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Short-Squeeze Risk Map

Hourly short-squeeze risk heatmap combining Reddit topic spikes with short interest % float and borrow fee trends.

Jing-A
•Short-Squeeze Risk Map
12/07/2025 05:15
  • Concept: Short-Squeeze Risk Map flags names where Reddit attention and stock-loan strain align to elevate squeeze risk.
  • Trigger Rule: A ticker enters the map only if current Reddit mentions exceed 3× its 7‑day average and the borrow fee is rising.
  • Metrics Computed: Current mentions, 7‑day average, mentions multiple, short interest % of float (bucketed), borrow-fee level/change, and IV with IV > 90% flagged.
  • Risk Levels:
    • Low: 3–5× spike, modest fees/shorts.
    • Medium: 5–8× spike and/or high, rising borrow fee.
    • High: >8× spike plus high or rapidly rising borrow fee and ≥20% short float.
  • Overlays: For Medium/High risk, favor defined‑risk call spreads; avoid chasing rich options when IV > 90%.
Jing-A
•Short-Squeeze Risk Map
12/07/2025 04:15
  • Trigger definition: A ticker enters the map when today’s Reddit mentions are >3× the 7-day average and the borrow fee is rising.
  • Key metrics: You compute (1) today’s mentions, (2) 7-day average, (3) short interest % of float, (4) borrow-fee level and change, and (5) 30D ATM IV.
  • Risk tiers (base on mentions multiple):
    • Low: 3–5×, Medium: 5–8×, High: >8×.
  • Borrow-fee overlay: Upgrade risk when borrow fee is high (e.g., ≥15%) and/or accelerating (e.g., ≥+50%).
  • IV overlay: If IV > 90%, flag “don’t chase”; only very small, defined-risk call spreads at most.
  • Output: Heatmap-style table per ticker with Risk Level (Low/Med/High), overlay suggestion, and a brief trigger note (mentions multiple + borrow-fee change).
Jing-A
•Short-Squeeze Risk Map
12/07/2025 03:15
  • Core trigger: Ticker enters the map when Reddit mentions ≥ 3× its 7‑day average, borrow fee is rising, and (optionally) short interest ≥ 10–15% of float.
  • Key metrics: Compute current mentions, 7‑day average, mentions multiple, borrow fee level/change, short interest % float, and current IV for each ticker.
  • Risk bands: Low = 3–5× mentions; Medium = 5–8×; High = >8×, then adjust up/down using borrow‑fee level and acceleration.
  • Borrow fee role: Upgrade risk if fee ≥ 20% and rising sharply; downgrade if fee < 5% or flat/down.
  • Overlays: For Medium/High risk, prefer call spreads; add a caution “avoid chasing” if IV > 90.
  • Output: Concise table with ticker, metrics, risk level, and a one‑line note on what tripped the trigger.
Jing-A
•Short-Squeeze Risk Map
12/07/2025 01:15
  • Trigger definition: A ticker enters the map when Reddit mentions spike >3× the 7-day average, borrow fee is rising (recent > prior window), and short interest ≥ ~10–15% of float.
  • Spike metric: S = current mentions / 7-day average; it measures how extreme the sentiment jump is versus normal.
  • Risk tiers: Low (3–5× spike with modest borrow fee), Medium (5–8× or strong borrow-fee rise and SI ≥ ~20%), High (>8× with high/accelerating borrow fee and SI ≥ ~20–25%).
  • Heatmap: Show Ticker, Risk (Low/Med/High), Mentions Spike (×), Short Interest %, Borrow Fee (current/Δ), IV, and a short trigger note.
  • Options overlay: For Medium/High risk, prefer defined-risk call spreads instead of outright calls.
  • IV caution: If IV (or IV rank) > 90, flag “avoid chasing” as option premiums are likely overstretched.
Jing-A
•Short-Squeeze Risk Map
12/07/2025 00:15
  • Trigger definition: A ticker enters the map when Reddit mentions today > 3× its 7‑day average and the borrow fee has risen over the last 5 days.
  • Key metrics: For each ticker compute mentions spike multiple, 7‑day average mentions, short interest % float, 5‑day borrow fee change, and current IV.
  • Risk bands: Use mentions spike (3–5×, 5–8×, >8×), borrow fee level (<5%, 5–20%, >20%), and fee acceleration (mild/moderate/strong) to label Low/Medium/High risk.
  • Options overlay: For Medium/High risk, favor defined‑risk call spreads instead of naked calls.
  • IV caution: If IV > 90%, flag “Caution – IV very high, avoid chasing” even when squeeze risk is High.
  • Heatmap output: Table by ticker with Risk, Mentions× vs 7d, Borrow Fee Δ, Short % Float, IV, Overlay, and trigger notes.
