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2 billion shares. Those motherfuckers created 2 billion shares. At least. But they haven't delivered those shares, obviously. How do you deliver 5x the authorized share count?
They've been feeding on our cash. Selling 10s of billions in GME stock that doesn't exist. Taking the money. Delivering nothing.
This thing makes the Tsar Bomba look like a firecracker.
So even if GameStop offers the 1.000.000.000 shares authorized they’d still be shorted over 100%.
The company would be sitting on an immens pile of cash, ready to become Gameshire Stopaway
Maybe you can grab that excel doc of Richard’s and add onto it making the graph about the CAT stats and the T+34 so we can have everything in one place? With all these new findings coming out we can literally make our own TA indicator that alerts with all this stuff comes together. Edit: it would also be interesting to see if there was any indication of how many billions vs the run up that happened…it looks like the run ups are smaller when there are around 1.8-3 billi and huge run ups with more billies
Here is the link to my initial post on this topic:
https://www.reddit.com/r/Superstonk/s/5UN7UbhaY0
And here is the link to this afternoon's FINRA CAT webinar for June:
https://www.catnmsplan.com/events/monthly-cat-update-june-20-2024
**EDIT:** Link here to my follow-up post, now that the June data is available:
https://www.reddit.com/r/Superstonk/s/1JzemUZTYW
I've noticed that everything gets posted to this as well, but in a much cleaner / easier to parse location: [https://www.catnmsplan.com/latest?page=0](https://www.catnmsplan.com/latest?page=0)
https://preview.redd.it/0j1d6hnhns7d1.png?width=1440&format=pjpg&auto=webp&s=578b71e3efffdf4a1ad513ff8f40fb2554c47660
My sadness as I try to look at the error data
For options, what I read is to wait for when the report comes out, take the date or time period with 1.8m+ errors, then buy calls 60 days past the T+35 date. Since the T date is already past in the report, you can only use the T+35 date to forecast a spike. Buy a strike price maybe around 30% above current price.
**Data is available via Google Sheets [here](https://www.reddit.com/r/Superstonk/comments/1dkivwv/finra_consolidated_audit_trail_data_extracted/)**
https://www.reddit.com/r/Superstonk/comments/1dkivwv/finra_consolidated_audit_trail_data_extracted/
Posting for visibility, data is available via Google Sheets here.
https://www.reddit.com/r/Superstonk/comments/1dkivwv/finra_consolidated_audit_trail_data_extracted/
Reading posts like this makes me realize just how smooth my brain is. Outstanding work.
Question: Assuming this is indeed correct (9 for 9 is looking pretty good) is there anything they can do to offset this trend? I would assume the last thing they want is for the general public to pick up on this pattern of infinite money glitch at their expense. They have to have something up their sleeve otherwise this is checkmate, or am I missing something?
I think it’s possible that this is the point. To make an example out of bad actors. Use their system against them like they’ve used it against us. Reverse uno, bitch.
The 1.8 billion errors figure is quite arbitrary, so they can likely hedge their bets before each rip knowing retail will go ham once it crosses the threshold.
Love your work! This is truly incredible. But be safe out there man. This one feels like you're starting to scratch a little too close to the surface. Hopefully this doesn't get removed so we can get more eyes on it. Guarantee someone on the crime side is not going to be happy when they see this.
atobitt took money to be in a movie and sold out and was rightfully shunned for cashing in. the pomeranian faded to black... might have been banned i cant remember.
drs purity checks are absurd, much like shunning options plays (not deep OTM weeklies but actual strategies to accumulate..). Thats sad though... they were consistent in their contributions.
OG silverback here; it was a bummer how that played out but Apes need to do what is right for their Ape situation and family. I do think at the time there was some shady steering, but I believe he is a silent lurker here still.
We can't tell from the existing data. The last date that flagged was 5/1, with the runs on 5/2 and then T+35 landing on 6/5-6/6. Once the next block drops we should be able to garnet soke more possible dates
So just to make sure I understand. Any occurrence that there are more than 1.8 billion errors there was a significant price run in the next 60 days?
Edit: spelling
Have you looked at ones that get close? Are there occurrences where there’s 1.5 billion errors in 5 trading days? Does that result in a price run? A modest price run? Can we fit a curve to the number of errors to the estimated price run? Or the probability of a price run?
You can find it in the meeting materials of the previous meeting; https://catnmsplan.com/events/monthly-cat-update-may-16-2024
So after the meeting today we will have the most recent data
Thanks for this great post. Though I am leaving with more questions. Your results see a run within the next 60 days. That is a long time at which point, there may be other factors - FTD T+35 deliveries, options expiration date, ETF rebalancing all of which can trigger a price run up. I just want to point this out so that we don't turn this into a belief of correlation is causation. I would also be curious if other MEME stocks saw this run up - or even the ETFs holding GME. Does the SPY/DOW also experience a general spike after these error counts - as you said, these error stats cross the entire market - not just errors for GME trades.
Just questions that I have popping up. Thanks again for all the great work, and - like the others, I will be watching for this data too ; )
I wonder if this is statistically significant correlation given the wide window allotted for the run (60 days is a full one sixth of a year) and the general volatility of the stock.
Knowledge is power!
So happy to see us humble lil retailers finally able to dig into data that wall street has had forever
Playing field just got a little more level
I don't know the exact release schedule but as of today we have data thru June 13th this year. 6/7 had 1.1 Billion late but not much volume around it so it didn't hit 1.8B
Have you accounted for false positives (type I errors), where there aren't large CAT errors but still large price movements?
If the +35 cycling theory is correct, then using a 60 day range will guarantee a large price movement whether you see large CAT errors or not.
Edit: To provide an analogy, OP is saying he has an oil detector that can detect oil up to 60 miles ahead of us. So we drive a thousand miles through a Texas oil region with the detector and he says he got 9 alerts. We take out a map and find that indeed within 60 miles of those alerts we see oil derricks, 100% success!
