Price & Market BehaviorCore researchResearchNew

Published SEC FTD and observed borrow fee spike

Updated dailyData needs: lowshort only

In plain terms

How it works

Internal observed borrow/FTD confluence hypothesis; no cited paper validates this exact short rule.

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

Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
SEC fail to deliver daily admissible
SEC fail-to-deliver daily ZIP archives normalized by settlement date and ticker.
Security identity history admissible
A data feed this strategy reads, refreshed on its normal schedule.
Stock borrow admissible
A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

See the source research for the original effect size; a modern replication on new data may be weaker.

Related families

FTD With Borrow Rate SpikePrice & Market Behavior

When the cost to borrow a stock spikes AND the stock is failing to deliver shares at the same time, both independent stress signals point to continued downside.

Explore Published SEC FTD and observed borrow fee spike on alphactor.ai

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