Short-Flow#24tier 1live in production
short interest change
cadence: Weeklydata: mediumshort onlylong onlylong short
Mechanism
Two complementary readings of FINRA's daily short-sale
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
finra_short_volumeWorker data table — see services/worker schema.
Expected edge
See referenced paper for original effect size; modern out-of-sample replication may be weaker.
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
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