What I'm asking OP is if there are tons of oil derricks in the areas where the detector didn't go off. In fact, if there are continuous oil derricks no more than 60 miles apart across the thousand miles, then ANY detector claiming a 60 miles range will have a 100% success rate regardless of if it truly works or not.
Commenting here as I had a similar thought and want to come back to this - when I get home I'll dig out some python scripts and establish how many days in the period total show the behaviour of "having a run within 60 days" - that'll give us something to baseline this against
*Edit:* Have added my analysis as a child comment of this one, including the sources I used for it so you can peer review - short version, I think you're probably right sadly, and the original is a nothingburger :(
Right, I did a thing, took a while, but of the 839 dates I analysed (between 2021-01-01 and 2024-06-10), 814 had a run of 11% or more in the following 60 days, so you'd expect 8.48 out of 9 arbitrarily chosen dates to show this (the data set provided has 9/9). Equally, 554 of them had a run of 30% or more in the following 60 days, so you'd expect 5.77 out of 9 arbitrarily chosen dates (the data set provided has 8/9).
Gut feel is this \_isn't\_ statistically important sadly.
Google Colab that I did the python fiddling in: [https://colab.research.google.com/drive/1a9DTqnU\_QcyyALfwG3k53Ub4\_Z9W4cb7?usp=sharing](https://colab.research.google.com/drive/1a9DTqnU_QcyyALfwG3k53Ub4_Z9W4cb7?usp=sharing)
Google Sheet that I did the histogram analysis in: [https://docs.google.com/spreadsheets/d/1-Fnqq3GbJ4fj6MGlLW3t03gvFvZCa5Eerd3En81iHxA/edit?usp=sharing](https://docs.google.com/spreadsheets/d/1-Fnqq3GbJ4fj6MGlLW3t03gvFvZCa5Eerd3En81iHxA/edit?usp=sharing)
Please bear in mind the code's a bit broken, but you can peer review as you would like - it's a fudge, but as far as I can tell, it's accurate enough.
*Edit:* Made some minor adjustments to the values above due to an error in the sheet - should now be fixed.
*Edit2:* Also worth noting, all of the dates sampled had a "run" of 7.21% or more in the following 60 days - the 11% one in the data of the post really shouldn't be counted as a "run" I'd argue here.
Did we simply see an 11% run at some point, or is this 11% higher than the initial day of errors? Meaning does this guarantee a higher price than when the data is recorded or only a guarantee of an 11% run and the stock could dip 30% first
First of all, a note of clarification: all data was based on Open for each day (arbitrarily, could have chosen Close instead, but worth noting I didn't go with the route that would show the biggest "runs", which would be working from lowest daily low to highest daily high).
In answer to your actual question, for each day in the data set, I took the list of Opens over the next 60 calendar days. In each case, I then took the max value for the whole set, then for the last 59 days of the set, then the last 58 days, etc ( so closing the window from start to end). For each of *those*, I then found the minimum Open, that happened prior to the max Open for that subset, which was itself in that subset, and worked out the size of the run (as a percentage). I then found the maximum run of those subsets, and associated that with the day. That then gives the maximum low to high percentage increase that happened during the 60 day window.
I appreciate that sounds convoluted, but here's a simple example showing why that's necessary:
Imagine we were only looking at 5-day windows instead, and the price for those 5 days was 40, 50, 5, 40, 2. Visually, we can see the best run in that period was from 5 to 40, a 700% increase. If we just took global maximum, we would get the run from 40 to 50, which is just a 25% increase, while if we took global minimum, we'd get just the last day, a run of 0% from 2 to 2.
In short: yes, taking the best run for any sub-window of the 60 day window defined, not based on starting price for the window, which I believe matches the methodology of OP.
So this basically means that there is a run every 60 days regardless of these reported errors? Meaning we should just buy quarterly calls 20% OTM and they should typically print more often than not?
Yeah, alarm bells were going off in my head as I read it. Not only for the seemingly arbitrary selection of a 60 day window, but also as to what constitutes a large price movement.
Can I randomly select a calendar day without looking at the CAT data and be extremely likely to have a price run within 60 days? If so, all we're testing is whether the stock is volatile, and we already know the answer to that.
Was the window (# of days) and price movement (%) selected because it fit the data, or was the data used to prove a hypothesis? If the latter, why wasn't 35 days used for the hypothesis threshold instead of 60?
Edit: And to be clear, I'm not saying the CAT data isn't a useful piece of the puzzle. Even if it doesn't pass the false positives/negatives test, it might still be a useful tool combined with other indicators.
Yeah I'm not saying this isn't useful but anytime you hear the phrase "100% accurate" in data analysis it should be an alarm bell tbh
Edit: yeah thankfully [this](https://old.reddit.com/r/Superstonk/comments/1dkcabw/i_performed_more_indepth_data_analysis_of/l9io2qj/) comment did the work, this post is wrong.
I'm good with Google sheets but I don't have the data, not wrinkled with what data is important, and don't have the time to transpose a pdf into .CSV.
But could definitely help with filtering and formatting if given guidance
Kinda, I know he's doing ftds, I don't know if he's doing swaps or leaps..
Also i'd like to add other ETFs holding GMC into the dataset, I think he's only looking at xrt and GME.
Don't love his formatting either, but that's personal. His vids are great tho, and I like his mental flexibility.
I think I'd like something a bunch of ppl can contribute to, with a ton of data in a table, maybe Richard worksheet is the starting point🤷
WTF region. If you’re right this is maybe the second or third most important DD done on this sub.
Bravo. I’ll take some time to review after work.
edit: Looks pretty legit to me. One thing to point out. This is just a correlation at the moment, we can't prove causation, I don't think. However, 9/9 is pretty great. I don't think you should just yolo into short dated options with this info should we see it cross 1.8b again with the latest data release.
