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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

2026-07-29 · 60D window · 10D outcome

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

Baseline boom rate 17.6%
Boom count 2645
Avg max runup +6.39%
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 55 41 / 14 5 12.2% 0.69x +4.82% -8.48%
Grade C 147 120 / 27 29 24.2% 1.37x +6.70% -12.91%
Grade D 5831 4703 / 1128 548 11.7% 0.66x +5.38% -5.00%
Grade F 13050 10193 / 2857 2063 20.2% 1.15x +6.86% -4.88%

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 129

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Money flow >= 16 + Technical >= 20 + Dollar volume >= $250M 241 205 / 36 20% 1.14x 1.15x 17.6% · 17 checked +6.44% -9.05%
Money flow >= 16 + Dollar volume >= $250M + Risk not High 316 258 / 58 17.8% 1.01x 1.02x 17.4% · 23 checked +6.18% -8.57%
Money flow >= 16 + Technical >= 16 + Dollar volume >= $250M 332 274 / 58 17.9% 1.02x 1.03x 16% · 25 checked +6.30% -8.90%
Money flow >= 16 + Dollar volume >= $250M 332 274 / 58 17.9% 1.02x 1.03x 16% · 25 checked +6.30% -8.90%
Money flow >= 16 + Technical >= 20 + Risk not High 288 247 / 41 16.6% 0.94x 0.95x 15.8% · 19 checked +5.88% -8.00%
Money flow >= 16 + Technical >= 20 295 254 / 41 16.9% 0.96x 0.97x 15% · 20 checked +6.02% -8.14%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $250M 2743 2228 / 515 16% 0.91x 0.92x 14.1% · 262 checked +6.09% -6.07%
Money flow >= 14 + Dollar volume >= $250M 2744 2228 / 516 16% 0.91x 0.92x 14.1% · 262 checked +6.09% -6.07%
Money flow >= 14 + Dollar volume >= $250M + Risk not High 2691 2178 / 513 15.7% 0.89x 0.9x 14% · 258 checked +6.05% -5.94%
Money flow >= 16 + Technical >= 16 + Risk not High 392 326 / 66 15.6% 0.89x 0.9x 13.8% · 29 checked +5.84% -7.79%
Money flow >= 16 + Risk not High 392 326 / 66 15.6% 0.89x 0.9x 13.8% · 29 checked +5.84% -7.79%
Technical >= 16 + Dollar volume >= $250M 9640 7682 / 1958 16.7% 0.95x 0.98x 13.4% · 950 checked +6.13% -5.55%
Dollar volume >= $250M 13287 10563 / 2724 18.6% 1.06x 1.1x 13.2% · 1246 checked +6.42% -5.50%
Technical >= 16 + Dollar volume >= $250M + Risk not High 9327 7404 / 1923 16.3% 0.93x 0.95x 13.2% · 924 checked +6.06% -5.37%
Dollar volume >= $250M + Risk not High 12590 9997 / 2593 17.9% 1.02x 1.06x 13% · 1183 checked +6.31% -5.29%

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 202 161 / 41 34 21.1% 1.2x 0% · 10 checked +6.22% -11.78%
5D momentum v2 >= 30 509 366 / 143 59 16.1% 0.91x 5.3% · 19 checked +5.65% -8.45%
Money flow >= 14 + momentum v2 >= 30 284 220 / 64 34 15.5% 0.88x 7.7% · 13 checked +5.68% -8.94%
Technical >= 20 + money flow >= 12 4805 3945 / 860 492 12.5% 0.71x 9.2% · 457 checked +5.48% -5.39%

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.GEHC GE HealthCare B 64.1 115.2 70.2/110 · 45/50 Medium
Momentum S · Technical S · lift 1.2x n=161 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.ADP Automatic Data Processing B 65.2 108.1 66.1/110 · 42/50 Medium
Momentum A · Technical A · lift 1.2x n=161 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.MDLZ Mondelez International B 64.7 102.1 66.1/110 · 36/50 Medium
Money flow A · lift 1.2x · Validation not confirmed n=161 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.ADBE Adobe Inc. C 63.1 106 61/110 · 45/50 Elevated
Momentum S · Technical A · lift 1.2x n=161 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.WDAY Workday, Inc. C 63.1 102.6 59.6/110 · 43/50 Elevated
Momentum A · Technical A · lift 1.2x n=161 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.INTU Intuit C 63.7 102.1 60.1/110 · 42/50 Elevated
Momentum A · Money flow A · lift 1.2x n=161 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.CTSH Cognizant C 62.9 100.2 57.2/110 · 43/50 Elevated
Money flow S · Momentum A · lift 1.2x n=161 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.ACN Accenture C 62.6 99.6 61.6/110 · 38/50 Elevated
Money flow A · lift 1.2x · Elevated risk n=161 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.NOW ServiceNow C 62.6 96.9 58.9/110 · 38/50 Elevated
Technical S · lift 1.2x · Elevated risk n=161 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.CRM Salesforce C 61.8 91.6 57.6/110 · 34/50 Elevated
Money flow A · lift 1.2x · Elevated risk n=161 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.BKNG Booking Holdings C 63 90.2 55.2/110 · 35/50 Medium
lift 1.2x · Validation not confirmed n=161 · 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 18480 14618 / 3862 2585 17.7% 1.01x +6.43% -4.91%
Score 90-109 587 433 / 154 60 13.9% 0.79x +5.27% -7.79%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 80 48 / 32 11 22.9% 1.3x +5.77% -12.96%
5D momentum v2 < 20 17277 13654 / 3623 2453 18% 1.02x +6.50% -4.82%
5D momentum v2 30-39 429 318 / 111 48 15.1% 0.86x +5.63% -7.77%
5D momentum v2 20-29 1297 1037 / 260 133 12.8% 0.73x +5.17% -6.03%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 703 588 / 115 162 27.6% 1.57x +7.93% -10.73%
Dollar volume $1B-$5B 3093 2461 / 632 593 24.1% 1.37x +7.23% -6.99%
Dollar volume $250M-$1B 9491 7514 / 1977 1213 16.1% 0.91x +6.03% -4.61%
Dollar volume < $250M 5796 4494 / 1302 677 15.1% 0.86x +6.33% -3.79%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 894 726 / 168 231 31.8% 1.81x +8.27% -8.84%
Elevated 6413 5050 / 1363 1379 27.3% 1.55x +7.84% -7.39%
Medium 11413 8979 / 2434 1017 11.3% 0.64x +5.50% -3.41%
Low 363 302 / 61 18 6% 0.34x +4.33% -2.47%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2805 2213 / 592 660 29.8% 1.69x +7.80% -10.42%
Materials 987 779 / 208 169 21.7% 1.23x +8.66% -4.92%
Financials 2886 2278 / 608 442 19.4% 1.1x +6.76% -3.34%
Health Care 2241 1769 / 472 339 19.2% 1.09x +6.82% -3.80%
Communication Services 863 677 / 186 122 18% 1.02x +5.68% -6.24%
Energy 798 630 / 168 113 17.9% 1.02x +5.57% -4.91%
Industrials 3032 2392 / 640 381 15.9% 0.9x +6.41% -4.45%
Consumer Discretionary 1786 1410 / 376 222 15.7% 0.89x +5.81% -4.83%
Consumer Staples 1329 1049 / 280 126 12% 0.68x +5.58% -3.64%
Real Estate 1178 930 / 248 40 4.3% 0.24x +4.55% -3.54%
Utilities 1178 930 / 248 31 3.3% 0.19x +4.10% -2.18%

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