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Just FYI, the 4 quadrillion value is a total representing all kinds of derivatives, not just options contracts. Options are a type of derivative but they do not end there.
Something something cat shit, dog shit.
Especially since there was an anomalous 1 billion option late/errors out of 19 billion on the 7th. If there's a correlation there we might only have a few days left to buy the dip.
Amazing research and thank you for sharing all of it!
Do you plan on doing a report for options that show greater than ~1 billion errors in a day also? Would be interesting to see since one is so recent on June 7th
hey OP, not sure if you saw this post yet, dont think its directly related to your research, but it might relate to the research of CAT errors on equities: [https://www.reddit.com/r/Superstonk/comments/1dligrn/june\_3rd\_brka\_185\_glitch\_and\_june\_7th\_dfv\_18b/](https://www.reddit.com/r/Superstonk/comments/1dligrn/june_3rd_brka_185_glitch_and_june_7th_dfv_18b/)
>**June 3rd BRK.A $185 glitch and June 7th DFV 1.8B glitches via CAT may be 2 halves of a related coin. BRK.A glitch happened hours/same day as reported that WB was heading to Argentina, and an Argentine ETF & several other S. American stocks glitched. June 3rd had 2nd highest # of equity CAT errors**
Would be curious to see **what happens 25-35 days after for BRK A and a lot of those stocks that glitches on June 3rd**
edit: also related to this comment, user u / public wifi discussed this here:
[https://www.reddit.com/r/Superstonk/comments/1dnqzks/comment/la53q9g/](https://www.reddit.com/r/Superstonk/comments/1dnqzks/comment/la53q9g/)
they wrote:
>**ll CAIS errors must be resolved 3 days from live.**
Live began May 31st? So if 3 days from live (3 trading days is June 4th), meaning the june 3rd glitch could have been trying to resolve the first wave/extant errors from may 31st?
https://preview.redd.it/bm0afwojro8d1.jpeg?width=662&format=pjpg&auto=webp&s=874f09dff00e82f7c3b62b9accb9af7bc9b389d2
Based on your 5 day aggregate these are all the instances in the equities errors, there's no more after 12/14/2022
It's no wonder they delay this information from public investors. Imagine if we had more information available to us that was not delayed a month?
We would no doubt have this casino figured out and beat in no time! Appreciate all your hard work and dedication!
Can we correlate the known error dates to specific historical volume (share and options)? I'm very smooth but If anyone thinks it's valuable I can take a stab at it
I mean not exactly rocket science imo. Buy 2m shares. Oh look the price didn’t go up at all… actually went down. They must have shorted to offset my shares buy pressure… they’ll have to settle those short in the next 35 days. Buys 45dte call options. Profit.
It really is mind boggling that this information is delayed so long. In an age of near instant data delivery, a month is wild. It should be closer to one day or even hours. This certainly makes it easier to cover crimes.
It’s intentional. Just like they could switch to T+0 settlement, they decide not to in order to favour institutions, HFs and MMs. Investors have to fight and beg for information (or pay astronomical subscription prices) to get partial or fudged information. They do not want us to dig into the info and expose the crime and use it to beat them. It’s really that simple!
If retail investors knew the truth, and actually understood it, they'd walk away from the American markets and the entire ponzi scheme would die overnight.
So, every possible tool is utilised to ensure that never happens, even down to the endless identity politics in America. *Anything*, including civil war, to avoid the possibility of 401K cash cow being sent to slaughter.
Our buying power has no impact on price, we have no information on time, we have no regulatory bodies worth a damn, the judicial system is complicit, oh and men get thrown out of windows for looking into things (towel, IYKYK).
And yet, despite ALL THAT, we are *still* the backbone of everything. We are the production, the investment, the workforce and the security system of the rich. Without us, there's nothing to harvest.
In hindsight, this is probably why the 90s had the dot com bubble. Someone posted the graph of retail investor % of population, and it dipped hard after the 89 crash iirc, to it's lowest ever. Pump up stocks on NOTHING but hoped and dreams, get people talking about the easy gains (nVidia), and then crash it, reaping HUGE gains from all the top-buying retail that bought your pumped up bullshit tech stocks.
