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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

2026-10-22 · 60D window · 10D outcome

twelvedata 11489 checked / 15987 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 11%
Boom count 1266
Avg max runup +4.38%
Avg drawdown -5.14%

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 135 42 / 93 4 9.5% 0.86x +3.13% -8.14%
Grade C 46 28 / 18 6 21.4% 1.95x +7.21% -10.24%
Grade D 4867 2581 / 2286 305 11.8% 1.07x +4.46% -5.68%
Grade F 10939 8838 / 2101 951 10.8% 0.98x +4.36% -4.95%

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 127

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Dollar volume >= $250M 10540 7631 / 2909 13.1% 1.19x 1.05x 20.9% · 1336 checked +4.83% -5.27%
Dollar volume >= $250M + Risk not High 10262 7426 / 2836 12.9% 1.17x 1.02x 20.7% · 1316 checked +4.78% -5.16%
Risk not High 15656 11242 / 4414 10.7% 0.97x 0.78x 20.5% · 1962 checked +4.33% -5.05%
Technical >= 16 + Dollar volume >= $250M 6333 4101 / 2232 15.2% 1.38x 1.28x 19.8% · 799 checked +5.21% -5.70%
Technical >= 16 9410 5879 / 3531 12.9% 1.17x 1.03x 19.8% · 1114 checked +4.70% -5.58%
Technical >= 16 + Risk not High 9317 5804 / 3513 12.5% 1.14x 0.98x 19.7% · 1102 checked +4.64% -5.54%
Technical >= 16 + Dollar volume >= $250M + Risk not High 6256 4041 / 2215 14.8% 1.35x 1.25x 19.6% · 792 checked +5.14% -5.64%
Technical >= 20 3437 2117 / 1320 13.1% 1.19x 1.08x 19.5% · 329 checked +4.59% -6.20%
Technical >= 20 + Dollar volume >= $250M 2485 1578 / 907 15.1% 1.37x 1.3x 19.4% · 263 checked +5.05% -6.38%
Technical >= 20 + Dollar volume >= $1B 828 575 / 253 20.9% 1.9x 1.94x 19% · 105 checked +6.14% -7.37%
Technical >= 20 + Risk not High 3411 2093 / 1318 12.6% 1.15x 1.04x 18.8% · 325 checked +4.51% -6.19%
Technical >= 20 + Dollar volume >= $250M + Risk not High 2464 1559 / 905 14.7% 1.34x 1.26x 18.5% · 259 checked +4.96% -6.37%
Technical >= 20 + Dollar volume >= $1B + Risk not High 827 574 / 253 20.7% 1.88x 1.94x 18.3% · 104 checked +6.10% -7.39%
Dollar volume >= $1B 2894 2061 / 833 21.1% 1.92x 1.98x 17.6% · 357 checked +6.26% -5.67%
Dollar volume >= $1B + Risk not High 2888 2056 / 832 21% 1.91x 1.97x 17.5% · 355 checked +6.23% -5.67%

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 >= 30 181 70 / 111 10 14.3% 1.3x 0% · 14 checked +4.76% -8.98%
Technical >= 20 + money flow >= 12 2519 1512 / 1007 196 13% 1.18x 15.5% · 194 checked +4.67% -6.34%
Momentum v2 >= 30 + dollar volume >= $1B 106 66 / 40 8 12.1% 1.1x 0% · 17 checked +4.70% -10.35%
5D momentum v2 >= 30 262 107 / 155 11 10.3% 0.94x 0% · 24 checked +4.35% -9.18%

