Every data point traces back to an official U.S. government source. Here's what we cover.
All filings: Form 4 (insider trading), 13D/13F (institutional holdings), 8-K (material events), 10-Q/10-K (financials), S-1 (IPOs), Form 144, and more.
Settlement failures from NSCC/CNS. Tracks naked short pressure and liquidity stress at the clearing level.
Securities with persistent FTD above the Reg SHO threshold — a key short squeeze indicator.
Stocks with short selling restricted due to intraday drops ≥10%. Alters microstructure and price dynamics.
Drug approvals (NDA), 510(k) clearances, Complete Response Letters (CRL), clinical holds, and warning letters.
Clinical trial status changes, enrollment data, sponsor information. Status updates often precede SEC 8-K filings.
Mass layoff notices (100+ workers) required by federal law. Covers CA, TX, NY, FL — expanding to all 50 states.
Audit deficiency reports for public companies. Accounting red flags identified by the auditor's own regulator.
Airline financial data — balance sheets, fuel costs, employment — published before the SEC 10-Q. A structural timing edge.
Federal contracts, modifications, cancellations, sub-awards, and grants.
Patent grants, applications, assignments, and CPC classifications.
Investigations, recalls, and crash data for all vehicle manufacturers.
Consumer complaints against financial institutions — volume, response, resolution.
Call Reports, deposit data, mergers, and bank failures.
Cease & Desist orders, Civil Money Penalties, BSA/AML violations.
Unfair labor practice charges and union election results.
Entities excluded from federal contracts — debarment and suspension records.
Inter Partes Review decisions — patent validity challenges that affect IP portfolios.
NIH grants to biotech companies — amounts, investigators, and project abstracts.
Federal oil & gas royalty payments by company — reverse-engineer production before quarterly filings.
Including EPA, FERC, FCC, DOJ/FTC antitrust, OSHA, CFTC, FAA, and more — being added continuously.
Open, High, Low, Close, and Volume for all U.S. equities — including delisted, acquired, and bankrupt companies. Cross-referenced with every government event to compute forward returns, volume spikes, and VWAP deviations. 20+ years of history. Survivorship-bias free.
For every government event matched to a ticker, we compute:
1-day, 5-day, and 20-day returns after the event.
Post-event volume divided by the 20-day average volume.
Price deviation from Volume-Weighted Average Price on the event day.
Percentage of times the price moved up after this type of event, historically.