Short interest intelligence.

FINRA reports outstanding short positions at designated settlements. The settlement is not the publication date. A successful provider check does not make an older position current. Daily short-sale volume measures transactions and cannot be substituted for outstanding short interest.

Share-count and valid days-to-cover ranks use up to 40 stored observations and need at least three comparable reports. Tied observations share their rank; a flat history ranks 50. Known splits reset the comparable history. Three reports provide only limited context.

Historical positioning combines share rank (55%) and covering-ratio rank (45%). Directional fit adds capped position change, price change and trend context. A squeeze setup requires increased shorts, rising price and historical positioning of at least 60. Bearish confirmation requires increased shorts and falling price. Covering requires lower shorts and rising price. Scores can overlap; the leading classification follows the published rule order.

Missing evidence contributes no strength. High setup fit is not a return estimate. Historical position size is not short interest as a percentage of float.

Report-interval price uses the latest weekly closes on or before each settlement, at most ten days earlier. Intervals longer than 35 days and known split boundaries are excluded from directional comparisons. Later prices are shown separately.

The feed may revise earlier reports. Corporate-action records can also be incomplete, and raw share counts can change for reasons other than newly opened or closed shorts. This app does not reconstruct what every participant knew at a historical publication time.

Days to cover relates shares short to average daily volume. Zero volume and invalid sentinel ratios are excluded from analytic comparisons. The source ledger preserves provider values. Reconstructed ratios can differ from provider rounding or a minimum-one value.

The capacity tool is arithmetic under chosen assumptions. Borrow availability, fees, order-book depth and actual execution are not observed here. Reductions in reported shorts do not establish how much buying caused a price change.