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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

2026-10-16 · 60D window · 10D outcome

twelvedata 11999 checked / 16500 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 9.3%
Boom count 1111
Avg max runup +4.09%
Avg drawdown -5.17%

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 1943 1297 / 646 116 8.9% 0.96x +3.97% -5.95%
Grade C 650 518 / 132 91 17.6% 1.89x +6.21% -5.31%
Grade D 2591 1298 / 1293 96 7.4% 0.8x +3.66% -5.48%
Grade F 11316 8886 / 2430 808 9.1% 0.98x +4.05% -5.00%

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 115

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Money flow >= 16 + Technical >= 20 + Dollar volume >= $1B 80 65 / 15 18.5% 1.99x 1.69x 28.6% · 14 checked +5.85% -6.31%
Money flow >= 16 + Technical >= 16 + Dollar volume >= $1B 114 90 / 24 21.1% 2.27x 1.85x 28.1% · 32 checked +6.16% -6.73%
Money flow >= 16 + Dollar volume >= $1B 115 90 / 25 21.1% 2.27x 1.85x 28.1% · 32 checked +6.16% -6.73%
Money flow >= 16 + Dollar volume >= $1B + Risk not High 115 90 / 25 21.1% 2.27x 1.85x 28.1% · 32 checked +6.16% -6.73%
Money flow >= 14 + Technical >= 20 + Dollar volume >= $250M 1196 856 / 340 15.1% 1.62x 1.49x 24% · 100 checked +5.30% -5.82%
Money flow >= 16 + Technical >= 16 + Dollar volume >= $250M 273 200 / 73 15% 1.61x 1.37x 23.8% · 42 checked +5.35% -5.56%
Money flow >= 16 + Dollar volume >= $250M 274 200 / 74 15% 1.61x 1.37x 23.8% · 42 checked +5.35% -5.56%
Money flow >= 16 + Dollar volume >= $250M + Risk not High 273 199 / 74 14.6% 1.57x 1.3x 23.8% · 42 checked +5.32% -5.59%
5D momentum v2 >= 20 + Technical >= 20 + Dollar volume >= $250M 542 348 / 194 15.2% 1.63x 1.52x 23.3% · 43 checked +5.28% -7.16%
Money flow >= 16 + Technical >= 20 + Dollar volume >= $250M 193 151 / 42 13.2% 1.42x 1.25x 22.7% · 22 checked +5.22% -5.40%
Money flow >= 16 327 238 / 89 12.6% 1.35x 1.11x 22.7% · 44 checked +4.98% -5.61%
Money flow >= 16 + Technical >= 16 326 238 / 88 12.6% 1.35x 1.11x 22.7% · 44 checked +4.98% -5.61%
Money flow >= 16 + Technical >= 16 + Risk not High 325 237 / 88 12.2% 1.31x 1.05x 22.7% · 44 checked +4.96% -5.63%
Money flow >= 16 + Risk not High 326 237 / 89 12.2% 1.31x 1.05x 22.7% · 44 checked +4.96% -5.63%
Money flow >= 14 + Technical >= 20 1540 1118 / 422 12.7% 1.37x 1.24x 22.4% · 125 checked +4.86% -5.77%

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 105 72 / 33 12 16.7% 1.8x 0% · 8 checked +5.25% -9.16%
Money flow >= 14 + momentum v2 >= 30 134 79 / 55 13 16.5% 1.77x 0% · 5 checked +5.12% -7.68%
5D momentum v2 >= 30 201 123 / 78 15 12.2% 1.31x 0% · 11 checked +4.72% -8.01%
Technical >= 20 + money flow >= 12 2550 1793 / 757 205 11.4% 1.23x 21.3% · 183 checked +4.62% -5.73%

