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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

2026-10-20 · 60D window · 10D outcome

twelvedata 11491 checked / 15990 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 10.2%
Boom count 1169
Avg max runup +4.23%
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 1904 1132 / 772 112 9.9% 0.97x +4.03% -6.24%
Grade C 598 440 / 158 81 18.4% 1.8x +5.81% -6.45%
Grade D 2676 1237 / 1439 116 9.4% 0.92x +4.07% -5.44%
Grade F 10812 8682 / 2130 860 9.9% 0.97x +4.20% -4.93%

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 133

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Technical >= 20 + Dollar volume >= $1B 825 564 / 261 20.7% 2.03x 2.05x 20.2% · 104 checked +6.12% -7.22%
Dollar volume >= $1B 2858 2036 / 822 20.9% 2.05x 2.08x 19.8% · 435 checked +6.22% -5.51%
Dollar volume >= $1B + Risk not High 2852 2031 / 821 20.7% 2.03x 2.06x 19.6% · 433 checked +6.20% -5.51%
Technical >= 20 + Dollar volume >= $250M 2443 1583 / 860 14.2% 1.39x 1.29x 19.6% · 255 checked +4.88% -6.34%
Technical >= 20 + Dollar volume >= $1B + Risk not High 824 563 / 261 20.6% 2.02x 2.05x 19.4% · 103 checked +6.09% -7.23%
Dollar volume >= $250M 10498 7590 / 2908 12.3% 1.21x 1.02x 19.2% · 1670 checked +4.68% -5.29%
Technical >= 20 3379 2138 / 1241 12.1% 1.19x 1.06x 19% · 326 checked +4.42% -6.18%
Dollar volume >= $250M + Risk not High 10211 7373 / 2838 12% 1.18x 0.99x 18.9% · 1637 checked +4.63% -5.17%
Technical >= 20 + Dollar volume >= $250M + Risk not High 2421 1563 / 858 13.8% 1.35x 1.26x 18.4% · 250 checked +4.79% -6.31%
Risk not High 15646 11227 / 4419 9.8% 0.96x 0.74x 18.3% · 2444 checked +4.17% -5.09%
5D momentum v2 >= 20 + Technical >= 20 + Dollar volume >= $250M 531 323 / 208 16.7% 1.64x 1.6x 18.2% · 66 checked +5.45% -7.93%
Technical >= 16 + Dollar volume >= $1B 1887 1322 / 565 22.5% 2.21x 2.32x 18.1% · 282 checked +6.59% -6.06%
Technical >= 16 + Dollar volume >= $1B + Risk not High 1884 1319 / 565 22.4% 2.2x 2.31x 17.9% · 280 checked +6.56% -6.07%
Money flow >= 12 + Technical >= 20 + Dollar volume >= $250M 1813 1162 / 651 14.6% 1.43x 1.38x 17.6% · 165 checked +5.00% -6.40%
Technical >= 20 + Risk not High 3351 2112 / 1239 11.6% 1.14x 1.03x 17.6% · 319 checked +4.33% -6.16%

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 >= 30 136 75 / 61 12 16% 1.57x 0% · 13 checked +5.02% -8.84%
Momentum v2 >= 30 + dollar volume >= $1B 99 72 / 27 10 13.9% 1.36x 0% · 19 checked +4.99% -10.06%
Technical >= 20 + money flow >= 12 2471 1558 / 913 192 12.3% 1.21x 17.5% · 206 checked +4.54% -6.26%
5D momentum v2 >= 30 200 117 / 83 13 11.1% 1.09x 0% · 25 checked +4.61% -8.95%

