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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

2026-10-27 · 60D window · 10D outcome

twelvedata 11482 checked / 15484 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 12.8%
Boom count 1465
Avg max runup +4.80%
Avg drawdown -4.92%

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 2082 1127 / 955 173 15.4% 1.2x +5.24% -5.72%
Grade C 331 247 / 84 56 22.7% 1.77x +6.33% -7.75%
Grade D 2711 1403 / 1308 227 16.2% 1.27x +5.58% -4.30%
Grade F 10353 8699 / 1654 1009 11.6% 0.91x +4.57% -4.83%

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 119

Combination Total Checked / Pending Boom rate Lift Train lift Validation Avg runup Avg drawdown
Best Technical >= 24 91 63 / 28 15.9% 1.24x 0.6x 54.5% · 11 checked +4.74% -7.37%
Technical >= 24 + Risk not High 91 63 / 28 15.9% 1.24x 0.6x 54.5% · 11 checked +4.74% -7.37%
Technical >= 24 + Dollar volume >= $250M 79 55 / 24 16.4% 1.28x 0.7x 50% · 10 checked +4.92% -7.59%
Technical >= 24 + Dollar volume >= $250M + Risk not High 79 55 / 24 16.4% 1.28x 0.7x 50% · 10 checked +4.92% -7.59%
5D momentum v2 >= 30 + Money flow >= 12 + Dollar volume >= $250M 217 90 / 127 16.7% 1.3x 0.94x 40% · 15 checked +5.37% -9.35%
5D momentum v2 >= 30 + Money flow >= 12 242 94 / 148 16% 1.25x 0.89x 40% · 15 checked +5.23% -9.37%
5D momentum v2 >= 30 + Money flow >= 12 + Technical >= 16 242 94 / 148 16% 1.25x 0.89x 40% · 15 checked +5.23% -9.37%
5D momentum v2 >= 30 + Money flow >= 12 + Risk not High 242 94 / 148 16% 1.25x 0.89x 40% · 15 checked +5.23% -9.37%
5D momentum v2 >= 30 + Money flow >= 12 + Technical >= 20 179 85 / 94 16.5% 1.29x 0.98x 38.5% · 13 checked +5.42% -9.42%
5D momentum v2 >= 30 + Technical >= 16 + Dollar volume >= $250M 238 103 / 135 15.5% 1.21x 0.91x 35.3% · 17 checked +5.19% -9.20%
5D momentum v2 >= 30 + Dollar volume >= $250M 238 103 / 135 15.5% 1.21x 0.91x 35.3% · 17 checked +5.19% -9.20%
5D momentum v2 >= 30 + Dollar volume >= $250M + Risk not High 238 103 / 135 15.5% 1.21x 0.91x 35.3% · 17 checked +5.19% -9.20%
5D momentum v2 >= 30 266 108 / 158 14.8% 1.16x 0.86x 35.3% · 17 checked +5.05% -9.18%
5D momentum v2 >= 30 + Technical >= 16 266 108 / 158 14.8% 1.16x 0.86x 35.3% · 17 checked +5.05% -9.18%
5D momentum v2 >= 30 + Technical >= 16 + Risk not High 266 108 / 158 14.8% 1.16x 0.86x 35.3% · 17 checked +5.05% -9.18%

