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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

2026-10-19 · 60D window · 10D outcome

twelvedata 10995 checked / 15494 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 9.8%
Boom count 1078
Avg max runup +4.16%
Avg drawdown -5.20%

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 1834 1138 / 696 109 9.6% 0.98x +4.02% -6.17%
Grade C 537 395 / 142 77 19.5% 1.99x +6.03% -6.14%
Grade D 2510 1147 / 1363 104 9.1% 0.93x +4.02% -5.37%
Grade F 10613 8315 / 2298 788 9.5% 0.97x +4.11% -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 122

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best 5D momentum v2 >= 20 + Technical >= 20 + Dollar volume >= $250M 491 306 / 185 17.6% 1.8x 1.66x 24.5% · 49 checked +5.64% -7.48%
5D momentum v2 >= 20 + Technical >= 20 570 348 / 222 15.8% 1.61x 1.48x 23.1% · 52 checked +5.24% -7.38%
Technical >= 20 + Dollar volume >= $1B 792 541 / 251 21.1% 2.15x 2.13x 22.2% · 81 checked +6.19% -6.87%
Technical >= 20 + Dollar volume >= $1B + Risk not High 791 541 / 250 21.1% 2.15x 2.13x 22.2% · 81 checked +6.19% -6.87%
5D momentum v2 >= 20 + Technical >= 20 + Dollar volume >= $1B 238 171 / 67 20.5% 2.09x 2.05x 22.2% · 27 checked +6.09% -8.02%
Technical >= 20 + Dollar volume >= $250M 2321 1520 / 801 14.2% 1.45x 1.35x 21.4% · 192 checked +4.88% -6.22%
Technical >= 20 3214 2054 / 1160 12% 1.22x 1.1x 20.7% · 242 checked +4.41% -6.11%
Dollar volume >= $1B 2770 1954 / 816 21% 2.14x 2.16x 20.4% · 353 checked +6.27% -5.36%
Dollar volume >= $1B + Risk not High 2765 1951 / 814 20.9% 2.13x 2.14x 20.4% · 353 checked +6.26% -5.36%
Technical >= 20 + Dollar volume >= $250M + Risk not High 2299 1501 / 798 13.8% 1.41x 1.32x 20.2% · 188 checked +4.81% -6.19%
5D momentum v2 >= 20 + Technical >= 20 + Risk not High 567 345 / 222 15.4% 1.57x 1.49x 20% · 50 checked +5.17% -7.35%
Dollar volume >= $250M 10174 7273 / 2901 12.1% 1.23x 1.06x 19.7% · 1353 checked +4.64% -5.27%
Dollar volume >= $250M + Risk not High 9898 7060 / 2838 11.8% 1.2x 1.03x 19.5% · 1324 checked +4.59% -5.16%
Technical >= 20 + Risk not High 3186 2029 / 1157 11.5% 1.17x 1.07x 19.1% · 236 checked +4.33% -6.09%
Technical >= 16 + Dollar volume >= $1B 1832 1264 / 568 22.8% 2.33x 2.42x 18.8% · 224 checked +6.67% -5.83%

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
Money flow >= 14 + momentum v2 >= 30 121 68 / 53 12 17.6% 1.8x 0% · 6 checked +5.50% -7.48%
Momentum v2 >= 30 + dollar volume >= $1B 94 63 / 31 10 15.9% 1.62x 0% · 10 checked +5.48% -8.80%
5D momentum v2 >= 30 181 105 / 76 13 12.4% 1.27x 0% · 13 checked +5.01% -7.91%
Technical >= 20 + money flow >= 12 2332 1515 / 817 185 12.2% 1.24x 17.8% · 163 checked +4.53% -6.16%

