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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

2026-10-08 · 60D window · 10D outcome

twelvedata 10003 checked / 14008 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 7.9%
Boom count 786
Avg max runup +3.78%
Avg drawdown -5.39%

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 106 81 / 25 14 17.3% 2.19x +5.27% -6.46%
Grade B 1438 1166 / 272 83 7.1% 0.9x +3.66% -5.77%
Grade C 582 466 / 116 73 15.7% 1.99x +5.95% -5.20%
Grade D 1996 1310 / 686 70 5.3% 0.67x +3.19% -5.46%
Grade F 9886 6980 / 2906 546 7.8% 0.99x +3.75% -5.31%

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 140

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best 5D momentum v2 >= 20 + Money flow >= 14 + Dollar volume >= $250M 331 242 / 89 15.3% 1.94x 1.54x 32.4% · 37 checked +5.02% -6.20%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $1B 541 358 / 183 22.6% 2.86x 2.56x 31.6% · 76 checked +6.25% -5.95%
Money flow >= 14 + Dollar volume >= $1B 544 360 / 184 22.5% 2.85x 2.54x 31.6% · 76 checked +6.23% -5.94%
Money flow >= 14 + Dollar volume >= $1B + Risk not High 543 359 / 184 22.3% 2.82x 2.51x 31.6% · 76 checked +6.19% -5.96%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $250M 985 778 / 207 13.1% 1.66x 1.3x 31.1% · 106 checked +4.96% -5.58%
5D momentum v2 >= 20 + Money flow >= 14 378 281 / 97 13.2% 1.67x 1.3x 30.8% · 39 checked +4.66% -6.22%
5D momentum v2 >= 20 + Money flow >= 14 + Technical >= 16 378 281 / 97 13.2% 1.67x 1.3x 30.8% · 39 checked +4.66% -6.22%
5D momentum v2 >= 20 + Money flow >= 14 + Risk not High 374 277 / 97 12.6% 1.59x 1.23x 30.8% · 39 checked +4.53% -6.23%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $250M 1499 1104 / 395 13.6% 1.72x 1.39x 30.4% · 148 checked +5.14% -5.53%
Money flow >= 14 + Dollar volume >= $250M 1505 1108 / 397 13.5% 1.71x 1.38x 30.4% · 148 checked +5.13% -5.52%
Money flow >= 14 + Dollar volume >= $250M + Risk not High 1479 1084 / 395 13.1% 1.66x 1.34x 29.5% · 146 checked +4.78% -5.56%
5D momentum v2 >= 20 + Money flow >= 14 + Technical >= 20 308 245 / 63 13.1% 1.66x 1.33x 28.6% · 35 checked +4.66% -6.13%
Money flow >= 14 1978 1514 / 464 11% 1.39x 1.13x 28.4% · 162 checked +4.64% -5.62%
Money flow >= 14 + Technical >= 16 1968 1506 / 462 11% 1.39x 1.13x 28.4% · 162 checked +4.64% -5.63%
Money flow >= 14 + Technical >= 20 1286 1040 / 246 10.7% 1.35x 1.06x 28.4% · 116 checked +4.53% -5.64%

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 90 67 / 23 13 19.4% 2.46x 12.5% · 16 checked +5.33% -7.73%
Money flow >= 14 + momentum v2 >= 30 102 82 / 20 13 15.9% 2.01x 25% · 12 checked +5.15% -7.19%
5D momentum v2 >= 30 154 121 / 33 15 12.4% 1.57x 11.5% · 26 checked +4.73% -7.13%
Technical >= 20 + money flow >= 12 2093 1689 / 404 167 9.9% 1.25x 23.4% · 214 checked +4.36% -5.61%