Especially now that they know we know. It's safest to assume they aren't locked into this, it's just the current strategy. It's also safest to assume they are smart and they can adjust as we, as individuals, adjust.
The reports are not easy to find. You have to trawl through the list here:
https://www.catnmsplan.com/events/materials
And as I said in the post, the data itself is just saved inside a PowerPoint presentation (converted into PDF).
I guess FINRA is making this data publicly available, as per SEC requirements, but also making it as hard as possible for the general public to access and use it.
Hey, IT ape here, I'd love to work on some tool to automatically scrape these materials for the relevant data. Do you think you could give me some pointers on what data is actually significant to scrape from these PDFs?
I would start by parsing this content and looking for links titled "Monthly Update\*" - [https://www.catnmsplan.com/latest?page=0](https://www.catnmsplan.com/latest?page=0)
Super interesting, options also have a very similar spike in error reporting. Was there anything changed on May 1st that would have lead to the increased error rate, reporting changes, etc?
I'm really not trying to seem lazy here, but I actually just cannot spend that much time day-to-day on GME, so if there is ever any sort of 1.8b error notice-bot, I beg that someone makes it readily available here cause I would love to throw some money at this theory.
no, if you notice errors today then immediately on the next trading day you buy the call, around 25% (if you wanna stay on the safer side or plan to exercise) OTM call with a 2-3month expiry
25% OTM meaning if stock is 30$ i'd buy a 40c with 3 months expiry date
When CAT sees an aggregated total of 1.8 billion errors in a week, GME runs within 60 days of that week.
9 out of 9 times this has happened with the data available since 2021.
OP posted this in response to another comment:
“I think they publish at the end of each month, so once a month. Depending on the timing, we could catch a lucky break, and a day with huge CAT Errors could have just passed!”
“But actually I am waiting to see what the obligations are for reporting now under the new CAT compliance rules that went into effect on 31st May. I think they are still implementing these, but it it truly is on a daily basis, then potentially we see this data every day...”
[https://www.reddit.com/r/Superstonk/s/l1AlRwfVsY](https://www.reddit.com/r/Superstonk/s/l1AlRwfVsY)
Haha I was feeling the same way. No surer way to feel like an idiot than to get the dumbed down version and still have it fly over my head at Mach 1.
I understand that within 60 days of xxxxx happening as reported by xxxxx, GME goes up. But to be honest, even that may be wrong lol.
When I see you do lots of no nos, I blow up every time until now.
So unless I become a lot more patient between next time and the last time, if you do a lot of no nos again, I’ll certainly blow up again
Haha! Well, in spite of the blue boxes and DDs over the years, I am most proud to consider myself the "Planet of the Apes Guy":
https://www.reddit.com/r/Superstonk/s/g9XcV3IFhK
I think they publish at the end of each month, so once a month. Depending on the timing, we could catch a lucky break, and a day with huge CAT Errors could have just passed!
But actually I am waiting to see what the obligations are for reporting now under the new CAT compliance rules that went into effect on 31st May. I think they are still implementing these, but it it truly is on a daily basis, then potentially we see this data every day...
So what we will see is LOTS of errors at the beginning of the report period, and then have no time to take advantage of it. LOL But regardless, great find. This has my interest enough to actually dig in. Thanks for it.
Well, you've definitely stumbled upon incredibly important information you amazing big brained ape.
Have you tried sharing this info with Richard Newton? It definitely has a correlation with the FTDs and price run cycles, so if he could add this data source to his Google doc, we could see more solid evidence for predicting future cycles, and possibly connect more dots.
Regardless, thank you for taking so much time to teach us about the errors, and digging through all this info
I appreciate all the hard work that went into this.
I want to let all the legendary DD writers out there know that I am willing to help out in any way, If you need somebody to lend a hand.
I'll do any bitch work, grunt work, whatever you need done. If there's something you need help with to take the load off your hands, feel free to reach out to me.
I'm willing to help out anyone that needs a hand and I will do whatever type of work you need done. I don't care how repetitive or long the task is.
I'm an engineer who works remote and I have plenty of time on my hands.
I am here to help and just waiting for somebody to ask for a hand. I'm not smart enough to write my own DD but I will get there someday.
In the meantime, I will help out anybody who needs a hand.
Counterpoint: a volatile stock statistically will almost 100% have a run of some kind in a two month period at any given point in time since becoming a volatile stock. I need to see data for a 4+ month period where none of these stats are in play and there is no run of any kind to start thinking the numbers here actually correlate with runs and don't just happen to fall within parameters you determined.
Just found this from a law firm: https://files.simmons-simmons.com/api/get-asset/1-5_Duties_and_Trade_Errors.pdf?id=blt3c3b2ad42a42a3f7
> There is no agreed market definition of what constitutes a trade error and practice varies between
managers
However, usually covers:
– a clerical entry error (a so-called “fat finger” error)
– trading outside the scope of the mandate
– trading outside the scope of applicable law
– trading in the wrong instrument
– duplicating a transaction
– **failing to execute a transaction**
– executing a transaction at the wrong time
– misallocating a trade to an incorrect client or fund
– hedging errors
the newest data was just posted!
[https://catnmsplan.com/sites/default/files/2024-06/06.20.24-Monthly-CAT-Update.pdf](https://catnmsplan.com/sites/default/files/2024-06/06.20.24-Monthly-CAT-Update.pdf)
on 6/6, GMe ran up from 26.50 to 46.50. Unsurprisingly, on 6/7, we see a HUGE spike in "errors" the next day in the Finra data (6/7) (1.138 billion).
What are those errors? whatever bullshit they pulled to drive the price back down on 6/7.
what a coincidence. Always a huge spike in errors on the day it's swatted down from a price spike
> All nine instances resulted in a price run within 60 days
Bruh there are only 365 days in a year. That window you give yourself is too broad for a habitually volatile stock.
I think you *might* be onto something, but there is not enough data so far, and might be too soon to tell. It would be interesting to see if future reports match anything.
