Microstructure#8tier 1live in production
flow confirmed
cadence: Dailydata: medium
Mechanism
Uses FINRA short-volume + ATS dark-pool data we backfilled (free) to gate a base trend signal. Long only when short_pct < median AND dark-pool volume is rising — both indicate institutional
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
finra_short_volumeWorker data table — see services/worker schema.
Expected edge
See referenced paper for original effect size; modern out-of-sample replication may be weaker.
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
Explore flow confirmed on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.