Short momentum exp v2 - 8D

Beskrivelse

2024.01.18 - re-enabled the short borrow rate

Regler

/*Filters */
Volume > 750k;
//Volume > (1.1*VolumeAvg1Week);
/*changed 7d to 8d*/
ShortVolume > (1.8*ShortVolume{8d});
ShortBorrowRate > (1*ShortBorrowRate{8d});
Volume > (1.2*Volume{8d});
//ShortSqueezeScore > ShortSqueezeScore{8d};
GammaSqueezeScore > 50;
//ShortInterestPercentFloat > 50;
//ShortBorrowRate > 40;
//ShortBorrowShares < 500;
/* Short momentum screener for hidden targets*/
country = US;
exchange != OTC;
/*Company Health*/
//( Assets-Liabilities ) * .95 > MarketCap;
Volume;
VolumeAvg1Week;
//VolumeAvg1Month;
//VolumeAvg1MonthPrior;
/*options data*/
OptionVolume;
OptionImpliedVolatility;
ShortVolume;
ShortBorrowShares;
//OptionImpliedVolatilityChange1Week;
/*short metrics*/
ShortSqueezeScore;
GammaSqueezeScore;
DaysToCover;
ShortBorrowRate;
ShortInterestPercentFloat;
/*Whale Stuff*/
//InsiderScore;
PriceMomentum1Month;
OptionCallPremium;
OptionCallOpenInterest;
OptionSpotPrice;
OptionAverageDailyCallVolume;
OptionAverageDailyPutVolume;
OptionCallVolume;
OptionPutVolume;
OptionPutCallRatio;
/*Sorts*/
//Order by Volume desc;
Order by GammaSqueezeScore desc;
Order by ShortBorrowRate desc;
Order by ShortVolume desc;
//Order by ShortSqueezeScore desc;
//Order by OptionImpliedVolatilityChange1Week desc;

Ydeevne