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

2026-10-09 · 60D window · 10D outcome

twelvedata 10504 checked / 14509 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 7.9%
Boom count 827
Avg max runup +3.78%
Avg drawdown -5.36%

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 31 26 / 5 1 3.8% 0.48x +3.90% -5.71%
Grade B 1615 1298 / 317 106 8.2% 1.04x +3.82% -5.77%
Grade C 561 448 / 113 75 16.7% 2.11x +6.20% -5.17%
Grade D 2086 1341 / 745 78 5.8% 0.73x +3.25% -5.42%
Grade F 10216 7391 / 2825 567 7.7% 0.97x +3.73% -5.29%

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 139

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Money flow >= 14 + Technical >= 16 + Dollar volume >= $1B 560 382 / 178 23.6% 2.99x 2.67x 32.9% · 79 checked +6.32% -5.97%
Money flow >= 14 + Dollar volume >= $1B 563 384 / 179 23.4% 2.96x 2.66x 32.9% · 79 checked +6.31% -5.96%
Money flow >= 14 + Dollar volume >= $1B + Risk not High 562 383 / 179 23.2% 2.94x 2.62x 32.9% · 79 checked +6.28% -5.98%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $250M 1019 813 / 206 13.8% 1.75x 1.38x 30.8% · 117 checked +5.06% -5.53%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $1B 373 273 / 100 21.6% 2.73x 2.46x 30.4% · 56 checked +6.04% -5.83%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $250M 1559 1161 / 398 14.4% 1.82x 1.47x 29.9% · 177 checked +5.23% -5.50%
Money flow >= 14 + Dollar volume >= $250M 1565 1165 / 400 14.3% 1.81x 1.46x 29.9% · 177 checked +5.22% -5.49%
Money flow >= 14 + Dollar volume >= $250M + Risk not High 1539 1139 / 400 13.9% 1.76x 1.42x 28.9% · 173 checked +4.86% -5.53%
Money flow >= 14 + Technical >= 20 1327 1078 / 249 11.2% 1.42x 1.14x 27.9% · 129 checked +4.63% -5.59%
Money flow >= 14 + Technical >= 16 2046 1567 / 479 11.7% 1.48x 1.19x 27.8% · 194 checked +4.73% -5.60%
Money flow >= 14 2056 1575 / 481 11.6% 1.47x 1.18x 27.8% · 194 checked +4.73% -5.59%
Money flow >= 12 + Technical >= 16 + Dollar volume >= $1B 949 673 / 276 21.1% 2.67x 2.48x 27.3% · 128 checked +6.27% -6.07%
Money flow >= 12 + Dollar volume >= $1B 955 676 / 279 21% 2.66x 2.47x 27.3% · 128 checked +6.27% -6.06%
Money flow >= 12 + Dollar volume >= $1B + Risk not High 952 674 / 278 20.9% 2.65x 2.46x 27.3% · 128 checked +6.26% -6.05%
Money flow >= 14 + Risk not High 2023 1542 / 481 11.3% 1.43x 1.15x 26.8% · 190 checked +4.46% -5.62%

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 97 70 / 27 13 18.6% 2.35x 5.9% · 17 checked +5.30% -7.79%
Money flow >= 14 + momentum v2 >= 30 107 86 / 21 14 16.3% 2.06x 20% · 15 checked +5.30% -7.12%
5D momentum v2 >= 30 163 126 / 37 16 12.7% 1.61x 10.7% · 28 checked +4.80% -7.14%
Technical >= 20 + money flow >= 12 2172 1747 / 425 179 10.2% 1.29x 22.7% · 225 checked +4.42% -5.59%

