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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

2026-10-06 · 60D window · 10D outcome

twelvedata 9005 checked / 13510 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 7.8%
Boom count 698
Avg max runup +3.76%
Avg drawdown -5.47%

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 109 77 / 32 13 16.9% 2.17x +5.15% -6.93%
Grade B 43 32 / 11 1 3.1% 0.4x +4.39% -7.49%
Grade D 3495 2502 / 993 153 6.1% 0.78x +3.42% -5.68%
Grade F 9862 6393 / 3469 531 8.3% 1.06x +3.88% -5.36%

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 138

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best 5D momentum v2 >= 30 + Money flow >= 14 + Dollar volume >= $1B 57 43 / 14 25.6% 3.28x 2.72x 40% · 10 checked +5.94% -8.10%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $5B 111 71 / 40 32.4% 4.15x 3.82x 37.5% · 24 checked +8.49% -5.91%
Money flow >= 14 + Dollar volume >= $5B 112 72 / 40 31.9% 4.09x 3.74x 37.5% · 24 checked +8.43% -5.87%
Money flow >= 14 + Dollar volume >= $5B + Risk not High 112 72 / 40 31.9% 4.09x 3.74x 37.5% · 24 checked +8.43% -5.87%
Money flow >= 12 + Technical >= 16 + Dollar volume >= $5B 190 122 / 68 28.7% 3.68x 3.28x 36.1% · 36 checked +7.92% -5.44%
Money flow >= 12 + Dollar volume >= $5B 192 123 / 69 28.5% 3.65x 3.24x 36.1% · 36 checked +7.88% -5.42%
Money flow >= 12 + Dollar volume >= $5B + Risk not High 192 123 / 69 28.5% 3.65x 3.24x 36.1% · 36 checked +7.88% -5.42%
5D momentum v2 >= 20 + Money flow >= 12 + Dollar volume >= $5B 50 37 / 13 27% 3.46x 2.78x 35.7% · 14 checked +6.34% -7.70%
5D momentum v2 >= 20 + Money flow >= 14 + Dollar volume >= $1B 162 111 / 51 23.4% 3x 2.56x 34.6% · 26 checked +5.92% -6.98%
5D momentum v2 >= 20 + Money flow >= 14 + Dollar volume >= $250M 324 225 / 99 14.7% 1.88x 1.47x 32.4% · 34 checked +4.96% -6.34%
5D momentum v2 >= 20 + Technical >= 16 + Dollar volume >= $5B 60 42 / 18 31% 3.97x 3.95x 31.3% · 16 checked +7.16% -7.50%
5D momentum v2 >= 20 + Dollar volume >= $5B 60 42 / 18 31% 3.97x 3.95x 31.3% · 16 checked +7.16% -7.50%
5D momentum v2 >= 20 + Dollar volume >= $5B + Risk not High 60 42 / 18 31% 3.97x 3.95x 31.3% · 16 checked +7.16% -7.50%
5D momentum v2 >= 30 + Money flow >= 14 + Dollar volume >= $250M 94 71 / 23 16.9% 2.17x 1.77x 30.8% · 13 checked +5.38% -7.31%
5D momentum v2 >= 20 + Money flow >= 14 + Technical >= 20 302 231 / 71 13% 1.67x 1.24x 30.6% · 36 checked +4.64% -6.21%

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 89 62 / 27 13 21% 2.69x 23.5% · 17 checked +5.54% -7.69%
Money flow >= 14 + momentum v2 >= 30 100 76 / 24 12 15.8% 2.03x 28.6% · 14 checked +5.16% -7.41%
5D momentum v2 >= 30 153 110 / 43 14 12.7% 1.63x 16% · 25 checked +4.85% -7.21%
Technical >= 20 + money flow >= 12 2018 1573 / 445 138 8.8% 1.13x 15% · 180 checked +4.20% -5.72%

