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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

2026-07-01 · 60D window · 10D outcome

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

Baseline boom rate 16.9%
Boom count 2637
Avg max runup +6.48%
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 584 446 / 138 145 32.5% 1.92x +9.46% -7.73%
Grade B 37 25 / 12 12 48% 2.84x +10.23% -4.89%
Grade D 5841 4163 / 1678 531 12.8% 0.76x +5.71% -5.13%
Grade F 14119 10925 / 3194 1947 17.8% 1.05x +6.65% -4.79%

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 327 258 / 69 108 41.9% 2.48x 77.3% · 22 checked +11.29% -9.53%
Money flow >= 14 + momentum v2 >= 30 422 331 / 91 116 35% 2.07x 50% · 16 checked +10.25% -7.76%
5D momentum v2 >= 30 635 478 / 157 159 33.3% 1.97x 59.1% · 44 checked +9.47% -7.65%
Technical >= 20 + money flow >= 12 4919 3554 / 1365 643 18.1% 1.07x 16% · 576 checked +6.81% -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.AXON Axon Enterprise A 83.8 91.5 56.5/110 · 35/50 Elevated
Money flow A · lift 2.48x · Elevated risk n=258 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.GIS General Mills A 85 101.4 64.4/110 · 37/50 Medium
Technical S · Money flow A · lift 2.07x n=331 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.BRO Brown & Brown A 82.2 94.3 64.3/110 · 30/50 Medium
Money flow A · lift 2.07x n=331 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.IQV IQVIA A 80.3 91.3 59.3/110 · 32/50 Elevated
Money flow S · lift 2.07x · Elevated risk n=331 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.CRL Charles River Laboratories A 79.6 87.9 57.9/110 · 30/50 Elevated
Money flow S · lift 2.07x · Elevated risk n=331 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.GPN Global Payments A 78.6 85.1 55.1/110 · 30/50 Elevated
Money flow A · lift 2.07x · Elevated risk n=331 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.MKC McCormick & Company A 81.9 95.6 64.6/110 · 31/50 Medium
Technical A · lift 1.97x n=478 · validation OK
5D momentum v2 >= 30
US.KHC Kraft Heinz A 81.6 90.8 59.8/110 · 31/50 Medium
Technical A · lift 1.97x n=478 · validation OK
5D momentum v2 >= 30
US.HUM Humana A 79.9 90 59/110 · 31/50 Medium
lift 1.97x n=478 · validation OK
5D momentum v2 >= 30
US.APD Air Products B 77.4 89 53/110 · 36/50 Medium
lift 1.97x n=478 · validation OK
5D momentum v2 >= 30
US.FDS FactSet C 71 96 65/110 · 31/50 High
Technical A · lift 1.97x · High risk caps grade n=478 · validation OK
5D momentum v2 >= 30

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score 90-109 719 554 / 165 162 29.2% 1.73x +8.59% -7.08%
Score < 90 19861 14998 / 4863 2471 16.5% 0.98x +6.39% -4.89%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 138 123 / 15 44 35.8% 2.12x +10.01% -9.63%
5D momentum v2 30-39 497 355 / 142 115 32.4% 1.92x +9.28% -6.96%
5D momentum v2 20-29 1287 880 / 407 175 19.9% 1.18x +6.94% -6.25%
5D momentum v2 < 20 18673 14208 / 4465 2303 16.2% 0.96x +6.35% -4.80%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 777 548 / 229 194 35.4% 2.09x +10.35% -7.97%
Dollar volume $1B-$5B 3419 2424 / 995 713 29.4% 1.74x +8.93% -6.01%
Dollar volume $250M-$1B 10284 7699 / 2585 1096 14.2% 0.84x +5.79% -4.95%
Dollar volume < $250M 6115 4895 / 1220 634 13% 0.77x +5.92% -4.16%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 871 576 / 295 239 41.5% 2.46x +10.39% -8.08%
Elevated 6881 5170 / 1711 1627 31.5% 1.86x +9.34% -6.65%
Medium 12391 9495 / 2896 765 8.1% 0.48x +4.79% -3.91%
Low 452 325 / 127 6 1.8% 0.11x +3.60% -3.72%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 3034 2294 / 740 1018 44.4% 2.63x +12.14% -7.86%
Materials 1065 806 / 259 165 20.5% 1.21x +8.49% -5.55%
Consumer Discretionary 1927 1457 / 470 294 20.2% 1.2x +6.74% -5.09%
Health Care 2418 1828 / 590 306 16.7% 0.99x +6.25% -4.18%
Industrials 3255 2455 / 800 357 14.5% 0.86x +5.99% -4.42%
Consumer Staples 1435 1085 / 350 106 9.8% 0.58x +5.03% -4.36%
Financials 3116 2356 / 760 207 8.8% 0.52x +5.06% -3.97%
Communication Services 942 712 / 230 57 8% 0.47x +4.04% -6.16%
Energy 861 651 / 210 49 7.5% 0.44x +4.23% -5.97%
Utilities 1271 961 / 310 44 4.6% 0.27x +3.56% -3.25%
Real Estate 1271 961 / 310 34 3.5% 0.21x +3.98% -3.63%

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