multi source short composite
What it checks
When two or more independent bearish signals fire on the same stock within a month, it's a much stronger short than any single signal alone.
Mechanism
≥2 independent short-side signals (FTD persistence, Form 144 overhang, 13D conflict, FAERS severity spike, NHTSA recall, layoff event) within 30d collapse measurement-error noise and amplify joint short conviction.
Signal rule
Count of distinct sources flashing within trailing 30d >= 2 -> SHORT T+1; hold 30/60/90d.
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
sec_fail_to_deliver_dailySEC fail-to-deliver daily ZIP archives normalized by settlement date and ticker.
sec_form_144_filingsSEC Form 144 planned-sale notices, parsed from EDGAR structured filings.
sec_13d_filingsWorker data table — see services/worker schema.
faers_drug_severity_dailyWorker data table — see services/worker schema.
nhtsa_vehicle_recallsNHTSA vehicle recall campaign data mapped to auto manufacturers.
layoffs_fyi_eventsPublic layoffs.fyi layoff announcements with company-to-ticker resolution.
Expected edge
- Paper alpha
- -3 to -8% over 60d
- Paper window
- 30/60/90d
-3 to -8% over 60d on multi-source short signal.
Related families
sec ftd fail pressureMarket microstructureExtreme fails-to-deliver spikes can indicate crowded short pressure and forced-cover squeeze risk. This variant trades the squeeze-pressure side.
form 144 overhang shortInsider / SEC filingsForm 144 notices reveal planned restricted/control-share sales. Large notices can create supply overhang before actual Form 4 execution appears.
layoff wave shortLabor / corporate eventsLarge announced layoffs proxy demand stress, margin pressure, or post-hype cost cutting. The first-pass signal shorts unusually large layoff events after a T+1 lag.
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