Screening Filters
list_exchange = ['XNYS', 'XNAS', 'XASE']
- Purpose: Limit results to stocks listed on major U.S. exchanges.
- Rationale:
- You asked for U.S. stocks, so we focus on the primary U.S. equity venues:
- XNYS – NYSE
- XNAS – Nasdaq
- XASE – NYSE American (formerly AMEX)
- This excludes OTC and very illiquid foreign listings, which are often harder to trade and less suitable for short-squeeze strategies due to poor liquidity and wider spreads.
- Major-exchange listings generally have better transparency and more reliable short interest data, which matters when you’re explicitly targeting high short interest.
short_ratio = ['MoreThan30Pct']
- Purpose: Find stocks with very high short interest, a key prerequisite for potential short squeezes.
- Rationale:
- A short interest level above ~20% of float is often considered elevated; 30%+ is typically regarded as extremely high and is where many classic squeeze candidates come from.
- By setting the threshold to MoreThan30Pct, the screener focuses on names where a large portion of tradable shares is sold short.
- In such stocks, any strong positive catalyst or sudden buying pressure can force short sellers to cover quickly, which is exactly the dynamic you’re targeting when you say “potential for a short squeeze.”
Why Results Match
- The exchange filter ensures you only get U.S.-listed stocks, aligning with your “US stocks” requirement.
- The short_ratio > 30% filter directly implements your request for high short interest, which is the core ingredient for short squeeze potential.
We cannot directly screen for every squeeze-related factor (e.g., days-to-cover, borrow fee rates, or upcoming catalysts) in this filter set, but very high short interest on major U.S. exchanges is one of the strongest and most practical proxies for identifying potential short-squeeze candidates.
This list is generated based on data from one or more third party data providers. It is provided for informational purposes only by Intellectia.AI, and is not investment advice or a recommendation. Intellectia does not make any warranty or guarantee relating to the accuracy, timeliness or completeness of any third-party information, and the provision of this information does not constitute a recommendation.