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

2026-07-08 · 60D window · 10D outcome

twelvedata 15066 checked / 20086 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 19%

Boom count 2870

Avg max runup +6.89%

Avg drawdown -4.87%

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	356	271 / 85	73	26.9%	1.42x	+8.58%	-8.36%
Grade B	188	118 / 70	53	44.9%	2.36x	+10.59%	-8.74%
Grade D	5771	3975 / 1796	573	14.4%	0.76x	+6.07%	-5.13%
Grade F	13757	10694 / 3063	2168	20.3%	1.07x	+7.10%	-4.64%

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	278	221 / 57	86	38.9%	2.05x	23.8% · 21 checked	+10.68%	-10.85%
Money flow >= 14 + momentum v2 >= 30	366	276 / 90	92	33.3%	1.75x	22.2% · 18 checked	+9.95%	-8.64%
5D momentum v2 >= 30	558	397 / 161	129	32.5%	1.71x	20% · 30 checked	+9.21%	-8.54%
Technical >= 20 + money flow >= 12	4982	3441 / 1541	635	18.5%	0.97x	22.6% · 371 checked	+6.86%	-5.68%

Stocks from the latest selected snapshot that match high-lift rules in the current study window.

Symbol	Setup grade	Score	Evidence	Matched rules
US.ANET Arista Networks	A 78.7	94.7 59.7/110 · 35/50	Elevated Technical A · lift 2.05x · Elevated risk n=221 · validation OK	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.OXY Occidental Petroleum	A 79.2	90.7 59.7/110 · 31/50	Medium lift 2.05x n=221 · validation OK	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Score 90-109	657	467 / 190	132	28.3%	1.49x	+8.17%	-8.02%
Score < 90	19418	14589 / 4829	2734	18.7%	0.98x	+6.84%	-4.77%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
5D momentum v2 >= 40	96	85 / 11	32	37.6%	1.98x	+11.23%	-11.27%
5D momentum v2 30-39	462	312 / 150	97	31.1%	1.64x	+8.66%	-7.79%
5D momentum v2 20-29	1329	826 / 503	177	21.4%	1.13x	+7.06%	-6.59%
5D momentum v2 < 20	18199	13843 / 4356	2564	18.5%	0.97x	+6.81%	-4.66%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Dollar volume >= $5B	760	554 / 206	187	33.8%	1.78x	+9.89%	-9.20%
Dollar volume $1B-$5B	3343	2479 / 864	748	30.2%	1.59x	+8.98%	-6.37%
Dollar volume $250M-$1B	9987	7467 / 2520	1210	16.2%	0.85x	+6.21%	-4.70%
Dollar volume < $250M	5996	4566 / 1430	725	15.9%	0.84x	+6.50%	-3.81%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
High	907	632 / 275	277	43.8%	2.31x	+11.05%	-7.64%
Elevated	6758	4989 / 1769	1677	33.6%	1.77x	+9.60%	-6.82%
Medium	11975	9100 / 2875	900	9.9%	0.52x	+5.22%	-3.66%
Low	446	345 / 101	16	4.6%	0.24x	+4.00%	-3.43%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Information Technology	2956	2220 / 736	980	44.1%	2.32x	+11.87%	-8.69%
Consumer Discretionary	1880	1410 / 470	315	22.3%	1.17x	+7.26%	-4.56%
Health Care	2359	1770 / 589	390	22%	1.16x	+7.10%	-3.62%
Materials	1039	779 / 260	171	22%	1.16x	+8.75%	-5.34%
Industrials	3178	2380 / 798	397	16.7%	0.88x	+6.60%	-4.11%
Financials	3038	2280 / 758	287	12.6%	0.66x	+5.66%	-3.93%
Consumer Staples	1399	1050 / 349	125	11.9%	0.63x	+5.40%	-4.21%
Communication Services	917	687 / 230	76	11.1%	0.58x	+4.50%	-6.28%
Energy	840	630 / 210	35	5.6%	0.29x	+3.94%	-6.02%
Real Estate	1240	930 / 310	50	5.4%	0.28x	+4.48%	-3.57%
Utilities	1240	930 / 310	44	4.7%	0.25x	+4.07%	-2.69%

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