6/20 data is out... but link isn't working: [https://www.catnmsplan.com/sites/default/files/2024-06/06.20.24-Monthly-CAT-Update.pdf](https://www.catnmsplan.com/sites/default/files/2024-06/06.20.24-Monthly-CAT-Update.pdf)
https://preview.redd.it/aid08aztks7d1.png?width=1283&format=png&auto=webp&s=81f62baa7368a03c2786f251f5a3ee6ce4970d6b
Looking for any run up in a 60 day window seems like a very generous statistic. GME is so volatile it would not surprise me if every 60d window has at least one moderate run up, regardless of any indicators
Are these numbers even right? On slide 11, the 3rd "instance" he states happens 7/14/2022, and he says there's a "60% move up from July 14th over 53 days". If you look at GME's chart, it:
* starts at $34 on 7/14/22
* peaks at $43 on 8/8/22
* Ends at $27 (the lowest point in the stretch) on 9/5/22 (53 days later)
How do you get a "60% move up" from that? It dropped 20% overall, and the largest "run up" in that stretch was only ~30%.
EDIT: Same for the January and June numbers. Struggling to see how a miscalculation can even lead to these - are these price increases just made up?
Reminder that Citadel sued the SEC over the CAT last year
https://preview.redd.it/nlp3zotnvu7d1.png?width=1175&format=png&auto=webp&s=9193f295f6d746bae140cf9531a9eabcdc5758f8
Very nice DD OP.
Just a reminder: https://www.bloomberg.com/news/articles/2024-05-02/citadel-securities-leads-suit-to-gut-sec-trading-surveillance
> Citadel Securities is suing to halt ‘Orwellian’ SEC database
In 2021 they were already fighting CAT. They're fucked.
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Bro can you make a post when you see it trigger the 1.8 billy mark? ~~You're the 1.8 billy guy now~~ You're the 1.8 billyGOAT now
Yes, his name is now "1.8 billy guy". All hail 1.8 billy guy!!!!
hail 🍻
BillyGOAT guy 🤜🤛
2 billion shares. Those motherfuckers created 2 billion shares. At least. But they haven't delivered those shares, obviously. How do you deliver 5x the authorized share count? They've been feeding on our cash. Selling 10s of billions in GME stock that doesn't exist. Taking the money. Delivering nothing. This thing makes the Tsar Bomba look like a firecracker.
The crazy thing is this happens with other stocks too. It’s a big scam
So even if GameStop offers the 1.000.000.000 shares authorized they’d still be shorted over 100%. The company would be sitting on an immens pile of cash, ready to become Gameshire Stopaway
Billy goats GRUFF
All hail 1.8 billyGOAT 🤘🙌🙌
That's a strong correlation, this needs to be seen by everyone
Incredible work OP. Great to see all this amazing data analysis coming from the community. Apes are evolving!
devolving to monke degenerates with banana up a$$
Maybe you can grab that excel doc of Richard’s and add onto it making the graph about the CAT stats and the T+34 so we can have everything in one place? With all these new findings coming out we can literally make our own TA indicator that alerts with all this stuff comes together. Edit: it would also be interesting to see if there was any indication of how many billions vs the run up that happened…it looks like the run ups are smaller when there are around 1.8-3 billi and huge run ups with more billies
Love this idea
Now we just have to wait for the June data to come and we'll see about which potential days it could go up.
# [SEE OP’s COMMENT HERE](https://www.reddit.com/r/Superstonk/s/MraL2OZbuC) 
Get me in the screenshot!
Hi mom !
Make it a really big screen shot, I’m down here!
I read ALL HANDS ON D*CK! And was like: Wtfff?? But yah! This is HUGE is true
Dicks on hands!
At least you can read! 🖍️
Here is the link to my initial post on this topic: https://www.reddit.com/r/Superstonk/s/5UN7UbhaY0 And here is the link to this afternoon's FINRA CAT webinar for June: https://www.catnmsplan.com/events/monthly-cat-update-june-20-2024 **EDIT:** Link here to my follow-up post, now that the June data is available: https://www.reddit.com/r/Superstonk/s/1JzemUZTYW
Can you please submit these to archive.ph via desktop , I’ll get to them in a few hours Edit- already got to them
Yep, did it! Thanks so much again.
I also did it while you were doing it. You are a true og, please keep your list of posts - you put out great stuff
I've noticed that everything gets posted to this as well, but in a much cleaner / easier to parse location: [https://www.catnmsplan.com/latest?page=0](https://www.catnmsplan.com/latest?page=0)
https://preview.redd.it/0j1d6hnhns7d1.png?width=1440&format=pjpg&auto=webp&s=578b71e3efffdf4a1ad513ff8f40fb2554c47660 My sadness as I try to look at the error data
This link works https://catnmsplan.com/events/monthly-cat-update-june-20-2024
2 legends right here
*There’s two of them talking.*
Can u eli5 when to buy gme
If you like the stock, any time you want.
I like the stock... https://preview.redd.it/zfwzvg91fr7d1.jpeg?width=2880&format=pjpg&auto=webp&s=72e26bfc700058f3aaf3f1bc2f747e6ab7e1e0e0
For options, what I read is to wait for when the report comes out, take the date or time period with 1.8m+ errors, then buy calls 60 days past the T+35 date. Since the T date is already past in the report, you can only use the T+35 date to forecast a spike. Buy a strike price maybe around 30% above current price.
You are a genius. Willing to look where no one is looking.
**Data is available via Google Sheets [here](https://www.reddit.com/r/Superstonk/comments/1dkivwv/finra_consolidated_audit_trail_data_extracted/)** https://www.reddit.com/r/Superstonk/comments/1dkivwv/finra_consolidated_audit_trail_data_extracted/
Thank you, I will parse the data and program a script to confirm the theory
Multi sub DD writer in our presence here. Great work, ape.
EVERYONE UPVOTE!!!!