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.VEEV Veeva Systems A 81 99.6 64.6/110 · 35/50 Medium
Money flow A · Technical A · lift 2.06x n=86 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.PLTR Palantir Technologies B 75.8 104.6 64.6/110 · 40/50 Medium
Money flow S · Momentum A · lift 2.35x n=70 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.MRNA Moderna B 72.9 99.7 57.7/110 · 42/50 Elevated
Money flow S · Momentum A · lift 2.35x n=70 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.CIEN Ciena B 70.7 96.8 64.8/110 · 32/50 Elevated
Money flow A · lift 2.35x · Elevated risk n=70 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.DDOG Datadog B 71.8 94.1 63.1/110 · 31/50 Elevated
Money flow A · Technical A · lift 2.35x n=70 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.AMT American Tower B 75.8 102.8 60.8/110 · 42/50 Medium
Momentum A · lift 2.35x · Validation not confirmed n=70 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Technical >= 20 + money flow >= 12
US.CCI Crown Castle B 76.5 101.9 57.9/110 · 44/50 Medium
Momentum A · Technical A · lift 2.35x n=70 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Technical >= 20 + money flow >= 12
US.HUM Humana B 74.4 102 62/110 · 40/50 Medium
Technical S · Momentum A · lift 2.35x n=70 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B
US.ISRG Intuitive Surgical B 72.8 93.9 66.9/110 · 27/50 Medium
Money flow A · Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.CBOE Cboe Global Markets B 69.7 92.8 63.8/110 · 29/50 Elevated
Money flow A · lift 1.29x · Elevated risk n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.FTNT Fortinet B 72.2 92.8 66.8/110 · 26/50 Medium
Money flow S · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.MA Mastercard B 71.7 91.1 63.1/110 · 28/50 Low
Money flow A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.ULTA Ulta Beauty B 72 90.9 65.9/110 · 25/50 Medium
Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.SBAC SBA Communications B 74.7 90.5 60.5/110 · 30/50 Medium
Technical A · lift 1.61x n=126 · validation OK
5D momentum v2 >= 30
US.FFIV F5, Inc. B 71.8 89.2 64.2/110 · 25/50 Medium
Money flow A · Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.HCA HCA Healthcare B 71.6 88.3 65.3/110 · 23/50 Medium
Money flow A · Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.PG Procter & Gamble B 72.1 85.9 65.9/110 · 20/50 Low
Money flow A · Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.STZ Constellation Brands B 70.1 85.5 72.5/110 · 13/50 Medium
Money flow A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.CME CME Group B 71.3 85.4 66.4/110 · 19/50 Medium
Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.HAS Hasbro B 71.6 84.7 62.7/110 · 22/50 Medium
Money flow A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.HPE Hewlett Packard Enterprise B 67 84.7 59.7/110 · 25/50 Elevated
Technical A · lift 1.29x · Elevated risk n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.ABBV AbbVie B 71.5 83.7 60.7/110 · 23/50 Medium
Money flow A · Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.KMI Kinder Morgan B 68.9 83.3 63.3/110 · 20/50 Medium
Money flow A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.YUM Yum! Brands B 70.9 82.2 63.2/110 · 19/50 Low
Money flow A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.VST Vistra Corp. B 72.2 81.9 60.9/110 · 21/50 Medium
Money flow A · Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.PGR Progressive Corporation B 69.7 81.6 72.6/110 · 9/50 Medium
Money flow A · Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.MAR Marriott International B 71.9 81.3 63.3/110 · 18/50 Medium
Money flow A · Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.MCK McKesson Corporation B 68.5 81 61/110 · 20/50 Medium
lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.ANET Arista Networks B 68.4 80.7 69.7/110 · 11/50 Medium
Money flow A · Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.AMZN Amazon B 70.4 80.6 58.6/110 · 22/50 Medium
lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.COP ConocoPhillips B 65.8 80.3 71.3/110 · 9/50 Medium
Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.MO Altria B 71 79.5 65.5/110 · 14/50 Medium
Money flow A · Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.MET MetLife B 68.7 78.8 69.8/110 · 9/50 Medium
Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.CEG Constellation Energy B 68.5 78.6 57.6/110 · 21/50 Elevated
lift 1.29x · Elevated risk n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.PM Philip Morris International B 70.1 78.2 65.2/110 · 13/50 Medium
Money flow S · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.NRG NRG Energy B 68 77.8 60.8/110 · 17/50 Elevated
lift 1.29x · Elevated risk n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.EXPD Expeditors International B 69.4 77.1 66.1/110 · 11/50 Medium
Technical A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.VRSN Verisign B 66.4 76.9 66.9/110 · 10/50 Medium
Money flow A · lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.HLT Hilton Worldwide B 69.8 76 58/110 · 18/50 Medium
lift 1.29x n=1747 · validation OK
Technical >= 20 + money flow >= 12
US.NOW ServiceNow B 64.5 75.9 64.9/110 · 11/50 Elevated
Money flow A · Technical A · lift 1.29x n=1747 · 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 90-109 233 176 / 57 20 11.4% 1.44x +4.49% -6.26%
Score < 90 14273 10327 / 3946 807 7.8% 0.99x +3.77% -5.35%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 40 29 / 11 5 17.2% 2.18x +5.52% -7.52%
5D momentum v2 20-29 471 333 / 138 50 15% 1.9x +4.89% -6.23%
5D momentum v2 30-39 123 97 / 26 11 11.3% 1.43x +4.59% -7.03%
5D momentum v2 < 20 13875 10045 / 3830 761 7.6% 0.96x +3.74% -5.31%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 444 324 / 120 84 25.9% 3.28x +7.43% -4.54%
Dollar volume $1B-$5B 2116 1525 / 591 283 18.6% 2.35x +5.61% -5.41%
Dollar volume $250M-$1B 6959 5009 / 1950 331 6.6% 0.84x +3.68% -5.46%
Dollar volume < $250M 4990 3646 / 1344 129 3.5% 0.44x +2.84% -5.28%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 388 315 / 73 66 21% 2.66x +7.88% -7.82%
Elevated 3561 2733 / 828 554 20.3% 2.57x +6.24% -6.28%
Medium 10034 7093 / 2941 207 2.9% 0.37x +2.77% -4.98%
Low 526 363 / 163 0 0% 0x +1.60% -3.86%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2146 1554 / 592 477 30.7% 3.89x +7.90% -6.42%
Energy 609 441 / 168 39 8.8% 1.11x +4.69% -4.50%
Communication Services 629 455 / 174 34 7.5% 0.95x +3.65% -5.40%
Health Care 1711 1239 / 472 83 6.7% 0.85x +4.54% -4.10%
Materials 748 546 / 202 29 5.3% 0.67x +3.30% -6.53%
Consumer Staples 1014 734 / 280 23 3.1% 0.39x +2.89% -5.19%
Utilities 899 651 / 248 20 3.1% 0.39x +2.20% -4.55%
Consumer Discretionary 1363 987 / 376 30 3% 0.38x +3.04% -6.23%
Industrials 2320 1680 / 640 48 2.9% 0.37x +2.82% -5.43%
Financials 2204 1596 / 608 36 2.3% 0.29x +2.43% -5.06%
Real Estate 866 621 / 245 8 1.3% 0.16x +1.88% -5.06%

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