FTD Concentrated Squeeze Long
In plain terms
When a stock is on the SEC's failure-to-deliver list and the daily fail value spikes, the forced-buy-in mechanism often triggers a short squeeze.
How it works
When daily FTD value z-score >= 2.5 sigma over a 60d baseline AND the ticker is concurrently on the SEC Reg SHO threshold list, the short side is saturated and the Reg-SHO forced-buy-in mechanism is about to release. Contrarian LONG on the squeeze setup.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- SEC fail to deliver daily
SEC fail-to-deliver daily ZIP archives normalized by settlement date and ticker.
- SEC reg sho threshold
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 100-300 bps over 5-20d (internal)
- Tested over
- T+1 to T+20d
Internal target 100-300 bps over 5-20d on squeeze-release windows.
Related families
If a stock has been on the SEC's 'failed-to-deliver' threshold list for many days, brokers are forced to close shorts — sets up a squeeze.
When a stock fails to deliver shares for several days in a row, persistent short pressure tends to keep the price drifting down for another 1-3 weeks.
When THREE things fire together — expensive borrow, SEC threshold list, heavy FINRA short-volume — the stock sharply mean-reverts UP over 5 days.
When the cost to borrow a stock spikes, shorts are paying premium to bet against it — usually a bearish signal, except at extremes where they get squeezed.
Explore FTD Concentrated Squeeze Long on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.