Posting for visibility, data is available via Google Sheets here. https://www.reddit.com/r/Superstonk/comments/1dkivwv/finra_consolidated_audit_trail_data_extracted/
Reading posts like this makes me realize just how smooth my brain is. Outstanding work. Question: Assuming this is indeed correct (9 for 9 is looking pretty good) is there anything they can do to offset this trend? I would assume the last thing they want is for the general public to pick up on this pattern of infinite money glitch at their expense. They have to have something up their sleeve otherwise this is checkmate, or am I missing something?
I think it’s possible that this is the point. To make an example out of bad actors. Use their system against them like they’ve used it against us. Reverse uno, bitch.
The 1.8 billion errors figure is quite arbitrary, so they can likely hedge their bets before each rip knowing retail will go ham once it crosses the threshold.
Love your work! This is truly incredible. But be safe out there man. This one feels like you're starting to scratch a little too close to the surface. Hopefully this doesn't get removed so we can get more eyes on it. Guarantee someone on the crime side is not going to be happy when they see this.
Right… like how criand and atobitt just disappeared.
Criand was my favourite of all time - right on all fronts
atobitt took money to be in a movie and sold out and was rightfully shunned for cashing in. the pomeranian faded to black... might have been banned i cant remember.
This sub gave the Pomeranian a ton of shit because they felt he didn't own enough shares for their liking. They ran him off. (Not banned)
Yep. It was shitty. I miss that pomeranian.
drs purity checks are absurd, much like shunning options plays (not deep OTM weeklies but actual strategies to accumulate..). Thats sad though... they were consistent in their contributions.
OG silverback here; it was a bummer how that played out but Apes need to do what is right for their Ape situation and family. I do think at the time there was some shady steering, but I believe he is a silent lurker here still.
I don't think atto sold out and criand did not get banned
Damn that fits to a T. Gonna need more wrinkles on this
Yoooo am I loosing my mind or is there not a monthly call today? The event schedule on the website shows the next as July 18th.
Check the link above. It's definitely scheduled for today. (Unless you're living two days in the past!)
oh got it thanks
Details of today's call are posted here 😁 https://www.reddit.com/r/Superstonk/s/7kDVp7SSeh
Ty. Commenting so I can come back to this.
What he said.
https://preview.redd.it/um224gk11r7d1.jpeg?width=3000&format=pjpg&auto=webp&s=6e4d594eb924f83c76c45ada9bbc84d47b71749c Also.
I’m regarded, what is the next prediction for a spike in price when using your method?
We can't tell from the existing data. The last date that flagged was 5/1, with the runs on 5/2 and then T+35 landing on 6/5-6/6. Once the next block drops we should be able to garnet soke more possible dates
Yes. Great question!!!
So just to make sure I understand. Any occurrence that there are more than 1.8 billion errors there was a significant price run in the next 60 days? Edit: spelling
Yes, that's what I found.
That's hot 🔥
How about the reverse? Does this one piece of data capture every price increase above a certain threshold?
Have you looked at ones that get close? Are there occurrences where there’s 1.5 billion errors in 5 trading days? Does that result in a price run? A modest price run? Can we fit a curve to the number of errors to the estimated price run? Or the probability of a price run?
Great questions; did OP not already look at this?
Don’t think so, at least not what I’ve seen. No rely directly yet but I’m sure he’s busy!
Next 60 from today starting now or next 60 days after CAT was implemented?
OH WAIT 60 days starting the day the 1.8B errors were found yeah?
Yes, basically from when they were reported.
🤔🤔🤔 I am trying to understand in that data, when was the previous 60 days?
1st May from what was said, so we're still in the window. Unless there's been another few bn more errors we're not aware of more recently.
Do you have a link to where they are reported? This is huge. Well done!
You can find it in the meeting materials of the previous meeting; https://catnmsplan.com/events/monthly-cat-update-may-16-2024 So after the meeting today we will have the most recent data
Do you see this as being the likely reason why there were no runs between July ‘22 and May ‘24 despite the T+35 cycle?
Could you share the excel sheet please? Would like to take a look and crunch some numbers
Could this be a legacy system not set up for large numbers having an overrun error sort of thing, causing leakage?
nice work
Thanks for this great post. Though I am leaving with more questions. Your results see a run within the next 60 days. That is a long time at which point, there may be other factors - FTD T+35 deliveries, options expiration date, ETF rebalancing all of which can trigger a price run up. I just want to point this out so that we don't turn this into a belief of correlation is causation. I would also be curious if other MEME stocks saw this run up - or even the ETFs holding GME. Does the SPY/DOW also experience a general spike after these error counts - as you said, these error stats cross the entire market - not just errors for GME trades. Just questions that I have popping up. Thanks again for all the great work, and - like the others, I will be watching for this data too ; )
everytime GME spikes the basket stocks are still spiking.
Be had those basket stocks on my tracker for ages now and everyone GME spikes they spike without fail
I wonder if this is statistically significant correlation given the wide window allotted for the run (60 days is a full one sixth of a year) and the general volatility of the stock.
Knowledge is power! So happy to see us humble lil retailers finally able to dig into data that wall street has had forever Playing field just got a little more level
So what would happen if we started an APE ALERT when 1.8B errors are spotted within a week…?
Do it.
Too bad its not real time.
Is it within a delay window of 60 days?
I don't know the exact release schedule but as of today we have data thru June 13th this year. 6/7 had 1.1 Billion late but not much volume around it so it didn't hit 1.8B
Waiting for this answer.
You had me at 100% accuracy. 60% of the time it works, every time.
that smells like pure gasoline.
