So I don't have the energy beyond my current brain draining day job, but here's the idea: 1)automate the data gathering from finra 2)track the pps verses this short % metric and others (volume, high, low, etc.) 3)generate a set of algorithms that identify trends (I think some MATLAB programming or like mathematical code could be of use. Seems to me that days we go up or stay even short% is high, days we go down short% is lower) 4)add delays to each algorithm, one day, two days, three, etc. 5)wait patiently for algorithms to develop meaningful insites, act on it... We could start our own hedge fund!
Or we could just keep loading up on CTIX and wait patiently... This is my plan for now.