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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

2026-07-28 · 60D window · 10D outcome

twelvedata 15057 checked / 19083 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 17.2%
Boom count 2584
Avg max runup +6.35%
Avg drawdown -4.99%

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 56 43 / 13 7 16.3% 0.95x +6.02% -9.85%
Grade C 161 138 / 23 38 27.5% 1.6x +6.96% -13.02%
Grade D 5828 4779 / 1049 551 11.5% 0.67x +5.37% -5.01%
Grade F 13038 10097 / 2941 1988 19.7% 1.15x +6.81% -4.85%

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 100

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best 5D momentum v2 >= 20 + Money flow >= 14 + Dollar volume >= $250M 758 620 / 138 15% 0.87x 0.85x 20% · 30 checked +5.62% -7.96%
5D momentum v2 >= 20 + Money flow >= 14 + Risk not High 923 748 / 175 13.4% 0.78x 0.76x 18.2% · 33 checked +5.23% -7.23%
Money flow >= 16 + Dollar volume >= $250M + Risk not High 322 271 / 51 18.5% 1.08x 1.08x 17.9% · 28 checked +6.39% -8.75%
5D momentum v2 >= 20 + Money flow >= 14 941 766 / 175 13.8% 0.8x 0.8x 17.6% · 34 checked +5.37% -7.34%
5D momentum v2 >= 20 + Money flow >= 14 + Technical >= 16 941 766 / 175 13.8% 0.8x 0.8x 17.6% · 34 checked +5.37% -7.34%
Money flow >= 16 + Technical >= 20 + Dollar volume >= $250M 246 217 / 29 20.3% 1.18x 1.2x 17.4% · 23 checked +6.66% -9.23%
5D momentum v2 >= 20 + Money flow >= 12 + Dollar volume >= $250M 1146 923 / 223 14.3% 0.83x 0.83x 17.1% · 41 checked +5.43% -7.62%
Money flow >= 16 + Technical >= 16 + Dollar volume >= $250M 338 287 / 51 18.5% 1.08x 1.09x 16.1% · 31 checked +6.49% -9.05%
Money flow >= 16 + Dollar volume >= $250M 338 287 / 51 18.5% 1.08x 1.09x 16.1% · 31 checked +6.49% -9.05%
Money flow >= 16 + Technical >= 20 + Risk not High 294 260 / 34 16.9% 0.98x 0.99x 16% · 25 checked +6.09% -8.23%
5D momentum v2 >= 20 + Money flow >= 12 + Risk not High 1426 1145 / 281 12.8% 0.74x 0.74x 15.6% · 45 checked +5.18% -6.86%
Money flow >= 16 + Technical >= 20 + Dollar volume >= $1B 108 108 / 0 31.5% 1.83x 1.96x 15.4% · 13 checked +7.97% -12.79%
5D momentum v2 >= 20 + Money flow >= 12 1446 1165 / 281 13.1% 0.76x 0.76x 15.2% · 46 checked +5.26% -6.94%
5D momentum v2 >= 20 + Money flow >= 12 + Technical >= 16 1446 1165 / 281 13.1% 0.76x 0.76x 15.2% · 46 checked +5.26% -6.94%
5D momentum v2 >= 20 + Dollar volume >= $250M 1426 1139 / 287 15.9% 0.92x 0.92x 14.9% · 47 checked +5.63% -7.45%

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 217 181 / 36 45 24.9% 1.45x 0% · 5 checked +6.74% -12.27%
5D momentum v2 >= 30 507 389 / 118 73 18.8% 1.09x 0% · 7 checked +6.00% -8.87%
Money flow >= 14 + momentum v2 >= 30 294 239 / 55 44 18.4% 1.07x 0% · 4 checked +6.11% -9.45%
Technical >= 20 + money flow >= 12 4803 3979 / 824 502 12.6% 0.73x 7% · 498 checked +5.51% -5.46%

