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Atm Offering Overhang Short

Updated dailyData needs: lowshort only
paper
2024
Source
Industry mechanism: combined shelf + Form D cluster signals persistent ATM offering regime.
Read the paper →

In plain terms

When a firm has both an active shelf and recent private-placement activity, ongoing share issuance creates persistent overhead resistance.

How it works

Rolling 90d/180d count of (shelf takedowns + Form D filings) >= 2/3. Triggers persistent SHORT 60-180d.

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies

  • SEC shelf takedowns

    A data feed this strategy reads, refreshed on its normal schedule.

  • SEC form d filings

    A data feed this strategy reads, refreshed on its normal schedule.

  • Daily prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

Reported return
~5-12%/6mo
Reported Sharpe
~0.5
Tested over
T+1 to T+180d

Persistent overhang ~5-12% over 6mo for small-caps.

Example tickers where this is likely to fire

Illustrative only, the signal fires based on the live data, not a fixed list.

Related families

Explore Atm Offering Overhang Short on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more