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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

2026-07-22 · 60D window · 10D outcome

twelvedata 15060 checked / 19083 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 17.7%
Boom count 2671
Avg max runup +6.45%
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 B 382 338 / 44 72 21.3% 1.2x +6.98% -8.64%
Grade C 110 108 / 2 26 24.1% 1.36x +6.96% -8.61%
Grade D 5461 4591 / 870 550 12% 0.68x +5.50% -4.95%
Grade F 13130 10023 / 3107 2023 20.2% 1.14x +6.85% -4.82%

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 131

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Dollar volume >= $5B 732 604 / 128 31.8% 1.8x 1.86x 22.9% · 70 checked +8.70% -10.51%
Dollar volume >= $5B + Risk not High 731 603 / 128 31.8% 1.8x 1.86x 22.9% · 70 checked +8.70% -10.49%
Technical >= 16 + Dollar volume >= $5B + Risk not High 492 410 / 82 36.8% 2.08x 2.2x 20.8% · 48 checked +9.46% -12.13%
Technical >= 16 + Dollar volume >= $5B 493 411 / 82 36.7% 2.07x 2.19x 20.8% · 48 checked +9.46% -12.14%
Money flow >= 16 + Technical >= 20 + Dollar volume >= $1B 121 113 / 8 40.7% 2.3x 2.41x 20% · 10 checked +11.01% -12.04%
Money flow >= 16 + Technical >= 16 + Dollar volume >= $1B 146 133 / 13 39.1% 2.21x 2.32x 18.2% · 11 checked +10.76% -12.27%
Money flow >= 16 + Dollar volume >= $1B 146 133 / 13 39.1% 2.21x 2.32x 18.2% · 11 checked +10.76% -12.27%
Money flow >= 16 + Dollar volume >= $1B + Risk not High 146 133 / 13 39.1% 2.21x 2.32x 18.2% · 11 checked +10.76% -12.27%
Dollar volume >= $1B + Risk not High 3841 3173 / 668 26.2% 1.48x 1.54x 17.3% · 359 checked +7.75% -7.40%
Dollar volume >= $1B 3878 3201 / 677 26.1% 1.47x 1.54x 17.2% · 360 checked +7.73% -7.46%
Dollar volume >= $250M 13362 10757 / 2605 18.9% 1.07x 1.12x 12.3% · 1353 checked +6.51% -5.45%
Dollar volume >= $250M + Risk not High 12682 10214 / 2468 18.1% 1.02x 1.07x 12% · 1274 checked +6.39% -5.27%
Technical >= 16 + Dollar volume >= $1B 2721 2278 / 443 26.2% 1.48x 1.59x 10.6% · 246 checked +7.77% -7.97%
Technical >= 16 + Dollar volume >= $1B + Risk not High 2706 2265 / 441 26.2% 1.48x 1.59x 10.6% · 246 checked +7.79% -7.93%
Risk not High 18208 14373 / 3835 16.9% 0.95x 1.02x 10.1% · 1899 checked +6.33% -4.80%

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 226 209 / 17 59 28.2% 1.59x 0% · 11 checked +7.90% -11.90%
5D momentum v2 >= 30 492 446 / 46 98 22% 1.24x 0% · 41 checked +6.98% -8.63%
Money flow >= 14 + momentum v2 >= 30 309 284 / 25 62 21.8% 1.23x 0% · 23 checked +7.32% -9.12%
Technical >= 20 + money flow >= 12 4855 4018 / 837 563 14% 0.79x 4.6% · 673 checked +5.81% -5.48%

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.T AT&T B 66.8 106.2 71.2/110 · 35/50 Elevated
Money flow A · lift 1.59x · Elevated risk n=209 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.TRV Travelers Companies (The) B 69.6 108.5 72.5/110 · 36/50 Medium
Money flow S · Technical A · lift 1.24x n=446 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.PCAR Paccar B 70.3 108.1 66.1/110 · 42/50 Medium
Money flow S · Momentum A · lift 1.24x n=446 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.GM General Motors B 66.8 100.4 65.4/110 · 35/50 Medium
lift 1.59x · Validation not confirmed n=209 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.EQT EQT Corporation B 68.8 100.3 61.3/110 · 39/50 Medium
Technical A · lift 1.59x · Validation not confirmed n=209 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.PCG PG&E Corporation B 68.9 98.2 63.2/110 · 35/50 Medium
Money flow A · Technical A · lift 1.24x n=446 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.SMCI Supermicro B 64.6 94 63/110 · 31/50 Elevated
Technical A · lift 1.59x · Elevated risk n=209 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.WAB Wabtec B 67.8 112.9 70.9/110 · 42/50 Medium
Total A · Momentum A · lift 1.24x n=446 · validation watch
5D momentum v2 >= 30
US.EXE Expand Energy B 64.1 101.5 62.5/110 · 39/50 Medium
lift 1.24x · Validation not confirmed n=446 · validation watch
5D momentum v2 >= 30
US.SJM J.M. Smucker Company (The) B 66 94.4 62.4/110 · 32/50 Medium
Technical A · lift 1.24x · Validation not confirmed n=446 · validation watch
5D momentum v2 >= 30
US.ADM Archer Daniels Midland B 66.2 91.1 61.1/110 · 30/50 Medium
Technical A · lift 1.24x · 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 90-109 578 513 / 65 99 19.3% 1.09x +6.50% -8.00%
Score < 90 18491 14541 / 3950 2572 17.7% 1x +6.44% -4.87%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 81 72 / 9 22 30.6% 1.73x +7.75% -12.55%
5D momentum v2 30-39 411 374 / 37 76 20.3% 1.15x +6.83% -7.87%
5D momentum v2 < 20 17328 13519 / 3809 2417 17.9% 1.01x +6.50% -4.77%
5D momentum v2 20-29 1263 1095 / 168 156 14.2% 0.8x +5.60% -6.05%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 732 604 / 128 192 31.8% 1.8x +8.70% -10.51%
Dollar volume $1B-$5B 3146 2597 / 549 645 24.8% 1.4x +7.50% -6.75%
Dollar volume $250M-$1B 9484 7556 / 1928 1192 15.8% 0.89x +5.99% -4.60%
Dollar volume < $250M 5721 4303 / 1418 642 14.9% 0.84x +6.29% -3.78%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 875 687 / 188 235 34.2% 1.93x +8.80% -8.58%
Elevated 6364 4993 / 1371 1470 29.4% 1.66x +8.30% -7.28%
Medium 11433 9018 / 2415 948 10.5% 0.59x +5.33% -3.51%
Low 411 362 / 49 18 5% 0.28x +4.18% -2.82%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2805 2216 / 589 770 34.7% 1.96x +8.85% -10.07%
Health Care 2241 1769 / 472 356 20.1% 1.14x +6.97% -3.58%
Materials 987 779 / 208 150 19.3% 1.09x +8.31% -5.21%
Financials 2886 2278 / 608 432 19% 1.07x +6.69% -3.46%
Communication Services 867 681 / 186 117 17.2% 0.97x +5.44% -6.22%
Consumer Discretionary 1786 1410 / 376 217 15.4% 0.87x +5.77% -4.76%
Industrials 3028 2388 / 640 356 14.9% 0.84x +6.29% -4.36%
Energy 798 630 / 168 85 13.5% 0.76x +5.05% -5.07%
Consumer Staples 1329 1049 / 280 119 11.3% 0.64x +5.37% -3.89%
Real Estate 1178 930 / 248 40 4.3% 0.24x +4.44% -3.74%
Utilities 1178 930 / 248 29 3.1% 0.18x +3.88% -2.44%

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