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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

2026-10-14 · 60D window · 10D outcome

twelvedata 11002 checked / 15502 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 8.2%
Boom count 904
Avg max runup +3.84%
Avg drawdown -5.27%

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 B 1888 1373 / 515 126 9.2% 1.12x +3.94% -5.75%
Grade C 450 354 / 96 68 19.2% 2.34x +6.71% -5.17%
Grade D 2372 1293 / 1079 79 6.1% 0.74x +3.36% -5.39%
Grade F 10791 7981 / 2810 631 7.9% 0.96x +3.78% -5.18%

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 116

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Money flow >= 16 + Technical >= 16 + Dollar volume >= $1B 108 73 / 35 23.3% 2.84x 1.33x 44.4% · 27 checked +6.38% -4.91%
Money flow >= 16 + Dollar volume >= $1B 109 73 / 36 23.3% 2.84x 1.33x 44.4% · 27 checked +6.38% -4.91%
Money flow >= 16 + Dollar volume >= $1B + Risk not High 109 73 / 36 23.3% 2.84x 1.33x 44.4% · 27 checked +6.38% -4.91%
Money flow >= 16 + Technical >= 20 + Dollar volume >= $1B 76 57 / 19 19.3% 2.35x 1.49x 37.5% · 16 checked +5.79% -5.13%
Money flow >= 16 + Technical >= 16 + Dollar volume >= $250M 247 179 / 68 15.1% 1.84x 1.15x 35% · 40 checked +5.31% -4.67%
Money flow >= 16 + Dollar volume >= $250M 248 179 / 69 15.1% 1.84x 1.15x 35% · 40 checked +5.31% -4.67%
Money flow >= 16 + Dollar volume >= $250M + Risk not High 247 178 / 69 14.6% 1.78x 1.06x 35% · 40 checked +5.28% -4.70%
Money flow >= 16 294 217 / 77 12.4% 1.51x 0.9x 33.3% · 42 checked +4.92% -4.88%
Money flow >= 16 + Technical >= 16 293 217 / 76 12.4% 1.51x 0.9x 33.3% · 42 checked +4.92% -4.88%
Money flow >= 16 + Technical >= 16 + Risk not High 292 216 / 76 12% 1.46x 0.84x 33.3% · 42 checked +4.89% -4.90%
Money flow >= 16 + Risk not High 293 216 / 77 12% 1.46x 0.84x 33.3% · 42 checked +4.89% -4.90%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $1B 392 281 / 111 22.8% 2.78x 2.5x 32.7% · 52 checked +6.19% -5.94%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $250M 1073 815 / 258 15.2% 1.85x 1.49x 32.3% · 124 checked +5.23% -5.53%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $1B 599 404 / 195 24% 2.93x 2.7x 31% · 87 checked +6.45% -6.01%
Money flow >= 14 + Dollar volume >= $1B 602 406 / 196 23.9% 2.91x 2.67x 31% · 87 checked +6.43% -6.01%

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 92 64 / 28 12 18.8% 2.29x 0% · 7 checked +5.28% -7.85%
Money flow >= 14 + momentum v2 >= 30 104 75 / 29 13 17.3% 2.11x 12.5% · 8 checked +5.20% -7.32%
5D momentum v2 >= 30 162 113 / 49 15 13.3% 1.62x 7.7% · 13 checked +4.71% -7.29%
Technical >= 20 + money flow >= 12 2306 1708 / 598 192 11.2% 1.37x 25.6% · 215 checked +4.51% -5.60%