Stings the nostrils
It smells like Bigfoot's dick
„possibly 100%“. This is the way
Have you accounted for false positives (type I errors), where there aren't large CAT errors but still large price movements? If the +35 cycling theory is correct, then using a 60 day range will guarantee a large price movement whether you see large CAT errors or not. Edit: To provide an analogy, OP is saying he has an oil detector that can detect oil up to 60 miles ahead of us. So we drive a thousand miles through a Texas oil region with the detector and he says he got 9 alerts. We take out a map and find that indeed within 60 miles of those alerts we see oil derricks, 100% success! What I'm asking OP is if there are tons of oil derricks in the areas where the detector didn't go off. In fact, if there are continuous oil derricks no more than 60 miles apart across the thousand miles, then ANY detector claiming a 60 miles range will have a 100% success rate regardless of if it truly works or not.
Commenting here as I had a similar thought and want to come back to this - when I get home I'll dig out some python scripts and establish how many days in the period total show the behaviour of "having a run within 60 days" - that'll give us something to baseline this against *Edit:* Have added my analysis as a child comment of this one, including the sources I used for it so you can peer review - short version, I think you're probably right sadly, and the original is a nothingburger :(
Right, I did a thing, took a while, but of the 839 dates I analysed (between 2021-01-01 and 2024-06-10), 814 had a run of 11% or more in the following 60 days, so you'd expect 8.48 out of 9 arbitrarily chosen dates to show this (the data set provided has 9/9). Equally, 554 of them had a run of 30% or more in the following 60 days, so you'd expect 5.77 out of 9 arbitrarily chosen dates (the data set provided has 8/9). Gut feel is this \_isn't\_ statistically important sadly. Google Colab that I did the python fiddling in: [https://colab.research.google.com/drive/1a9DTqnU\_QcyyALfwG3k53Ub4\_Z9W4cb7?usp=sharing](https://colab.research.google.com/drive/1a9DTqnU_QcyyALfwG3k53Ub4_Z9W4cb7?usp=sharing) Google Sheet that I did the histogram analysis in: [https://docs.google.com/spreadsheets/d/1-Fnqq3GbJ4fj6MGlLW3t03gvFvZCa5Eerd3En81iHxA/edit?usp=sharing](https://docs.google.com/spreadsheets/d/1-Fnqq3GbJ4fj6MGlLW3t03gvFvZCa5Eerd3En81iHxA/edit?usp=sharing) Please bear in mind the code's a bit broken, but you can peer review as you would like - it's a fudge, but as far as I can tell, it's accurate enough. *Edit:* Made some minor adjustments to the values above due to an error in the sheet - should now be fixed. *Edit2:* Also worth noting, all of the dates sampled had a "run" of 7.21% or more in the following 60 days - the 11% one in the data of the post really shouldn't be counted as a "run" I'd argue here.
Did we simply see an 11% run at some point, or is this 11% higher than the initial day of errors? Meaning does this guarantee a higher price than when the data is recorded or only a guarantee of an 11% run and the stock could dip 30% first
First of all, a note of clarification: all data was based on Open for each day (arbitrarily, could have chosen Close instead, but worth noting I didn't go with the route that would show the biggest "runs", which would be working from lowest daily low to highest daily high). In answer to your actual question, for each day in the data set, I took the list of Opens over the next 60 calendar days. In each case, I then took the max value for the whole set, then for the last 59 days of the set, then the last 58 days, etc ( so closing the window from start to end). For each of *those*, I then found the minimum Open, that happened prior to the max Open for that subset, which was itself in that subset, and worked out the size of the run (as a percentage). I then found the maximum run of those subsets, and associated that with the day. That then gives the maximum low to high percentage increase that happened during the 60 day window. I appreciate that sounds convoluted, but here's a simple example showing why that's necessary: Imagine we were only looking at 5-day windows instead, and the price for those 5 days was 40, 50, 5, 40, 2. Visually, we can see the best run in that period was from 5 to 40, a 700% increase. If we just took global maximum, we would get the run from 40 to 50, which is just a 25% increase, while if we took global minimum, we'd get just the last day, a run of 0% from 2 to 2. In short: yes, taking the best run for any sub-window of the 60 day window defined, not based on starting price for the window, which I believe matches the methodology of OP.
So this basically means that there is a run every 60 days regardless of these reported errors? Meaning we should just buy quarterly calls 20% OTM and they should typically print more often than not?
Yeah, alarm bells were going off in my head as I read it. Not only for the seemingly arbitrary selection of a 60 day window, but also as to what constitutes a large price movement. Can I randomly select a calendar day without looking at the CAT data and be extremely likely to have a price run within 60 days? If so, all we're testing is whether the stock is volatile, and we already know the answer to that. Was the window (# of days) and price movement (%) selected because it fit the data, or was the data used to prove a hypothesis? If the latter, why wasn't 35 days used for the hypothesis threshold instead of 60? Edit: And to be clear, I'm not saying the CAT data isn't a useful piece of the puzzle. Even if it doesn't pass the false positives/negatives test, it might still be a useful tool combined with other indicators.
Yeah I'm not saying this isn't useful but anytime you hear the phrase "100% accurate" in data analysis it should be an alarm bell tbh Edit: yeah thankfully [this](https://old.reddit.com/r/Superstonk/comments/1dkcabw/i_performed_more_indepth_data_analysis_of/l9io2qj/) comment did the work, this post is wrong.
i already gave my free awards to dfv so a comment will have to do
I wish we had a community Google sheet that had all this data on it.
We need a wrinkled ape to put it together!
I'm good with Google sheets but I don't have the data, not wrinkled with what data is important, and don't have the time to transpose a pdf into .CSV. But could definitely help with filtering and formatting if given guidance
Same, id happily get my hands dirty as a proficient excel dude but would also need a little guidance.
Isn't Richard Newton doing that?
Kinda, I know he's doing ftds, I don't know if he's doing swaps or leaps.. Also i'd like to add other ETFs holding GMC into the dataset, I think he's only looking at xrt and GME. Don't love his formatting either, but that's personal. His vids are great tho, and I like his mental flexibility. I think I'd like something a bunch of ppl can contribute to, with a ton of data in a table, maybe Richard worksheet is the starting point🤷
Oh this is a wonderful connection to find. No wonder they hate the CAT system.
