Short-Flow#26tier 1live in production
ftd threshold list
cadence: Dailydata: mediumshort onlylong onlylong short
Mechanism
The SEC's Threshold Security List names securities that have had 5+ consecutive settlement days with failures-to-deliver (FTDs) ≥ 10,000 shares AND ≥ 0.5% of shares outstanding. Inclusion on the
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
sec_reg_sho_thresholdWorker data table — see services/worker schema.
Expected edge
The SEC's Threshold Security List names securities that have had 5+ consecutive settlement days with failures-to-deliver (FTDs) ≥ 10,000 shares AND ≥ 0.5% of shares outstanding.
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
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