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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.

Factor study

2026-07-16 · 60D window · 10D outcome

twelvedata 15569 checked / 20085 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 19.5%
Boom count 3030
Avg max runup +6.83%
Avg drawdown -4.84%

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 B 472 407 / 65 99 24.3% 1.25x +7.84% -8.30%
Grade C 47 39 / 8 17 43.6% 2.24x +9.33% -8.36%
Grade D 5785 4459 / 1326 603 13.5% 0.69x +5.85% -4.92%
Grade F 13781 10664 / 3117 2311 21.7% 1.11x +7.19% -4.67%

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 157

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Dollar volume >= $5B 757 609 / 148 34.6% 1.77x 1.82x 30.2% · 96 checked +9.65% -9.83%
Dollar volume >= $5B + Risk not High 756 608 / 148 34.7% 1.78x 1.82x 30.2% · 96 checked +9.65% -9.82%
Technical >= 16 + Dollar volume >= $5B 534 431 / 103 40.4% 2.07x 2.16x 28.6% · 56 checked +10.72% -11.43%
Technical >= 16 + Dollar volume >= $5B + Risk not High 533 430 / 103 40.5% 2.08x 2.16x 28.6% · 56 checked +10.72% -11.42%
Money flow >= 12 + Dollar volume >= $5B 315 264 / 51 45.8% 2.35x 2.51x 24.2% · 33 checked +12.61% -12.10%
Money flow >= 12 + Dollar volume >= $5B + Risk not High 315 264 / 51 45.8% 2.35x 2.51x 24.2% · 33 checked +12.61% -12.10%
Money flow >= 12 + Technical >= 16 + Dollar volume >= $5B 314 263 / 51 45.6% 2.34x 2.5x 24.2% · 33 checked +12.53% -12.14%
Technical >= 20 + Dollar volume >= $5B 241 213 / 28 42.3% 2.17x 2.31x 24.1% · 29 checked +10.80% -13.43%
Technical >= 20 + Dollar volume >= $5B + Risk not High 241 213 / 28 42.3% 2.17x 2.31x 24.1% · 29 checked +10.80% -13.43%
Money flow >= 12 + Technical >= 20 + Dollar volume >= $5B 202 184 / 18 42.4% 2.17x 2.32x 24% · 25 checked +11.14% -13.67%
Money flow >= 14 + Dollar volume >= $5B 194 171 / 23 45% 2.31x 2.46x 23.8% · 21 checked +12.62% -12.29%
Money flow >= 14 + Dollar volume >= $5B + Risk not High 194 171 / 23 45% 2.31x 2.46x 23.8% · 21 checked +12.62% -12.29%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $5B 193 170 / 23 44.7% 2.29x 2.45x 23.8% · 21 checked +12.50% -12.36%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $5B 136 123 / 13 41.5% 2.13x 2.27x 23.5% · 17 checked +11.07% -13.85%
Dollar volume >= $1B + Risk not High 4003 3263 / 740 29.8% 1.53x 1.59x 23.2% · 505 checked +8.70% -6.90%

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 240 217 / 23 70 32.3% 1.66x 6.1% · 33 checked +9.27% -11.25%
Money flow >= 14 + momentum v2 >= 30 332 289 / 43 77 26.6% 1.36x 12.5% · 48 checked +8.61% -8.74%
5D momentum v2 >= 30 519 446 / 73 116 26% 1.33x 10.3% · 87 checked +7.97% -8.30%
Technical >= 20 + money flow >= 12 5013 3779 / 1234 616 16.3% 0.84x 8.5% · 612 checked +6.42% -5.50%

