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_prices

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

  • sec_reg_sho_threshold

    Worker data table — see services/worker schema.

  • stock_borrow_rates

    Daily borrow-fee curve from prime-broker feeds.

  • wikipedia_pageviews

    Wikimedia 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 backtest

Illustrative pattern only — see /app for live backtests and the actual current equity curve.

Explore short squeeze meta 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