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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

2026-08-06 · 60D window · 10D outcome

twelvedata 15062 checked / 18580 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 19.7%
Boom count 2972
Avg max runup +6.62%
Avg drawdown -5.02%

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 D 5851 4561 / 1290 559 12.3% 0.62x +5.47% -4.92%
Grade F 12729 10501 / 2228 2413 23% 1.17x +7.12% -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 116

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Money flow >= 12 + Technical >= 16 + Dollar volume >= $5B 200 180 / 20 35.6% 1.81x 1.82x 33.3% · 18 checked +9.74% -11.92%
Dollar volume >= $5B 673 557 / 116 29.4% 1.49x 1.48x 32.1% · 53 checked +8.07% -10.82%
Dollar volume >= $5B + Risk not High 672 556 / 116 29.5% 1.5x 1.48x 32.1% · 53 checked +8.07% -10.81%
Money flow >= 12 + Dollar volume >= $5B 201 181 / 20 35.4% 1.8x 1.82x 31.6% · 19 checked +9.73% -11.91%
Money flow >= 12 + Dollar volume >= $5B + Risk not High 201 181 / 20 35.4% 1.8x 1.82x 31.6% · 19 checked +9.73% -11.91%
Risk not High 17656 14283 / 3373 19% 0.96x 0.87x 30.5% · 1919 checked +6.51% -4.81%
Dollar volume >= $1B 3709 2973 / 736 26% 1.32x 1.29x 29.7% · 330 checked +7.46% -7.66%
Dollar volume >= $250M 13095 10487 / 2608 20.5% 1.04x 0.97x 29.6% · 1305 checked +6.64% -5.48%
Technical >= 16 14095 11389 / 2706 17.3% 0.88x 0.79x 29.5% · 1472 checked +6.24% -4.82%
Dollar volume >= $1B + Risk not High 3671 2940 / 731 25.9% 1.31x 1.29x 28.9% · 325 checked +7.46% -7.59%
Technical >= 16 + Risk not High 13697 11055 / 2642 16.9% 0.86x 0.76x 28.9% · 1450 checked +6.17% -4.68%
Dollar volume >= $250M + Risk not High 12379 9887 / 2492 19.8% 1.01x 0.94x 28.7% · 1242 checked +6.51% -5.24%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $1B 504 407 / 97 24.1% 1.22x 1.21x 28.6% · 21 checked +7.20% -7.31%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $1B 728 583 / 145 26.9% 1.37x 1.36x 28.3% · 46 checked +7.78% -6.92%
Money flow >= 14 + Dollar volume >= $1B 729 583 / 146 26.9% 1.37x 1.36x 28.3% · 46 checked +7.78% -6.92%

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 185 128 / 57 29 22.7% 1.15x 11.1% · 9 checked +6.55% -9.68%
5D momentum v2 >= 30 492 324 / 168 53 16.4% 0.83x 4.3% · 23 checked +5.80% -7.08%
Money flow >= 14 + momentum v2 >= 30 254 174 / 80 26 14.9% 0.76x 0% · 8 checked +5.54% -7.39%
Technical >= 20 + money flow >= 12 4867 3828 / 1039 481 12.6% 0.64x 19.5% · 343 checked +5.49% -5.09%
Total score >= 110 + risk not High 20 11 / 9 0 0% 0x 0% · 4 checked +3.80% -4.61%

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 17977 14661 / 3316 2921 19.9% 1.01x +6.66% -4.98%
Score 90-109 583 390 / 193 51 13.1% 0.66x +5.22% -6.75%
Score 110-129 20 11 / 9 0 0% 0x +3.80% -4.61%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 76 35 / 41 9 25.7% 1.3x +7.87% -7.59%
5D momentum v2 < 20 16805 13730 / 3075 2792 20.3% 1.03x +6.73% -4.93%
5D momentum v2 30-39 416 289 / 127 44 15.2% 0.77x +5.55% -7.01%
5D momentum v2 20-29 1283 1008 / 275 127 12.6% 0.64x +5.35% -5.59%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 673 557 / 116 164 29.4% 1.49x +8.07% -10.82%
Dollar volume $1B-$5B 3036 2416 / 620 608 25.2% 1.28x +7.32% -6.93%
Dollar volume $250M-$1B 9386 7514 / 1872 1376 18.3% 0.93x +6.31% -4.61%
Dollar volume < $250M 5485 4575 / 910 824 18% 0.91x +6.57% -3.97%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 924 779 / 145 256 32.9% 1.67x +8.62% -8.93%
Elevated 6372 5101 / 1271 1520 29.8% 1.51x +8.09% -7.14%
Medium 10939 8891 / 2048 1180 13.3% 0.68x +5.68% -3.54%
Low 345 291 / 54 16 5.5% 0.28x +4.06% -2.73%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2731 2213 / 518 767 34.7% 1.76x +8.72% -9.92%
Materials 961 779 / 182 185 23.7% 1.2x +8.05% -4.69%
Health Care 2181 1769 / 412 391 22.1% 1.12x +7.17% -3.94%
Communication Services 836 677 / 159 145 21.4% 1.09x +6.14% -6.07%
Financials 2810 2278 / 532 456 20% 1.02x +6.71% -3.44%
Energy 777 630 / 147 125 19.8% 1.01x +5.89% -4.46%
Industrials 2957 2397 / 560 439 18.3% 0.93x +6.66% -4.76%
Consumer Discretionary 1739 1410 / 329 259 18.4% 0.93x +6.19% -4.90%
Consumer Staples 1294 1049 / 245 122 11.6% 0.59x +5.43% -3.84%
Real Estate 1147 930 / 217 51 5.5% 0.28x +4.53% -3.70%
Utilities 1147 930 / 217 32 3.4% 0.17x +3.95% -2.70%

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