@v587d/capital-generation 2.7.12 → 2.8.0

package/selected-skills/InvestSkill/plugins/us-stock-analysis/skills/short-interest/references/12-data-sources.md

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+# Analysis Framework(continued)
+
+Part 3 of 3 for `short-interest` — Analysis Framework; Input Formats; Output; Standard Signal Output; Thesis Invalidation
+See `SKILL.md` for what to read and when; this part is procedure, not routing.
+
+### 9. Data Sources
+
+**Short Interest Data**
+- **FINRA Short Interest Data**: finra.org/investors/short-sale-volume-data (official, free, twice-monthly)
+- **NYSE Short Interest Reports**: NYSE-listed stocks, semi-monthly
+- **NASDAQ Short Interest Reports**: NASDAQ-listed stocks, semi-monthly
+- **Shortvolume.com**: Free daily short volume data by ticker
+
+**Screeners and Analytics**
+- **Finviz**: Short float % in stock screener (sortable, free)
+- **Market Chameleon**: Short interest trend charts, borrow rate tracking
+- **Iborrowdesk.com**: Free near-real-time borrow rate data from Interactive Brokers and TD Ameritrade
+
+**Premium Short Data**
+- **S3 Partners**: Professional-grade short analytics, real-time borrow rates, predictive short interest
+- **Interactive Brokers Stock Loan Availability**: Borrow rate and availability for account holders
+- **Bloomberg Terminal**: SRFD function for comprehensive short interest data
+
+## Input Formats
+
+### Format 1: Single Stock Analysis
+```
+User: /short-interest GME
+
+Claude retrieves current short float, DTC, borrow rate, and computes Squeeze Score
+```
+
+### Format 2: Squeeze Potential Scan
+```
+User: /short-interest --scan squeeze-potential
+
+Claude screens for stocks meeting high Squeeze Score criteria (short float >20%, DTC >10, catalyst present)
+```
+
+### Format 3: Sector Short Analysis
+```
+User: /short-interest --sector technology
+
+Claude identifies most shorted technology stocks and evaluates comparative squeeze potential
+```
+
+## Output
+
+Provide a comprehensive short interest analysis report with the following sections:
+
+### 1. Short Interest Summary
+```
+Ticker:                  [TICKER]
+Short Float %:           XX.X%       (Threshold: >20% = High)
+Short Interest (shares): XX,XXX,XXX
+Days to Cover (DTC):     X.X days    (Threshold: >10 = Elevated)
+Borrow Rate:             X.X%        (Classification: Easy/Hard/Extreme)
+Short Interest Trend:    Increasing / Stable / Decreasing
+Last Reporting Date:     [Date]      (Note: ~2-week lag)
+```
+
+### 2. Squeeze Score Breakdown
+```
+Component                     Condition          Points
+Short float > 20%             YES / NO           X/3
+DTC > 10 days                 YES / NO           X/2
+Recent positive catalyst       YES / NO           X/2
+Price above 50-day MA         YES / NO           X/1
+Float < 50M shares            YES / NO           X/1
+Borrow rate > 5%              YES / NO           X/1
+                              TOTAL SCORE:       X/10
+
+Squeeze Probability: Low / Moderate / High / Very High / Extreme
+```
+
+### 3. Short Thesis Summary
+- Primary bear thesis (1-3 sentence summary of why shorts are positioned here)
+- Source of short thesis (activist report, valuation, fundamental deterioration)
+- Short seller credibility assessment
+
+### 4. Counter-Thesis
+- Key arguments that could prove shorts wrong
+- Fundamental floor (book value, earnings power)
+- Upcoming catalysts that could force covering
+
+### 5. Options Market Context
+- Put/Call ratio vs. 30-day average
+- IV skew assessment (steep put skew vs. flat)
+- Any unusual options activity flagged
+
+### 6. Technical Setup
+- Is stock above or below 50/200-day moving average?
+- Key support and resistance levels
+- Is price action consistent with squeeze initiation or continued decline?
+
+### 7. Risk/Reward Assessment
+- For long (squeeze play): upside target, stop-loss, probability-weighted expected return
+- For short (bearish thesis): downside target, covering trigger, maximum loss scenario
+
+### 8. Monitoring Triggers
+- Short interest change threshold that would upgrade or downgrade squeeze probability
+- Catalyst calendar (earnings date, product event, regulatory decision)
+- Borrow rate level that signals imminent covering pressure
+- Price level that would technically confirm squeeze initiation
+
+## Standard Signal Output
+
+All analysis concludes with this standardized block:
+
+```
+## Thesis Invalidation
+
+After delivering the analysis signal, specify what would reverse it:
+
+**If signal is BULLISH — thesis breaks if:**
+- short float rises above 20% AND days-to-cover increases >10 without a catalyst
+- [One or two more triggers drawn from this analysis's own drivers, each with a threshold]
+
+**If signal is BEARISH — thesis breaks if:**
+- short float drops below 3% AND squeeze signals activate (borrow rate >50%)
+- [One or two more triggers drawn from this analysis's own drivers, each with a threshold]
+
+**Re-run this analysis when:**
+- [ ] Next earnings release
+- [ ] Price moves ±15% from current level
+- [ ] 60 days have elapsed
+- [ ] Material news event (acquisition, leadership change, regulatory decision)
+
+╔══════════════════════════════════════════════╗
+║              INVESTMENT SIGNAL               ║
+╠══════════════════════════════════════════════╣
+║ Signal:      BULLISH / NEUTRAL / BEARISH     ║
+║ Confidence:  HIGH / MEDIUM / LOW             ║
+║ Horizon:     SHORT / MEDIUM / LONG-TERM      ║
+║ Score:       X.X / 10                        ║
+╠══════════════════════════════════════════════╣
+║ Action:      BUY / HOLD / SELL               ║
+║ Conviction:  STRONG / MODERATE / WEAK        ║
+╚══════════════════════════════════════════════╝
+```
+
+Score Guide: 8.0–10.0 Strongly Bullish | 6.0–7.9 Moderately Bullish | 4.0–5.9 Neutral | 2.0–3.9 Moderately Bearish | 0.0–1.9 Strongly Bearish
+Confidence: HIGH (strong data, clear signals) | MEDIUM (mixed signals) | LOW (limited data, conflicting signals)
+Horizon: SHORT-TERM (1 week–3 months) | MEDIUM-TERM (3 months–1 year) | LONG-TERM (1+ years)
+
+**Disclaimer:** Educational analysis only. Not financial advice.
+
+