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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

2026-10-26 · 60D window · 10D outcome

twelvedata 10985 checked / 14986 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 12.5%
Boom count 1368
Avg max runup +4.73%
Avg drawdown -4.94%

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 2023 1062 / 961 155 14.6% 1.17x +5.07% -5.93%
Grade C 300 229 / 71 55 24% 1.92x +6.62% -7.58%
Grade D 2591 1296 / 1295 205 15.8% 1.26x +5.44% -4.48%
Grade F 10059 8390 / 1669 953 11.4% 0.91x +4.52% -4.81%

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 129

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Technical >= 24 83 61 / 22 14.8% 1.18x 0.48x 54.5% · 11 checked +4.75% -7.47%
Technical >= 24 + Risk not High 83 61 / 22 14.8% 1.18x 0.48x 54.5% · 11 checked +4.75% -7.47%
Technical >= 24 + Dollar volume >= $250M 72 53 / 19 15.1% 1.21x 0.56x 50% · 10 checked +4.93% -7.71%
Technical >= 24 + Dollar volume >= $250M + Risk not High 72 53 / 19 15.1% 1.21x 0.56x 50% · 10 checked +4.93% -7.71%
5D momentum v2 >= 30 + Money flow >= 12 + Technical >= 20 172 83 / 89 16.9% 1.35x 1.1x 27.8% · 18 checked +5.39% -9.62%
5D momentum v2 >= 30 + Money flow >= 12 + Dollar volume >= $250M 209 87 / 122 17.2% 1.38x 1.1x 27.3% · 22 checked +5.36% -9.54%
5D momentum v2 >= 30 + Money flow >= 12 233 91 / 142 16.5% 1.32x 1.04x 27.3% · 22 checked +5.22% -9.56%
5D momentum v2 >= 30 + Money flow >= 12 + Technical >= 16 233 91 / 142 16.5% 1.32x 1.04x 27.3% · 22 checked +5.22% -9.56%
5D momentum v2 >= 30 + Money flow >= 12 + Risk not High 233 91 / 142 16.5% 1.32x 1.04x 27.3% · 22 checked +5.22% -9.56%
5D momentum v2 >= 30 + Technical >= 16 + Dollar volume >= $250M 228 100 / 128 16% 1.28x 1.06x 24% · 25 checked +5.18% -9.36%
5D momentum v2 >= 30 + Dollar volume >= $250M 228 100 / 128 16% 1.28x 1.06x 24% · 25 checked +5.18% -9.36%
5D momentum v2 >= 30 + Dollar volume >= $250M + Risk not High 228 100 / 128 16% 1.28x 1.06x 24% · 25 checked +5.18% -9.36%
5D momentum v2 >= 30 + Technical >= 20 + Dollar volume >= $250M 170 92 / 78 16.3% 1.3x 1.13x 23.8% · 21 checked +5.33% -9.40%
5D momentum v2 >= 30 + Money flow >= 14 + Dollar volume >= $250M 156 63 / 93 20.6% 1.65x 1.57x 23.5% · 17 checked +5.65% -9.38%
5D momentum v2 >= 30 + Money flow >= 14 175 65 / 110 20% 1.6x 1.5x 23.5% · 17 checked +5.52% -9.50%

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 >= 30 175 65 / 110 13 20% 1.6x 23.5% · 17 checked +5.52% -9.50%
Technical >= 20 + money flow >= 12 2253 1277 / 976 208 16.3% 1.3x 19.7% · 289 checked +5.36% -6.20%
5D momentum v2 >= 30 255 105 / 150 16 15.2% 1.22x 23.1% · 26 checked +5.04% -9.33%
Momentum v2 >= 30 + dollar volume >= $1B 101 67 / 34 10 14.9% 1.19x 17.6% · 17 checked +5.10% -10.89%

