Price & Market BehaviorCore researchResearchNew

Published FINRA flow continuation and reversion

Updated dailyData needs: mediumshort onlylong onlylong short

In plain terms

Test short-volume continuation on a weak price trend and a separate reversion long rule, using only data published by the decision close.

How it works

Internal daily short-sale transaction-flow rules using only prints known by each exchange close; no outstanding short-interest or trader-intent inference.

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.
Loading substrate evidence…

Data dependencies

  • Daily prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • Finra daily short volume observations admissible

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

Expected edge

See the source research for the original effect size; a modern replication on new data may be weaker.

Related families

Explore Published FINRA flow continuation and reversion 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