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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

2026-10-28 · 60D window · 10D outcome

twelvedata 11480 checked / 15483 total Boom = max runup ≥ +10% Validation: last 20D

Baseline boom rate 13.3%
Boom count 1528
Avg max runup +4.96%
Avg drawdown -4.79%

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 2163 1140 / 1023 190 16.7% 1.26x +5.58% -5.41%
Grade C 282 204 / 78 45 22.1% 1.66x +6.40% -7.99%
Grade D 2733 1484 / 1249 256 17.3% 1.3x +5.91% -3.94%
Grade F 10303 8650 / 1653 1037 12% 0.9x +4.68% -4.78%

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 Money flow >= 12 + Technical >= 24 72 41 / 31 22% 1.65x 0.5x 63.6% · 11 checked +5.65% -6.38%
Money flow >= 12 + Technical >= 24 + Risk not High 72 41 / 31 22% 1.65x 0.5x 63.6% · 11 checked +5.65% -6.38%
Money flow >= 12 + Technical >= 24 + Dollar volume >= $250M 62 37 / 25 21.6% 1.62x 0.56x 60% · 10 checked +5.65% -6.26%
Technical >= 24 97 62 / 35 17.7% 1.33x 0.62x 53.8% · 13 checked +4.84% -7.28%
Technical >= 24 + Risk not High 97 62 / 35 17.7% 1.33x 0.62x 53.8% · 13 checked +4.84% -7.28%
Technical >= 24 + Dollar volume >= $250M 83 55 / 28 18.2% 1.37x 0.7x 50% · 12 checked +4.99% -7.42%
Technical >= 24 + Dollar volume >= $250M + Risk not High 83 55 / 28 18.2% 1.37x 0.7x 50% · 12 checked +4.99% -7.42%
Money flow >= 16 + Technical >= 16 + Dollar volume >= $1B 112 81 / 31 24.7% 1.86x 1.8x 30% · 10 checked +6.73% -7.69%
Money flow >= 16 + Dollar volume >= $1B 113 82 / 31 24.4% 1.83x 1.77x 30% · 10 checked +6.66% -7.90%
Money flow >= 16 + Dollar volume >= $1B + Risk not High 113 82 / 31 24.4% 1.83x 1.77x 30% · 10 checked +6.66% -7.90%
5D momentum v2 >= 30 + Money flow >= 12 + Dollar volume >= $250M 219 93 / 126 16.1% 1.21x 0.94x 28.6% · 21 checked +5.36% -8.96%
5D momentum v2 >= 30 + Money flow >= 12 244 98 / 146 15.3% 1.15x 0.89x 27.3% · 22 checked +5.25% -8.93%
5D momentum v2 >= 30 + Money flow >= 12 + Technical >= 16 244 98 / 146 15.3% 1.15x 0.89x 27.3% · 22 checked +5.25% -8.93%
5D momentum v2 >= 30 + Money flow >= 12 + Risk not High 244 98 / 146 15.3% 1.15x 0.89x 27.3% · 22 checked +5.25% -8.93%
5D momentum v2 >= 30 + Money flow >= 14 + Dollar volume >= $250M 162 65 / 97 20% 1.5x 1.35x 26.7% · 15 checked +5.70% -8.96%

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 >= 30 182 68 / 114 13 19.1% 1.44x 25% · 16 checked +5.59% -8.99%
Technical >= 20 + money flow >= 12 2402 1339 / 1063 234 17.5% 1.32x 20.5% · 425 checked +5.71% -5.79%
Momentum v2 >= 30 + dollar volume >= $1B 102 65 / 37 10 15.4% 1.16x 33.3% · 9 checked +5.08% -10.94%
5D momentum v2 >= 30 269 112 / 157 16 14.3% 1.08x 25% · 24 checked +5.07% -8.80%

