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.

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Results are observational. Use lift and sample count together, not boom rate alone.

End date

Range Forward horizon Boom runup threshold Minimum sample Minimum score Sector Risk level

Open sector scores Open distribution study Back to ranking

Factor study

2026-10-15 · 60D window · 10D outcome

twelvedata 11499 checked / 15999 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 8.7%

Boom count 997

Avg max runup +3.97%

Avg drawdown -5.22%

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	1978	1389 / 589	129	9.3%	1.07x	+4.00%	-5.82%
Grade C	493	389 / 104	75	19.3%	2.22x	+6.70%	-5.25%
Grade D	2506	1305 / 1201	87	6.7%	0.77x	+3.51%	-5.40%
Grade F	11022	8416 / 2606	706	8.4%	0.97x	+3.91%	-5.09%

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 103

Combination	Total	Checked / Pending	Boom rate	Lift	Train lift	Validation	Avg runup	Avg drawdown
Best Money flow >= 16 + Technical >= 16 + Dollar volume >= $1B	111	84 / 27	22.6%	2.6x	1.36x	39.4% · 33 checked	+6.42%	-6.00%
Money flow >= 16 + Dollar volume >= $1B	112	84 / 28	22.6%	2.6x	1.36x	39.4% · 33 checked	+6.42%	-6.00%
Money flow >= 16 + Dollar volume >= $1B + Risk not High	112	84 / 28	22.6%	2.6x	1.36x	39.4% · 33 checked	+6.42%	-6.00%
Money flow >= 16 + Technical >= 20 + Dollar volume >= $1B	78	63 / 15	19%	2.18x	1.49x	35.3% · 17 checked	+5.89%	-5.99%
Money flow >= 16 + Technical >= 16 + Dollar volume >= $250M	256	194 / 62	15.5%	1.78x	1.24x	30.4% · 46 checked	+5.43%	-5.21%
Money flow >= 16 + Dollar volume >= $250M	257	194 / 63	15.5%	1.78x	1.24x	30.4% · 46 checked	+5.43%	-5.21%
Money flow >= 16 + Dollar volume >= $250M + Risk not High	256	193 / 63	15%	1.72x	1.17x	30.4% · 46 checked	+5.41%	-5.24%
Money flow >= 16	303	232 / 71	12.9%	1.48x	1x	29.2% · 48 checked	+5.05%	-5.31%
Money flow >= 16 + Technical >= 16	302	232 / 70	12.9%	1.48x	1x	29.2% · 48 checked	+5.05%	-5.31%
Money flow >= 16 + Technical >= 16 + Risk not High	301	231 / 70	12.6%	1.45x	0.94x	29.2% · 48 checked	+5.02%	-5.34%
Money flow >= 16 + Risk not High	302	231 / 71	12.6%	1.45x	0.94x	29.2% · 48 checked	+5.02%	-5.34%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $1B	413	295 / 118	22.4%	2.57x	2.43x	28.3% · 53 checked	+6.20%	-6.30%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $250M	1137	842 / 295	15.3%	1.76x	1.52x	28.1% · 121 checked	+5.31%	-5.68%
Money flow >= 14 + Technical >= 16 + Dollar volume >= $1B	629	427 / 202	23.7%	2.72x	2.6x	27.4% · 95 checked	+6.47%	-6.35%
Money flow >= 14 + Dollar volume >= $1B	632	429 / 203	23.5%	2.7x	2.59x	27.4% · 95 checked	+6.45%	-6.34%

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	104	67 / 37	12	17.9%	2.06x	0% · 6 checked	+5.36%	-8.10%
Money flow >= 14 + momentum v2 >= 30	130	76 / 54	13	17.1%	1.97x	16.7% · 6 checked	+5.19%	-7.32%
5D momentum v2 >= 30	193	116 / 77	15	12.9%	1.48x	11.1% · 9 checked	+4.77%	-7.45%
Technical >= 20 + money flow >= 12	2432	1758 / 674	202	11.5%	1.32x	23.3% · 206 checked	+4.60%	-5.67%

