Price & Market BehaviorExtended setResearchNew
Published SEC outstanding FTD anomaly
Updated dailyData needs: lowshort only
In plain terms
Published SEC outstanding FTD anomaly
How it works
Internal outstanding FTD anomaly hypothesis; the cited market-quality study does not establish negative post-FTD drift.
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.
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 Published SEC outstanding FTD anomaly on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.