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

2026-07-14 · 60D window · 10D outcome

twelvedata 15067 checked / 19581 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 19.9%

Boom count 2991

Avg max runup +6.95%

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 B	468	401 / 67	106	26.4%	1.33x	+8.26%	-8.14%
Grade C	28	23 / 5	10	43.5%	2.19x	+9.34%	-9.23%
Grade D	5634	4227 / 1407	589	13.9%	0.7x	+5.95%	-4.98%
Grade F	13451	10416 / 3035	2286	21.9%	1.1x	+7.30%	-4.66%

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	234	210 / 24	71	33.8%	1.7x	8.3% · 36 checked	+9.78%	-10.91%
Money flow >= 14 + momentum v2 >= 30	318	274 / 44	77	28.1%	1.41x	16.3% · 49 checked	+9.06%	-8.54%
5D momentum v2 >= 30	496	424 / 72	116	27.4%	1.38x	12.8% · 94 checked	+8.31%	-8.20%
Technical >= 20 + money flow >= 12	4886	3559 / 1327	610	17.1%	0.86x	10.4% · 559 checked	+6.62%	-5.53%

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.

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Score 90-109	582	470 / 112	116	24.7%	1.24x	+7.57%	-7.81%
Score < 90	18989	14587 / 4402	2871	19.7%	0.99x	+6.92%	-4.75%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
5D momentum v2 >= 40	81	79 / 2	29	36.7%	1.84x	+10.66%	-11.52%
5D momentum v2 30-39	415	345 / 70	87	25.2%	1.27x	+7.78%	-7.44%
5D momentum v2 < 20	17826	13702 / 4124	2693	19.7%	0.99x	+6.93%	-4.66%
5D momentum v2 20-29	1259	941 / 318	182	19.3%	0.97x	+6.67%	-6.06%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Dollar volume >= $5B	739	585 / 154	211	36.1%	1.81x	+10.13%	-9.50%
Dollar volume $1B-$5B	3220	2589 / 631	765	29.5%	1.48x	+8.71%	-6.30%
Dollar volume $250M-$1B	9725	7487 / 2238	1275	17%	0.85x	+6.26%	-4.66%
Dollar volume < $250M	5897	4406 / 1491	740	16.8%	0.84x	+6.68%	-3.69%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
High	910	670 / 240	291	43.4%	2.18x	+10.94%	-7.74%
Elevated	6568	4966 / 1602	1706	34.4%	1.73x	+9.60%	-6.84%
Medium	11669	9061 / 2608	976	10.8%	0.54x	+5.33%	-3.61%
Low	434	370 / 64	18	4.9%	0.25x	+3.97%	-3.29%

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Information Technology	2879	2220 / 659	970	43.7%	2.2x	+11.50%	-8.96%
Health Care	2300	1770 / 530	407	23%	1.16x	+7.28%	-3.42%
Materials	1013	779 / 234	180	23.1%	1.16x	+8.96%	-5.01%
Consumer Discretionary	1833	1410 / 423	288	20.4%	1.03x	+6.86%	-4.59%
Industrials	3102	2384 / 718	404	16.9%	0.85x	+6.78%	-4.00%
Financials	2962	2280 / 682	384	16.8%	0.84x	+6.23%	-3.77%
Communication Services	891	684 / 207	106	15.5%	0.78x	+5.12%	-6.33%
Consumer Staples	1364	1050 / 314	121	11.5%	0.58x	+5.28%	-4.31%
Energy	819	630 / 189	46	7.3%	0.37x	+3.86%	-6.16%
Real Estate	1209	930 / 279	48	5.2%	0.26x	+4.46%	-3.70%
Utilities	1209	930 / 279	37	4%	0.2x	+3.96%	-2.59%

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