STRASMORE/EXPLORE 2,170 QUERIES

Liquid names at 5+ and 10+ days to cover, settlement by settlement

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-24, from Short Squeeze Candidates This Week.

as of series 12×4read in context →
Liquid names at 5+ and 10+ days to cover, settlement by settlement — 12 rows by 4 columns, computed from US exchange, SIP and OPRA data.
settlement_datenames_5plus_dtcnames_10plus_dtcmedian_dtc_liquid
2026-02-135241.54
2026-02-275451.83
2026-03-135871.54
2026-03-317391.62
2026-04-156961.75
2026-04-3082111.85
2026-05-158382.02
2026-05-298441.88
2026-06-1597121.8
2026-06-309651.87
2026-07-1510362.27
2026-07-319232.15
Rows × columns
12 × 4
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Liquid names at 5+ and 10+ days to cover, settlement by settlement, derived from the stored result.
ColumnTypeRangeNotes
settlement_date date 2026-02-13 to 2026-07-31
names_5plus_dtc number 52 to 103
names_10plus_dtc number 3 to 12
median_dtc_liquid number 1.54 to 2.27

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number 
WITH dates AS (
    SELECT DISTINCT settlement_date AS d
    FROM global_markets.stocks_short_interest
    ORDER BY d DESC
    LIMIT 12
)
SELECT toString(settlement_date) AS settlement_date,
       countIf(days_to_cover >= 5) AS names_5plus_dtc,
       countIf(days_to_cover >= 10) AS names_10plus_dtc,
       round(quantileExact(0.5)(days_to_cover), 2) AS median_dtc_liquid
FROM global_markets.stocks_short_interest
WHERE settlement_date IN (SELECT d FROM dates)
  AND avg_daily_volume >= 5000000
  AND days_to_cover IS NOT NULL
  AND ticker NOT IN ('SPCX')
  AND ticker NOT IN ('KORU','SOXL','SOXS','TQQQ','SQQQ','NVDL','NVDS','NVD','TSLL','TSLQ','TSLZ','SPXL','SPXS','UPRO','SPXU','LABU','LABD','FAS','FAZ','TNA','TZA','YINN','YANG','UDOW','SDOW','BOIL','KOLD','UCO','SCO','USD','SSO','SDS','QLD','QID','ERX','ERY','DRN','DRV','CURE','SOXY','MUU','SNXX','UVXY','SVXY','UVIX','SVIX','BULZ','WEBL','WEBS','DPST','DRIP','GUSH','AGQ','ZSL','BITX','ETHU','MSTX','MSTU','CONL','DUST','JNUG','JDST','NUGT')
GROUP BY settlement_date
ORDER BY settlement_date

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisShort Squeeze Candidates This Week
Every input behind this screen, and how many days old it is series 3×3 → Squeeze-shaped mechanics: crowded shorts among liquid names, with a rising price ranking 12×4 → The screened names ranked by short interest against shares outstanding (not float) table 10×5 → Every past screened name, by what it did over the next 30 days ranking 6×3 → From the whole settlement file down to the screened list, one rule at a time ranking 4×2 → TSLA short interest vs. average daily volume, bi-monthly (last 2 years) series 47×3 → See all 2,170 queries →