Meta#13tier 1live in productionNew
short squeeze meta
cadence: Monthlydata: highlong only
Mechanism
Meta-signal building on three components we already ingest: • `stock_borrow_rates` (iborrowdesk / IBKR) → borrow-rate percentile. • `sec_reg_sho_threshold` → Reg-SHO threshold-list membership. • `wikipedia_pageviews` → retail attention z-score (alpha #10 data
Signal rule
LONG when:
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
sec_reg_sho_thresholdWorker data table — see services/worker schema.
stock_borrow_ratesDaily borrow-fee curve from prime-broker feeds.
wikipedia_pageviewsWikimedia daily pageview counts joined to ticker pages.
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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