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.IQV IQVIA B 67.5 123.5 76.5/110 · 47/50 Medium
Total S · Momentum S · lift 1.45x n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.SHW Sherwin-Williams B 64.4 106.9 67.9/110 · 39/50 Medium
Technical A · lift 1.45x · Validation not confirmed n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.AMGN Amgen B 64.1 96.8 65.8/110 · 31/50 Low
Money flow A · Technical A · lift 1.45x n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.PM Philip Morris International B 65.2 93.2 60.2/110 · 33/50 Medium
Money flow A · Technical A · lift 1.45x n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.MCK McKesson Corporation B 65.2 92.8 62.8/110 · 30/50 Medium
Money flow A · Technical A · lift 1.45x n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.KO Coca-Cola Company (The) C 63.4 102.1 66.1/110 · 36/50 Low
Technical A · lift 1.45x · Validation not confirmed n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.WDAY Workday, Inc. C 61.3 98.1 58.1/110 · 40/50 Elevated
Momentum A · Technical A · lift 1.45x n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.ACN Accenture C 62.4 98 60/110 · 38/50 Elevated
Money flow A · Technical A · lift 1.45x n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.BKNG Booking Holdings C 63.4 96.8 55.8/110 · 41/50 Medium
Momentum A · Technical A · lift 1.45x n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.GM General Motors C 63.9 94.3 55.3/110 · 39/50 Medium
Money flow A · lift 1.45x · Validation not confirmed n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.ABNB Airbnb C 60.8 93.6 54.6/110 · 39/50 Medium
Technical A · lift 1.45x · Validation not confirmed n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.INTU Intuit C 61.2 92.8 60.8/110 · 32/50 Elevated
Money flow A · Technical A · lift 1.45x n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.ADBE Adobe Inc. C 61 90.9 57.9/110 · 33/50 Elevated
Technical A · lift 1.45x · Elevated risk n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.CRM Salesforce C 59.1 84.3 54.3/110 · 30/50 Elevated
lift 1.45x · Elevated risk n=181 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score < 90 18474 14595 / 3879 2510 17.2% 1x +6.38% -4.89%
Score 90-109 593 457 / 136 74 16.2% 0.94x +5.60% -8.11%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 87 61 / 26 18 29.5% 1.72x +7.09% -13.62%
5D momentum v2 < 20 17284 13618 / 3666 2376 17.4% 1.01x +6.45% -4.80%
5D momentum v2 30-39 420 328 / 92 55 16.8% 0.98x +5.80% -7.98%
5D momentum v2 20-29 1292 1050 / 242 135 12.9% 0.75x +5.17% -6.04%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 716 598 / 118 172 28.8% 1.67x +8.09% -10.70%
Dollar volume $1B-$5B 3125 2530 / 595 595 23.5% 1.37x +7.19% -6.93%
Dollar volume $250M-$1B 9488 7554 / 1934 1183 15.7% 0.91x +5.98% -4.59%
Dollar volume < $250M 5754 4375 / 1379 634 14.5% 0.84x +6.27% -3.78%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 883 714 / 169 225 31.5% 1.83x +8.30% -8.79%
Elevated 6382 5023 / 1359 1363 27.1% 1.58x +7.86% -7.39%
Medium 11429 8992 / 2437 978 10.9% 0.63x +5.43% -3.44%
Low 389 328 / 61 18 5.5% 0.32x +4.33% -2.55%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2805 2213 / 592 664 30% 1.74x +7.88% -10.41%
Materials 987 779 / 208 160 20.5% 1.19x +8.54% -5.00%
Financials 2886 2278 / 608 432 19% 1.1x +6.74% -3.35%
Health Care 2241 1769 / 472 331 18.7% 1.09x +6.75% -3.80%
Communication Services 864 678 / 186 119 17.6% 1.02x +5.62% -6.21%
Energy 798 630 / 168 108 17.1% 0.99x +5.51% -4.89%
Industrials 3031 2391 / 640 366 15.3% 0.89x +6.34% -4.40%
Consumer Discretionary 1786 1410 / 376 215 15.2% 0.88x +5.72% -4.83%
Consumer Staples 1329 1049 / 280 120 11.4% 0.66x +5.49% -3.70%
Real Estate 1178 930 / 248 38 4.1% 0.24x +4.52% -3.57%
Utilities 1178 930 / 248 31 3.3% 0.19x +4.05% -2.22%

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