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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

2026-08-04 · 60D window · 10D outcome

twelvedata 14560 checked / 18582 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 18.7%
Boom count 2718
Avg max runup +6.49%
Avg drawdown -5.03%

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 121 74 / 47 14 18.9% 1.01x +6.02% -9.43%
Grade C 60 47 / 13 15 31.9% 1.71x +7.90% -10.57%
Grade D 5688 4415 / 1273 521 11.8% 0.63x +5.47% -4.77%
Grade F 12713 10024 / 2689 2168 21.6% 1.16x +6.94% -5.09%

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 132

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Money flow >= 14 + Technical >= 16 + Dollar volume >= $1B 727 594 / 133 27.9% 1.49x 1.49x 29.5% · 61 checked +8.22% -7.01%
Money flow >= 14 + Dollar volume >= $1B 728 594 / 134 27.9% 1.49x 1.49x 29.5% · 61 checked +8.22% -7.01%
Money flow >= 14 + Dollar volume >= $1B + Risk not High 726 592 / 134 27.7% 1.48x 1.47x 29.5% · 61 checked +8.21% -7.00%
Dollar volume >= $5B 675 550 / 125 29.6% 1.58x 1.6x 27.4% · 62 checked +8.30% -10.55%
Dollar volume >= $5B + Risk not High 674 549 / 125 29.7% 1.59x 1.6x 27.4% · 62 checked +8.29% -10.54%
Technical >= 16 + Dollar volume >= $1B 2454 1979 / 475 25.2% 1.35x 1.34x 26.8% · 220 checked +7.47% -7.44%
Dollar volume >= $1B 3705 2915 / 790 26.1% 1.4x 1.4x 26.2% · 351 checked +7.57% -7.58%
Technical >= 16 + Dollar volume >= $1B + Risk not High 2441 1967 / 474 25.1% 1.34x 1.34x 26.1% · 218 checked +7.47% -7.40%
Dollar volume >= $1B + Risk not High 3668 2882 / 786 26% 1.39x 1.4x 25.6% · 344 checked +7.57% -7.51%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $1B 500 414 / 86 25.4% 1.36x 1.36x 24.3% · 37 checked +7.51% -7.30%
Risk not High 17667 13806 / 3861 17.9% 0.96x 0.9x 24.1% · 1920 checked +6.38% -4.82%
Dollar volume >= $250M 13032 10159 / 2873 19.8% 1.06x 1.03x 23.9% · 1299 checked +6.57% -5.48%
Dollar volume >= $250M + Risk not High 12326 9578 / 2748 19.1% 1.02x 0.98x 23.5% · 1236 checked +6.45% -5.24%
Money flow >= 12 + Dollar volume >= $1B 1238 1000 / 238 25.3% 1.35x 1.36x 23.3% · 103 checked +7.81% -7.12%
Money flow >= 12 + Dollar volume >= $1B + Risk not High 1235 997 / 238 25.2% 1.35x 1.36x 23.3% · 103 checked +7.80% -7.11%

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 181 121 / 60 29 24% 1.28x 10% · 10 checked +6.75% -9.88%
5D momentum v2 >= 30 480 306 / 174 53 17.3% 0.93x 10% · 30 checked +5.91% -7.21%
Money flow >= 14 + momentum v2 >= 30 247 169 / 78 27 16% 0.86x 11.1% · 18 checked +5.68% -7.54%
Technical >= 20 + money flow >= 12 4808 3772 / 1036 465 12.3% 0.66x 17.1% · 398 checked +5.49% -5.09%
Total score >= 110 + risk not High 20 9 / 11 0 0% 0x 0% · 7 checked +3.84% -4.92%