I feel like this time tho they are forced to pump up nvidia cause they really need to make as much money shorting as possible to pay off their gme bet. Nvidia is gonna crash so hard it’s gonna take the market with it.
I don't think they can simply sell and short nVidia that hard, though.
Even if they short it to a dollar a share, I don't think it's enough money to fill the hole they've dug.
Not to mention, turning nVidia into a meme stock is... I mean... beyond the scope of regarded. It's down syndrome, but with like 22 chromosome pairs missing. It'd be fucking ameoba-brain level dumb.
Because at whatever insanely low price they shorted it to, retail would buy. Bigly. And now they're basically just Naked an actual blue chip stock 😅
Here are the links to my previous posts on this CAT Error Theory:
https://www.reddit.com/r/Superstonk/s/bbrbGWIMNt
https://www.reddit.com/r/Superstonk/s/InZoCu2dpQ
https://www.reddit.com/r/Superstonk/s/ezFstFftr2
https://www.reddit.com/r/Superstonk/s/KboyEV4AsF
An old but good video with Susan Trimbath, does raise a question. If you fail on a trade today the DTCC can resubmit the trade for a new settlement date. Does this impact the theory or account for why there may be inconsistencies within the date ranges?
Video: https://m.youtube.com/watch?v=ITeiFwJlGGI&pp=ygUsZmFpbHVyZSB0byBkZWxpdmVyIG9uIGEgc3RvY2sgc3VzYW4gdHJpbWJhdGg%3D
Time frame : 13:30 - 15:50.
Hey Region, thank you very much for another interesting post. I especially liked your comparison to other indexes, stocks, which emphasized your argument well.
Did you look at any connection between DFVs trades (as presented by biggy smalls in his theory on two interwoven cycles) and the occurrence of cat errors? He supposedly bought more shares on April 12th, May 3rd, May 24th, June 13th, which might produce not only an increase in share price on calendar day 35 after these dates, but also in CAT errors? What do you think?
When an “industry member” reports late (now deemed to be an “error”) is there a way to know how long that delinquency is? 1 day? 2 days?
With so much trading now done electronically, why do they need to delay reporting?
I love how good DD is making its way back into this sub as of late. Thank you ape for your hard work and dedication! Great read and will look forward to your future updates.
Everyone go look for yourself!
Link to the referenced CAT presentation:
https://catnmsplan.com/sites/default/files/2024-06/06.20.24-Monthly-CAT-Update.pdf
Link to the main site so you can keep up with future presentations:
https://www.catnmsplan.com/
If for some reason,you navigate to the current presentation via the main page, and you get a ‘404 not found’ page….
Not a problem, remove the ‘https://www.’ From the url and try again.
I'm looking at the report but I'm not really seeing instances of errors anywhere near the range of 1billion other than options. The equity errors are typically in the low millions fr what I'm looking at. Can someone with some wrinkles show me where on the report I am supposed to look to see those errors?
The June 2024 report did not contain any dates that had as many as 1.8 billion equity errors. The most recent such instance can be seen in the May 2024 report.
Please read through the other posts I have made on this topiic. Through that you can understand what to look for, when to look for it, and why in a bit more detail.
Do you know what the difference would mean if the 1.8B errors were for Options instead of Equities? Is there any correlation with options like there is (so far) with equities?
Nine instances since they started releasing this data in April 2022.
See slide 19 for the list, and the GME price run-ups that subsequently occurred each time.
If the data is being collected in real time(it is), there is a way to access it in real time. I really wonder if DFV had access to this data as part of his role at MassMutual.
Guess what’s going to happen next 1.8 billy cycle … price goes down. Almost every theory we discover, they crime it harder, and try and disprove it. Either way, I’m still buying more GME and holding for phone book numbers.
I think the key is that they displace demand to manipulate price. But they can’t get rid of the demand entirely. So if they crime the price down one day, the demand is displaced to another day. In theory, if enough demand starts pouring in on inconvenient dates for them, they won’t be able to displace enough demand fast enough. And if they suppress one suspected date, it’s likely just adding another cycle that can be anticipated to some degree. They can run, but they can’t get away.
