SEC failure-to-deliver data aggregated by ticker. When shares consistently fail to deliver, it creates forced buying pressure — a structural catalyst that precedes short squeezes.
5+ consecutive settlement days with open FTDs. Sustained delivery failures indicate structural short pressure.
Single-day FTD volume exceeds 500K shares. Large delivery failures signal potential forced buying ahead.
Aggregate FTD value exceeds $10M. Dollar-weighted failures reveal institutional-scale delivery issues.
FTD trend is increasing over the measurement period. Rising failures compound forced buying pressure.
Data sourced from SEC EDGAR Failure-to-Deliver files, published twice monthly with a 2-week lag. Each record shows the aggregate quantity of shares that failed to deliver on a given settlement date.
We aggregate by ticker across the reporting period, flag persistent failures (5+ consecutive days), extreme single-day volume (500K+ shares), high dollar value ($10M+), and directional trend (increasing vs decreasing). Quality score combines flag count and consistency.
FTDs create forced buying pressure because market makers and clearing firms must eventually deliver shares. Persistent, high-value FTDs often precede sharp price moves as delivery obligations are settled.