Short Squeeze Intelligence

Short Squeeze Probability Scanner

Composite squeeze score across five factors: short interest %, days-to-cover, cost-to-borrow, float availability, and 5-day price momentum. Name the tickers to score; each is scored from what was measured (FINRA short interest and days-to-cover, Polygon shares outstanding and 5-day momentum) with the unmeasured factors' weight renormalised away and disclosed per name. Loading…

High Risk Candidates

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Score > 75

Avg Days-to-Cover

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Across all candidates

Avg Borrow Rate

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Cost-to-borrow annualised

Squeeze Watch: High CTB + positive momentum signals maximum squeeze fragility — lenders may recall shares forcing involuntary covering. High SI + DTC > 10 indicates a structural short overhang that can unwind violently on catalyst events. This scanner is for informational purposes only; not investment advice.

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Score Methodology

Short Interest % 30% weight % of float held short. The primary squeeze fuel — higher SI = larger forced-covering pool on positive catalyst.

Days-to-Cover 25% weight SI shares ÷ avg daily volume. DTC > 10 signals structural short overhang that can take weeks to unwind.

Cost-to-Borrow (CTB) 20% weight Annualised borrow rate %. Expensive CTB signals squeeze fragility — prime brokers may recall shares involuntarily.

Float Available 15% weight % of float available to trade. Lower = amplified price impact on covering; illiquid floats squeeze harder.

Momentum (5d) 10% weight 5-day price return %. Positive momentum compresses shorts' mark-to-market P&L, accelerating voluntary covering.

Methodology draws on Lakonishok & Vishny (1990) — short-interest as a contrarian predictor; and D'Avolio (2002) — cost-to-borrow as a signal of short-squeeze fragility and lender recall risk. Score range 0–100. Grade A ≥ 70, B 50–69, C < 50. Per-ticker scores are renormalised over the factors that were measured (FINRA short interest as a % of Polygon shares outstanding, FINRA days-to-cover, Polygon 5-day momentum); cost-to-borrow and float availability have no configured source and their weight is not invented. No candidate universe is screened.