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

2026-08-14 · 60D window · 10D outcome

twelvedata 15060 checked / 16568 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 20.8%
Boom count 3128
Avg max runup +6.66%
Avg drawdown -4.92%

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 5247 4705 / 542 594 12.6% 0.61x +5.41% -4.99%
Grade F 11321 10355 / 966 2534 24.5% 1.18x +7.23% -4.89%

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 169

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Dollar volume >= $5B 601 551 / 50 34.5% 1.66x 1.36x 80.3% · 66 checked +8.62% -10.58%
Dollar volume >= $5B + Risk not High 601 551 / 50 34.5% 1.66x 1.36x 80.3% · 66 checked +8.62% -10.58%
Technical >= 16 + Dollar volume >= $5B 346 311 / 35 28.6% 1.38x 1.31x 52.9% · 17 checked +7.33% -12.10%
Technical >= 16 + Dollar volume >= $5B + Risk not High 346 311 / 35 28.6% 1.38x 1.31x 52.9% · 17 checked +7.33% -12.10%
Dollar volume >= $1B 3333 3045 / 288 26.7% 1.28x 1.18x 40% · 438 checked +7.65% -7.33%
Dollar volume >= $1B + Risk not High 3298 3012 / 286 26.6% 1.28x 1.17x 39.7% · 436 checked +7.64% -7.27%
5D momentum v2 >= 20 + Technical >= 24 + Dollar volume >= $1B 44 39 / 5 23.1% 1.11x 0.89x 33.3% · 12 checked +6.11% -5.99%
5D momentum v2 >= 40 + Technical >= 24 23 21 / 2 14.3% 0.69x 0x 30% · 10 checked +5.55% -5.53%
5D momentum v2 >= 40 + Technical >= 24 + Risk not High 23 21 / 2 14.3% 0.69x 0x 30% · 10 checked +5.55% -5.53%
Technical >= 24 + Dollar volume >= $1B 74 65 / 9 16.9% 0.81x 0.66x 28.6% · 14 checked +5.04% -5.68%
Technical >= 24 + Dollar volume >= $1B + Risk not High 74 65 / 9 16.9% 0.81x 0.66x 28.6% · 14 checked +5.04% -5.68%
5D momentum v2 >= 30 + Technical >= 24 + Dollar volume >= $250M 85 72 / 13 19.4% 0.93x 0.67x 27.6% · 29 checked +6.60% -5.88%
5D momentum v2 >= 40 + Technical >= 16 + Dollar volume >= $1B 39 34 / 5 29.4% 1.41x 1.52x 26.7% · 15 checked +6.77% -7.39%
5D momentum v2 >= 40 + Technical >= 20 + Dollar volume >= $1B 39 34 / 5 29.4% 1.41x 1.52x 26.7% · 15 checked +6.77% -7.39%
5D momentum v2 >= 40 + Dollar volume >= $1B 39 34 / 5 29.4% 1.41x 1.52x 26.7% · 15 checked +6.77% -7.39%

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 179 156 / 23 30 19.2% 0.92x 19.4% · 36 checked +5.86% -9.08%
5D momentum v2 >= 30 462 408 / 54 65 15.9% 0.76x 18.5% · 119 checked +5.73% -7.19%
Money flow >= 14 + momentum v2 >= 30 245 214 / 31 30 14% 0.67x 10.2% · 59 checked +5.38% -7.33%
Technical >= 20 + money flow >= 12 4437 3965 / 472 514 13% 0.63x 14.8% · 610 checked +5.44% -5.11%

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 15995 14567 / 1428 3064 21% 1.01x +6.71% -4.86%
Score 90-109 554 476 / 78 63 13.2% 0.63x +5.21% -6.80%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 77 66 / 11 16 24.2% 1.16x +6.86% -6.54%
5D momentum v2 < 20 14952 13643 / 1309 2926 21.4% 1.03x +6.78% -4.80%
5D momentum v2 30-39 385 342 / 43 49 14.3% 0.69x +5.51% -7.32%
5D momentum v2 20-29 1154 1009 / 145 137 13.6% 0.65x +5.45% -5.69%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 601 551 / 50 190 34.5% 1.66x +8.62% -10.58%
Dollar volume $1B-$5B 2732 2494 / 238 624 25% 1.2x +7.43% -6.61%
Dollar volume < $250M 4844 4405 / 439 854 19.4% 0.93x +6.50% -3.93%
Dollar volume $250M-$1B 8391 7610 / 781 1460 19.2% 0.92x +6.36% -4.54%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 839 756 / 83 272 36% 1.73x +9.22% -8.52%
Elevated 5756 5169 / 587 1630 31.5% 1.51x +8.26% -6.67%
Medium 9674 8850 / 824 1210 13.7% 0.66x +5.60% -3.66%
Low 299 285 / 14 16 5.6% 0.27x +3.89% -2.76%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2435 2213 / 222 866 39.1% 1.88x +9.79% -9.32%
Communication Services 743 674 / 69 176 26.1% 1.25x +6.89% -5.39%
Health Care 1945 1769 / 176 431 24.4% 1.17x +7.48% -3.86%
Energy 693 630 / 63 142 22.5% 1.08x +6.40% -3.85%
Materials 857 779 / 78 155 19.9% 0.96x +6.39% -4.74%
Financials 2506 2278 / 228 448 19.7% 0.95x +6.46% -3.37%
Consumer Discretionary 1551 1410 / 141 264 18.7% 0.9x +6.26% -4.84%
Industrials 2638 2398 / 240 446 18.6% 0.89x +6.47% -4.73%
Consumer Staples 1154 1049 / 105 125 11.9% 0.57x +5.32% -4.12%
Real Estate 1023 930 / 93 55 5.9% 0.28x +4.42% -3.75%
Utilities 1023 930 / 93 20 2.2% 0.11x +3.27% -3.49%

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