Solorank.ai
Login

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

2026-07-06 · 60D window · 10D outcome

twelvedata 15066 checked / 20092 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 17.8%
Boom count 2689
Avg max runup +6.67%
Avg drawdown -4.93%

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 524 378 / 146 122 32.3% 1.81x +9.37% -8.29%
Grade B 58 35 / 23 18 51.4% 2.89x +10.35% -4.43%
Grade D 5770 4058 / 1712 560 13.8% 0.78x +5.96% -5.08%
Grade F 13726 10587 / 3139 1986 18.8% 1.06x +6.83% -4.75%

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 300 232 / 68 96 41.4% 2.33x 36.4% · 11 checked +11.19% -10.20%
Money flow >= 14 + momentum v2 >= 30 394 297 / 97 105 35.4% 1.99x 29.4% · 17 checked +10.23% -8.21%
5D momentum v2 >= 30 596 421 / 175 143 34% 1.91x 30.4% · 23 checked +9.47% -8.03%
Technical >= 20 + money flow >= 12 4899 3440 / 1459 629 18.3% 1.03x 22.7% · 419 checked +6.82% -5.59%

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.SCHW Charles Schwab Corporation A 85.2 103.2 70.2/110 · 33/50 Medium
Money flow A · lift 2.33x n=232 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.RMD ResMed A 83.7 105.9 64.9/110 · 41/50 Medium
Momentum A · Money flow A · lift 1.99x n=297 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.ISRG Intuitive Surgical A 82 94.7 63.7/110 · 31/50 Medium
lift 2.33x n=232 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.FTNT Fortinet A 78.4 93.2 62.2/110 · 31/50 Elevated
Technical A · lift 1.99x · Elevated risk n=297 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.MRNA Moderna A 78.8 91.1 54.1/110 · 37/50 Elevated
lift 2.33x · Elevated risk n=232 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.SPGI S&P Global A 79.2 90.3 57.3/110 · 33/50 Elevated
lift 2.33x · Elevated risk n=232 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.MCO Moody's Corporation A 80 88.9 58.9/110 · 30/50 Medium
Money flow A · lift 1.99x n=297 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.AIG American International Group A 79.8 90.7 59.7/110 · 31/50 Medium
lift 1.91x n=421 · validation OK
5D momentum v2 >= 30
US.AMP Ameriprise Financial B 76.6 90 57/110 · 33/50 Medium
lift 1.91x n=421 · validation OK
5D momentum v2 >= 30
US.AXON Axon Enterprise C 75.2 88.1 58.1/110 · 30/50 High
Money flow S · lift 1.99x · High risk caps grade n=297 · 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 90-109 693 495 / 198 147 29.7% 1.67x +8.50% -7.52%
Score < 90 19387 14560 / 4827 2538 17.4% 0.98x +6.59% -4.84%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 120 108 / 12 42 38.9% 2.19x +10.94% -10.04%
5D momentum v2 30-39 476 313 / 163 101 32.3% 1.81x +8.96% -7.34%
5D momentum v2 20-29 1327 847 / 480 180 21.3% 1.2x +7.06% -6.41%
5D momentum v2 < 20 18169 13798 / 4371 2366 17.1% 0.96x +6.56% -4.74%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 759 547 / 212 186 34% 1.91x +9.92% -8.70%
Dollar volume $1B-$5B 3372 2469 / 903 730 29.6% 1.66x +8.98% -6.20%
Dollar volume $250M-$1B 9988 7445 / 2543 1135 15.2% 0.85x +5.99% -4.80%
Dollar volume < $250M 5973 4605 / 1368 638 13.9% 0.78x +6.13% -4.02%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 894 601 / 293 249 41.4% 2.33x +10.48% -7.98%
Elevated 6734 5005 / 1729 1630 32.6% 1.83x +9.43% -6.78%
Medium 12014 9121 / 2893 797 8.7% 0.49x +5.00% -3.76%
Low 450 339 / 111 13 3.8% 0.21x +3.88% -3.55%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2958 2220 / 738 975 43.9% 2.47x +11.91% -8.39%
Consumer Discretionary 1880 1410 / 470 300 21.3% 1.2x +6.95% -4.85%
Materials 1039 780 / 259 164 21% 1.18x +8.61% -5.47%
Health Care 2359 1770 / 589 336 19% 1.07x +6.62% -3.91%
Industrials 3178 2378 / 800 365 15.3% 0.86x +6.31% -4.25%
Consumer Staples 1399 1049 / 350 114 10.9% 0.61x +5.18% -4.34%
Financials 3040 2280 / 760 239 10.5% 0.59x +5.35% -3.95%
Communication Services 919 689 / 230 60 8.7% 0.49x +4.13% -6.33%
Energy 840 630 / 210 50 7.9% 0.44x +4.29% -5.74%
Utilities 1240 930 / 310 45 4.8% 0.27x +3.92% -2.84%
Real Estate 1240 930 / 310 41 4.4% 0.25x +4.25% -3.59%

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