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.FAST Fastenal B 75.8 104.3 70.3/110 · 34/50 Low
Technical S · lift 2.29x · Validation not confirmed n=64 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Technical >= 20 + money flow >= 12
US.ULTA Ulta Beauty B 73.4 95.4 64.4/110 · 31/50 Medium
Money flow A · Technical A · lift 2.11x n=75 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.BF.B Brown–Forman B 72.2 90.4 59.4/110 · 31/50 Medium
Money flow A · lift 2.11x · Validation not confirmed n=75 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.CAH Cardinal Health B 70.7 90.1 59.1/110 · 31/50 Medium
Money flow A · lift 2.11x · Validation not confirmed n=75 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.DG Dollar General B 68.4 95.8 61.8/110 · 34/50 Medium
Technical A · lift 1.62x · Validation not confirmed n=113 · validation watch
5D momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.CL Colgate-Palmolive B 71.6 95.4 62.4/110 · 33/50 Medium
Money flow A · lift 2.11x · Validation not confirmed n=75 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.GWW W. W. Grainger B 68.2 95.1 64.1/110 · 31/50 Low
lift 1.62x · Validation not confirmed n=113 · validation watch
5D momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.CVX Chevron Corporation B 73.5 92.3 65.3/110 · 27/50 Low
Money flow A · Technical A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.XOM ExxonMobil B 72.5 91.1 64.1/110 · 27/50 Low
Money flow S · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.PM Philip Morris International B 73.5 91 65/110 · 26/50 Medium
Money flow A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.PG Procter & Gamble B 72.8 90.8 63.8/110 · 27/50 Low
Money flow A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.ABBV AbbVie B 73.4 89.4 62.4/110 · 27/50 Low
Money flow A · Technical A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.AFL Aflac B 72.4 89.3 62.3/110 · 27/50 Medium
Money flow A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.PFE Pfizer B 71.6 89.3 61.3/110 · 28/50 Low
Technical A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.IFF International Flavors & Fragrances B 73.4 89.2 60.2/110 · 29/50 Medium
Money flow A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.MO Altria B 73.2 87.3 64.3/110 · 23/50 Medium
Money flow S · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.MTD Mettler Toledo B 72.9 87.2 65.2/110 · 22/50 Medium
Money flow A · Technical A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.MDT Medtronic B 71.8 87 65/110 · 22/50 Medium
Money flow A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.ODFL Old Dominion B 72.4 86.3 61.3/110 · 25/50 Medium
lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.VLO Valero Energy B 68.6 84.4 59.4/110 · 25/50 Elevated
Money flow A · lift 1.37x · Elevated risk n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.MNST Monster Beverage B 71.5 83.2 68.2/110 · 15/50 Medium
Money flow A · Technical A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.MCK McKesson Corporation B 70.3 82.6 59.6/110 · 23/50 Medium
Money flow A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.MRNA Moderna B 69.7 81.1 62.1/110 · 19/50 Elevated
Money flow S · Technical A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.V Visa Inc. B 71.4 81.1 69.1/110 · 12/50 Low
Money flow A · Technical A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.PLTR Palantir Technologies B 69.9 80.5 63.5/110 · 17/50 Medium
Money flow A · Technical A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.KR Kroger B 71.5 79.7 61.7/110 · 18/50 Medium
Technical A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.BIIB Biogen B 69.5 79.6 64.6/110 · 15/50 Medium
Technical A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.EXPD Expeditors International B 72.1 79.3 63.3/110 · 16/50 Medium
Money flow A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.IDXX Idexx Laboratories B 69.7 79.2 62.2/110 · 17/50 Medium
Technical A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.EXE Expand Energy B 69.6 78.7 61.7/110 · 17/50 Medium
Money flow A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.AJG Arthur J. Gallagher & Co. B 70.6 78.6 62.6/110 · 16/50 Medium
lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.D Dominion Energy B 70.9 78.6 63.6/110 · 15/50 Medium
lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.MET MetLife B 71 78.5 67.5/110 · 11/50 Medium
Money flow A · Technical A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.DVN Devon Energy B 69.2 77.8 66.8/110 · 11/50 Medium
Money flow A · Technical A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.GDDY GoDaddy B 65.4 77.7 62.7/110 · 15/50 Elevated
lift 1.37x · Elevated risk n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.TT Trane Technologies B 68.7 77.5 71.5/110 · 6/50 Medium
Money flow S · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.HST Host Hotels & Resorts B 71.2 77.2 66.2/110 · 11/50 Medium
Money flow A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.KMB Kimberly-Clark B 70.3 77 64/110 · 13/50 Medium
Money flow A · lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.OKE Oneok B 65.4 76.8 65.8/110 · 11/50 Medium
lift 1.37x n=1708 · validation OK
Technical >= 20 + money flow >= 12
US.CINF Cincinnati Financial B 69 76.4 65.4/110 · 11/50 Medium
lift 1.37x n=1708 · 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 90-109 250 159 / 91 19 11.9% 1.45x +4.41% -6.42%
Score < 90 15249 10842 / 4407 885 8.2% 1x +3.83% -5.26%

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% 2.34x +5.36% -7.92%
5D momentum v2 20-29 543 310 / 233 49 15.8% 1.93x +4.89% -6.30%
5D momentum v2 30-39 125 87 / 38 10 11.5% 1.4x +4.51% -7.10%
5D momentum v2 < 20 14797 10579 / 4218 840 7.9% 0.96x +3.80% -5.22%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 478 335 / 143 78 23.3% 2.84x +7.23% -4.54%
Dollar volume $1B-$5B 2260 1618 / 642 308 19% 2.32x +5.71% -5.30%
Dollar volume $250M-$1B 7361 5256 / 2105 376 7.2% 0.88x +3.73% -5.36%
Dollar volume < $250M 5403 3793 / 1610 142 3.7% 0.45x +2.90% -5.20%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Elevated 3633 2770 / 863 591 21.3% 2.6x +6.36% -6.28%
High 372 300 / 72 62 20.7% 2.52x +7.13% -7.95%
Medium 10893 7534 / 3359 249 3.3% 0.4x +2.89% -4.88%
Low 604 398 / 206 2 0.5% 0.06x +1.95% -3.67%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2294 1628 / 666 513 31.5% 3.84x +8.04% -6.22%
Energy 651 462 / 189 50 10.8% 1.32x +4.98% -4.38%
Health Care 1829 1298 / 531 94 7.2% 0.88x +4.39% -4.13%
Communication Services 668 475 / 193 32 6.7% 0.82x +3.48% -5.51%
Materials 797 572 / 225 27 4.7% 0.57x +3.07% -6.72%
Utilities 961 682 / 279 28 4.1% 0.5x +2.55% -4.39%
Consumer Discretionary 1457 1034 / 423 34 3.3% 0.4x +3.17% -6.06%
Industrials 2480 1760 / 720 55 3.1% 0.38x +2.89% -5.27%
Consumer Staples 1084 769 / 315 21 2.7% 0.33x +2.94% -5.12%
Financials 2356 1672 / 684 36 2.2% 0.27x +2.46% -5.00%
Real Estate 925 650 / 275 14 2.2% 0.27x +1.96% -4.94%

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