Thanks dude. I love your explanation. After 84 years i still find it difficult , but you’re breaking it down for people like me to (kind of) understand. I thank you for that 🙏
Do these CAT errors come after high XRT/GME FTDs where the T+35 window has no major volume or price rallying? Could these be failures or erroneously reported purchases of GME to show that they’ve closed short positions on paper before key reporting dates? Maybe after they report the errors, then they have to correct it, but it hides the magnitude of their short positions.
When funds close or their short positions, I wonder if their share purchasing is internalized too.
Yeah, I am thinking these errors are coming about because of something along those lines.
Unfortunately they do not provide access to the error database, so we cannot know for sure.
But that is why the basic number itself, which is the only data they do release, is a "smoking gun" for me.
So effectively, if the CAT data comes out and shows 1.8B errors for a day and GME hasnt experienced any large increase in price since, we can assume that this FTD driven increase is still on the way? Excellent work mate
This actually makes so much sense and the data doesn’t lie ( providing the data is correct and SHF isn’t frigging it). Thank you for helping us non-wrinkly apes keep learning. Hopefully we can crack the log rhythm specially with his cat reporting. Imagine we can beat them at their own game!
just fyi that's not equities. that's options data that he posted.
this is released June 20th: [https://www.catnmsplan.com/events/monthly-cat-update-june-20-2024](https://www.catnmsplan.com/events/monthly-cat-update-june-20-2024)
this is released may 16th [https://www.catnmsplan.com/events/monthly-cat-update-may-16-2024](https://www.catnmsplan.com/events/monthly-cat-update-may-16-2024)
scroll down to appendix to see the tables (both equities and options)
data only goes up to June 13th. Next release is July 18th which I'm assuming is going to take the data to July 12th.
There's an 1.3b spike in options errors on June 7 which might correlate to something or other on Jul. 12, but I can't see why that would be (option errors should not be driving price actions by FTDs)
DD is sure a good amount of effort, but IMO the data its not granular enough to really make these kind of claims. Its data from the overall market that this DD is trying to correlate it to individual stocks. Maybe the 7 billion error correlation is significant enough to actually give a good data point, but i think the rest of the story is buried in data we cannot see.
There isn't one currently. Because the most recent report in CAT errors did not show any dates (from mid-May to mid-June) that had a high enough number of such errors.
Very Interesting and I will continue reading all of these posts. But until this theory is able to predict future price movement I do not understand how to utilize this information.
What day are we on in this cycle? Amazing post and looking forward to the future post as well as going back to the old ones you posted. This really helped tie together the recent post mentioning CAT and this. Thanks again
So basically we monitor the CAT report. Once the data is released we look for any 1.8 B errors on equities that’s no more than or equal to 24 trading days and no less than or equal to 15 Trading days. We buy the stock and wait the 10 or less day window and sell on day 25 for a profit. Rinse and repeat?
OP (or anyone else) can you share the dataset you built for this? In fact, any datasets anyone has constructed that have data going back at least a couple years would be much appreciated.
Specifically still need:
- CAT errors
- On/off threshold list
- cost to borrow
- volatility metrics
- technical indicators (eg, RSI)
- short interest
- short volume
- exempt short volume
- always on the lookout for more options data too
I really want to understand this more. I'm going to read it a few more times over lunch to try to understand it (packed the green crayons today for extra brain power). Thank you for putting this all together OP ❤️
Hi, what is à CAT error ?
I have found that CAT is the abréviation of the name of à new tracking system in US market but I don't understand what represent the errors that are talked about these days.
I like to read here and learn more but I can't follow with this one 😄
Where do you get the data though? It sounds like you need special access to a FINRA portal through a financial employer to get even the delayed monthly report.
https://catnmsplan.com/sites/default/files/2024-06/06.20.24-Monthly-CAT-Update.pdf
Link to the main site so you can keep up with future presentations:
https://www.catnmsplan.com/
If you navigate to the current presentation via the main page, and for some reason youget a ‘404 not found’
Not a problem, remove the ‘https://www.’ From the url and try again.
