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.

Snapshot filters

Results are observational. Use lift and sample count together, not boom rate alone.

End date

Range Forward horizon Boom runup threshold Minimum sample Minimum score Sector Risk level

Factor study

2026-07-07 · 60D window · 10D outcome

twelvedata 15063 checked / 20087 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 18.4%

Boom count 2778

Avg max runup +6.77%

Avg drawdown -4.91%

boom_5d

5D max runup >= +8%

boom_10d

10D max runup >= +10%

boom_20d

20D max runup >= +15%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Grade A	441	327 / 114	100	30.6%	1.66x	+9.17%	-8.42%
Grade B	126	85 / 41	36	42.4%	2.3x	+9.50%	-8.64%
Grade D	5798	4037 / 1761	567	14%	0.76x	+5.98%	-5.14%
Grade F	13708	10606 / 3102	2072	19.5%	1.06x	+6.97%	-4.67%

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.

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	292	235 / 57	92	39.1%	2.13x	22.7% · 22 checked	+10.72%	-10.81%
Money flow >= 14 + momentum v2 >= 30	385	295 / 90	101	34.2%	1.86x	21.7% · 23 checked	+10.00%	-8.54%
5D momentum v2 >= 30	581	420 / 161	139	33.1%	1.8x	20% · 35 checked	+9.26%	-8.52%
Technical >= 20 + money flow >= 12	4949	3459 / 1490	630	18.2%	0.99x	24.7% · 393 checked	+6.78%	-5.70%

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 79.2	89.1 57.1/110 · 32/50	Elevated Money flow S · lift 2.13x · Elevated risk n=235 · validation OK	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.FIS Fidelity National Information Services	B 76	86.1 55.1/110 · 31/50	Medium lift 1.8x n=420 · validation OK	5D momentum v2 >= 30

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Score 90-109	685	497 / 188	144	29%	1.58x	+8.27%	-7.98%
Score < 90	19391	14556 / 4835	2630	18.1%	0.98x	+6.71%	-4.80%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
5D momentum v2 >= 40	111	100 / 11	39	39%	2.12x	+11.04%	-10.65%
5D momentum v2 30-39	470	320 / 150	100	31.3%	1.7x	+8.70%	-7.85%
5D momentum v2 20-29	1350	843 / 507	176	20.9%	1.14x	+6.96%	-6.62%
5D momentum v2 < 20	18156	13800 / 4356	2463	17.8%	0.97x	+6.68%	-4.69%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Dollar volume >= $5B	761	550 / 211	181	32.9%	1.79x	+9.74%	-9.08%
Dollar volume $1B-$5B	3355	2464 / 891	738	30%	1.63x	+8.98%	-6.30%
Dollar volume $250M-$1B	9969	7444 / 2525	1178	15.8%	0.86x	+6.12%	-4.74%
Dollar volume < $250M	6002	4605 / 1397	681	14.8%	0.8x	+6.29%	-3.93%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
High	899	615 / 284	261	42.4%	2.3x	+10.74%	-7.77%
Elevated	6738	4997 / 1741	1648	33%	1.79x	+9.47%	-6.84%
Medium	12000	9111 / 2889	855	9.4%	0.51x	+5.13%	-3.70%
Low	450	340 / 110	14	4.1%	0.22x	+3.96%	-3.50%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Information Technology	2957	2220 / 737	971	43.7%	2.38x	+11.81%	-8.61%
Consumer Discretionary	1880	1410 / 470	306	21.7%	1.18x	+7.10%	-4.70%
Materials	1039	780 / 259	168	21.5%	1.17x	+8.65%	-5.42%
Health Care	2359	1770 / 589	365	20.6%	1.12x	+6.89%	-3.75%
Industrials	3177	2377 / 800	381	16%	0.87x	+6.45%	-4.19%
Consumer Staples	1399	1050 / 349	121	11.5%	0.63x	+5.32%	-4.26%
Financials	3038	2278 / 760	260	11.4%	0.62x	+5.50%	-3.94%
Communication Services	918	688 / 230	70	10.2%	0.55x	+4.33%	-6.29%
Energy	840	630 / 210	42	6.7%	0.36x	+4.12%	-5.84%
Real Estate	1240	930 / 310	49	5.3%	0.29x	+4.39%	-3.56%
Utilities	1240	930 / 310	45	4.8%	0.26x	+4.03%	-2.75%

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