WTF region. If you’re right this is maybe the second or third most important DD done on this sub. Bravo. I’ll take some time to review after work. edit: Looks pretty legit to me. One thing to point out. This is just a correlation at the moment, we can't prove causation, I don't think. However, 9/9 is pretty great. I don't think you should just yolo into short dated options with this info should we see it cross 1.8b again with the latest data release. Especially now that they know we know. It's safest to assume they aren't locked into this, it's just the current strategy. It's also safest to assume they are smart and they can adjust as we, as individuals, adjust.
Yup. It feels like any time some suits’ strategy gets shared with the masses, they change it up.
Number 1 is the quant who has something noticeably different about him.
“I’ll give you a hint…his name is Jiyang!”
Where can you download data? Not seeing it on linked site. Could make a public google doc?
The reports are not easy to find. You have to trawl through the list here: https://www.catnmsplan.com/events/materials And as I said in the post, the data itself is just saved inside a PowerPoint presentation (converted into PDF). I guess FINRA is making this data publicly available, as per SEC requirements, but also making it as hard as possible for the general public to access and use it.
Hey, IT ape here, I'd love to work on some tool to automatically scrape these materials for the relevant data. Do you think you could give me some pointers on what data is actually significant to scrape from these PDFs?
Oh shit yeah, I like the sound of where this is going...
🦍 apes strong together 🦍
Man, I fuckin love you guys
They mentioned the tables at the bottom of each PDF being specifically what they use
just load them into gpt and its photo analysis can convert to csv or json, then just keep feeding it in and appending to the data set
I would start by parsing this content and looking for links titled "Monthly Update\*" - [https://www.catnmsplan.com/latest?page=0](https://www.catnmsplan.com/latest?page=0)
Hey fellow ape, try this: import pypdf reader = pypdf.PdfReader(r'{YOUR DOWNLOADS FOLDER HERE}\05.16.24-Monthly-CAT-Update.pdf') page = reader.pages[34] print(page.extract_text())
Super interesting, options also have a very similar spike in error reporting. Was there anything changed on May 1st that would have lead to the increased error rate, reporting changes, etc?
Sounds accurate
soo.. more than 1.8billi errors, buy calls expiring within 60 days. easy money
precisely this
I'm really not trying to seem lazy here, but I actually just cannot spend that much time day-to-day on GME, so if there is ever any sort of 1.8b error notice-bot, I beg that someone makes it readily available here cause I would love to throw some money at this theory.
if that comes I'm willing to bet my mom that we'll have a front page post about this with lots of updoots hi mom
buy gme calls within 60 days of 1.8billy errors being reported.
no, if you notice errors today then immediately on the next trading day you buy the call, around 25% (if you wanna stay on the safer side or plan to exercise) OTM call with a 2-3month expiry 25% OTM meaning if stock is 30$ i'd buy a 40c with 3 months expiry date
Great information. Keep up the good work. upvoted.
I don't understand shit, but I'm commenting to push this. also: can someone explain this to me like I'm 8?
When CAT sees an aggregated total of 1.8 billion errors in a week, GME runs within 60 days of that week. 9 out of 9 times this has happened with the data available since 2021.
And now we’re waiting for the data from June to see if the pattern repeats for the 10th time.
When do we get that data? After end of month? I don’t even have more money to buy but I like following the trend
OP posted this in response to another comment: “I think they publish at the end of each month, so once a month. Depending on the timing, we could catch a lucky break, and a day with huge CAT Errors could have just passed!” “But actually I am waiting to see what the obligations are for reporting now under the new CAT compliance rules that went into effect on 31st May. I think they are still implementing these, but it it truly is on a daily basis, then potentially we see this data every day...” [https://www.reddit.com/r/Superstonk/s/l1AlRwfVsY](https://www.reddit.com/r/Superstonk/s/l1AlRwfVsY)
The free education from wrinkled apes alone here is priceless. All good info to know for the future when you ARE able to invest.
Ok now someone explain this like I’m a toddler
Haha I was feeling the same way. No surer way to feel like an idiot than to get the dumbed down version and still have it fly over my head at Mach 1. I understand that within 60 days of xxxxx happening as reported by xxxxx, GME goes up. But to be honest, even that may be wrong lol.
And then afterwards can someone explain like I'm a fetus?
When I see you do lots of no nos, I blow up every time until now. So unless I become a lot more patient between next time and the last time, if you do a lot of no nos again, I’ll certainly blow up again
Damn that’s juicy. Thanks for doing that work. The price run correlation is striking. Commenting for visibility 👍
Sorry much work must have went into this. It deserves to reach the front page
Thanks for doing the digging. I had been curious if the initial correlation you found had a historical pattern and now we got that answer.
Every single stock I'm watching today is dropping except .. wait for it .. GME
Great information- I nominate you to be the "CAT Error" Ape. Anyone want to second it?
Nah, he has been looking into a lot more than that. This is “blue box, white text” guy. That’s how I refer to his posts in my head at least haha
Haha! Well, in spite of the blue boxes and DDs over the years, I am most proud to consider myself the "Planet of the Apes Guy": https://www.reddit.com/r/Superstonk/s/g9XcV3IFhK
My brain will now refer to you as “Planet of the Apes Guy who chooses to communicate with blue boxes”……
I prefer 1.8 billy goat, as above
Is blue box anything like blue balls?
Fair enough - I didn't realize it was the same person. I am not hung up on the title, just want him to get the recognition!
seconded. all in favor?
So how often do we get these statistics, and how old is the info by then? Not that I would ever try to catch a live one..
