Catalyst · Edge
SHORT SQUEEZE SETUP ≈ 7 min read Commercial

The short squeeze setup checklist (DTC × SI × borrow-rate)

Most retail squeeze plays die because the trader looked at one number — short interest — and called it a setup. The professional read is a triple filter: Days-to-Cover (DTC) above 5, Short Interest (SI) above 20% of float, Borrow Rate above 30% annualized. All three have to fire simultaneously. /squeeze/ ranks every US-listed name on the triple every morning. Here's how to read it.

Why one number isn't a squeeze setup

Short Interest alone is a participation metric, not a setup. Tesla had 30%+ SI for years and never squeezed. The reason: high SI without a borrow constraint is just a popular short. Shorts roll the position and grind. You need the borrow side to be on fire too — that's what forces the cover.

Days-to-Cover (DTC) measures how many average daily volumes the open short interest represents. DTC above 5 means even a moderate up-move forces shorts to chase liquidity that isn't there. DTC under 3 — they cover in an afternoon and the squeeze fizzles.

Borrow Rate is the annualized cost to short. Anything above 30% APR signals the locate is scarce; above 100% APR and shorts are bleeding daily just to hold the position. That's the gunpowder.

"Short Interest alone is a popular-short metric. The triple filter is the actual squeeze setup."

Filter 1 — Days-to-Cover (DTC) > 5

Pull DTC weekly from the FINRA bi-monthly short interest report (free, public). Divide reported short interest by the 20-day average daily volume. The output is the number of trading days it would take all shorts to cover at average pace. Above 5 = squeeze candidate. Above 10 = primed gunpowder.

Filter 2 — Short Interest > 20% of float

Float-adjusted, not market-cap-adjusted. SI as a percent of tradeable float is the right denominator — insider blocks and locked stock don't matter to the short side, only the actual liquid float does. Above 20% is the participation floor.

Filter 3 — Borrow Rate > 30% annualized

Borrow rate is sourced from broker-locate desks and consolidated by services like S3 Partners and Ortex. We publish the rate on /squeeze/ refreshed daily. Above 30% APR = shorts are paying to wait. Above 100% APR = shorts are bleeding. That's when a single catalyst lights the fuse.

Why borrow rate is the most-overlooked of the three: it's not free. Most retail trackers don't surface it. The pros — Citadel, Renaissance, every prop short desk — track it in real time. The reason WSB squeezes blow up is they look at SI and DTC and miss the borrow side.

The catalyst trigger

The triple filter is the powder. The catalyst is the spark. Without a spark, the powder sits. The two most reliable sparks for a squeeze: an 8-K Item 1.01 (material agreement, frequently M&A or partnership) or an FDA approval / Type B meeting outcome on a biotech.

Layer the triple-filter screen against the live /scanner/ catalyst feed. Any ticker showing all three squeeze rails AND a same-day catalyst is the highest-conviction setup the screener can produce. /jackpot/ ranks convergence picks like this every morning.

How to use /squeeze/

Open /squeeze/ daily — the table is sorted by composite squeeze score (the geometric mean of DTC, SI%, borrow APR, normalized). Top 5 are the squeeze candidates of the day. Cross-check the catalyst column for an 8-K or 4 in the past 7 days. That's the trade.

/preview/ drops you into the free tier — top 3 of /squeeze/ free, full list at $9/month. If you're paying $30/month for an Ortex subscription, this is the cheaper version with the catalyst feed bolted on.

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