32/50 Elevated
Money flow A · lift 2.51x · Elevated risk n=264 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.ZBRA Zebra Technologies A 81.9 99.5 66.5/110 · 33/50 Elevated
Money flow S · Technical A · lift 2.08x n=338 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.FFIV F5, Inc. A 82.2 97.1 65.1/110 · 32/50 Medium
Technical A · lift 2.08x n=338 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.SWK Stanley Black & Decker A 80.4 93.1 60.1/110 · 33/50 Elevated
Money flow A · Technical A · lift 2.08x n=338 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.MTD Mettler Toledo A 80.6 91.4 61.4/110 · 30/50 Medium
Money flow S · lift 2.08x n=338 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.TPL Texas Pacific Land Corporation B 76.4 92.9 62.9/110 · 30/50 Elevated
lift 1.98x · Elevated risk n=489 · validation OK
5D momentum v2 >= 30
US.APD Air Products B 77 90.7 60.7/110 · 30/50 Medium
Technical A · lift 1.98x n=489 · validation OK
5D momentum v2 >= 30
US.TDY Teledyne Technologies B 76 89.7 57.7/110 · 32/50 Medium
lift 1.98x n=489 · validation OK
5D momentum v2 >= 30
US.AXON Axon Enterprise C 76.6 89.5 54.5/110 · 35/50 High
Money flow A · lift 2.08x · High risk caps grade n=338 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score 90-109 720 563 / 157 164 29.1% 1.72x +8.60% -6.97%
Score < 90 19859 14988 / 4871 2465 16.4% 0.97x +6.38% -4.88%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 142 125 / 17 45 36% 2.13x +9.99% -9.37%
5D momentum v2 30-39 497 364 / 133 119 32.7% 1.93x +9.40% -6.83%
5D momentum v2 20-29 1246 869 / 377 176 20.3% 1.2x +7.07% -6.28%
5D momentum v2 < 20 18710 14208 / 4502 2294 16.1% 0.95x +6.33% -4.79%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 770 544 / 226 193 35.5% 2.1x +10.55% -7.79%
Dollar volume $1B-$5B 3396 2407 / 989 710 29.5% 1.75x +8.94% -5.94%
Dollar volume $250M-$1B 10254 7706 / 2548 1099 14.3% 0.85x +5.79% -4.92%
Dollar volume < $250M 6175 4909 / 1266 632 12.9% 0.76x +5.88% -4.21%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 855 559 / 296 235 42% 2.49x +10.56% -8.04%
Elevated 6854 5166 / 1688 1625 31.5% 1.86x +9.38% -6.59%
Medium 12432 9518 / 2914 767 8.1% 0.48x +4.75% -3.93%
Low 454 323 / 131 7 2.2% 0.13x +3.59% -3.68%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 3034 2294 / 740 1028 44.8% 2.65x +12.32% -7.73%
Materials 1065 806 / 259 168 20.8% 1.23x +8.52% -5.48%
Consumer Discretionary 1927 1457 / 470 293 20.1% 1.19x +6.71% -5.13%
Health Care 2419 1829 / 590 301 16.5% 0.98x +6.20% -4.22%
Industrials 3254 2454 / 800 350 14.3% 0.85x +5.89% -4.45%
Consumer Staples 1435 1085 / 350 107 9.9% 0.59x +5.06% -4.30%
Financials 3116 2356 / 760 206 8.7% 0.51x +5.00% -3.95%
Communication Services 942 712 / 230 56 7.9% 0.47x +4.05% -6.07%
Energy 861 651 / 210 46 7.1% 0.42x +4.19% -6.02%
Utilities 1271 961 / 310 43 4.5% 0.27x +3.46% -3.36%
Real Estate 1271 961 / 310 36 3.7% 0.22x +3.97% -3.57%

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