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

2026-08-21 · 60D window · 10D outcome

twelvedata 14049 checked / 16564 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 20.3%
Boom count 2848
Avg max runup +6.54%
Avg drawdown -4.82%

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 5134 4474 / 660 510 11.4% 0.56x +5.06% -5.06%
Grade F 11430 9575 / 1855 2338 24.4% 1.2x +7.23% -4.71%

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 137

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best 5D momentum v2 >= 30 + Technical >= 20 + Dollar volume >= $1B 159 139 / 20 15.1% 0.74x 0.6x 37.5% · 16 checked +5.09% -8.72%
5D momentum v2 >= 20 + Technical >= 20 + Dollar volume >= $1B 341 298 / 43 16.8% 0.83x 0.7x 36.4% · 33 checked +5.46% -8.36%
5D momentum v2 >= 30 + Technical >= 16 + Dollar volume >= $1B 173 149 / 24 14.8% 0.73x 0.6x 35.3% · 17 checked +4.99% -8.72%
5D momentum v2 >= 30 + Dollar volume >= $1B 173 149 / 24 14.8% 0.73x 0.6x 35.3% · 17 checked +4.99% -8.72%
5D momentum v2 >= 30 + Dollar volume >= $1B + Risk not High 172 148 / 24 14.9% 0.73x 0.6x 35.3% · 17 checked +5.02% -8.69%
Technical >= 20 + Dollar volume >= $1B + Risk not High 970 832 / 138 17.7% 0.87x 0.81x 30% · 80 checked +5.79% -7.01%
Technical >= 20 + Dollar volume >= $1B 974 834 / 140 17.6% 0.87x 0.8x 30% · 80 checked +5.79% -7.02%
Money flow >= 12 + Technical >= 20 + Dollar volume >= $1B 730 618 / 112 17% 0.84x 0.77x 28.8% · 59 checked +5.84% -7.26%
5D momentum v2 >= 20 + Technical >= 16 + Dollar volume >= $1B 417 359 / 58 16.2% 0.8x 0.7x 28.9% · 45 checked +5.38% -8.31%
5D momentum v2 >= 30 + Money flow >= 12 + Dollar volume >= $1B 138 117 / 21 12.8% 0.63x 0.53x 28.6% · 14 checked +4.64% -8.76%
5D momentum v2 >= 20 + Dollar volume >= $1B 423 365 / 58 16.2% 0.8x 0.71x 28.3% · 46 checked +5.39% -8.36%
5D momentum v2 >= 20 + Dollar volume >= $1B + Risk not High 421 364 / 57 16.2% 0.8x 0.71x 28.3% · 46 checked +5.41% -8.35%
5D momentum v2 >= 30 + Technical >= 24 + Dollar volume >= $250M 83 73 / 10 17.8% 0.88x 0.79x 27.3% · 11 checked +6.24% -5.72%
5D momentum v2 >= 20 + Money flow >= 12 + Dollar volume >= $1B 319 266 / 53 13.9% 0.68x 0.61x 26.7% · 30 checked +5.05% -8.16%
Money flow >= 16 + Technical >= 20 + Dollar volume >= $250M 199 155 / 44 18.7% 0.92x 0.88x 25% · 20 checked +6.09% -7.19%

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 173 149 / 24 22 14.8% 0.73x 35.3% · 17 checked +4.99% -8.72%
5D momentum v2 >= 30 449 402 / 47 52 12.9% 0.64x 20% · 40 checked +5.04% -7.05%
Technical >= 20 + money flow >= 12 4295 3714 / 581 443 11.9% 0.59x 16% · 331 checked +5.18% -5.12%
Money flow >= 14 + momentum v2 >= 30 239 207 / 32 23 11.1% 0.55x 15.8% · 19 checked +4.49% -7.36%

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 15993 13552 / 2441 2798 20.6% 1.01x +6.61% -4.76%
Score 90-109 552 478 / 74 48 10% 0.49x +4.63% -6.57%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 < 20 15002 12657 / 2345 2685 21.2% 1.04x +6.70% -4.69%
5D momentum v2 >= 40 78 66 / 12 14 21.2% 1.04x +5.48% -5.81%
5D momentum v2 30-39 371 336 / 35 38 11.3% 0.56x +4.96% -7.30%
5D momentum v2 20-29 1113 990 / 123 111 11.2% 0.55x +5.03% -5.60%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 572 495 / 77 166 33.5% 1.65x +8.67% -10.33%
Dollar volume $1B-$5B 2595 2255 / 340 554 24.6% 1.21x +7.22% -6.36%
Dollar volume $250M-$1B 8284 7104 / 1180 1350 19% 0.94x +6.34% -4.43%
Dollar volume < $250M 5113 4195 / 918 778 18.5% 0.91x +6.25% -4.01%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 815 683 / 132 244 35.7% 1.76x +9.45% -8.34%
Elevated 5725 4920 / 805 1486 30.2% 1.49x +8.10% -6.33%
Medium 9750 8216 / 1534 1113 13.5% 0.67x +5.44% -3.69%
Low 274 230 / 44 5 2.2% 0.11x +3.40% -2.78%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2435 2065 / 370 804 38.9% 1.92x +9.81% -8.93%
Communication Services 739 624 / 115 170 27.2% 1.34x +7.20% -5.03%
Energy 693 588 / 105 150 25.5% 1.26x +6.98% -3.57%
Health Care 1945 1650 / 295 361 21.9% 1.08x +7.23% -3.86%
Materials 857 727 / 130 145 19.9% 0.98x +6.09% -4.68%
Financials 2506 2126 / 380 402 18.9% 0.93x +6.28% -3.20%
Consumer Discretionary 1551 1316 / 235 249 18.9% 0.93x +6.24% -4.74%
Industrials 2638 2238 / 400 396 17.7% 0.87x +6.08% -4.83%
Consumer Staples 1153 979 / 174 109 11.1% 0.55x +5.43% -3.96%
Real Estate 1024 868 / 156 47 5.4% 0.27x +4.15% -3.87%
Utilities 1023 868 / 155 15 1.7% 0.08x +2.91% -3.69%

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