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.TRV Travelers Companies (The) B 71.1 104.9 69.9/110 · 35/50 Low
Money flow S · lift 1.8x · Validation not confirmed n=72 · validation watch
5D momentum v2 >= 30 · Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.EXE Expand Energy B 70.2 95.7 60.7/110 · 35/50 Medium
Money flow A · lift 1.77x · Validation not confirmed n=79 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.EOG EOG Resources B 69.4 96.7 60.7/110 · 36/50 Medium
Money flow S · lift 1.77x · Validation not confirmed n=79 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.LMT Lockheed Martin B 65.6 94.5 61.5/110 · 33/50 Low
lift 1.31x · Validation not confirmed n=123 · validation watch
5D momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.NI NiSource B 69.6 90 60/110 · 30/50 Medium
Money flow A · lift 1.77x · Validation not confirmed n=79 · validation watch
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.LYB LyondellBasell B 65.2 85.7 54.7/110 · 31/50 Medium
lift 1.31x · Validation not confirmed n=123 · validation watch
5D momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.APA APA Corporation B 71.2 96 67/110 · 29/50 Medium
Money flow A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.HST Host Hotels & Resorts B 73.4 93.3 64.3/110 · 29/50 Medium
Money flow A · Technical A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.NOC Northrop Grumman B 71.6 93.1 68.1/110 · 25/50 Medium
Technical A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.KMI Kinder Morgan B 73 91.1 62.1/110 · 29/50 Medium
Money flow S · Technical A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.FANG Diamondback Energy B 70.1 90.6 61.6/110 · 29/50 Medium
Money flow A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.KVUE Kenvue B 71.8 89.8 62.8/110 · 27/50 Low
Money flow S · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.APD Air Products B 71.8 89.6 62.6/110 · 27/50 Medium
Money flow A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.KDP Keurig Dr Pepper B 72.7 89.4 61.4/110 · 28/50 Medium
Money flow S · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.IDXX Idexx Laboratories B 71.4 89 62/110 · 27/50 Medium
Money flow A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.CVX Chevron Corporation B 72.3 88.9 61.9/110 · 27/50 Medium
Money flow A · Technical A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.CMS CMS Energy B 64.4 88.5 57.5/110 · 31/50 Medium
lift 1.31x · Validation not confirmed n=123 · validation watch
5D momentum v2 >= 30
US.BLK BlackRock B 71.6 88.4 62.4/110 · 26/50 Low
Money flow A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.XOM ExxonMobil B 71.5 86.8 62.8/110 · 24/50 Low
Money flow A · Technical A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.ACGL Arch Capital Group B 70.8 86.7 62.7/110 · 24/50 Medium
Money flow A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.HD Home Depot (The) B 71.1 86.7 57.7/110 · 29/50 Medium
lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.HSY Hershey Company (The) B 70.8 86.6 61.6/110 · 25/50 Medium
Technical A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.VMC Vulcan Materials Company B 71.9 86.2 58.2/110 · 28/50 Medium
Technical A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.KIM Kimco Realty B 71.2 83.5 58.5/110 · 25/50 Medium
lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.DOV Dover Corporation B 71.6 83.1 62.1/110 · 21/50 Low
Money flow A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.TDG TransDigm Group B 70.7 82.4 65.4/110 · 17/50 Medium
Money flow A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.SPGI S&P Global B 70.7 82 57/110 · 25/50 Medium
Money flow A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.PPG PPG Industries B 70.5 81.6 58.6/110 · 23/50 Medium
lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.ICE Intercontinental Exchange B 70 81.4 59.4/110 · 22/50 Medium
lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.UNP Union Pacific Corporation B 70.2 81.4 67.4/110 · 14/50 Low
Money flow A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.DRI Darden Restaurants B 70.4 80.7 55.7/110 · 25/50 Medium
lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.EQT EQT Corporation B 69.3 79.5 64.5/110 · 15/50 Medium
Money flow A · Technical A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.MAS Masco B 70 79.2 58.2/110 · 21/50 Medium
Money flow A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.PPL PPL Corporation B 70.1 79.1 59.1/110 · 20/50 Medium
lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.TYL Tyler Technologies B 68 78.8 61.8/110 · 17/50 Medium
Money flow A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.CPRT Copart B 69.9 78.5 60.5/110 · 18/50 Medium
Technical A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.AAPL Apple Inc. B 68 78.3 67.3/110 · 11/50 Low
Money flow A · Technical A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.HLT Hilton Worldwide B 70.9 77.7 57.7/110 · 20/50 Medium
Money flow A · Technical A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.WSM Williams-Sonoma, Inc. B 70.4 77.5 62.5/110 · 15/50 Medium
Money flow A · lift 1.23x n=1793 · validation OK
Technical >= 20 + money flow >= 12
US.SWK Stanley Black & Decker B 69.6 77.2 62.2/110 · 15/50 Medium
Money flow A · lift 1.23x n=1793 · 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 90-109 315 172 / 143 20 11.6% 1.25x +4.47% -7.18%
Score < 90 16182 11824 / 4358 1091 9.2% 0.99x +4.09% -5.14%

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% 1.85x +5.54% -8.48%
5D momentum v2 20-29 687 348 / 339 55 15.8% 1.7x +5.03% -6.98%
5D momentum v2 30-39 164 94 / 70 10 10.6% 1.14x +4.47% -7.86%
5D momentum v2 < 20 15612 11528 / 4084 1041 9% 0.97x +4.06% -5.09%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 509 368 / 141 80 21.7% 2.33x +7.07% -5.08%
Dollar volume $1B-$5B 2442 1758 / 684 344 19.6% 2.11x +5.85% -5.44%
Dollar volume $250M-$1B 7864 5750 / 2114 477 8.3% 0.89x +4.01% -5.21%
Dollar volume < $250M 5685 4123 / 1562 210 5.1% 0.55x +3.20% -5.00%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Elevated 3820 2985 / 835 653 21.9% 2.35x +6.48% -6.36%
High 389 321 / 68 69 21.5% 2.31x +7.15% -8.21%
Medium 11617 8262 / 3355 379 4.6% 0.49x +3.20% -4.71%
Low 674 431 / 243 10 2.3% 0.25x +2.44% -3.47%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2442 1776 / 666 544 30.6% 3.29x +7.97% -6.51%
Energy 693 504 / 189 64 12.7% 1.37x +5.32% -4.17%
Health Care 1947 1416 / 531 139 9.8% 1.05x +4.75% -3.97%
Communication Services 710 516 / 194 36 7% 0.75x +3.65% -5.50%
Consumer Staples 1154 839 / 315 57 6.8% 0.73x +3.52% -4.82%
Materials 847 622 / 225 31 5% 0.54x +3.31% -6.42%
Utilities 1023 744 / 279 36 4.8% 0.52x +2.98% -4.09%
Consumer Discretionary 1551 1128 / 423 50 4.4% 0.47x +3.49% -5.83%
Industrials 2640 1920 / 720 73 3.8% 0.41x +3.07% -5.22%
Financials 2508 1824 / 684 58 3.2% 0.34x +2.74% -4.85%
Real Estate 985 710 / 275 23 3.2% 0.34x +2.29% -4.76%

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