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.PLTR Palantir Technologies B 67.4 114.9 65.9/110 · 49/50 Elevated
Momentum S · Total A · lift 1.28x n=121 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.FSLR First Solar B 64.6 108.9 63.9/110 · 45/50 Elevated
Momentum S · lift 1.28x · Elevated risk n=121 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.DDOG Datadog B 68.3 103 70/110 · 33/50 Medium
Money flow A · Technical A · lift 1.28x n=121 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.APH Amphenol B 67 98.7 67.7/110 · 31/50 Medium
Technical A · lift 1.28x · Validation not confirmed n=121 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.MSFT Microsoft B 65.2 98.2 63.2/110 · 35/50 Elevated
Money flow S · lift 1.28x · Elevated risk n=121 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.HPE Hewlett Packard Enterprise B 64.2 97.8 64.8/110 · 33/50 Elevated
Technical S · lift 1.28x · Elevated risk n=121 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.ETN Eaton Corporation C 61.8 95.4 64.4/110 · 31/50 Elevated
lift 1.28x · Elevated risk n=121 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.ANET Arista Networks C 63.6 95.2 62.2/110 · 33/50 Elevated
Technical A · lift 1.28x · Elevated risk n=121 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.AVGO Broadcom C 63.5 91.4 60.4/110 · 31/50 Elevated
Technical A · lift 1.28x · Elevated risk n=121 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.TER Teradyne C 60 89.1 57.1/110 · 32/50 Elevated
lift 1.28x · Elevated risk n=121 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.GOOGL Alphabet Inc. (Class A) C 62.4 88.1 56.1/110 · 32/50 Elevated
lift 1.28x · Elevated risk n=121 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B
US.DELL Dell Technologies C 60 86.1 55.1/110 · 31/50 Elevated
Technical A · lift 1.28x · Elevated risk n=121 · 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 18007 14185 / 3822 2668 18.8% 1.01x +6.53% -4.98%
Score 90-109 555 366 / 189 50 13.7% 0.73x +5.22% -6.84%
Score 110-129 20 9 / 11 0 0% 0x +3.84% -4.92%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 74 30 / 44 9 30% 1.6x +7.95% -8.72%
5D momentum v2 < 20 16831 13252 / 3579 2537 19.1% 1.02x +6.59% -4.95%
5D momentum v2 30-39 406 276 / 130 44 15.9% 0.85x +5.68% -7.04%
5D momentum v2 20-29 1271 1002 / 269 128 12.8% 0.68x +5.33% -5.45%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 675 550 / 125 163 29.6% 1.58x +8.30% -10.55%
Dollar volume $1B-$5B 3030 2365 / 665 597 25.2% 1.35x +7.40% -6.89%
Dollar volume $250M-$1B 9327 7244 / 2083 1248 17.2% 0.92x +6.17% -4.63%
Dollar volume < $250M 5550 4401 / 1149 710 16.1% 0.86x +6.31% -4.00%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 915 754 / 161 243 32.2% 1.72x +8.48% -8.86%
Elevated 6341 4929 / 1412 1413 28.7% 1.53x +7.97% -7.17%
Medium 10973 8595 / 2378 1046 12.2% 0.65x +5.54% -3.55%
Low 353 282 / 71 16 5.7% 0.3x +4.09% -2.62%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2731 2139 / 592 715 33.4% 1.79x +8.50% -9.89%
Materials 961 753 / 208 172 22.8% 1.22x +8.21% -4.71%
Health Care 2182 1710 / 472 344 20.1% 1.07x +6.88% -4.03%
Energy 777 609 / 168 121 19.9% 1.06x +5.99% -4.46%
Communication Services 838 656 / 182 129 19.7% 1.05x +5.88% -6.23%
Financials 2810 2202 / 608 423 19.2% 1.03x +6.63% -3.48%
Industrials 2956 2316 / 640 406 17.5% 0.94x +6.59% -4.72%
Consumer Discretionary 1739 1363 / 376 224 16.4% 0.88x +5.89% -4.98%
Consumer Staples 1294 1014 / 280 109 10.7% 0.57x +5.32% -3.88%
Real Estate 1147 899 / 248 41 4.6% 0.25x +4.40% -3.75%
Utilities 1147 899 / 248 34 3.8% 0.2x +4.05% -2.41%

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