Price & Market BehaviorCore researchlive in production

Fails-to-Deliver Pressure

Updated dailyData needs: mediumshort onlylong onlylong short

In plain terms

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.

How it works

The SEC's Threshold Security List names securities with 5+ consecutive settlement days of failures-to-deliver ≥ 10,000 shares AND ≥ 0.5% of shares outstanding. Inclusion signals persistent FTD pressure (aggressive shorts that can't locate borrow) and triggers Reg SHO close-out within 13 settlement days — historically tied to above-average squeeze risk 1-4 weeks post-inclusion. We trade two variants: continuation SHORT on first-time inclusion with weak price action, squeeze LONG on sustained inclusion + reversal cue.

Live results

0 times picked on its own · 1 times inside a blend (1 beat the stock) · updated 2026-06-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 1 such blended picks (1 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

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Data dependencies

Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
SEC reg sho threshold
A data feed this strategy reads, refreshed on its normal schedule.

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.

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