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.

Showing the latest cached panel snapshot. Current filters differ from the precomputed defaults.

Factor study

2026-09-11 · 60D window · 10D outcome

twelvedata 11021 checked / 13038 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 17.9%
Boom count 1969
Avg max runup +6.00%
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 D 3919 3483 / 436 403 11.6% 0.65x +4.77% -5.29%
Grade F 9119 7538 / 1581 1566 20.8% 1.16x +6.57% -4.84%

Best combinations

Auto-searches 1–3 factor AND rules from bucket cut-points. Ranked by validation lift, then train lift, then sample size.

Searched 481 Kept 126

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Technical >= 16 + Dollar volume >= $5B 231 186 / 45 23.7% 1.32x 1.15x 44% · 25 checked +6.75% -7.84%
Technical >= 16 + Dollar volume >= $5B + Risk not High 231 186 / 45 23.7% 1.32x 1.15x 44% · 25 checked +6.75% -7.84%
Dollar volume >= $5B 395 335 / 60 36.4% 2.03x 1.98x 43.9% · 41 checked +9.19% -7.76%
Dollar volume >= $5B + Risk not High 395 335 / 60 36.4% 2.03x 1.98x 43.9% · 41 checked +9.19% -7.76%
Money flow >= 12 + Technical >= 16 + Dollar volume >= $5B 129 106 / 23 19.8% 1.11x 0.96x 38.5% · 13 checked +6.16% -7.93%
Money flow >= 12 + Dollar volume >= $5B 131 108 / 23 19.4% 1.08x 0.94x 38.5% · 13 checked +6.15% -7.91%
Money flow >= 12 + Dollar volume >= $5B + Risk not High 131 108 / 23 19.4% 1.08x 0.94x 38.5% · 13 checked +6.15% -7.91%
Technical >= 16 + Dollar volume >= $1B 1528 1294 / 234 21.1% 1.18x 1.13x 27.7% · 141 checked +6.34% -5.79%
Technical >= 16 + Dollar volume >= $1B + Risk not High 1523 1289 / 234 20.9% 1.17x 1.12x 27.7% · 141 checked +6.34% -5.77%
Dollar volume >= $1B 2314 1958 / 356 26.3% 1.47x 1.46x 27.3% · 220 checked +7.65% -6.12%
Dollar volume >= $1B + Risk not High 2296 1941 / 355 26% 1.45x 1.45x 26.9% · 219 checked +7.61% -6.09%
Money flow >= 12 + Dollar volume >= $1B 841 726 / 115 17.5% 0.98x 0.96x 20.2% · 94 checked +5.81% -5.77%
Money flow >= 12 + Dollar volume >= $1B + Risk not High 840 725 / 115 17.5% 0.98x 0.96x 20.2% · 94 checked +5.82% -5.75%
Money flow >= 12 + Technical >= 16 + Dollar volume >= $1B 833 719 / 114 17.5% 0.98x 0.96x 20.2% · 94 checked +5.80% -5.77%
Technical >= 24 + Dollar volume >= $250M 193 172 / 21 14.5% 0.81x 0.78x 20% · 15 checked +5.41% -5.60%

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 118 105 / 13 21 20% 1.12x 16.7% · 6 checked +5.47% -6.86%
5D momentum v2 >= 30 299 280 / 19 41 14.6% 0.82x 7.1% · 14 checked +5.23% -6.42%
Technical >= 20 + money flow >= 12 3019 2681 / 338 330 12.3% 0.69x 5.9% · 406 checked +5.05% -5.10%
Money flow >= 14 + momentum v2 >= 30 165 151 / 14 16 10.6% 0.59x 7.7% · 13 checked +4.45% -6.58%

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
No latest-snapshot candidates matched high-lift rules yet.

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score < 90 12633 10644 / 1989 1928 18.1% 1.01x +6.05% -4.95%
Score 90-109 387 359 / 28 39 10.9% 0.61x +4.73% -6.01%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 74 68 / 6 14 20.6% 1.15x +5.84% -5.65%
5D momentum v2 < 20 12069 10119 / 1950 1862 18.4% 1.03x +6.09% -4.89%
5D momentum v2 30-39 225 212 / 13 27 12.7% 0.71x +5.03% -6.67%
5D momentum v2 20-29 670 622 / 48 66 10.6% 0.59x +4.87% -5.95%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 395 335 / 60 122 36.4% 2.03x +9.19% -7.76%
Dollar volume $1B-$5B 1919 1623 / 296 393 24.2% 1.35x +7.33% -5.78%
Dollar volume $250M-$1B 6350 5398 / 952 894 16.6% 0.93x +5.84% -4.80%
Dollar volume < $250M 4374 3665 / 709 560 15.3% 0.85x +5.35% -4.65%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 500 470 / 30 165 35.1% 1.96x +10.58% -7.70%
Elevated 4075 3620 / 455 1093 30.2% 1.69x +8.27% -6.04%
Medium 8182 6737 / 1445 711 10.6% 0.59x +4.57% -4.27%
Low 281 194 / 87 0 0% 0x +2.34% -3.63%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 1923 1627 / 296 651 40% 2.23x +10.27% -7.75%
Communication Services 575 479 / 96 101 21.1% 1.18x +6.41% -4.84%
Materials 676 572 / 104 118 20.6% 1.15x +6.43% -4.61%
Energy 546 462 / 84 88 19% 1.06x +6.22% -3.78%
Health Care 1533 1297 / 236 240 18.5% 1.03x +6.87% -3.96%
Consumer Discretionary 1222 1034 / 188 191 18.5% 1.03x +5.85% -5.19%
Industrials 2080 1760 / 320 288 16.4% 0.92x +5.35% -5.36%
Financials 1976 1672 / 304 168 10% 0.56x +4.57% -3.54%
Consumer Staples 909 769 / 140 77 10% 0.56x +4.93% -4.76%
Real Estate 792 667 / 125 35 5.2% 0.29x +3.46% -4.41%
Utilities 806 682 / 124 12 1.8% 0.1x +2.47% -4.64%

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