{"slug":"most-shorted-stocks","qid":"price_context","label":"Crowding leaders vs. their own price: about one month of sessions","post_title":"Most Shorted Stocks Right Now, Measured","post_url":"/blog/most-shorted-stocks#q-price_context","columns":["ticker","days_to_cover","return_pct","from_session","to_session"],"rows":[{"ticker":"IBRX","days_to_cover":14.5,"return_pct":-6.3,"from_session":"2026-07-21","to_session":"2026-08-24"},{"ticker":"IQ","days_to_cover":10.4,"return_pct":-19.3,"from_session":"2026-07-21","to_session":"2026-08-24"},{"ticker":"GERN","days_to_cover":9.9,"return_pct":5.2,"from_session":"2026-07-21","to_session":"2026-08-24"},{"ticker":"ABCL","days_to_cover":9.7,"return_pct":82.4,"from_session":"2026-07-21","to_session":"2026-08-24"}],"shape":"series","sql":"WITH top5 AS (\n    SELECT ticker, round(days_to_cover, 1) AS dtc\n    FROM global_markets.stocks_short_interest\n    WHERE settlement_date = (SELECT max(settlement_date) FROM global_markets.stocks_short_interest)\n      AND avg_daily_volume >= 5000000\n      AND days_to_cover IS NOT NULL\n      AND ticker NOT IN ('SPCX')\n    ORDER BY days_to_cover DESC, ticker\n    LIMIT 5\n),\ndaily AS (\n    SELECT ticker,\n           toDate(toTimeZone(window_start, 'America/New_York')) AS session,\n           argMax(close, window_start) AS rth_close\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker IN (SELECT ticker FROM top5)\n      AND window_start >= now() - INTERVAL 35 DAY\n      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60\n          + toMinute(toTimeZone(window_start, 'America/New_York')) BETWEEN 570 AND 959\n    GROUP BY ticker, session\n),\nmoves AS (\n    SELECT ticker,\n           count() AS sessions,\n           toString(min(session)) AS from_session,\n           toString(max(session)) AS to_session,\n           round((argMax(rth_close, session) / argMin(rth_close, session) - 1) * 100, 1) AS return_pct\n    FROM daily\n    GROUP BY ticker\n    HAVING sessions >= 15\n)\nSELECT m.ticker AS ticker,\n       t.dtc AS days_to_cover,\n       m.return_pct AS return_pct,\n       m.from_session AS from_session,\n       m.to_session AS to_session\nFROM moves m\nINNER JOIN top5 t ON m.ticker = t.ticker\nORDER BY t.dtc DESC, m.ticker","computed_at":"2026-08-25T13:14:40.801194+00:00","elapsed":0.209890181}