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.CSX CSX Corporation B 67.8 115.1 72.1/110 · 43/50 Low
Total A · Momentum A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.NDAQ Nasdaq, Inc. B 67.9 114.2 71.2/110 · 43/50 Medium
Total A · Momentum A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.ALLE Allegion B 67.6 113.2 72.2/110 · 41/50 Medium
Money flow S · Total A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.UNP Union Pacific Corporation B 66.4 106.1 71.1/110 · 35/50 Low
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.URI United Rentals B 68.9 105.8 64.8/110 · 41/50 Medium
Technical S · Momentum A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.HAS Hasbro B 65.9 103.4 66.4/110 · 37/50 Medium
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.PKG Packaging Corporation of America B 67.2 103.3 65.3/110 · 38/50 Medium
Money flow S · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.FOXA Fox Corporation (Class A) B 64.6 103.2 66.2/110 · 37/50 Elevated
Money flow A · Technical A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.NSC Norfolk Southern B 65.4 102 70/110 · 32/50 Low
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.D Dominion Energy B 67.3 101.6 70.6/110 · 31/50 Medium
Money flow S · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.ADBE Adobe Inc. B 66.9 100.8 60.8/110 · 40/50 Medium
Momentum A · Money flow A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.DOW Dow Inc. B 65.7 100.4 68.4/110 · 32/50 Medium
Money flow S · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.BIIB Biogen B 65.6 99.9 63.9/110 · 36/50 Medium
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.DGX Quest Diagnostics B 66 99.5 69.5/110 · 30/50 Medium
Money flow A · Technical A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.IT Gartner B 67.6 99.5 58.5/110 · 41/50 Medium
Money flow S · Momentum A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.MSCI MSCI Inc. B 66.6 98.8 68.8/110 · 30/50 Medium
Money flow A · Technical A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.EG Everest Group B 65.9 98.6 68.6/110 · 30/50 Medium
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.ULTA Ulta Beauty B 67.4 98.5 63.5/110 · 35/50 Medium
Money flow S · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.AJG Arthur J. Gallagher & Co. B 66.6 97.5 59.5/110 · 38/50 Medium
Money flow S · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.SWK Stanley Black & Decker B 67 96.6 65.6/110 · 31/50 Medium
Money flow S · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.CHD Church & Dwight B 65.4 96.5 62.5/110 · 34/50 Medium
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.PAYX Paychex B 66.3 96.2 61.2/110 · 35/50 Medium
Money flow S · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.MMM 3M B 65.8 96 63/110 · 33/50 Medium
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.TAP Molson Coors Beverage Company B 66.6 95.8 60.8/110 · 35/50 Medium
Money flow S · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.CSGP CoStar Group B 66.3 95.4 53.4/110 · 42/50 Medium
Momentum A · Money flow A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.WM Waste Management B 64.3 94.7 59.7/110 · 35/50 Medium
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.AON Aon plc B 65.1 94.6 61.6/110 · 33/50 Medium
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.AWK American Water Works B 65.9 94.2 59.2/110 · 35/50 Medium
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.EFX Equifax B 64.1 93.6 52.6/110 · 41/50 Medium
Momentum A · Money flow A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.MRSH Marsh McLennan B 64.7 93.6 62.6/110 · 31/50 Medium
Money flow S · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.AVY Avery Dennison B 65.5 93.3 62.3/110 · 31/50 Medium
Money flow S · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.KHC Kraft Heinz B 65.7 93.1 56.1/110 · 37/50 Medium
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.ROL Rollins, Inc. B 67.6 93.1 59.1/110 · 34/50 Medium
Money flow S · Technical A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.MSI Motorola Solutions B 64.3 92.9 60.9/110 · 32/50 Medium
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.CPRT Copart B 66.7 92.7 59.7/110 · 33/50 Medium
Money flow A · Technical A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.RMD ResMed B 65.5 92.7 61.7/110 · 31/50 Medium
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.WTW Willis Towers Watson B 65.6 92 59/110 · 33/50 Medium
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.MAS Masco B 65.4 91.8 58.8/110 · 33/50 Medium
Money flow S · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.KR Kroger B 66.5 91.4 58.4/110 · 33/50 Medium
Money flow A · Technical A · lift 1.3x n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30
US.LULU Lululemon Athletica B 65.5 90.5 59.5/110 · 31/50 Medium
Money flow A · lift 1.3x · Validation not confirmed n=70 · validation watch
Money flow >= 14 + momentum v2 >= 30

Score with momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Score 90-109 352 146 / 206 18 12.3% 1.12x +4.51% -8.16%
Score < 90 15626 11340 / 4286 1248 11% 1x +4.38% -5.10%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 20-29 820 327 / 493 61 18.7% 1.7x +5.49% -7.33%
5D momentum v2 >= 40 42 23 / 19 3 13% 1.18x +5.08% -9.21%
5D momentum v2 < 20 14905 11055 / 3850 1194 10.8% 0.98x +4.35% -5.04%
5D momentum v2 30-39 220 84 / 136 8 9.5% 0.86x +4.15% -9.17%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume >= $5B 487 352 / 135 77 21.9% 1.99x +7.09% -5.61%
Dollar volume $1B-$5B 2407 1709 / 698 358 20.9% 1.9x +6.08% -5.68%
Dollar volume $250M-$1B 7646 5570 / 2076 567 10.2% 0.93x +4.30% -5.13%
Dollar volume < $250M 5447 3858 / 1589 264 6.8% 0.62x +3.50% -4.87%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 331 247 / 84 63 25.5% 2.32x +6.78% -8.98%
Elevated 3522 2657 / 865 626 23.6% 2.15x +6.69% -6.82%
Medium 11432 8124 / 3308 558 6.9% 0.63x +3.62% -4.59%
Low 702 461 / 241 19 4.1% 0.37x +3.21% -3.08%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2368 1702 / 666 530 31.1% 2.83x +8.03% -6.95%
Energy 672 483 / 189 73 15.1% 1.37x +5.65% -3.94%
Health Care 1888 1357 / 531 174 12.8% 1.16x +5.01% -4.00%
Consumer Staples 1120 805 / 315 94 11.7% 1.06x +4.03% -4.48%
Consumer Discretionary 1504 1081 / 423 77 7.1% 0.65x +3.96% -5.59%
Communication Services 682 488 / 194 34 7% 0.64x +3.61% -5.91%
Utilities 992 713 / 279 41 5.8% 0.53x +3.58% -3.53%
Real Estate 950 679 / 271 36 5.3% 0.48x +2.68% -4.58%
Industrials 2560 1840 / 720 96 5.2% 0.47x +3.47% -5.00%
Financials 2432 1748 / 684 87 5% 0.45x +2.96% -4.97%
Materials 819 593 / 226 24 4% 0.36x +3.24% -6.47%

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