Short squeeze predictor · live · free
DeepVane scans 374 tickers daily for the Asquith-Pathak-Ritter 2005 short-squeeze setup: top-decile short interest, bullish momentum regime, and supportive options flow firing simultaneously. Every match cites its academic source, ships with a confidence interval, and links to the full multi-factor breakdown.
Short sellers borrow shares to sell them, hoping to buy back lower and pocket the difference. When the stock rises instead, they\'re sitting on losses that grow as the price keeps climbing. At some point — margin call, lender recall, risk-management threshold — they have to close the trade by buying back the shares.
That forced buying pushes the price higher. Higher price triggers more covers. The feedback loop is the squeeze. It\'s mechanical, not discretionary — which is precisely why it\'s tradeable: the buyers are not deciding whether to buy, they\'re deciding when.
Asquith-Pathak-Ritter 2005 documented that the top-decile-shorted cohort in an uptrend earns material 30–60-day excess return. That\'s the academic finding DeepVane operationalises into a live signal.
Short interest as a percent of float in the top 10% of our 374-ticker universe. We use the most recent SEC-reported short-interest data, refreshed monthly with intra-month estimates from broker borrow-availability feeds.
Price has to be confirming, not fading. We use the Jegadeesh-Titman 1993 momentum factor on a 6-month basis combined with our Bayesian regime detector — heavy short interest in a falling stock is not a squeeze setup, it's a successful short.
Call/put skew tilted bullish, and unusual call volume relative to 90-day average. Asquith 2005's effect is mediated by demand for upside exposure — when options markets are pricing in the squeeze, the equity move tends to follow.
Squeezes are violent in both directions. If the bear thesis is actually correct — fraud, deteriorating fundamentals, regulatory action — the squeeze covers over a few weeks and the stock then resumes falling. Always confirm the move has support beyond short-covering: earnings momentum, insider activity, options IV stability. The conformal prediction interval on every DeepVane score quantifies exactly this uncertainty per ticker.
A short squeeze happens when a heavily-shorted stock rises in price, forcing short sellers to buy back the shares they borrowed at higher prices to limit their losses. That forced buying pushes the price higher still, triggering more covers in a feedback loop. The 2021 GameStop episode is the canonical recent example, but the pattern is structural and well-documented in academic finance long before that.
The SHORT_SQUEEZE_SETUP pattern fires when three conditions co-occur: (1) short interest is in the top decile of the universe, (2) the stock is in a bullish momentum regime (price action confirming, not fading), (3) options flow shows bullish positioning (call/put skew, unusual volume). The composite is anchored on Asquith-Pathak-Ritter 2005, which documents material 30–60-day excess return for the top-shorted-into-uptrend cohort. D'Avolio 2002 supplies the borrow-cost dynamics.
No model is perfectly reliable. Asquith-Pathak-Ritter 2005 reports the historical effect with confidence intervals, not a guarantee. DeepVane ships every signal with a Mondrian conformal prediction interval — the model tells you how confident it is on this specific regime/sector cohort. If the thesis behind the shorts is actually correct (fraud, broken fundamentals), the squeeze covers over weeks and the stock resumes falling. Confirm the move has support beyond short-covering — earnings, insider activity, options IV.
On a 374-ticker US universe, the SHORT_SQUEEZE_SETUP pattern typically fires on 0–6 names at any given time. Rare by design — the academic edge in Asquith 2005 lives at the top decile, so most names will not qualify on any given day. Counts update at every 06:00 UTC re-score.
Yes. On /dashboard/alerts pick "Pattern fires" as the rule type and choose any ticker — DeepVane sends one email when the pattern starts firing on that ticker, not 168 emails while it persists. Alerts are free during the early-access window.
Most trackers rank purely by short interest percentage. That misses the directional component — a heavily-shorted falling stock is not a squeeze, it's a successful short. DeepVane's setup requires short interest AND momentum AND supportive options flow simultaneously, which is what Asquith 2005 actually documents. Single-factor "highest short interest" lists are downstream of the academic finding, not the finding itself.
Live ticker list updated at every 06:00 UTC re-score. Each match cites Asquith 2005, links to the full APEX 12-factor breakdown, and ships with a confidence interval. No credit card.