Solorank
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

2026-09-28 · 60D window · 10D outcome

twelvedata 9007 checked / 13021 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 10.2%
Boom count 921
Avg max runup +4.36%
Avg drawdown -5.17%

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 A 20 17 / 3 1 5.9% 0.58x +3.10% -8.08%
Grade B 161 124 / 37 23 18.5% 1.81x +5.22% -6.48%
Grade D 3395 2758 / 637 234 8.5% 0.83x +4.01% -5.34%
Grade F 9438 6103 / 3335 663 10.9% 1.07x +4.51% -5.06%

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 87

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Money flow >= 14 + Technical >= 16 + Dollar volume >= $5B 97 54 / 43 31.5% 3.09x 2.01x 60% · 15 checked +8.03% -7.59%
Money flow >= 14 + Dollar volume >= $5B 98 55 / 43 30.9% 3.03x 1.96x 60% · 15 checked +7.95% -7.50%
Money flow >= 14 + Dollar volume >= $5B + Risk not High 98 55 / 43 30.9% 3.03x 1.96x 60% · 15 checked +7.95% -7.50%
5D momentum v2 >= 20 + Money flow >= 14 + Dollar volume >= $250M 357 280 / 77 15% 1.47x 1.26x 47.1% · 17 checked +4.94% -6.27%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $1B 501 345 / 156 19.4% 1.9x 1.63x 46.9% · 32 checked +5.60% -5.91%
Money flow >= 14 + Dollar volume >= $1B 504 348 / 156 19.3% 1.89x 1.62x 46.9% · 32 checked +5.60% -5.88%
Money flow >= 14 + Dollar volume >= $1B + Risk not High 503 348 / 155 19.3% 1.89x 1.62x 46.9% · 32 checked +5.60% -5.88%
5D momentum v2 >= 20 + Money flow >= 14 412 329 / 83 13.1% 1.28x 1.11x 44.4% · 18 checked +4.72% -6.14%
5D momentum v2 >= 20 + Money flow >= 14 + Technical >= 16 412 329 / 83 13.1% 1.28x 1.11x 44.4% · 18 checked +4.72% -6.14%
5D momentum v2 >= 20 + Money flow >= 14 + Risk not High 407 324 / 83 12.7% 1.25x 1.06x 44.4% · 18 checked +4.61% -6.15%
5D momentum v2 >= 20 + Money flow >= 12 + Dollar volume >= $1B 213 147 / 66 23.1% 2.26x 2.02x 43.8% · 16 checked +5.93% -7.58%
Money flow >= 12 + Technical >= 16 + Dollar volume >= $5B 170 102 / 68 26.5% 2.6x 2.18x 42.9% · 21 checked +7.28% -6.52%
Money flow >= 12 + Dollar volume >= $5B 171 103 / 68 26.2% 2.57x 2.16x 42.9% · 21 checked +7.25% -6.49%
Money flow >= 12 + Dollar volume >= $5B + Risk not High 171 103 / 68 26.2% 2.57x 2.16x 42.9% · 21 checked +7.25% -6.49%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $1B 352 240 / 112 20% 1.96x 1.75x 42.9% · 21 checked +5.44% -5.95%

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 95 70 / 25 18 25.7% 2.52x 25% · 4 checked +5.38% -7.95%
5D momentum v2 >= 30 188 146 / 42 24 16.4% 1.61x 22.2% · 9 checked +4.86% -6.74%
Money flow >= 14 + momentum v2 >= 30 118 93 / 25 15 16.1% 1.58x 16.7% · 6 checked +4.74% -7.20%
Technical >= 20 + money flow >= 12 2437 2016 / 421 224 11.1% 1.09x 12.5% · 120 checked +4.67% -5.24%

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.VTRS Viatris B 70.2 96.4 63.4/110 · 33/50 Medium
Money flow S · Technical A · lift 1.61x n=146 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score 90-109 264 216 / 48 27 12.5% 1.23x +4.63% -5.92%
Score < 90 12751 8786 / 3965 892 10.2% 1x +4.35% -5.15%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 47 40 / 7 13 32.5% 3.19x +6.44% -6.37%
5D momentum v2 20-29 484 387 / 97 52 13.4% 1.31x +5.16% -6.16%
5D momentum v2 30-39 141 106 / 35 11 10.4% 1.02x +4.27% -6.88%
5D momentum v2 < 20 12349 8474 / 3875 845 10% 0.98x +4.32% -5.10%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 407 277 / 130 97 35% 3.43x +8.56% -5.34%
Dollar volume $1B-$5B 1943 1282 / 661 264 20.6% 2.02x +6.33% -5.29%
Dollar volume $250M-$1B 6339 4335 / 2004 390 9% 0.88x +4.32% -5.16%
Dollar volume < $250M 4332 3113 / 1219 170 5.5% 0.54x +3.23% -5.13%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 423 323 / 100 95 29.4% 2.88x +10.05% -6.68%
Elevated 3622 2613 / 1009 590 22.6% 2.22x +6.88% -5.83%
Medium 8567 5817 / 2750 236 4.1% 0.4x +3.04% -4.84%
Low 409 254 / 155 0 0% 0x +1.51% -4.05%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 1924 1332 / 592 429 32.2% 3.16x +8.38% -6.71%
Energy 546 378 / 168 61 16.1% 1.58x +6.07% -3.99%
Communication Services 569 390 / 179 59 15.1% 1.48x +5.34% -4.76%
Health Care 1533 1061 / 472 98 9.2% 0.9x +5.41% -4.11%
Materials 676 468 / 208 43 9.2% 0.9x +4.16% -5.18%
Industrials 2080 1440 / 640 80 5.6% 0.55x +3.26% -5.45%
Consumer Discretionary 1222 846 / 376 47 5.6% 0.55x +3.20% -6.20%
Consumer Staples 909 629 / 280 30 4.8% 0.47x +3.64% -5.03%
Financials 1976 1368 / 608 51 3.7% 0.36x +3.02% -4.39%
Utilities 806 558 / 248 12 2.2% 0.22x +1.98% -4.56%
Real Estate 780 537 / 243 11 2% 0.2x +2.09% -5.04%

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