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.APA APA Corporation B 65.3 86.2 61.2/110 · 25/50 Elevated
lift 1.24x · Elevated risk n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.DVN Devon Energy B 70.9 86.1 64.1/110 · 22/50 Medium
Money flow A · Technical A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.ALGN Align Technology B 69.7 83.7 66.7/110 · 17/50 Medium
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.FOXA Fox Corporation (Class A) B 71 82.3 67.3/110 · 15/50 Medium
Money flow A · Technical A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.LIN Linde plc B 70.8 80.4 61.4/110 · 19/50 Medium
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.FOX Fox Corporation (Class B) B 67.6 78.9 63.9/110 · 15/50 Elevated
Money flow A · Technical A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.SYK Stryker Corporation B 68.3 77.9 56.9/110 · 21/50 Medium
lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.PKG Packaging Corporation of America B 69.7 77 60/110 · 17/50 Medium
lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.MA Mastercard B 69.3 76.6 67.6/110 · 9/50 Low
Money flow S · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.IDXX Idexx Laboratories B 68.3 75.7 62.7/110 · 13/50 Medium
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.HST Host Hotels & Resorts B 70.7 74.9 62.9/110 · 12/50 Medium
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.DG Dollar General B 69.4 74.8 61.8/110 · 13/50 Medium
Money flow A · Technical A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.CPRT Copart B 69.3 74.5 58.5/110 · 16/50 Medium
lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.NOC Northrop Grumman B 67.9 74.5 63.5/110 · 11/50 Medium
lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.ECL Ecolab B 68.1 74.4 64.4/110 · 10/50 Low
lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.PYPL PayPal B 69.6 74.2 62.2/110 · 12/50 Low
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.ISRG Intuitive Surgical B 68.9 74.1 63.1/110 · 11/50 Medium
Money flow A · Technical A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.HAL Halliburton B 66.2 72.9 58.9/110 · 14/50 Medium
lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.VEEV Veeva Systems B 68.2 72.9 56.9/110 · 16/50 Medium
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.COST Costco B 67.7 72.8 63.8/110 · 9/50 Low
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.HSY Hershey Company (The) B 66.7 72.8 63.8/110 · 9/50 Medium
lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.EL Estée Lauder Companies (The) B 68.9 72.6 61.6/110 · 11/50 Medium
Money flow A · Technical A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.HLT Hilton Worldwide B 70 71.5 58.5/110 · 13/50 Medium
Money flow A · Technical A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.NUE Nucor B 69.2 71.5 59.5/110 · 12/50 Medium
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.STLD Steel Dynamics B 68.9 71.2 59.2/110 · 12/50 Medium
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.IT Gartner B 64.5 71.1 56.1/110 · 15/50 Elevated
Technical A · lift 1.24x · Elevated risk n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.ACGL Arch Capital Group B 67.3 71 62/110 · 9/50 Medium
lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.GDDY GoDaddy B 64.2 70.8 59.8/110 · 11/50 Medium
lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.WST West Pharmaceutical Services B 66.5 70.4 62.4/110 · 8/50 Medium
Money flow A · Technical A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.RL Ralph Lauren Corporation B 66.6 70.3 65.3/110 · 5/50 Medium
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.TPR Tapestry, Inc. B 67.7 70.1 63.1/110 · 7/50 Medium
Money flow A · Technical A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.WRB W. R. Berkley Corporation B 68.9 69.9 59.9/110 · 10/50 Medium
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.PPG PPG Industries B 67.6 69.6 60.6/110 · 9/50 Medium
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.STE Steris B 64.7 69.3 61.3/110 · 8/50 Medium
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.ORLY O’Reilly Automotive B 65.5 69.2 64.2/110 · 5/50 Medium
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.BRK.B Berkshire Hathaway B 67.3 69.1 62.1/110 · 7/50 Low
Money flow S · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.KMI Kinder Morgan B 65.6 69 58/110 · 11/50 Medium
Money flow A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.KDP Keurig Dr Pepper B 67.4 68.9 59.9/110 · 9/50 Medium
Money flow S · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.PFE Pfizer B 66.8 68.6 59.6/110 · 9/50 Medium
Money flow A · Technical A · lift 1.24x n=1515 · validation OK
Technical >= 20 + money flow >= 12
US.AIG American International Group B 67.8 68.5 55.5/110 · 13/50 Low
lift 1.24x n=1515 · 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 90-109 281 144 / 137 18 12.5% 1.28x +4.69% -7.30%
Score < 90 15210 10848 / 4362 1060 9.8% 1x +4.15% -5.17%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 20-29 628 299 / 329 56 18.7% 1.91x +5.47% -7.26%
5D momentum v2 >= 40 34 27 / 7 4 14.8% 1.51x +5.77% -7.84%
5D momentum v2 30-39 147 78 / 69 9 11.5% 1.17x +4.74% -7.93%
5D momentum v2 < 20 14685 10591 / 4094 1009 9.5% 0.97x +4.11% -5.11%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 476 336 / 140 78 23.2% 2.37x +7.38% -4.99%
Dollar volume $1B-$5B 2294 1618 / 676 333 20.6% 2.1x +6.04% -5.43%
Dollar volume $250M-$1B 7404 5319 / 2085 470 8.8% 0.9x +4.04% -5.25%
Dollar volume < $250M 5320 3722 / 1598 197 5.3% 0.54x +3.21% -5.05%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 331 257 / 74 60 23.3% 2.38x +6.50% -8.95%
Elevated 3445 2600 / 845 602 23.2% 2.37x +6.67% -6.57%
Medium 11053 7715 / 3338 404 5.2% 0.53x +3.31% -4.72%
Low 665 423 / 242 12 2.8% 0.29x +2.78% -3.27%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2294 1628 / 666 513 31.5% 3.21x +8.20% -6.57%
Energy 651 462 / 189 67 14.5% 1.48x +5.49% -4.11%
Health Care 1829 1298 / 531 134 10.3% 1.05x +4.57% -4.19%
Consumer Staples 1085 770 / 315 63 8.2% 0.84x +3.54% -4.78%
Communication Services 665 470 / 195 35 7.4% 0.76x +3.56% -5.83%
Utilities 961 682 / 279 40 5.9% 0.6x +3.38% -3.66%
Consumer Discretionary 1457 1034 / 423 55 5.3% 0.54x +3.62% -5.79%
Industrials 2480 1760 / 720 70 4% 0.41x +3.24% -5.04%
Real Estate 922 650 / 272 26 4% 0.41x +2.34% -4.81%
Financials 2356 1672 / 684 56 3.3% 0.34x +2.70% -5.03%
Materials 794 569 / 225 19 3.3% 0.34x +3.00% -6.69%

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