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

2026-07-10 · 60D window · 10D outcome

twelvedata 16071 checked / 21089 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 19.3%

Boom count 3106

Avg max runup +6.89%

Avg drawdown -4.85%

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	93	76 / 17	7	9.2%	0.48x	+4.62%	-5.47%
Grade B	453	345 / 108	124	35.9%	1.86x	+9.86%	-9.03%
Grade D	6015	4284 / 1731	603	14.1%	0.73x	+6.00%	-5.10%
Grade F	14512	11357 / 3155	2369	20.9%	1.08x	+7.14%	-4.61%

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	281	234 / 47	88	37.6%	1.95x	18.5% · 27 checked	+10.38%	-10.84%
Money flow >= 14 + momentum v2 >= 30	368	295 / 73	96	32.5%	1.68x	21.4% · 28 checked	+9.70%	-8.57%
5D momentum v2 >= 30	562	430 / 132	134	31.2%	1.62x	15.7% · 51 checked	+8.91%	-8.49%
Technical >= 20 + money flow >= 12	5223	3697 / 1526	664	18%	0.93x	17.1% · 490 checked	+6.76%	-5.66%

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

Symbol	Setup grade	Score	Evidence	Matched rules
US.META Meta Platforms	B 72.2	98.9 59.9/110 · 39/50	Elevated Money flow A · lift 1.95x · Elevated risk n=234 · validation watch	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Score 90-109	663	500 / 163	136	27.2%	1.41x	+7.98%	-7.93%
Score < 90	20415	15561 / 4854	2966	19.1%	0.99x	+6.84%	-4.75%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
5D momentum v2 >= 40	96	90 / 6	34	37.8%	1.96x	+10.96%	-11.02%
5D momentum v2 30-39	466	340 / 126	100	29.4%	1.52x	+8.37%	-7.82%
5D momentum v2 20-29	1343	938 / 405	185	19.7%	1.02x	+6.75%	-6.44%
5D momentum v2 < 20	19184	14703 / 4481	2787	19%	0.98x	+6.84%	-4.64%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Dollar volume >= $5B	790	595 / 195	204	34.3%	1.78x	+9.91%	-9.33%
Dollar volume $1B-$5B	3455	2644 / 811	793	30%	1.55x	+8.86%	-6.40%
Dollar volume $250M-$1B	10489	7998 / 2491	1324	16.6%	0.86x	+6.23%	-4.67%
Dollar volume < $250M	6355	4834 / 1521	785	16.2%	0.84x	+6.52%	-3.75%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
High	960	693 / 267	300	43.3%	2.24x	+10.88%	-7.70%
Elevated	7105	5334 / 1771	1800	33.7%	1.75x	+9.53%	-6.81%
Medium	12570	9689 / 2881	988	10.2%	0.53x	+5.25%	-3.62%
Low	454	355 / 99	18	5.1%	0.26x	+4.05%	-3.37%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Information Technology	3102	2368 / 734	1050	44.3%	2.3x	+11.72%	-8.77%
Health Care	2477	1888 / 589	429	22.7%	1.18x	+7.20%	-3.48%
Consumer Discretionary	1974	1504 / 470	329	21.9%	1.13x	+7.13%	-4.61%
Materials	1091	831 / 260	177	21.3%	1.1x	+8.47%	-5.39%
Industrials	3338	2540 / 798	416	16.4%	0.85x	+6.55%	-4.14%
Financials	3190	2432 / 758	344	14.1%	0.73x	+5.87%	-3.82%
Communication Services	962	732 / 230	96	13.1%	0.68x	+4.82%	-6.14%
Consumer Staples	1469	1120 / 349	128	11.4%	0.59x	+5.36%	-4.18%
Energy	882	672 / 210	43	6.4%	0.33x	+4.05%	-5.90%
Real Estate	1302	992 / 310	50	5%	0.26x	+4.47%	-3.57%
Utilities	1302	992 / 310	44	4.4%	0.23x	+3.99%	-2.69%

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