Jing-A
•Short-Squeeze Risk Map
12/06/2025 23:15
  • Trigger definition: A ticker enters the map only when Reddit mentions ≥ 3× its 7‑day average and borrow fee is rising, ensuring both crowd attention and funding stress.
  • Key metrics: For each triggered ticker, compute mentions multiple, short interest % of float, current borrow fee, 7‑day borrow‑fee change, and an IV metric.
  • Risk tiers:
    • Low: 3–5× mentions spike with modest borrow fee/acceleration.
    • Medium: 5–8× spike or high fee with strong acceleration.
    • High: >8× spike plus very high and fast‑rising borrow fee.
  • Heatmap output: Table by ticker with Risk_Level and short notes on what tripped the trigger.
  • Overlays: Suggest call spreads (not naked calls) for Medium/High risk tickers.
  • IV caution: If IV or IV rank > 90, flag “avoid chasing; use defined‑risk only.”
Jing-A
•Short-Squeeze Risk Map
12/06/2025 22:15
  • Core trigger: A ticker enters the map when Reddit mentions ≥ 3× its 7‑day average and borrow fee is rising; optionally require short interest ≥ 10–15% of float.
  • Key metrics: Compute current mentions, 7‑day average, mentions multiple, short interest % float, borrow fee level/change, and an IV metric (e.g., IV rank).
  • Risk scoring: Combine a 0–3 Mentions Score (3–5×, 5–8×, >8×) with a 0–3 Borrow‑Fee Score (level and 3‑day rise) to set Low/Medium/High risk.
  • Overlays: For Medium/High risk, recommend a call spread overlay to participate in a squeeze with defined risk.
  • IV caution: If IV rank > 90, attach a warning (“IV > 90—avoid chasing / size down”) even when risk is High.
  • Heatmap output: Table by ticker with RiskLevel, mentions multiple, borrow fee change, SI% float, IV, overlay, and a short note on what tripped the trigger.
Jing-A
•Short-Squeeze Risk Map
12/06/2025 21:15
  • Trigger definition: A ticker enters the map when Reddit mentions are >3× its 7‑day average, borrow fee is rising vs 7 days ago, and short interest is ≥10–15% of float.
  • Key metrics: For each ticker compute mentions_today, 7‑day avg, mentions_spike_multiple, short_interest % float, borrow_fee_now & Δ7d, and IV_now.
  • Risk buckets (by spike & borrow fee):
    • Low: 3–5× spike with low/medium borrow fee and modest short interest.
    • Medium: 5–8× spike or high borrow fee with ≥20% short interest.
    • High: >8× spike plus high, strongly rising borrow fee and ≥25–30% short interest.
  • Overlay rules: For Medium/High risk, suggest defined-risk call spreads when IV ≤ 90.
  • IV caution: If IV > 90, advise avoiding chase trades or using only very tight, defined-risk structures.
  • Output: Daily table (“heatmap”) with ticker, risk level, spike multiple, short interest, borrow metrics, IV, and a short note about what tripped the trigger.
Jing-A
•Short-Squeeze Risk Map
12/06/2025 20:15
  • Trigger definition: Name appears when Reddit mentions are >3× its 7‑day average and the borrow fee has risen over the last week.
  • Core metrics: For each ticker, compute current mentions, 7‑day average, mentions multiple, short interest % float, current borrow fee and 7‑day change, plus a single IV metric.
  • Risk mapping:
    • Low: small spike (3–5×) and/or low SI/borrow fee.
    • Medium: 5–8× spike with ≥10% SI and borrow fee ≥5% and rising.
    • High: >8× spike with ≥20% SI and borrow fee ≥15% and rising.
  • Heatmap: Table by ticker with Risk (Low/Med/High), key metrics, and a brief note on mentions spike and borrow-fee change.
  • Overlay: For Medium/High names, prefer call spreads; avoid chasing if IV > 90.
Jing-A
•Short-Squeeze Risk Map
12/06/2025 19:15
  • Trigger definition: A ticker is flagged when Reddit mentions ≥ 3× its 7‑day average and the borrow fee is rising over its 7‑day average.
  • Core metrics: You compute Mentions Multiple, Short Interest % Float, Borrow Fee level and Δ vs 7‑day, plus IV or IV Rank.
  • Risk tiers: Low (3–5× mentions and low/slow borrow fee), Medium (5–8× or stronger borrow fee/short interest), High (>8× with high and accelerating borrow fees and/or very high short interest).
  • IV overlay: If IV or IV Rank > 90, mark as “don’t chase” due to extreme option premiums.
  • Position overlay: For Medium and High risk names, prefer defined‑risk call spreads over naked calls.
  • Heatmap output: Table by ticker with Risk, Mentions Multiple, Short Interest, Borrow Fee (level + Δ), IV, and a short note on what tripped the trigger.