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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

2026-10-13 · 60D window · 10D outcome

twelvedata 10502 checked / 15003 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 7.9%
Boom count 828
Avg max runup +3.74%
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 41 31 / 10 2 6.5% 0.82x +3.83% -6.47%
Grade B 1780 1332 / 448 118 8.9% 1.13x +3.88% -5.77%
Grade C 435 328 / 107 64 19.5% 2.47x +6.80% -5.07%
Grade D 2245 1276 / 969 77 6% 0.76x +3.25% -5.43%
Grade F 10502 7535 / 2967 567 7.5% 0.95x +3.67% -5.28%

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 104 67 / 37 22.4% 2.84x 1.58x 37% · 27 checked +6.05% -4.82%
Money flow >= 16 + Dollar volume >= $1B 105 67 / 38 22.4% 2.84x 1.58x 37% · 27 checked +6.05% -4.82%
Money flow >= 16 + Dollar volume >= $1B + Risk not High 105 67 / 38 22.4% 2.84x 1.58x 37% · 27 checked +6.05% -4.82%
Money flow >= 16 + Technical >= 16 + Dollar volume >= $250M 236 168 / 68 14.9% 1.89x 1.16x 34.2% · 38 checked +5.11% -4.71%
Money flow >= 16 + Dollar volume >= $250M 237 168 / 69 14.9% 1.89x 1.16x 34.2% · 38 checked +5.11% -4.71%
Money flow >= 16 + Dollar volume >= $250M + Risk not High 236 167 / 69 14.4% 1.82x 1.08x 34.2% · 38 checked +5.08% -4.74%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $1B 579 382 / 197 24.1% 3.05x 2.68x 34.1% · 85 checked +6.37% -5.88%
Money flow >= 14 + Dollar volume >= $1B 582 384 / 198 24% 3.04x 2.67x 34.1% · 85 checked +6.35% -5.87%
Money flow >= 14 + Dollar volume >= $1B + Risk not High 581 383 / 198 23.8% 3.01x 2.63x 34.1% · 85 checked +6.32% -5.89%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $250M 1038 793 / 245 14.8% 1.87x 1.44x 32.5% · 126 checked +5.14% -5.52%
Money flow >= 16 280 205 / 75 12.2% 1.54x 0.92x 32.5% · 40 checked +4.74% -4.94%
Money flow >= 16 + Technical >= 16 279 205 / 74 12.2% 1.54x 0.92x 32.5% · 40 checked +4.74% -4.94%
Money flow >= 16 + Technical >= 16 + Risk not High 278 204 / 74 11.8% 1.49x 0.85x 32.5% · 40 checked +4.71% -4.97%
Money flow >= 16 + Risk not High 279 204 / 75 11.8% 1.49x 0.85x 32.5% · 40 checked +4.71% -4.97%
Money flow >= 14 + Dollar volume >= $250M 1621 1130 / 491 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 >= 30 100 75 / 25 13 17.3% 2.19x 18.2% · 11 checked +5.20% -7.32%
5D momentum v2 >= 30 155 113 / 42 15 13.3% 1.68x 11.8% · 17 checked +4.71% -7.29%
Technical >= 20 + money flow >= 12 2224 1671 / 553 182 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.IFF International Flavors & Fragrances A 81 92.9 61.9/110 · 31/50 Low
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.MPC Marathon Petroleum A 78.3 95 64/110 · 31/50 Medium
Money flow A · lift 2.19x n=75 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.ELV Elevance Health B 75.4 96.1 64.1/110 · 32/50 Medium
Technical A · lift 1.68x n=113 · validation OK
5D momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.MET MetLife B 73 91 70/110 · 21/50 Low
Money flow A · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.CDW CDW Corporation B 67.9 90.9 64.9/110 · 26/50 Elevated
lift 1.38x · Elevated risk n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.VEEV Veeva Systems B 72.8 90.7 61.7/110 · 29/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.HCA HCA Healthcare B 72.6 89.4 63.4/110 · 26/50 Medium
Money flow A · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.ULTA Ulta Beauty B 73 89.4 66.4/110 · 23/50 Medium
Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.PGR Progressive Corporation B 71.5 89.3 67.3/110 · 22/50 Medium
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.MTD Mettler Toledo B 72 87.8 64.8/110 · 23/50 Medium
Money flow A · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.VLO Valero Energy B 69.1 87.8 60.8/110 · 27/50 Elevated
Money flow A · lift 1.38x · Elevated risk n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.BF.B Brown–Forman B 72.4 86.5 61.5/110 · 25/50 Medium
Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.GWW W. W. Grainger B 71.6 86.3 64.3/110 · 22/50 Low
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.APA APA Corporation B 66.4 84.7 59.7/110 · 25/50 Elevated
lift 1.38x · Elevated risk n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.VLTO Veralto B 72.5 84.4 65.4/110 · 19/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.WMB Williams Companies B 70.4 83.9 62.9/110 · 21/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.MRNA Moderna B 69.2 82.6 61.6/110 · 21/50 Elevated
