QUANTITATIVE STRATEGY DOSSIER• Quantitative Market Microstructure Engine
High Short Float & Volume Expansion Asymmetric Setups
Identifies heavily shorted equities undergoing aggressive volume expansion. When institutional buyers step in, short sellers are forced into rapid market buying to cover, causing explosive multi-day upside squeezes.
Launch Live Interactive Stock Screener
Filter real-time equities across Minervini VCP, Greenblatt Magic Formula, and Peter Lynch GARP models.
📐 Quantitative Screening Rules & Mathematical Bounds
- Elevated Short Interest: Short Float >= 6.0% of free float.
- Relative Volume (RVOL): Today's volume >= 2.5x 30-day average volume.
- Piotroski Health: F-Score >= 6 to filter out structurally bankrupt debt traps.
- ATR Volatility Boundary: Stop loss strictly enforced at recent handle low.
🎯 Current Matching Candidates
Updated Daily Pre-Market🟢 IN_BUY_ZONEPiotroski: 7/9
Optimal Entry: $46.50 - $48.20
Target 1 (+2.5x ATR): $56.80
Stop Loss Floor: $42.50
Capital Efficiency: ROIC 22.4%
Execution Setup: 14.8% Short Float with heavy liquid-cooling server rack demand.
🟢 IN_BUY_ZONEPiotroski: 7/9
Optimal Entry: $35.40 - $36.80
Target 1 (+2.5x ATR): $42.50
Stop Loss Floor: $33.10
Capital Efficiency: ROIC 21.0%
Execution Setup: 9.2% Short Float with PepsiCo international distribution expansion.