Price & Market BehaviorCore researchResearchNew
Published SEC FTD settlement persistence
Updated dailyData needs: lowshort only
In plain terms
Published SEC FTD settlement persistence
How it works
Internal FTD settlement streak hypothesis; BJZ short-interest/short-sale study is not an FTD streak replication.
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
Explore Published SEC FTD settlement persistence on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.