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 67 / 114 13 19.4% 1.52x 33.3% · 12 checked +5.52% -9.36%
Technical >= 20 + money flow >= 12 2375 1374 / 1001 228 16.6% 1.3x 20.4% · 343 checked +5.43% -6.09%
Momentum v2 >= 30 + dollar volume >= $1B 105 67 / 38 10 14.9% 1.16x 37.5% · 8 checked +5.10% -10.89%
5D momentum v2 >= 30 266 108 / 158 16 14.8% 1.16x 35.3% · 17 checked +5.05% -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.BKR Baker Hughes B 77 106.5 67.5/110 · 39/50 Medium
Money flow A · Technical A · lift 1.52x n=67 · validation OK
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.TEL TE Connectivity B 76.2 105.1 70.1/110 · 35/50 Medium
Technical S · Money flow A · lift 1.52x n=67 · validation OK
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.ALLE Allegion B 74.7 98.3 66.3/110 · 32/50 Medium
Money flow A · lift 1.52x n=67 · validation OK
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.NXPI NXP Semiconductors B 75.3 91.6 60.6/110 · 31/50 Medium
Money flow A · Technical A · lift 1.52x n=67 · validation OK
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.CRL Charles River Laboratories B 72.4 87.7 57.7/110 · 30/50 Elevated
Money flow S · lift 1.52x · Elevated risk n=67 · validation OK
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.PNR Pentair B 76.8 115.8 70.8/110 · 45/50 Medium
Momentum S · Total A · lift 1.52x n=67 · validation OK
Money flow >= 14 + momentum v2 >= 30
US.LUV Southwest Airlines B 71.6 94.4 68.4/110 · 26/50 Elevated
Money flow A · Technical A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.CNP CenterPoint Energy B 73.6 94.1 61.1/110 · 33/50 Medium
Technical A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.PSA Public Storage B 73.1 93.7 68.7/110 · 25/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.NUE Nucor B 73.9 92.4 63.4/110 · 29/50 Medium
Technical A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.TXN Texas Instruments B 73 92.1 60.1/110 · 32/50 Medium
Technical A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.FDX FedEx B 74.9 91.7 62.7/110 · 29/50 Medium
Money flow S · Technical A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.EQT EQT Corporation B 74.2 91.5 64.5/110 · 27/50 Medium
Money flow A · Technical A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.URI United Rentals B 74.5 89.5 62.5/110 · 27/50 Medium
Money flow S · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.FTV Fortive B 73.2 89.1 62.1/110 · 27/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.TSLA Tesla, Inc. B 74 88.4 59.4/110 · 29/50 Medium
Money flow A · Technical A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.RCL Royal Caribbean Group B 73.3 87.6 70.6/110 · 17/50 Medium
Money flow A · Technical A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.WST West Pharmaceutical Services B 71 85.3 62.3/110 · 23/50 Medium
lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.DOV Dover Corporation B 71.8 84.5 62.5/110 · 22/50 Medium
Technical A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.IDXX Idexx Laboratories B 67.4 83.3 76.3/110 · 7/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.TDY Teledyne Technologies B 71.1 82.1 61.1/110 · 21/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.EVRG Evergy B 71.8 81.2 65.2/110 · 16/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.EMR Emerson Electric B 71.9 80.5 59.5/110 · 21/50 Medium
Technical A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.PFG Principal Financial Group B 72 80.3 60.3/110 · 20/50 Medium
Technical A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.PEG Public Service Enterprise Group B 70.8 80.2 63.2/110 · 17/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.AON Aon plc B 72 79.5 64.5/110 · 15/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.WAT Waters Corporation B 70.4 78.1 56.1/110 · 22/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.PPL PPL Corporation B 68.6 77.4 71.4/110 · 6/50 Low
Money flow A · Technical A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.HON Honeywell B 69.8 77.1 69.1/110 · 8/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.TRV Travelers Companies (The) B 67.5 77 72/110 · 5/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.HPQ HP Inc. B 67 76.6 64.6/110 · 12/50 Elevated
Technical S · Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.RL Ralph Lauren Corporation B 70.4 76.3 65.3/110 · 11/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.MAS Masco B 70.7 76.2 63.2/110 · 13/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.IQV IQVIA B 68.5 75.6 61.6/110 · 14/50 Medium
lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.ECL Ecolab B 70.6 75.5 62.5/110 · 13/50 Medium
lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.WM Waste Management B 70.4 75.5 66.5/110 · 9/50 Medium
Money flow S · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.CSGP CoStar Group B 70.9 75.1 64.1/110 · 11/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.TMO Thermo Fisher Scientific B 66.1 75.1 68.1/110 · 7/50 Medium
lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.VLTO Veralto B 69 74.9 65.9/110 · 9/50 Medium
Money flow A · lift 1.3x n=1374 · validation OK
Technical >= 20 + money flow >= 12
US.AAPL Apple Inc. B 64.8 74.7 67.7/110 · 7/50 Low
lift 1.3x n=1374 · 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 90-109 354 155 / 199 28 18.1% 1.41x +5.50% -7.66%
Score < 90 15120 11324 / 3796 1437 12.7% 0.99x +4.79% -4.88%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 20-29 815 351 / 464 74 21.1% 1.65x +6.33% -6.32%
5D momentum v2 >= 40 42 26 / 16 5 19.2% 1.5x +5.75% -9.20%
5D momentum v2 30-39 224 82 / 142 11 13.4% 1.05x +4.83% -9.17%
5D momentum v2 < 20 14403 11023 / 3380 1375 12.5% 0.98x +4.74% -4.83%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume $1B-$5B 2373 1722 / 651 346 20.1% 1.57x +5.95% -5.98%
Dollar volume >= $5B 474 356 / 118 60 16.9% 1.32x +6.11% -6.69%
Dollar volume $250M-$1B 7467 5533 / 1934 654 11.8% 0.92x +4.66% -4.91%
Dollar volume < $250M 5170 3871 / 1299 405 10.5% 0.82x +4.35% -4.29%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 315 221 / 94 56 25.3% 1.98x +6.69% -9.16%
Elevated 3408 2586 / 822 618 23.9% 1.87x +6.60% -7.10%
Medium 11075 8193 / 2882 762 9.3% 0.73x +4.22% -4.25%
Low 686 482 / 204 29 6% 0.47x +3.99% -2.63%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2294 1702 / 592 505 29.7% 2.32x +7.56% -7.46%
Consumer Staples 1085 805 / 280 129 16% 1.25x +4.94% -3.70%
Health Care 1829 1357 / 472 207 15.3% 1.2x +5.67% -3.51%
Energy 651 483 / 168 67 13.9% 1.09x +5.64% -4.01%
Consumer Discretionary 1457 1081 / 376 117 10.8% 0.84x +4.74% -4.98%
Industrials 2480 1840 / 640 150 8.2% 0.64x +4.01% -4.81%
Financials 2356 1748 / 608 128 7.3% 0.57x +3.48% -4.76%
Communication Services 656 481 / 175 34 7.1% 0.55x +3.91% -5.75%
Real Estate 922 682 / 240 47 6.9% 0.54x +3.33% -4.22%
Materials 793 590 / 203 41 6.9% 0.54x +3.79% -5.96%
Utilities 961 713 / 248 40 5.6% 0.44x +3.96% -3.33%

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