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
US.PM Philip Morris International A 84.1 100.4 66.4/110 · 34/50 Medium
Money flow A · Technical A · lift 2.46x n=67 · validation OK
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.MO Altria A 79.9 99 66/110 · 33/50 Low
Money flow A · Technical A · lift 2.01x n=82 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.STZ Constellation Brands B 71.6 98.7 69.7/110 · 29/50 Medium
Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.PG Procter & Gamble B 73 96.1 67.1/110 · 29/50 Low
Money flow A · Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.PLTR Palantir Technologies B 71.8 93.7 66.7/110 · 27/50 Medium
Money flow A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.VLO Valero Energy B 67.3 91.3 64.3/110 · 27/50 Elevated
Technical A · lift 1.25x · Elevated risk n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.MPC Marathon Petroleum B 65.6 90.2 62.2/110 · 28/50 Elevated
lift 1.25x · Elevated risk n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.CME CME Group B 70.1 86.8 67.8/110 · 19/50 Medium
lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.VST Vistra Corp. B 72.4 86.7 60.7/110 · 26/50 Medium
Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.CBOE Cboe Global Markets B 68.6 84.9 61.9/110 · 23/50 Elevated
Money flow A · lift 1.25x · Elevated risk n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.ULTA Ulta Beauty B 70.9 84.5 67.5/110 · 17/50 Medium
Technical S · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.VRSN Verisign B 69.6 83.9 67.9/110 · 16/50 Medium
Money flow A · Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.DPZ Domino's B 70.6 83.7 64.7/110 · 19/50 Medium
lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.DIS Walt Disney Company (The) B 69.8 82.5 66.5/110 · 16/50 Medium
Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.MPWR Monolithic Power Systems B 68 82.2 71.2/110 · 11/50 Medium
Money flow A · Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.PSX Phillips 66 B 68.4 82 58/110 · 24/50 Medium
lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.ANET Arista Networks B 67.7 80.8 69.8/110 · 11/50 Medium
Money flow A · Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.AIG American International Group B 70.4 80.5 60.5/110 · 20/50 Medium
Money flow A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.ISRG Intuitive Surgical B 70.2 80.4 67.4/110 · 13/50 Medium
Money flow A · Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.MET MetLife B 69.7 80.4 67.4/110 · 13/50 Medium
Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.VLTO Veralto B 69.4 80 65/110 · 15/50 Medium
Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.AES AES Corporation B 71.4 78.9 63.9/110 · 15/50 Medium
Money flow A · Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.ACN Accenture B 65.4 78.6 64.6/110 · 14/50 Elevated
Money flow A · Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.PGR Progressive Corporation B 67.6 78 69/110 · 9/50 Medium
lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.MA Mastercard B 69.2 77.8 63.8/110 · 14/50 Low
lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.PEG Public Service Enterprise Group B 70 77.6 65.6/110 · 12/50 Low
lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.NTAP NetApp B 65.8 77.5 65.5/110 · 12/50 Elevated
Money flow S · Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.EXPD Expeditors International B 68.9 76.5 65.5/110 · 11/50 Medium
Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.PWR Quanta Services B 69.6 76.3 64.3/110 · 12/50 Medium
Money flow A · Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.WMT Walmart B 69.2 76.2 60.2/110 · 16/50 Medium
Money flow A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.FTNT Fortinet B 67.2 75.9 66.9/110 · 9/50 Medium
Money flow S · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.NOW ServiceNow B 64.4 75.9 64.9/110 · 11/50 Elevated
Money flow A · Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.COP ConocoPhillips B 64 75.7 66.7/110 · 9/50 Medium
lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.EQT EQT Corporation B 65.4 75.7 64.7/110 · 11/50 Medium
lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.XEL Xcel Energy B 69.4 75.5 64.5/110 · 11/50 Medium
lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.PPL PPL Corporation B 69.9 75.2 63.2/110 · 12/50 Low
lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.FFIV F5, Inc. B 67 74.6 65.6/110 · 9/50 Medium
Money flow A · Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.KMI Kinder Morgan B 65 74.5 61.5/110 · 13/50 Medium
lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.DVN Devon Energy B 64.8 74.4 65.4/110 · 9/50 Medium
Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12
US.HPE Hewlett Packard Enterprise B 64.6 74.3 61.3/110 · 13/50 Elevated
Money flow A · Technical A · lift 1.25x n=1689 · validation OK
Technical >= 20 + money flow >= 12

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score 90-109 219 169 / 50 20 11.8% 1.49x +4.48% -6.26%
Score < 90 13786 9833 / 3953 766 7.8% 0.99x +3.77% -5.37%

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% 2.18x +5.52% -7.52%
5D momentum v2 20-29 450 315 / 135 45 14.3% 1.81x +4.78% -6.32%
5D momentum v2 30-39 119 92 / 27 10 10.9% 1.38x +4.48% -7.00%
5D momentum v2 < 20 13404 9567 / 3837 726 7.6% 0.96x +3.73% -5.34%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 429 312 / 117 84 26.9% 3.41x +7.58% -4.50%
Dollar volume $1B-$5B 2052 1465 / 587 271 18.5% 2.34x +5.63% -5.41%
Dollar volume $250M-$1B 6751 4771 / 1980 306 6.4% 0.81x +3.65% -5.48%
Dollar volume < $250M 4776 3455 / 1321 125 3.6% 0.46x +2.82% -5.33%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 380 301 / 79 65 21.6% 2.73x +7.94% -7.85%
Elevated 3462 2602 / 860 523 20.1% 2.54x +6.23% -6.30%
Medium 9661 6753 / 2908 198 2.9% 0.37x +2.76% -5.00%
Low 505 347 / 158 0 0% 0x +1.52% -3.93%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2072 1480 / 592 454 30.7% 3.89x +7.87% -6.46%
Energy 588 420 / 168 36 8.6% 1.09x +4.60% -4.54%
Communication Services 606 433 / 173 33 7.6% 0.96x +3.70% -5.35%
Health Care 1652 1180 / 472 79 6.7% 0.85x +4.59% -4.09%
Materials 723 520 / 203 29 5.6% 0.71x +3.39% -6.41%
Consumer Staples 979 699 / 280 23 3.3% 0.42x +2.89% -5.23%
Consumer Discretionary 1316 940 / 376 28 3% 0.38x +3.01% -6.28%
Industrials 2240 1600 / 640 46 2.9% 0.37x +2.81% -5.49%
Utilities 868 620 / 248 17 2.7% 0.34x +2.03% -4.68%
Financials 2128 1520 / 608 35 2.3% 0.29x +2.45% -5.08%
Real Estate 836 591 / 245 6 1% 0.13x +1.85% -5.08%

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