Money flow S · lift 1.38x · Elevated risk n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.CSGP CoStar Group B 69.6 82.2 62.2/110 · 20/50 Elevated
Technical A · lift 1.38x · Elevated risk n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.EIX Edison International B 71.8 82.1 66.1/110 · 16/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.MSFT Microsoft B 70.3 81.3 64.3/110 · 17/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.ISRG Intuitive Surgical B 70.8 80.3 69.3/110 · 11/50 Medium
Money flow A · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.ACN Accenture B 66.6 79.9 62.9/110 · 17/50 Elevated
Money flow A · lift 1.38x · Elevated risk n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.MAR Marriott International B 72.2 79 62/110 · 17/50 Medium
Money flow A · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.PLTR Palantir Technologies B 69.2 79 66/110 · 13/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.DVN Devon Energy B 69 78.8 67.8/110 · 11/50 Medium
Money flow A · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.AES AES Corporation B 71.7 78.4 64.4/110 · 14/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.EXE Expand Energy B 68.3 78.4 61.4/110 · 17/50 Medium
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.ECL Ecolab B 70.6 78.3 64.3/110 · 14/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.JCI Johnson Controls B 70.3 77.4 68.4/110 · 9/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.MCK McKesson Corporation B 68.8 77.4 59.4/110 · 18/50 Medium
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.DTE DTE Energy B 70.7 77.2 65.2/110 · 12/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.VRSN Verisign B 68 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.KR Kroger B 70.4 76.5 61.5/110 · 15/50 Medium
Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.GDDY GoDaddy B 65 76.3 64.3/110 · 12/50 Elevated
Technical A · lift 1.38x · Elevated risk n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.FIS Fidelity National Information Services B 70 76 61/110 · 15/50 Medium
lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.TXN Texas Instruments B 67 75.9 66.9/110 · 9/50 Medium
Money flow A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.MO Altria B 70.4 75.8 66.8/110 · 9/50 Low
Money flow S · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.PM Philip Morris International B 69.7 75.8 67.8/110 · 8/50 Medium
Money flow A · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.PG Procter & Gamble B 70.3 75.7 66.7/110 · 9/50 Low
Money flow S · Technical A · lift 1.38x n=1671 · validation OK
Technical >= 20 + money flow >= 12
US.EXPD Expeditors International B 70.6 75.6 66.6/110 · 9/50 Low
Money flow A · Technical A · 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 90-109 234 159 / 75 19 11.9% 1.51x +4.41% -6.42%
Score < 90 14766 10342 / 4424 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 20-29 496 304 / 192 47 15.5% 1.96x +4.77% -6.38%
5D momentum v2 30-39 118 87 / 31 10 11.5% 1.46x +4.51% -7.10%
5D momentum v2 < 20 14352 10085 / 4267 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 460 322 / 138 78 24.2% 3.06x +7.28% -4.49%
Dollar volume $1B-$5B 2184 1537 / 647 287 18.7% 2.37x +5.61% -5.35%
Dollar volume $250M-$1B 7124 4998 / 2126 335 6.7% 0.85x +3.62% -5.46%
Dollar volume < $250M 5235 3645 / 1590 128 3.5% 0.44x +2.81% -5.28%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Elevated 3546 2660 / 886 555 20.9% 2.65x +6.26% -6.33%
High 364 289 / 75 58 20.1% 2.54x +7.08% -7.99%
Medium 10521 7176 / 3345 215 3% 0.38x +2.78% -4.97%
Low 572 377 / 195 0 0% 0x +1.69% -3.81%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2220 1554 / 666 485 31.2% 3.95x +7.97% -6.28%
Energy 630 441 / 189 37 8.4% 1.06x +4.66% -4.54%
Health Care 1770 1239 / 531 85 6.9% 0.87x +4.34% -4.16%
Communication Services 647 454 / 193 31 6.8% 0.86x +3.46% -5.53%
Materials 772 546 / 226 25 4.6% 0.58x +3.19% -6.70%
Utilities 930 651 / 279 23 3.5% 0.44x +2.32% -4.52%
Consumer Discretionary 1410 987 / 423 32 3.2% 0.41x +3.08% -6.17%
Industrials 2400 1680 / 720 48 2.9% 0.37x +2.79% -5.37%
Consumer Staples 1049 734 / 315 19 2.6% 0.33x +2.79% -5.25%
Financials 2280 1596 / 684 33 2.1% 0.27x +2.36% -5.09%
Real Estate 895 620 / 275 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.