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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

2026-07-20 · 60D window · 10D outcome

twelvedata 15065 checked / 19082 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 18.3%
Boom count 2764
Avg max runup +6.56%
Avg drawdown -4.94%

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 419 384 / 35 84 21.9% 1.2x +7.57% -8.47%
Grade C 81 79 / 2 24 30.4% 1.66x +7.82% -7.98%
Grade D 5422 4430 / 992 570 12.9% 0.7x +5.65% -4.91%
Grade F 13160 10172 / 2988 2086 20.5% 1.12x +6.91% -4.80%

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 141

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Dollar volume >= $5B + Risk not High 726 601 / 125 32.6% 1.78x 1.91x 17.1% · 76 checked +8.95% -10.31%
Dollar volume >= $5B 727 602 / 125 32.6% 1.78x 1.9x 17.1% · 76 checked +8.95% -10.32%
Dollar volume >= $1B + Risk not High 3791 3159 / 632 27.5% 1.5x 1.59x 16.1% · 404 checked +8.09% -7.22%
Dollar volume >= $1B 3826 3189 / 637 27.4% 1.5x 1.59x 16% · 405 checked +8.07% -7.28%
Dollar volume >= $250M 13256 10702 / 2554 19.5% 1.07x 1.1x 15.2% · 1408 checked +6.65% -5.41%
Dollar volume >= $250M + Risk not High 12575 10169 / 2406 18.7% 1.02x 1.06x 14.6% · 1323 checked +6.52% -5.23%
Technical >= 16 + Dollar volume >= $5B + Risk not High 500 415 / 85 37.8% 2.07x 2.26x 13.5% · 52 checked +9.86% -12.02%
Technical >= 16 + Dollar volume >= $5B 501 416 / 85 37.7% 2.06x 2.25x 13.5% · 52 checked +9.86% -12.03%
5D momentum v2 >= 20 + Technical >= 16 + Dollar volume >= $5B 143 133 / 10 41.4% 2.26x 2.45x 13.3% · 15 checked +9.82% -15.39%
5D momentum v2 >= 20 + Dollar volume >= $5B 143 133 / 10 41.4% 2.26x 2.45x 13.3% · 15 checked +9.82% -15.39%
5D momentum v2 >= 20 + Dollar volume >= $5B + Risk not High 143 133 / 10 41.4% 2.26x 2.45x 13.3% · 15 checked +9.82% -15.39%
Risk not High 18196 14372 / 3824 17.5% 0.96x 0.99x 12.9% · 1891 checked +6.43% -4.78%
Technical >= 16 + Dollar volume >= $1B 2725 2301 / 424 28.2% 1.54x 1.66x 12.4% · 267 checked +8.29% -7.81%
Technical >= 16 + Dollar volume >= $1B + Risk not High 2709 2286 / 423 28.3% 1.55x 1.66x 12.4% · 267 checked +8.31% -7.76%
Technical >= 16 + Dollar volume >= $250M 9762 7861 / 1901 18.2% 0.99x 1.05x 11% · 1021 checked +6.47% -5.57%

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 231 216 / 15 66 30.6% 1.67x 5.6% · 18 checked +9.03% -11.50%
Money flow >= 14 + momentum v2 >= 30 318 295 / 23 70 23.7% 1.3x 5.1% · 39 checked +8.16% -8.81%
5D momentum v2 >= 30 500 463 / 37 108 23.3% 1.27x 3.2% · 63 checked +7.61% -8.39%
Technical >= 20 + money flow >= 12 4861 3892 / 969 595 15.3% 0.84x 5.4% · 665 checked +6.12% -5.44%

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.GPN Global Payments B 64.6 87.7 55.7/110 · 32/50 Elevated
Money flow A · Technical A · lift 1.3x n=295 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score 90-109 583 521 / 62 105 20.2% 1.1x +6.81% -7.85%
Score < 90 18484 14534 / 3950 2655 18.3% 1x +6.54% -4.83%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 85 79 / 6 28 35.4% 1.93x +10.26% -11.73%
5D momentum v2 30-39 415 384 / 31 80 20.8% 1.14x +7.07% -7.70%
5D momentum v2 < 20 17310 13516 / 3794 2484 18.4% 1.01x +6.58% -4.74%
5D momentum v2 20-29 1272 1086 / 186 172 15.8% 0.86x +5.88% -5.97%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 727 602 / 125 196 32.6% 1.78x +8.95% -10.32%
Dollar volume $1B-$5B 3099 2587 / 512 678 26.2% 1.43x +7.86% -6.57%
Dollar volume $250M-$1B 9430 7513 / 1917 1218 16.2% 0.89x +6.05% -4.62%
Dollar volume < $250M 5826 4363 / 1463 672 15.4% 0.84x +6.34% -3.79%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 886 693 / 193 253 36.5% 1.99x +9.21% -8.38%
Elevated 6372 4969 / 1403 1531 30.8% 1.68x +8.63% -7.15%
Medium 11413 9034 / 2379 962 10.6% 0.58x +5.32% -3.55%
Low 411 369 / 42 18 4.9% 0.27x +4.10% -2.93%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2805 2218 / 587 832 37.5% 2.05x +9.54% -9.70%
Health Care 2241 1769 / 472 376 21.3% 1.16x +7.11% -3.49%
Materials 987 779 / 208 160 20.5% 1.12x +8.48% -5.16%
Financials 2886 2280 / 606 424 18.6% 1.02x +6.57% -3.56%
Communication Services 868 682 / 186 114 16.7% 0.91x +5.34% -6.30%
Consumer Discretionary 1786 1410 / 376 225 16% 0.87x +5.93% -4.75%
Industrials 3026 2388 / 638 366 15.3% 0.84x +6.41% -4.24%
Energy 798 630 / 168 77 12.2% 0.67x +4.72% -5.34%
Consumer Staples 1329 1049 / 280 121 11.5% 0.63x +5.30% -4.04%
Real Estate 1178 930 / 248 41 4.4% 0.24x +4.41% -3.78%
Utilities 1178 930 / 248 28 3% 0.16x +3.83% -2.53%

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