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.AMGN Amgen	B 74.2	100.7 66.7/110 · 34/50	Low Money flow S · Technical A · lift 2.06x n=67 · validation watch	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.TMO Thermo Fisher Scientific	B 73.3	99.1 65.1/110 · 34/50	Medium Money flow A · Technical A · lift 2.06x n=67 · validation watch	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.NOW ServiceNow	B 72.8	98.3 62.3/110 · 36/50	Medium Money flow A · Technical A · lift 2.06x n=67 · validation watch	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.WMT Walmart	B 73.6	94.9 63.9/110 · 31/50	Medium Money flow A · Technical A · lift 2.06x n=67 · 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 70.8	94.3 62.3/110 · 32/50	Elevated Money flow S · Technical A · lift 2.06x n=67 · validation watch	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.LLY Lilly (Eli)	B 71.4	93.4 61.4/110 · 32/50	Medium Money flow A · lift 2.06x · Validation not confirmed n=67 · validation watch	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.TRV Travelers Companies (The)	B 72	104.7 74.7/110 · 30/50	Medium Money flow A · lift 1.97x · Validation not confirmed n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.BLK BlackRock	B 72.9	103.8 68.8/110 · 35/50	Low lift 2.06x · Validation not confirmed n=67 · validation watch	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Technical >= 20 + money flow >= 12
US.WSM Williams-Sonoma, Inc.	B 73.8	101.5 71.5/110 · 30/50	Medium Money flow S · Technical S · lift 1.97x n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.VEEV Veeva Systems	B 73.2	100.6 62.6/110 · 38/50	Medium Money flow A · Technical A · lift 1.97x n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.AJG Arthur J. Gallagher & Co.	B 72.4	99.4 60.4/110 · 39/50	Medium Money flow A · lift 1.97x · Validation not confirmed n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.IT Gartner	B 72.6	99.4 64.4/110 · 35/50	Medium Technical S · Money flow A · lift 1.97x n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.UNH UnitedHealth Group	B 71	99.1 62.1/110 · 37/50	Medium lift 2.06x · Validation not confirmed n=67 · validation watch	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Technical >= 20 + money flow >= 12
US.WM Waste Management	B 73.2	98.5 61.5/110 · 37/50	Low Money flow A · lift 2.06x · Validation not confirmed n=67 · validation watch	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.VRSK Verisk Analytics	B 71.9	97.2 61.2/110 · 36/50	Medium Money flow A · lift 1.97x · Validation not confirmed n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.STE Steris	B 71.4	96.5 63.5/110 · 33/50	Medium Money flow A · lift 1.97x · Validation not confirmed n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.VLTO Veralto	B 71.5	95 63/110 · 32/50	Low Money flow A · lift 1.97x · Validation not confirmed n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.PG Procter & Gamble	B 71.7	94.8 63.8/110 · 31/50	Low Technical A · lift 2.06x · Validation not confirmed n=67 · validation watch	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Technical >= 20 + money flow >= 12
US.EBAY eBay Inc.	B 71.6	94.7 60.7/110 · 34/50	Medium Money flow A · lift 1.97x · Validation not confirmed n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.MAR Marriott International	B 73	94.6 63.6/110 · 31/50	Medium Money flow S · lift 1.97x · Validation not confirmed n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.INTU Intuit	B 71.1	94.4 61.4/110 · 33/50	Medium Money flow A · lift 2.06x · Validation not confirmed n=67 · validation watch	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.EL Estée Lauder Companies (The)	B 72.2	92 59/110 · 33/50	Medium Money flow A · lift 1.97x · Validation not confirmed n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.HLT Hilton Worldwide	B 72.1	91.3 61.3/110 · 30/50	Low Money flow A · Technical A · lift 1.97x n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.CSGP CoStar Group	B 69.6	91.1 59.1/110 · 32/50	Elevated Money flow A · lift 1.97x · Elevated risk n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.NKE Nike, Inc.	B 72.1	89.2 57.2/110 · 32/50	Medium lift 2.06x · Validation not confirmed n=67 · validation watch	5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Technical >= 20 + money flow >= 12
US.CDW CDW Corporation	B 70	87.7 57.7/110 · 30/50	Medium Money flow A · lift 1.97x · Validation not confirmed n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.MCO Moody's Corporation	B 66.8	93.6 61.6/110 · 32/50	Medium lift 1.48x · Validation not confirmed n=116 · validation watch	5D momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.CNC Centene Corporation	B 70.3	93.3 60.3/110 · 33/50	Medium Money flow A · lift 1.97x · Validation not confirmed n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.KMB Kimberly-Clark	B 71.2	93.1 62.1/110 · 31/50	Medium Money flow A · lift 1.97x · Validation not confirmed n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.RMD ResMed	B 68.8	91.7 60.7/110 · 31/50	Medium Money flow A · lift 1.97x · Validation not confirmed n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.RL Ralph Lauren Corporation	B 70.4	90.4 59.4/110 · 31/50	Medium Money flow A · lift 1.97x · Validation not confirmed n=76 · validation watch	5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.KDP Keurig Dr Pepper	B 74.5	96.2 67.2/110 · 29/50	Medium Technical S · Money flow A · lift 1.32x n=1758 · validation OK	Technical >= 20 + money flow >= 12
US.V Visa Inc.	B 73.4	95.8 69.8/110 · 26/50	Low Money flow A · Technical A · lift 1.32x n=1758 · validation OK	Technical >= 20 + money flow >= 12
US.MDT Medtronic	B 72.3	94.2 65.2/110 · 29/50	Medium Money flow A · lift 1.32x n=1758 · validation OK	Technical >= 20 + money flow >= 12
US.SHW Sherwin-Williams	B 73.8	93.9 64.9/110 · 29/50	Medium Money flow A · lift 1.32x n=1758 · validation OK	Technical >= 20 + money flow >= 12
US.HST Host Hotels & Resorts	B 73.9	93.6 67.6/110 · 26/50	Medium Money flow A · Technical A · lift 1.32x n=1758 · validation OK	Technical >= 20 + money flow >= 12
US.DHR Danaher Corporation	B 72.4	92.7 67.7/110 · 25/50	Medium Money flow A · Technical A · lift 1.32x n=1758 · validation OK	Technical >= 20 + money flow >= 12
US.IDXX Idexx Laboratories	B 73	92.5 65.5/110 · 27/50	Medium Money flow A · Technical A · lift 1.32x n=1758 · validation OK	Technical >= 20 + money flow >= 12
US.ULTA Ulta Beauty	B 73.2	92.1 64.1/110 · 28/50	Medium Money flow A · lift 1.32x n=1758 · validation OK	Technical >= 20 + money flow >= 12
US.MO Altria	B 72.2	91.3 62.3/110 · 29/50	Medium lift 1.32x n=1758 · 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	303	163 / 140	19	11.7%	1.34x	+4.43%	-6.72%
Score < 90	15693	11333 / 4360	978	8.6%	0.99x	+3.96%	-5.19%