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.CRL Charles River Laboratories B 74.2 92.3 57.3/110 · 35/50 Elevated
Money flow A · Technical A · lift 1.6x n=65 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.LHX L3Harris B 76.8 91.2 59.2/110 · 32/50 Medium
Money flow S · lift 1.6x n=65 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.LMT Lockheed Martin B 76.2 108.7 63.7/110 · 45/50 Medium
Momentum S · Money flow A · lift 1.6x n=65 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.DOW Dow Inc. B 75.8 99.5 61.5/110 · 38/50 Medium
Money flow A · lift 1.6x n=65 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.PKG Packaging Corporation of America B 74.9 94.1 63.1/110 · 31/50 Medium
Money flow A · lift 1.6x n=65 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.NOC Northrop Grumman B 74.5 91.3 60.3/110 · 31/50 Medium
Money flow A · lift 1.6x n=65 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.HAS Hasbro B 74.9 88.8 57.8/110 · 31/50 Medium
Money flow A · lift 1.6x n=65 · validation OK
5D momentum v2 >= 30 · Money flow >= 14 + momentum v2 >= 30
US.NDAQ Nasdaq, Inc. B 74.1 99 70/110 · 29/50 Medium
Money flow A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.IDXX Idexx Laboratories B 73.6 96 75/110 · 21/50 Medium
Money flow A · Technical A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.ALLE Allegion B 74 90.6 69.6/110 · 21/50 Medium
Money flow S · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.HAL Halliburton B 73.2 90.1 66.1/110 · 24/50 Medium
Money flow S · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.URI United Rentals B 71.1 87.1 60.1/110 · 27/50 Elevated
Money flow A · Technical A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.CTAS Cintas B 72 86.9 60.9/110 · 26/50 Medium
lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.GD General Dynamics B 73.3 86.3 61.3/110 · 25/50 Medium
Money flow A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.LUV Southwest Airlines B 69.8 84.8 65.8/110 · 19/50 Elevated
Money flow A · Technical A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.WM Waste Management B 72.2 84.7 58.7/110 · 26/50 Medium
Money flow A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.HON Honeywell B 73 84.6 69.6/110 · 15/50 Medium
Money flow A · Technical A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.DOV Dover Corporation B 72.5 83.5 62.5/110 · 21/50 Low
Money flow A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.CME CME Group B 71.7 83.1 61.1/110 · 22/50 Medium
lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.TFC Truist Financial B 72.8 81.4 60.4/110 · 21/50 Low
Money flow A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.XOM ExxonMobil B 72 81.4 60.4/110 · 21/50 Medium
Money flow S · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.CINF Cincinnati Financial B 70 81.3 68.3/110 · 13/50 Medium
lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.TDY Teledyne Technologies B 70.6 80.6 63.6/110 · 17/50 Low
Technical S · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.TECH Bio-Techne B 71.4 80.5 60.5/110 · 20/50 Medium
Technical S · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.FTV Fortive B 72.8 80.4 67.4/110 · 13/50 Low
Money flow S · Technical A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.GDDY GoDaddy B 68.8 80 69/110 · 11/50 Medium
Money flow A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.NXPI NXP Semiconductors B 67.6 80 59/110 · 21/50 Elevated
Technical A · lift 1.3x · Elevated risk n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.EVRG Evergy B 71.5 79.1 68.1/110 · 11/50 Low
Money flow A · Technical A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.RL Ralph Lauren Corporation B 70.4 78.9 65.9/110 · 13/50 Medium
Money flow A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.PHM PulteGroup B 72.6 78.8 53.8/110 · 25/50 Medium
Money flow A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.TRGP Targa Resources B 68.6 78.8 57.8/110 · 21/50 Medium
lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.TYL Tyler Technologies B 71 78.8 61.8/110 · 17/50 Medium
Money flow A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.AES AES Corporation B 71.3 78.5 60.5/110 · 18/50 Medium
Money flow A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.MKC McCormick & Company B 69.3 78.3 66.3/110 · 12/50 Medium
lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.MMM 3M B 71.3 77.9 62.9/110 · 15/50 Medium
Money flow A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.CB Chubb Limited B 68.8 77.6 70.6/110 · 7/50 Low
Money flow A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.MSCI MSCI Inc. B 71 77.3 64.3/110 · 13/50 Medium
Money flow A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.ORLY O’Reilly Automotive B 71 76.9 65.9/110 · 11/50 Medium
Money flow A · Technical A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.BXP BXP, Inc. B 72.1 76.4 57.4/110 · 19/50 Medium
Technical A · lift 1.3x n=1277 · validation OK
Technical >= 20 + money flow >= 12
US.ISRG Intuitive Surgical B 70.6 76.4 64.4/110 · 12/50 Medium
Money flow S · lift 1.3x n=1277 · 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 90-109 339 144 / 195 26 18.1% 1.45x +5.37% -8.09%
Score < 90 14638 10838 / 3800 1342 12.4% 0.99x +4.72% -4.90%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 20-29 791 319 / 472 66 20.7% 1.66x +6.23% -6.61%
5D momentum v2 >= 40 41 26 / 15 5 19.2% 1.54x +5.75% -9.20%
5D momentum v2 30-39 214 79 / 135 11 13.9% 1.11x +4.80% -9.38%
5D momentum v2 < 20 13940 10561 / 3379 1286 12.2% 0.98x +4.68% -4.85%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume $1B-$5B 2298 1655 / 643 338 20.4% 1.63x +6.01% -5.89%
Dollar volume >= $5B 459 341 / 118 60 17.6% 1.41x +6.35% -6.47%
Dollar volume $250M-$1B 7231 5309 / 1922 612 11.5% 0.92x +4.59% -4.93%
Dollar volume < $250M 4998 3680 / 1318 358 9.7% 0.78x +4.19% -4.39%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 301 213 / 88 54 25.4% 2.03x +6.82% -8.96%
Elevated 3291 2501 / 790 601 24% 1.92x +6.66% -6.99%
Medium 10720 7819 / 2901 686 8.8% 0.7x +4.10% -4.30%
Low 674 452 / 222 27 6% 0.48x +3.86% -2.73%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2220 1628 / 592 489 30% 2.4x +7.71% -7.33%
Health Care 1770 1298 / 472 197 15.2% 1.22x +5.56% -3.59%
Consumer Staples 1050 770 / 280 116 15.1% 1.21x +4.77% -3.83%
Energy 630 462 / 168 66 14.3% 1.14x +5.67% -3.98%
Consumer Discretionary 1410 1034 / 376 105 10.2% 0.82x +4.61% -5.03%
Industrials 2400 1760 / 640 129 7.3% 0.58x +3.89% -4.79%
Communication Services 637 462 / 175 33 7.1% 0.57x +3.86% -5.76%
Financials 2280 1672 / 608 115 6.9% 0.55x +3.36% -4.84%
Real Estate 892 652 / 240 44 6.7% 0.54x +3.21% -4.28%
Materials 767 565 / 202 35 6.2% 0.5x +3.62% -6.10%
Utilities 930 682 / 248 39 5.7% 0.46x +3.94% -3.35%

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