Solorank.ai
Login

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

2026-08-03 · 60D window · 10D outcome

twelvedata 14560 checked / 18581 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 18%
Boom count 2627
Avg max runup +6.41%
Avg drawdown -5.04%

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 113 73 / 40 12 16.4% 0.91x +5.92% -8.96%
Grade C 62 53 / 9 17 32.1% 1.78x +7.59% -11.07%
Grade D 5652 4462 / 1190 512 11.5% 0.64x +5.41% -4.85%
Grade F 12754 9972 / 2782 2086 20.9% 1.16x +6.86% -5.07%

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 124

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Dollar volume >= $5B 675 554 / 121 29.4% 1.63x 1.63x 29.8% · 47 checked +8.18% -10.47%
Dollar volume >= $5B + Risk not High 674 553 / 121 29.5% 1.64x 1.63x 29.8% · 47 checked +8.18% -10.46%
Dollar volume >= $1B 3702 2922 / 780 25.6% 1.42x 1.42x 25.7% · 261 checked +7.50% -7.59%
Technical >= 16 + Dollar volume >= $1B 2449 2000 / 449 24.7% 1.37x 1.37x 25.4% · 169 checked +7.39% -7.59%
Dollar volume >= $1B + Risk not High 3665 2891 / 774 25.5% 1.42x 1.42x 25% · 256 checked +7.51% -7.52%
Technical >= 16 + Dollar volume >= $1B + Risk not High 2436 1988 / 448 24.6% 1.37x 1.37x 24.6% · 167 checked +7.39% -7.55%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $1B 743 617 / 126 27.2% 1.51x 1.53x 23.4% · 47 checked +8.13% -7.40%
Money flow >= 14 + Dollar volume >= $1B 744 617 / 127 27.2% 1.51x 1.53x 23.4% · 47 checked +8.13% -7.40%
Money flow >= 14 + Dollar volume >= $1B + Risk not High 742 615 / 127 27% 1.5x 1.52x 23.4% · 47 checked +8.11% -7.39%
Dollar volume >= $250M 13025 10168 / 2857 19.3% 1.07x 1.05x 22.7% · 977 checked +6.50% -5.50%
Dollar volume >= $250M + Risk not High 12320 9590 / 2730 18.6% 1.03x 1.01x 22.3% · 929 checked +6.39% -5.27%
Risk not High 17673 13815 / 3858 17.3% 0.96x 0.93x 22.3% · 1441 checked +6.31% -4.84%
Technical >= 16 14040 11018 / 3022 15.7% 0.87x 0.84x 21.6% · 1157 checked +6.07% -4.92%
Money flow >= 12 + Technical >= 16 7285 5846 / 1439 13.6% 0.76x 0.71x 21.2% · 548 checked +5.70% -5.07%
Technical >= 16 + Risk not High 13651 10678 / 2973 15.3% 0.85x 0.81x 21.1% · 1135 checked +6.01% -4.77%

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 175 126 / 49 29 23% 1.28x 11.1% · 9 checked +6.62% -9.85%
5D momentum v2 >= 30 472 322 / 150 53 16.5% 0.92x 10.7% · 28 checked +5.77% -7.25%
Money flow >= 14 + momentum v2 >= 30 249 181 / 68 27 14.9% 0.83x 11.1% · 18 checked +5.63% -7.51%
Technical >= 20 + money flow >= 12 4764 3804 / 960 454 11.9% 0.66x 13.7% · 307 checked +5.43% -5.18%

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
No latest-snapshot candidates matched high-lift rules yet.

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score < 90 18015 14166 / 3849 2577 18.2% 1.01x +6.45% -5.00%
Score 90-109 548 387 / 161 50 12.9% 0.72x +5.13% -6.79%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 69 29 / 40 9 31% 1.72x +7.91% -8.94%
5D momentum v2 < 20 16868 13218 / 3650 2445 18.5% 1.03x +6.52% -4.95%
5D momentum v2 30-39 403 293 / 110 44 15% 0.83x +5.56% -7.08%
5D momentum v2 20-29 1241 1020 / 221 129 12.6% 0.7x +5.27% -5.53%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 675 554 / 121 163 29.4% 1.63x +8.18% -10.47%
Dollar volume $1B-$5B 3027 2368 / 659 584 24.7% 1.37x +7.34% -6.91%
Dollar volume $250M-$1B 9323 7246 / 2077 1213 16.7% 0.93x +6.10% -4.66%
Dollar volume < $250M 5556 4392 / 1164 667 15.2% 0.84x +6.21% -3.99%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 908 745 / 163 236 31.7% 1.76x +8.35% -8.90%
Elevated 6309 4915 / 1394 1378 28% 1.56x +7.90% -7.23%
Medium 11010 8613 / 2397 997 11.6% 0.64x +5.47% -3.55%
Low 354 287 / 67 16 5.6% 0.31x +4.13% -2.59%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2731 2139 / 592 693 32.4% 1.8x +8.26% -10.00%
Materials 961 753 / 208 170 22.6% 1.26x +8.38% -4.77%
Energy 777 609 / 168 118 19.4% 1.08x +5.86% -4.66%
Communication Services 838 657 / 181 127 19.3% 1.07x +5.81% -6.28%
Health Care 2182 1710 / 472 327 19.1% 1.06x +6.75% -4.04%
Financials 2810 2202 / 608 412 18.7% 1.04x +6.62% -3.45%
Industrials 2955 2315 / 640 381 16.5% 0.92x +6.47% -4.70%
Consumer Discretionary 1739 1363 / 376 218 16% 0.89x +5.82% -4.95%
Consumer Staples 1294 1014 / 280 110 10.8% 0.6x +5.37% -3.82%
Real Estate 1147 899 / 248 36 4% 0.22x +4.36% -3.76%
Utilities 1147 899 / 248 35 3.9% 0.22x +4.04% -2.33%

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