5D momentum v2 bucket

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
5D momentum v2 >= 40	37	29 / 8	5	17.2%	1.98x	+5.54%	-8.48%
5D momentum v2 20-29	618	333 / 285	53	15.9%	1.83x	+5.03%	-6.64%
5D momentum v2 30-39	156	87 / 69	10	11.5%	1.32x	+4.51%	-7.10%
5D momentum v2 < 20	15188	11050 / 4138	929	8.4%	0.97x	+3.93%	-5.15%

Dollar volume bucket

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Dollar volume >= $5B	497	351 / 146	80	22.8%	2.62x	+7.20%	-4.75%
Dollar volume $1B-$5B	2356	1692 / 664	326	19.3%	2.22x	+5.79%	-5.36%
Dollar volume $250M-$1B	7614	5512 / 2102	421	7.6%	0.87x	+3.88%	-5.27%
Dollar volume < $250M	5532	3944 / 1588	170	4.3%	0.49x	+3.03%	-5.12%

Risk level

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Elevated	3720	2881 / 839	621	21.6%	2.48x	+6.42%	-6.32%
High	378	309 / 69	66	21.4%	2.46x	+7.17%	-8.03%
Medium	11260	7896 / 3364	304	3.9%	0.45x	+3.04%	-4.79%
Low	641	413 / 228	6	1.5%	0.17x	+2.19%	-3.57%

Sector

Bucket	Total	Checked / Pending	Boom	Boom rate	Lift	Avg runup	Avg drawdown
Information Technology	2368	1702 / 666	528	31%	3.56x	+8.02%	-6.36%
Energy	672	483 / 189	56	11.6%	1.33x	+5.15%	-4.28%
Health Care	1888	1357 / 531	115	8.5%	0.98x	+4.57%	-4.06%
Communication Services	687	494 / 193	33	6.7%	0.77x	+3.55%	-5.47%
Consumer Staples	1119	804 / 315	40	5%	0.57x	+3.24%	-4.96%
Materials	822	597 / 225	29	4.9%	0.56x	+3.18%	-6.56%
Utilities	992	713 / 279	32	4.5%	0.52x	+2.77%	-4.23%
Consumer Discretionary	1504	1081 / 423	39	3.6%	0.41x	+3.33%	-5.94%
Industrials	2560	1840 / 720	63	3.4%	0.39x	+2.99%	-5.24%
Real Estate	955	680 / 275	18	2.6%	0.3x	+2.12%	-4.84%
Financials	2432	1748 / 684	44	2.5%	0.29x	+2.59%	-4.93%

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