Use before shorting or chasing a squeeze ($0.005): daily fails-to-deliver of a US stock from SEC data (up to 120 days), value, share of shares outstanding and the Reg SHO threshold pattern (10,000 shares and 0.5% for 5 days in a row) as a signal: THRESHOLD_LIKE, RECENT_THRESHOLD_LIKE, PERSISTENT_FAILS, OCCASIONAL_FAILS.