FTD With Borrow Rate Spike
In plain terms
When the cost to borrow a stock spikes AND the stock is failing to deliver shares at the same time, both independent stress signals point to continued downside.
How it works
Borrow-rate spikes signal that shorts are paying up to maintain conviction; FTDs confirm that supply pressure is hitting the settlement system. The joint fire is rarer than either signal alone and historically associated with sharper declines in the 10-20d horizon.
Live results
0 times picked on its own · 11 times inside a blend (8 beat the stock) · updated 2026-06-06Data 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.
- Stock borrow rates
Daily borrow-fee curve from prime-broker feeds.
Expected edge
- Reported return
- -1.5-3% over 10-20d (joint signal)
- Tested over
- T+1 to T+20d
Independent-signal triangulation; internal target -1.5-3% over 10-20d on joint fires.
Related families
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.
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.
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.
Explore FTD With Borrow Rate Spike on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.