Signal report cards short_interest
Short-interest crowding
Heavy short interest combined with rising borrow cost and high utilisation — historically a bearish crowding signal.
Demo data: this card was rendered from fixtures because no live track record has been computed yet in this environment.
Basket vs SPY
11 flagged ticker-events · 136-day window| Horizon | Basket | SPY | Alpha | Sample |
|---|---|---|---|---|
| +30d | 1.80% | 2.60% | -0.80% | n=11 |
| +60d | 3.10% | 4.80% | -1.70% | n=10 |
| +90d | 5.40% | 6.90% | -1.50% | n=7 |
Returns are equal-weighted, simple arithmetic means of per-ticker forward returns. Alpha = basket minus SPY. Flags younger than the horizon are excluded from that horizon's sample.
Methodology
- What the signal measures
- Heavy short interest combined with rising borrow cost and high utilisation — historically a bearish crowding signal.
- What counts as a flag
- Composite score ≤ −0.50 (high short interest, days-to-cover, and utilisation).
- Sample window
- 2026-01-01 → 2026-05-17
- Benchmark
- SPY
Recent flags
Most recent ticker-events that crossed the flag criteria, newest first. Spot-check the rule against actual signal output.
Outputs are informational only and should not be considered individualized investment advice.
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