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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

2026-10-12 · 60D window · 10D outcome

twelvedata 10501 checked / 14504 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 7.9%
Boom count 828
Avg max runup +3.74%
Avg drawdown -5.35%

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 39 31 / 8 2 6.5% 0.82x +3.83% -6.47%
Grade B 1701 1335 / 366 118 8.8% 1.11x +3.88% -5.77%
Grade C 418 325 / 93 64 19.7% 2.49x +6.80% -5.10%
Grade D 2132 1306 / 826 78 6% 0.76x +3.23% -5.43%
Grade F 10214 7504 / 2710 566 7.5% 0.95x +3.68% -5.27%

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 124

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Money flow >= 16 + Technical >= 16 + Dollar volume >= $1B 103 67 / 36 22.4% 2.84x 1.58x 37% · 27 checked +6.05% -4.82%
Money flow >= 16 + Dollar volume >= $1B 104 67 / 37 22.4% 2.84x 1.58x 37% · 27 checked +6.05% -4.82%
Money flow >= 16 + Dollar volume >= $1B + Risk not High 104 67 / 37 22.4% 2.84x 1.58x 37% · 27 checked +6.05% -4.82%
Money flow >= 16 + Technical >= 16 + Dollar volume >= $250M 231 168 / 63 14.9% 1.89x 1.16x 34.2% · 38 checked +5.11% -4.71%
Money flow >= 16 + Dollar volume >= $250M 232 168 / 64 14.9% 1.89x 1.16x 34.2% · 38 checked +5.11% -4.71%
Money flow >= 16 + Dollar volume >= $250M + Risk not High 231 167 / 64 14.4% 1.82x 1.08x 34.2% · 38 checked +5.08% -4.74%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $1B 557 382 / 175 24.1% 3.05x 2.68x 34.1% · 85 checked +6.37% -5.88%
Money flow >= 14 + Dollar volume >= $1B 560 384 / 176 24% 3.04x 2.67x 34.1% · 85 checked +6.35% -5.87%
Money flow >= 14 + Dollar volume >= $1B + Risk not High 559 383 / 176 23.8% 3.01x 2.63x 34.1% · 85 checked +6.32% -5.89%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $250M 1003 793 / 210 14.8% 1.87x 1.44x 32.5% · 126 checked +5.14% -5.52%
Money flow >= 16 273 205 / 68 12.2% 1.54x 0.92x 32.5% · 40 checked +4.74% -4.94%
Money flow >= 16 + Technical >= 16 272 205 / 67 12.2% 1.54x 0.92x 32.5% · 40 checked +4.74% -4.94%
Money flow >= 16 + Technical >= 16 + Risk not High 271 204 / 67 11.8% 1.49x 0.85x 32.5% · 40 checked +4.71% -4.97%
Money flow >= 16 + Risk not High 272 204 / 68 11.8% 1.49x 0.85x 32.5% · 40 checked +4.71% -4.97%
Money flow >= 14 + Dollar volume >= $250M 1542 1130 / 412 15.3% 1.94x 1.49x 31.4% · 204 checked +5.29% -5.44%

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 91 64 / 27 12 18.8% 2.38x 0% · 8 checked +5.28% -7.85%
Money flow >= 14 + momentum v2 >= 30 98 75 / 23 13 17.3% 2.19x 18.2% · 11 checked +5.20% -7.32%
5D momentum v2 >= 30 152 113 / 39 15 13.3% 1.68x 11.8% · 17 checked +4.71% -7.29%
Technical >= 20 + money flow >= 12 2127 1671 / 456 182 10.9% 1.38x 24.3% · 235 checked +4.44% -5.62%