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
US.PLD Prologis B 68.9 112.4 76.4/110 · 36/50 Medium
Total A · Money flow A · lift 1.36x n=289 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.CFG Citizens Financial Group B 70.8 112.3 76.3/110 · 36/50 Medium
Technical S · Total A · lift 1.36x n=289 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.CTAS Cintas B 70.2 106.7 64.7/110 · 42/50 Medium
Momentum A · Money flow A · lift 1.36x n=289 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.DXCM Dexcom B 67.2 98.3 63.3/110 · 35/50 Elevated
Money flow A · Technical A · lift 1.36x n=289 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.PYPL PayPal B 66.2 96.8 58.8/110 · 38/50 Elevated
lift 1.66x · Elevated risk n=217 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.ABT Abbott Laboratories B 68.3 95.4 60.4/110 · 35/50 Medium
Technical A · lift 1.66x · Validation not confirmed n=217 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.NDAQ Nasdaq, Inc. B 64.8 95.1 62.1/110 · 33/50 Medium
Money flow A · lift 1.36x · Validation not confirmed n=289 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.CHRW C.H. Robinson B 68 94.7 62.7/110 · 32/50 Medium
Money flow A · lift 1.36x · Validation not confirmed n=289 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.DPZ Domino's B 67 90.6 55.6/110 · 35/50 Medium
Money flow A · lift 1.36x · Validation not confirmed n=289 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.JBHT J.B. Hunt B 67.1 105.1 70.1/110 · 35/50 Medium
Technical A · lift 1.33x · Validation not confirmed n=446 · validation watch
5D momentum v2 >= 30
US.IR Ingersoll Rand B 68.1 103.5 63.5/110 · 40/50 Medium
Momentum A · Technical A · lift 1.33x n=446 · validation watch
5D momentum v2 >= 30
US.ITW Illinois Tool Works B 68 96 63/110 · 33/50 Medium
Technical A · lift 1.33x · Validation not confirmed n=446 · validation watch
5D momentum v2 >= 30
US.DG Dollar General B 68.9 95.6 60.6/110 · 35/50 Medium
Technical A · lift 1.33x · Validation not confirmed n=446 · validation watch
5D momentum v2 >= 30

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score 90-109 614 494 / 120 115 23.3% 1.19x +7.26% -7.87%
Score < 90 19456 15065 / 4391 2911 19.3% 0.99x +6.80% -4.74%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 86 78 / 8 28 35.9% 1.84x +10.48% -11.63%
5D momentum v2 30-39 433 368 / 65 88 23.9% 1.23x +7.44% -7.60%
5D momentum v2 < 20 18232 14105 / 4127 2726 19.3% 0.99x +6.82% -4.65%
5D momentum v2 20-29 1334 1018 / 316 188 18.5% 0.95x +6.46% -6.04%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 757 609 / 148 211 34.6% 1.77x +9.65% -9.83%
Dollar volume $1B-$5B 3278 2682 / 596 767 28.6% 1.47x +8.45% -6.30%
Dollar volume $250M-$1B 9934 7760 / 2174 1313 16.9% 0.87x +6.21% -4.61%
Dollar volume < $250M 6116 4518 / 1598 739 16.4% 0.84x +6.56% -3.72%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 930 706 / 224 291 41.2% 2.11x +10.42% -7.88%
Elevated 6727 5155 / 1572 1714 33.2% 1.7x +9.26% -6.85%
Medium 11986 9326 / 2660 1007 10.8% 0.55x +5.33% -3.57%
Low 442 382 / 60 18 4.7% 0.24x +3.96% -3.19%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2953 2294 / 659 963 42% 2.15x +10.89% -9.12%
Health Care 2359 1828 / 531 409 22.4% 1.15x +7.22% -3.41%
Materials 1039 805 / 234 179 22.2% 1.14x +8.80% -4.96%
Consumer Discretionary 1880 1457 / 423 273 18.7% 0.96x +6.55% -4.64%
Financials 3038 2356 / 682 428 18.2% 0.93x +6.41% -3.65%
Industrials 3183 2465 / 718 400 16.2% 0.83x +6.63% -4.07%
Communication Services 914 706 / 208 114 16.1% 0.83x +5.21% -6.24%
Consumer Staples 1399 1085 / 314 125 11.5% 0.59x +5.26% -4.23%
Energy 840 651 / 189 60 9.2% 0.47x +4.15% -5.90%
Real Estate 1240 961 / 279 45 4.7% 0.24x +4.39% -3.73%
Utilities 1240 961 / 279 34 3.5% 0.18x +3.90% -2.56%

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