Price & Market BehaviorExtended setResearchNew

SEC issuance float pressure H5 specialist (PIT)

Updated eventData needs: highshort only
paper
2026
Source
Internal Alphactor PIT event study — immutable SEC acceptance, prospectus lineage, and pre-entry shadow decisions.
Citation only, paper link pending.

In plain terms

A separately governed short-horizon event specialist for large accepted-time equity offerings. It is not an ordinary per-ticker champion and serves only through its exact ledger adapter.

How it works

A newly accepted common-equity offering increases tradable supply. Exact offering size is scaled by trailing accepted-time ADV and shares outstanding, and only a pre-entry-frozen rank-101–200 event may enter the targeted H5 sleeve.

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 issuance filings pit

    A data feed this strategy reads, refreshed on its normal schedule.

  • SEC xbrl facts pit

    A data feed this strategy reads, refreshed on its normal schedule.

  • SEC 8k events

    Item-coded 8-K events (1.01 material agreements, 4.02 non-reliance, etc.).

  • Issuance h5 shadow decisions

    A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Reported return
+1.454% H5 residual net return in the frozen rank-101–200 stress replication
Tested over
10 dates / 9 tickers; unchanged prospective replication required

Internal historical evidence found positive H5 residual return in the rank-101–200 cohort; production use remains bounded by exact pre-entry evidence and the specialist risk controls.

Related families

Explore SEC issuance float pressure H5 specialist (PIT) on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more