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.CCI Crown Castle A 81.2 94.6 56.6/110 · 38/50 Medium
Money flow A · lift 2.19x n=75 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.KDP Keurig Dr Pepper A 81 94.2 63.2/110 · 31/50 Medium
Money flow A · Technical A · lift 2.19x n=75 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.STZ Constellation Brands A 79.4 99 68/110 · 31/50 Medium
Money flow A · lift 2.19x n=75 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.CTAS Cintas B 72.2 94.3 76.3/110 · 18/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.KR Kroger B 72.6 92.7 63.7/110 · 29/50 Medium
Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.MET MetLife B 73.2 91.6 68.6/110 · 23/50 Medium
Money flow A · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.HCA HCA Healthcare B 72.9 90.6 65.6/110 · 25/50 Medium
Money flow A · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.STE Steris B 70.8 90.2 63.2/110 · 27/50 Medium
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.AMT American Tower B 72.8 89.8 60.8/110 · 29/50 Medium
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.WMB Williams Companies B 72 89.1 64.1/110 · 25/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.PG Procter & Gamble B 73.3 87.6 66.6/110 · 21/50 Low
Money flow S · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.ISRG Intuitive Surgical B 72.3 87.4 65.4/110 · 22/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.AES AES Corporation B 73.3 86.2 66.2/110 · 20/50 Medium
Money flow A · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.NTAP NetApp B 69.4 86.2 61.2/110 · 25/50 Medium
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.ABBV AbbVie B 72.7 85.2 61.2/110 · 24/50 Medium
Money flow S · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.MAR Marriott International B 73 84.2 62.2/110 · 22/50 Medium
Money flow A · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.MSFT Microsoft B 70.8 82.5 63.5/110 · 19/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.FAST Fastenal B 71.3 82 67/110 · 15/50 Medium
Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.ULTA Ulta Beauty B 71.4 81.6 66.6/110 · 15/50 Medium
Technical S · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.ACN Accenture B 66.7 81.5 62.5/110 · 19/50 Elevated
Money flow A · lift 1.38x · Elevated risk n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.MSCI MSCI Inc. B 71 80.9 66.9/110 · 14/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.PGR Progressive Corporation B 70.6 80.6 69.6/110 · 11/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.LNT Alliant Energy B 70.2 80.5 69.5/110 · 11/50 Medium
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.COP ConocoPhillips B 68 80.3 67.3/110 · 13/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.DUK Duke Energy B 70.6 80.3 69.3/110 · 11/50 Low
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.MCK McKesson Corporation B 69.6 80.1 60.1/110 · 20/50 Medium
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.DPZ Domino's B 71.6 79.9 62.9/110 · 17/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.YUM Yum! Brands B 71.6 79.9 63.9/110 · 16/50 Low
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.VLTO Veralto B 70.4 79 62/110 · 17/50 Medium
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.AIG American International Group B 71.4 78.8 60.8/110 · 18/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.AEE Ameren B 70 77 68/110 · 9/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.BR Broadridge Financial Solutions B 68.8 77 66/110 · 11/50 Medium
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.DVN Devon Energy B 67 76.9 69.9/110 · 7/50 Medium
Money flow A · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.NOW ServiceNow B 67.1 76.9 63.9/110 · 13/50 Elevated
Money flow A · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.VRSN Verisign B 68 76.9 68.9/110 · 8/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.BAX Baxter International B 69.3 76.7 59.7/110 · 17/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.ORLY O’Reilly Automotive B 69.6 76.2 66.2/110 · 10/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.AMGN Amgen B 67.5 75.9 64.9/110 · 11/50 Medium
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.AFL Aflac B 68.9 75.1 64.1/110 · 11/50 Medium
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.PM Philip Morris International B 70.4 75.1 63.1/110 · 12/50 Medium
Money flow S · lift 1.38x n=1671 · 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 90-109 223 159 / 64 19 11.9% 1.51x +4.41% -6.42%
Score < 90 14278 10341 / 3937 809 7.8% 0.99x +3.73% -5.34%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 37 26 / 11 5 19.2% 2.43x +5.36% -7.92%
5D momentum v2 20-29 464 304 / 160 47 15.5% 1.96x +4.77% -6.38%
5D momentum v2 30-39 115 87 / 28 10 11.5% 1.46x +4.51% -7.10%
5D momentum v2 < 20 13888 10084 / 3804 766 7.6% 0.96x +3.70% -5.30%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 445 322 / 123 78 24.2% 3.06x +7.28% -4.49%
Dollar volume $1B-$5B 2113 1537 / 576 287 18.7% 2.37x +5.61% -5.35%
Dollar volume $250M-$1B 6904 4998 / 1906 335 6.7% 0.85x +3.62% -5.46%
Dollar volume < $250M 5042 3644 / 1398 128 3.5% 0.44x +2.81% -5.28%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Elevated 3460 2660 / 800 555 20.9% 2.65x +6.26% -6.33%
High 355 288 / 67 58 20.1% 2.54x +7.10% -7.96%
Medium 10147 7176 / 2971 215 3% 0.38x +2.78% -4.97%
Low 542 377 / 165 0 0% 0x +1.69% -3.81%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2146 1554 / 592 485 31.2% 3.95x +7.97% -6.28%
Energy 609 441 / 168 37 8.4% 1.06x +4.66% -4.54%
Health Care 1711 1239 / 472 85 6.9% 0.87x +4.34% -4.16%
Communication Services 626 453 / 173 31 6.8% 0.86x +3.47% -5.51%
Materials 747 546 / 201 25 4.6% 0.58x +3.19% -6.70%
Utilities 899 651 / 248 23 3.5% 0.44x +2.32% -4.52%
Consumer Discretionary 1363 987 / 376 32 3.2% 0.41x +3.08% -6.17%
Industrials 2320 1680 / 640 48 2.9% 0.37x +2.79% -5.37%
Consumer Staples 1014 734 / 280 19 2.6% 0.33x +2.79% -5.25%
Financials 2204 1596 / 608 33 2.1% 0.27x +2.35% -5.09%
Real Estate 865 620 / 245 10 1.6% 0.2x +1.85% -5.03%

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