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.NOC Northrop Grumman B 69.7 104 59/110 · 45/50 Medium
Momentum S · Money flow A · lift 1.57x n=75 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.HLT Hilton Worldwide B 70.6 102 63/110 · 39/50 Low
Money flow S · Technical A · lift 1.57x n=75 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.LLY Lilly (Eli) B 68 94.8 59.8/110 · 35/50 Medium
Money flow A · Technical A · lift 1.57x n=75 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.HAS Hasbro B 70.4 113.8 70.8/110 · 43/50 Medium
Total A · Momentum A · lift 1.57x n=75 · validation watch
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.IT Gartner B 66.9 104.1 59.1/110 · 45/50 Elevated
Momentum S · Money flow A · lift 1.57x n=75 · validation watch
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.FOXA Fox Corporation (Class A) B 69.5 102.4 69.4/110 · 33/50 Medium
Money flow A · Technical A · lift 1.57x n=75 · validation watch
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.TDY Teledyne Technologies B 68.2 98.7 63.7/110 · 35/50 Low
Money flow A · lift 1.57x · Validation not confirmed n=75 · validation watch
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.MSCI MSCI Inc. B 68.1 97.1 62.1/110 · 35/50 Medium
Money flow A · lift 1.57x · Validation not confirmed n=75 · validation watch
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.UNH UnitedHealth Group B 66.1 91.3 59.3/110 · 32/50 Medium
Money flow A · lift 1.57x · Validation not confirmed n=75 · validation watch
Momentum v2 >= 30 + dollar volume >= $1B · Money flow >= 14 + momentum v2 >= 30
US.AJG Arthur J. Gallagher & Co. B 68.4 90.9 59.9/110 · 31/50 Medium
Money flow S · lift 1.57x · Validation not confirmed n=75 · validation watch
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.VMC Vulcan Materials Company B 68 89.7 57.7/110 · 32/50 Medium
Money flow A · lift 1.57x · Validation not confirmed n=75 · validation watch
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.SYK Stryker Corporation B 66.2 89.6 58.6/110 · 31/50 Medium
Money flow A · lift 1.57x · Validation not confirmed n=75 · validation watch
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.ISRG Intuitive Surgical B 74.1 95.9 66.9/110 · 29/50 Medium
Money flow S · Technical A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.CTAS Cintas B 71.5 94.9 73.9/110 · 21/50 Medium
Money flow A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.FOX Fox Corporation (Class B) B 69 92.7 63.7/110 · 29/50 Elevated
Money flow A · lift 1.21x · Elevated risk n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.TYL Tyler Technologies B 66.6 92.1 61.1/110 · 31/50 Medium
Money flow S · lift 1.57x · Validation not confirmed n=75 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.CME CME Group B 72.2 91.5 62.5/110 · 29/50 Low
Technical A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.SPGI S&P Global B 72.6 91.5 62.5/110 · 29/50 Medium
Money flow A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.BIIB Biogen B 70.8 90.4 62.4/110 · 28/50 Medium
Technical A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.DOW Dow Inc. B 67.5 89.7 59.7/110 · 30/50 Medium
Money flow A · lift 1.57x · Validation not confirmed n=75 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.AON Aon plc B 71.4 89.2 59.2/110 · 30/50 Medium
lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.CI Cigna B 72 88.4 63.4/110 · 25/50 Medium
Money flow S · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.DPZ Domino's B 72.2 88.3 61.3/110 · 27/50 Medium
Money flow A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.WM Waste Management B 66.3 88.2 57.2/110 · 31/50 Medium
Money flow A · lift 1.57x · Validation not confirmed n=75 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.PFE Pfizer B 72 88.1 60.1/110 · 28/50 Low
Money flow A · Technical A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.KEY KeyCorp B 71.1 87.6 66.6/110 · 21/50 Medium
Technical A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.RTX RTX Corporation B 71.2 87.4 66.4/110 · 21/50 Low
Money flow A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.RF Regions Financial Corporation B 70.3 87.3 70.3/110 · 17/50 Medium
Technical A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.ADBE Adobe Inc. B 71.7 87.2 60.2/110 · 27/50 Medium
Money flow A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.TRMB Trimble Inc. B 71.4 86.9 59.9/110 · 27/50 Medium
Money flow A · Technical A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.WST West Pharmaceutical Services B 71.7 86.6 64.6/110 · 22/50 Medium
Money flow A · Technical A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.LHX L3Harris B 72.2 86.4 60.4/110 · 26/50 Low
Money flow A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.WDAY Workday, Inc. B 68.1 86.2 59.2/110 · 27/50 Elevated
Money flow A · Technical A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.MAR Marriott International B 72.7 86.1 60.1/110 · 26/50 Medium
Money flow S · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.BRK.B Berkshire Hathaway B 70.8 85.6 59.6/110 · 26/50 Low
lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.EG Everest Group B 70.9 85.3 67.3/110 · 18/50 Medium
Money flow A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.APA APA Corporation B 68 85 63/110 · 22/50 Medium
lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.CCL Carnival Corporation B 70.7 84.6 65.6/110 · 19/50 Medium
Money flow A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.IBM IBM B 69.3 84.5 61.5/110 · 23/50 Medium
Money flow A · lift 1.21x n=1558 · validation OK
Technical >= 20 + money flow >= 12
US.SPG Simon Property Group B 71 84.5 59.5/110 · 25/50 Medium
lift 1.21x n=1558 · 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 90-109 300 159 / 141 18 11.3% 1.11x +4.38% -8.18%
Score < 90 15686 11329 / 4357 1151 10.2% 1x +4.23% -5.13%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 20-29 693 325 / 368 57 17.5% 1.72x +5.26% -7.41%
5D momentum v2 >= 40 38 29 / 9 4 13.8% 1.35x +5.63% -8.51%
5D momentum v2 30-39 162 88 / 74 9 10.2% 1x +4.28% -9.09%
5D momentum v2 < 20 15097 11049 / 4048 1099 9.9% 0.97x +4.19% -5.07%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 488 351 / 137 78 22.2% 2.18x +7.16% -5.32%
Dollar volume $1B-$5B 2370 1685 / 685 347 20.6% 2.02x +6.03% -5.55%
Dollar volume $250M-$1B 7640 5554 / 2086 510 9.2% 0.9x +4.12% -5.20%
Dollar volume < $250M 5492 3901 / 1591 234 6% 0.59x +3.35% -4.96%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 344 264 / 80 64 24.2% 2.37x +6.60% -8.94%
Elevated 3547 2699 / 848 624 23.1% 2.26x +6.63% -6.68%
Medium 11409 8082 / 3327 466 5.8% 0.57x +3.42% -4.66%
Low 690 446 / 244 15 3.4% 0.33x +2.97% -3.18%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2368 1702 / 666 526 30.9% 3.03x +8.02% -6.80%
Energy 672 483 / 189 74 15.3% 1.5x +5.58% -4.03%
Health Care 1888 1357 / 531 150 11.1% 1.09x +4.73% -4.11%
Consumer Staples 1120 805 / 315 76 9.4% 0.92x +3.78% -4.63%
Communication Services 684 489 / 195 36 7.4% 0.73x +3.64% -5.76%
Consumer Discretionary 1504 1081 / 423 65 6% 0.59x +3.76% -5.70%
Utilities 992 713 / 279 40 5.6% 0.55x +3.43% -3.59%
Real Estate 951 679 / 272 31 4.6% 0.45x +2.47% -4.72%
Industrials 2560 1840 / 720 80 4.3% 0.42x +3.27% -5.06%
Financials 2432 1748 / 684 70 4% 0.39x +2.83% -4.96%
Materials 819 594 / 225 21 3.5% 0.34x +3.09% -6.58%

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