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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

2026-07-02 · 60D window · 10D outcome

twelvedata 16071 checked / 21098 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 17.3%
Boom count 2780
Avg max runup +6.53%
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 A 595 441 / 154 142 32.2% 1.86x +9.43% -7.80%
Grade B 54 36 / 18 16 44.4% 2.57x +9.63% -4.78%
Grade D 6030 4301 / 1729 574 13.3% 0.77x +5.83% -5.09%
Grade F 14406 11285 / 3121 2045 18.1% 1.05x +6.67% -4.83%

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 332 261 / 71 109 41.8% 2.42x 70% · 20 checked +11.24% -9.52%
Money flow >= 14 + momentum v2 >= 30 438 337 / 101 118 35% 2.02x 44.4% · 18 checked +10.24% -7.74%
5D momentum v2 >= 30 662 485 / 177 161 33.2% 1.92x 53.8% · 39 checked +9.46% -7.64%
Technical >= 20 + money flow >= 12 5087 3678 / 1409 683 18.6% 1.08x 20.2% · 569 checked +6.88% -5.51%

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.ABBV AbbVie A 85.2 91.6 60.6/110 · 31/50 Medium
Money flow S · lift 2.42x n=261 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.PGR Progressive Corporation A 83.2 102.1 70.1/110 · 32/50 Medium
Money flow A · lift 2.02x n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.AJG Arthur J. Gallagher & Co. A 83.6 101.3 62.3/110 · 39/50 Medium
Money flow A · lift 2.02x n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.MRSH Marsh McLennan A 84.3 99.4 63.4/110 · 36/50 Medium
Money flow A · Technical A · lift 2.02x n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.HOOD Robinhood Markets A 84 99.2 62.2/110 · 37/50 Elevated
Technical S · lift 2.42x · Elevated risk n=261 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.HSIC Henry Schein A 83.9 98 66/110 · 32/50 Medium
Money flow A · Technical A · lift 2.02x n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.IFF International Flavors & Fragrances A 84.1 96.5 63.5/110 · 33/50 Medium
Money flow A · Technical A · lift 2.02x n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.AON Aon plc A 82.5 95.3 62.3/110 · 33/50 Medium
Money flow A · lift 2.02x n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.BRO Brown & Brown A 81.3 95.3 60.3/110 · 35/50 Medium
Money flow A · lift 2.02x n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.ACGL Arch Capital Group A 79.6 94.5 63.5/110 · 31/50 Medium
Money flow A · lift 2.02x n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.CB Chubb Limited A 82.4 94.5 63.5/110 · 31/50 Medium
Money flow A · lift 2.02x n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.MRNA Moderna A 80.4 92.5 53.5/110 · 39/50 Elevated
lift 2.42x · Elevated risk n=261 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.SPGI S&P Global A 82.3 92.3 55.3/110 · 37/50 Medium
lift 2.42x n=261 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.UHS Universal Health Services A 79.4 91 60/110 · 31/50 Medium
Money flow A · lift 2.02x n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.VEEV Veeva Systems A 78.2 90.8 59.8/110 · 31/50 Elevated
Money flow A · lift 2.02x · Elevated risk n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.HCA HCA Healthcare A 80.8 90.2 60.2/110 · 30/50 Medium
Money flow A · lift 2.02x n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.EG Everest Group A 79.4 89.8 58.8/110 · 31/50 Medium
Money flow A · lift 2.02x n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.GPC Genuine Parts Company A 82.5 101.8 57.8/110 · 44/50 Medium
Momentum A · Technical A · lift 1.92x n=485 · validation OK
5D momentum v2 >= 30
US.WTW Willis Towers Watson A 80.8 99.9 64.9/110 · 35/50 Medium
Technical A · lift 1.92x n=485 · validation OK
5D momentum v2 >= 30
US.AIG American International Group A 80.3 93.5 59.5/110 · 34/50 Medium
Technical A · lift 1.92x n=485 · validation OK
5D momentum v2 >= 30
US.EBAY eBay Inc. A 79.4 92.5 62.5/110 · 30/50 Medium
Technical A · lift 1.92x n=485 · validation OK
5D momentum v2 >= 30
US.APD Air Products A 79.8 91.3 56.3/110 · 35/50 Medium
lift 1.92x n=485 · validation OK
5D momentum v2 >= 30
US.ADP Automatic Data Processing A 79.4 90.2 57.2/110 · 33/50 Medium
lift 1.92x n=485 · validation OK
5D momentum v2 >= 30
US.MCO Moody's Corporation A 80.2 90.1 59.1/110 · 31/50 Medium
lift 1.92x n=485 · validation OK
5D momentum v2 >= 30
US.ERIE Erie Indemnity B 77.9 87.7 56.7/110 · 31/50 Elevated
Money flow A · lift 2.02x · Elevated risk n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.GPN Global Payments B 77.9 85.5 55.5/110 · 30/50 Elevated
Money flow A · lift 2.02x · Elevated risk n=337 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.TYL Tyler Technologies B 74.2 90.7 57.7/110 · 33/50 Elevated
lift 1.92x · Elevated risk n=485 · validation OK
5D momentum v2 >= 30

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score 90-109 765 566 / 199 165 29.2% 1.69x +8.57% -7.06%
Score < 90 20318 15491 / 4827 2611 16.9% 0.98x +6.45% -4.90%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 139 125 / 14 46 36.8% 2.13x +10.21% -9.63%
5D momentum v2 30-39 523 360 / 163 115 31.9% 1.84x +9.20% -6.95%
5D momentum v2 20-29 1386 914 / 472 191 20.9% 1.21x +7.04% -6.31%
5D momentum v2 < 20 19050 14672 / 4378 2428 16.5% 0.95x +6.40% -4.81%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 798 565 / 233 203 35.9% 2.08x +10.36% -8.00%
Dollar volume $1B-$5B 3511 2512 / 999 738 29.4% 1.7x +8.93% -6.19%
Dollar volume $250M-$1B 10554 7956 / 2598 1160 14.6% 0.84x +5.84% -4.93%
Dollar volume < $250M 6235 5038 / 1197 679 13.5% 0.78x +5.99% -4.12%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 898 611 / 287 256 41.9% 2.42x +10.46% -8.05%
Elevated 7047 5340 / 1707 1702 31.9% 1.84x +9.36% -6.72%
Medium 12687 9786 / 2901 815 8.3% 0.48x +4.84% -3.89%
Low 466 334 / 132 7 2.1% 0.12x +3.64% -3.70%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 3107 2368 / 739 1053 44.5% 2.57x +12.09% -8.04%
Materials 1091 832 / 259 172 20.7% 1.2x +8.41% -5.58%
Consumer Discretionary 1974 1504 / 470 306 20.3% 1.17x +6.77% -5.06%
Health Care 2477 1888 / 589 335 17.7% 1.02x +6.40% -4.12%
Industrials 3335 2535 / 800 375 14.8% 0.86x +6.07% -4.38%
Consumer Staples 1470 1120 / 350 115 10.3% 0.6x +5.08% -4.34%
Financials 3192 2432 / 760 224 9.2% 0.53x +5.11% -4.00%
Communication Services 966 736 / 230 63 8.6% 0.5x +4.12% -6.18%
Energy 882 672 / 210 53 7.9% 0.46x +4.25% -5.94%
Utilities 1302 992 / 310 45 4.5% 0.26x +3.64% -3.18%
Real Estate 1302 992 / 310 39 3.9% 0.23x +4.06% -3.62%

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