Filings, Insiders & OwnershipExtended setexperimental liveNew

Short Pressure Composite

Updated dailyData needs: highlong onlyshort onlylong short

2018

Engelberg-Reed-Ringgenberg 2018 RFS -- Short-Selling Risk.

In plain terms

A composite index of borrow cost, short volume, and options skew cleanly separates squeeze candidates from persistent short-overhang shorts.

How it works

A composite of short volume ratio, borrow cost trend, and implied volatility skew (put/call IV spread) combines squeeze risk with overhang signal and options-market hedging demand. The composite separates tactical squeeze longs from structural short-overhang shorts.

Live results

0 times picked on its own · 288 times inside a blend (234 beat the stock) · updated 2026-07-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 288 such blended picks (234 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

Loading substrate evidence…

Data dependencies

Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Finra short volume
A data feed this strategy reads, refreshed on its normal schedule.
Borrow rates
Daily borrow-fee curve from prime-broker feeds.
Options surface daily
End-of-day OPRA option chains used by IV-skew family.

Expected edge

Tested over: 2004-2014 (Engelberg-Reed-Ringgenberg)

Composite short pressure index: long-short spread ~5-8% ann. in the tails.

Related families

Short Pressure Squeeze LongFilings, Insiders & Ownership

Stocks with high short interest and rapidly rising borrow costs are primed for short squeezes -- a tactical long opportunity.

Short Pressure Overhang ShortFilings, Insiders & Ownership

When informed short sellers maintain heavy positioning for weeks without triggering a squeeze, the persistent overhang is a reliable bearish signal.

Explore Short Pressure Composite on alphactor.ai

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

Open universe with this filter →Browse all 573 families