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.MRVL Marvell Technology A 82 104.4 65.4/110 · 39/50 Elevated
Money flow A · Technical A · lift 2.69x n=62 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.ANET Arista Networks A 84.6 99.6 66.6/110 · 33/50 Medium
Money flow A · Technical A · lift 2.69x n=62 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.AMD Advanced Micro Devices A 81.3 96.1 64.1/110 · 32/50 Elevated
Money flow S · lift 2.69x · Elevated risk n=62 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.LITE Lumentum A 79.4 92.3 61.3/110 · 31/50 Elevated
Money flow A · lift 2.69x · Elevated risk n=62 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.HPE Hewlett Packard Enterprise A 79.7 90.4 58.4/110 · 32/50 Elevated
Money flow A · lift 2.69x · Elevated risk n=62 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.CIEN Ciena A 80.2 107.5 61.5/110 · 46/50 Elevated
Momentum S · lift 2.69x · Elevated risk n=62 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.PWR Quanta Services A 80 101 65/110 · 36/50 Medium
Money flow S · lift 2.03x n=76 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.VST Vistra Corp. A 81.8 98 57/110 · 41/50 Elevated
Momentum A · lift 2.69x · Elevated risk n=62 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.CSCO Cisco A 80.4 95.2 61.2/110 · 34/50 Medium
lift 2.69x n=62 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.AVGO Broadcom A 80.5 91.5 61.5/110 · 30/50 Medium
Technical A · lift 2.69x n=62 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.FIX Comfort Systems USA B 76.5 96.4 63.4/110 · 33/50 Elevated
Money flow A · lift 2.03x · Elevated risk n=76 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.TRMB Trimble Inc. B 71.6 90.1 57.1/110 · 33/50 Medium
lift 1.63x n=110 · validation OK
5D momentum v2 >= 30
US.SATS EchoStar B 70.8 84.2 52.2/110 · 32/50 Medium
Technical A · lift 1.63x n=110 · validation OK
5D momentum v2 >= 30

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score 90-109 212 156 / 56 19 12.2% 1.56x +4.56% -6.34%
Score < 90 13295 8848 / 4447 679 7.7% 0.99x +3.75% -5.46%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 35 29 / 6 5 17.2% 2.21x +5.52% -7.52%
5D momentum v2 20-29 431 297 / 134 40 13.5% 1.73x +4.66% -6.44%
5D momentum v2 30-39 118 81 / 37 9 11.1% 1.42x +4.61% -7.10%
5D momentum v2 < 20 12926 8598 / 4328 644 7.5% 0.96x +3.72% -5.42%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 411 284 / 127 84 29.6% 3.79x +7.91% -4.48%
Dollar volume $1B-$5B 1963 1325 / 638 241 18.2% 2.33x +5.62% -5.46%
Dollar volume $250M-$1B 6496 4272 / 2224 256 6% 0.77x +3.60% -5.58%
Dollar volume < $250M 4640 3124 / 1516 117 3.7% 0.47x +2.82% -5.42%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 375 273 / 102 55 20.1% 2.58x +8.00% -7.82%
Elevated 3373 2347 / 1026 468 19.9% 2.55x +6.26% -6.37%
Medium 9285 6069 / 3216 175 2.9% 0.37x +2.73% -5.09%
Low 477 316 / 161 0 0% 0x +1.43% -4.06%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 1998 1332 / 666 401 30.1% 3.86x +7.77% -6.57%
Communication Services 586 393 / 193 33 8.4% 1.08x +3.87% -5.41%
Energy 567 378 / 189 31 8.2% 1.05x +4.62% -4.54%
Health Care 1593 1062 / 531 73 6.9% 0.88x +4.67% -4.13%
Materials 698 468 / 230 29 6.2% 0.79x +3.57% -6.10%
Consumer Staples 944 629 / 315 23 3.7% 0.47x +2.93% -5.31%
Financials 2052 1368 / 684 34 2.5% 0.32x +2.49% -5.14%
Consumer Discretionary 1269 846 / 423 21 2.5% 0.32x +2.88% -6.45%
Industrials 2160 1440 / 720 35 2.4% 0.31x +2.75% -5.65%
Utilities 837 558 / 279 12 2.2% 0.28x +1.71% -4.96%
Real Estate 806 531 / 275 6 1.1% 0.14x +1.89% -5.11%

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