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.GEHC GE HealthCare B 77.2 117.1 80.1/110 · 37/50 Medium
Total A · Money flow A · lift 1.44x n=68 · validation OK
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.AON Aon plc B 76.4 111.8 73.8/110 · 38/50 Medium
Total A · Money flow A · lift 1.44x n=68 · validation OK
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.PPG PPG Industries B 76.9 109.9 70.9/110 · 39/50 Medium
Money flow S · lift 1.44x n=68 · validation OK
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.FTV Fortive B 75.5 101.9 65.9/110 · 36/50 Medium
Money flow A · lift 1.44x n=68 · validation OK
Money flow >= 14 + momentum v2 >= 30 · Technical >= 20 + money flow >= 12
US.NI NiSource B 75.4 100.2 74.2/110 · 26/50 Medium
Money flow S · Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.NDAQ Nasdaq, Inc. B 73.4 97.3 72.3/110 · 25/50 Medium
lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.IEX IDEX Corporation B 72.6 96.7 80.7/110 · 16/50 Medium
Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.TRMB Trimble Inc. B 74.5 96.2 73.2/110 · 23/50 Medium
Money flow A · Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.AMGN Amgen B 74.9 93.7 67.7/110 · 26/50 Medium
Money flow A · Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.NXPI NXP Semiconductors B 73.1 93.3 72.3/110 · 21/50 Medium
Money flow A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.EQT EQT Corporation B 71.9 91.5 74.5/110 · 17/50 Medium
Money flow A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.LMT Lockheed Martin B 74.3 91.4 71.4/110 · 20/50 Medium
Money flow S · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.VRT Vertiv B 69.1 91 63/110 · 28/50 Elevated
lift 1.32x · Elevated risk n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.HAL Halliburton B 72.5 89.7 69.7/110 · 20/50 Medium
Money flow S · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.TEL TE Connectivity B 72.2 89.4 68.4/110 · 21/50 Medium
Money flow A · Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.TXN Texas Instruments B 73.2 89 63/110 · 26/50 Medium
Money flow A · Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.CINF Cincinnati Financial B 72.5 88.7 75.7/110 · 13/50 Medium
Money flow A · Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.IP International Paper B 72.5 87.4 66.4/110 · 21/50 Medium
lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.DOV Dover Corporation B 72.4 86.7 64.7/110 · 22/50 Medium
lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.BXP BXP, Inc. B 73.3 86.4 67.4/110 · 19/50 Medium
Money flow A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.RCL Royal Caribbean Group B 69.8 86.2 73.2/110 · 13/50 Elevated
Money flow A · Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.STLD Steel Dynamics B 70.4 85.4 65.4/110 · 20/50 Elevated
Money flow A · Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.DOW Dow Inc. B 72.7 85.2 66.2/110 · 19/50 Medium
Money flow A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.ACGL Arch Capital Group B 71.2 85.1 74.1/110 · 11/50 Medium
Money flow A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.LULU Lululemon Athletica B 70.6 85.1 60.1/110 · 25/50 Elevated
Money flow A · lift 1.32x · Elevated risk n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.CRL Charles River Laboratories B 69.1 84.5 59.5/110 · 25/50 Elevated
Money flow A · lift 1.32x · Elevated risk n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.LHX L3Harris B 72 84.4 59.4/110 · 25/50 Medium
lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.DD DuPont B 73.3 84.1 64.1/110 · 20/50 Low
Money flow A · Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.JCI Johnson Controls B 71.4 84.1 71.1/110 · 13/50 Medium
Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.TDY Teledyne Technologies B 71.6 83.6 63.6/110 · 20/50 Medium
Money flow A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.BIIB Biogen B 69.1 83 66/110 · 17/50 Medium
lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.LUV Southwest Airlines B 69.9 82.9 69.9/110 · 13/50 Elevated
Money flow S · Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.EL Estée Lauder Companies (The) B 72.3 82.4 69.4/110 · 13/50 Medium
Money flow S · Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.LNT Alliant Energy B 70.4 81.5 72.5/110 · 9/50 Low
Money flow A · Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.FDX FedEx B 72.6 81.1 66.1/110 · 15/50 Medium
Money flow A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.OTIS Otis Worldwide B 72.2 80.9 67.9/110 · 13/50 Medium
Money flow A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.IDXX Idexx Laboratories B 66.2 80.7 73.7/110 · 7/50 Medium
lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.ETR Entergy B 69.3 80.3 75.3/110 · 5/50 Low
Money flow S · Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.ORLY O’Reilly Automotive B 70.4 79.9 66.9/110 · 13/50 Low
Technical A · lift 1.32x n=1339 · validation OK
Technical >= 20 + money flow >= 12
US.EMR Emerson Electric B 72.2 79.6 65.6/110 · 14/50 Medium
Money flow A · Technical A · lift 1.32x n=1339 · 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 90-109 360 164 / 196 28 17.1% 1.29x +5.57% -7.14%
Score < 90 15110 11313 / 3797 1500 13.3% 1x +4.95% -4.75%

5D momentum v2 bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
5D momentum v2 >= 40 42 24 / 18 5 20.8% 1.56x +5.89% -9.33%
5D momentum v2 20-29 832 387 / 445 76 19.6% 1.47x +6.31% -5.71%
5D momentum v2 < 20 14382 10981 / 3401 1436 13.1% 0.98x +4.91% -4.71%
5D momentum v2 30-39 227 88 / 139 11 12.5% 0.94x +4.85% -8.66%

Dollar volume bucket

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Dollar volume $1B-$5B 2388 1744 / 644 344 19.7% 1.48x +5.92% -5.99%
Dollar volume >= $5B 475 359 / 116 55 15.3% 1.15x +5.88% -6.88%
Dollar volume $250M-$1B 7533 5566 / 1967 692 12.4% 0.93x +4.82% -4.78%
Dollar volume < $250M 5087 3811 / 1276 437 11.5% 0.86x +4.63% -4.05%

Risk level

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
High 317 218 / 99 54 24.8% 1.86x +6.60% -9.11%
Elevated 3429 2564 / 865 615 24% 1.8x +6.61% -7.12%
Medium 11041 8202 / 2839 829 10.1% 0.76x +4.45% -4.08%
Low 696 496 / 200 30 6% 0.45x +4.12% -2.51%

Sector

Bucket Total Checked / Pending Boom Boom rate Lift Avg runup Avg drawdown
Information Technology 2294 1702 / 592 509 29.9% 2.25x +7.53% -7.44%
Consumer Staples 1085 805 / 280 131 16.3% 1.23x +5.12% -3.45%
Health Care 1829 1357 / 472 215 15.8% 1.19x +5.84% -3.35%
Energy 651 483 / 168 67 13.9% 1.05x +5.59% -4.12%
Consumer Discretionary 1457 1081 / 376 127 11.7% 0.88x +5.03% -4.73%
Industrials 2480 1840 / 640 168 9.1% 0.68x +4.25% -4.70%
Financials 2356 1748 / 608 141 8.1% 0.61x +3.70% -4.59%
Real Estate 923 683 / 240 53 7.8% 0.59x +3.59% -4.11%
Materials 793 589 / 204 46 7.8% 0.59x +4.01% -5.73%
Communication Services 654 479 / 175 33 6.9% 0.52x +4.01% -5.68%
Utilities 961 713 / 248 38 5.3% 0.4x +4.07% -3.26%

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