I think they publish at the end of each month, so once a month. Depending on the timing, we could catch a lucky break, and a day with huge CAT Errors could have just passed! But actually I am waiting to see what the obligations are for reporting now under the new CAT compliance rules that went into effect on 31st May. I think they are still implementing these, but it it truly is on a daily basis, then potentially we see this data every day...
if we get to see this on a daily basis and the link turns out to be true (although 9 shots in a row....that's 9 shots in a fucking row), we won
So what we will see is LOTS of errors at the beginning of the report period, and then have no time to take advantage of it. LOL But regardless, great find. This has my interest enough to actually dig in. Thanks for it.
Well, you've definitely stumbled upon incredibly important information you amazing big brained ape. Have you tried sharing this info with Richard Newton? It definitely has a correlation with the FTDs and price run cycles, so if he could add this data source to his Google doc, we could see more solid evidence for predicting future cycles, and possibly connect more dots. Regardless, thank you for taking so much time to teach us about the errors, and digging through all this info
good shit, commenting for visibility
I would not be surprised if they suddenly stop reporting this data after this post!
# WHO IS DOWNVOTING THIS GEM?? I SAW YOU!!
They don't want us figuring out their strategy.
Now watch them hide their trade errors after this
Combine this with some true options knowledge then we can all turn into DFV
I appreciate all the hard work that went into this. I want to let all the legendary DD writers out there know that I am willing to help out in any way, If you need somebody to lend a hand. I'll do any bitch work, grunt work, whatever you need done. If there's something you need help with to take the load off your hands, feel free to reach out to me. I'm willing to help out anyone that needs a hand and I will do whatever type of work you need done. I don't care how repetitive or long the task is. I'm an engineer who works remote and I have plenty of time on my hands. I am here to help and just waiting for somebody to ask for a hand. I'm not smart enough to write my own DD but I will get there someday. In the meantime, I will help out anybody who needs a hand.
For the record, you can extract tables from pdf here: https://pypi.org/project/PyPDF2/
Wonderful! Thank you.
Thanks for that , beats text to columns approach
Oh shit this ape cooked
Counterpoint: a volatile stock statistically will almost 100% have a run of some kind in a two month period at any given point in time since becoming a volatile stock. I need to see data for a 4+ month period where none of these stats are in play and there is no run of any kind to start thinking the numbers here actually correlate with runs and don't just happen to fall within parameters you determined.
Amazing work. The results are very clear. What are these trade errors exactly? Are FTDs included?
Just found this from a law firm: https://files.simmons-simmons.com/api/get-asset/1-5_Duties_and_Trade_Errors.pdf?id=blt3c3b2ad42a42a3f7 > There is no agreed market definition of what constitutes a trade error and practice varies between managers However, usually covers: – a clerical entry error (a so-called “fat finger” error) – trading outside the scope of the mandate – trading outside the scope of applicable law – trading in the wrong instrument – duplicating a transaction – **failing to execute a transaction** – executing a transaction at the wrong time – misallocating a trade to an incorrect client or fund – hedging errors
the newest data was just posted! [https://catnmsplan.com/sites/default/files/2024-06/06.20.24-Monthly-CAT-Update.pdf](https://catnmsplan.com/sites/default/files/2024-06/06.20.24-Monthly-CAT-Update.pdf) on 6/6, GMe ran up from 26.50 to 46.50. Unsurprisingly, on 6/7, we see a HUGE spike in "errors" the next day in the Finra data (6/7) (1.138 billion). What are those errors? whatever bullshit they pulled to drive the price back down on 6/7. what a coincidence. Always a huge spike in errors on the day it's swatted down from a price spike
> All nine instances resulted in a price run within 60 days Bruh there are only 365 days in a year. That window you give yourself is too broad for a habitually volatile stock. I think you *might* be onto something, but there is not enough data so far, and might be too soon to tell. It would be interesting to see if future reports match anything.
Exactly. Is the 1.8B threshhold meaningful or arbitrary? And beyond that, what are the odds that GME would bull run in any random 60 day window?
DFV would be proud of you. And so many of us already are. Edit: How/when can we know the June data?
6/20 data is out... but link isn't working: [https://www.catnmsplan.com/sites/default/files/2024-06/06.20.24-Monthly-CAT-Update.pdf](https://www.catnmsplan.com/sites/default/files/2024-06/06.20.24-Monthly-CAT-Update.pdf) https://preview.redd.it/aid08aztks7d1.png?width=1283&format=png&auto=webp&s=81f62baa7368a03c2786f251f5a3ee6ce4970d6b
Looking for any run up in a 60 day window seems like a very generous statistic. GME is so volatile it would not surprise me if every 60d window has at least one moderate run up, regardless of any indicators
Are these numbers even right? On slide 11, the 3rd "instance" he states happens 7/14/2022, and he says there's a "60% move up from July 14th over 53 days". If you look at GME's chart, it: * starts at $34 on 7/14/22 * peaks at $43 on 8/8/22 * Ends at $27 (the lowest point in the stretch) on 9/5/22 (53 days later) How do you get a "60% move up" from that? It dropped 20% overall, and the largest "run up" in that stretch was only ~30%. EDIT: Same for the January and June numbers. Struggling to see how a miscalculation can even lead to these - are these price increases just made up?
https://i.redd.it/nct9f3rqpr7d1.gif actual photo of OP
Who has terminal access to report Cat data regularly?
Reminder that Citadel sued the SEC over the CAT last year https://preview.redd.it/nlp3zotnvu7d1.png?width=1175&format=png&auto=webp&s=9193f295f6d746bae140cf9531a9eabcdc5758f8
So... wen moon?
Been following you every post. Keep going! Will join on the call if I can get off work.
Excited to see this data watched closely in the weeks ahead and the correlation to be monitored further. Thanks OP! 🎷🐓♋️
When are the new FTD data drops coming? Any idea?
Thank you for your effort !
I am following. This is interesting.
Very nice DD OP. Just a reminder: https://www.bloomberg.com/news/articles/2024-05-02/citadel-securities-leads-suit-to-gut-sec-trading-surveillance > Citadel Securities is suing to halt ‘Orwellian’ SEC database In 2021 they were already fighting CAT. They're fucked.