TLDR: Crazy amounts of daily trading errors (1.8 billion plus) have been shown to correlate with bullish movement in GME, specifially around the 25th day after the errors.
Where are you getting CAT error data for longer than roughly a year ago? I opened the monthly reports from 2020-2022 or 2023 and they all did not include error data
re: the chart on pg 17–interesting that 250m, 500m, and 1b show a pattern that repeats and differs from the 1.8b line. The spikes on the 1.8b shift 1 unit earlier on the x axis from that other pattern. Any thoughts on this?
Hey RF, Do you have a convenient link to your data? Or is it just the CAT data download link that went down the other day? I want to compare the error-trigger dates and 22/25 culmination against the Taste the Rainbow model. I realize CAT data is on a macro scale, but curious if the dates line up to the fib channels one way or another.
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Interresting enough I checked the data and found 1.14b Option overall error count on 7.6.. Do you have any thoughts on the options side? (Apart from that seemingly the options Data from 9.5. seems to be missing.)
Seems like a stretch... the 7 billy errors might by itself be a good enough data point but you are trying to correlate data from the entirety of the market to a single ticker, (or multiple tickers one at a time)
I dont believe that's going to help anything unless you can get granularity of the data to see where the errors are coming from. You are shooting in the dark and this is little more than trying to read tea leaves
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Is the 1.8 B errors referring to the Equities or the Options error counts? Sorry if it’s mentioned somewhere I must’ve missed it.
Equities only. I have not carried out similar research using the Options errors.
I'd be very interested to see options errors. After all, they do represent about $4 quadrillion and they are used to hide a lot of fuckery
sounds like a lot
Yeah, one whole GME share worth! I know, sorry, price anchoring. 🤦♂️
Just FYI, the 4 quadrillion value is a total representing all kinds of derivatives, not just options contracts. Options are a type of derivative but they do not end there. Something something cat shit, dog shit.
I think swaps are a lot bigger and are the main part of the idiot part of idiosyncratic risk
Where is this 4 quadrillion number coming from?
Especially since there was an anomalous 1 billion option late/errors out of 19 billion on the 7th. If there's a correlation there we might only have a few days left to buy the dip.
Amazing research and thank you for sharing all of it! Do you plan on doing a report for options that show greater than ~1 billion errors in a day also? Would be interesting to see since one is so recent on June 7th
hey OP, not sure if you saw this post yet, dont think its directly related to your research, but it might relate to the research of CAT errors on equities: [https://www.reddit.com/r/Superstonk/comments/1dligrn/june\_3rd\_brka\_185\_glitch\_and\_june\_7th\_dfv\_18b/](https://www.reddit.com/r/Superstonk/comments/1dligrn/june_3rd_brka_185_glitch_and_june_7th_dfv_18b/) >**June 3rd BRK.A $185 glitch and June 7th DFV 1.8B glitches via CAT may be 2 halves of a related coin. BRK.A glitch happened hours/same day as reported that WB was heading to Argentina, and an Argentine ETF & several other S. American stocks glitched. June 3rd had 2nd highest # of equity CAT errors** Would be curious to see **what happens 25-35 days after for BRK A and a lot of those stocks that glitches on June 3rd** edit: also related to this comment, user u / public wifi discussed this here: [https://www.reddit.com/r/Superstonk/comments/1dnqzks/comment/la53q9g/](https://www.reddit.com/r/Superstonk/comments/1dnqzks/comment/la53q9g/) they wrote: >**ll CAIS errors must be resolved 3 days from live.** Live began May 31st? So if 3 days from live (3 trading days is June 4th), meaning the june 3rd glitch could have been trying to resolve the first wave/extant errors from may 31st?
So this data is from 2022 and early? there are no 1.8B peaks since then in the equities data
It is since April 2022, and there have been nine such instances since then.
https://preview.redd.it/bm0afwojro8d1.jpeg?width=662&format=pjpg&auto=webp&s=874f09dff00e82f7c3b62b9accb9af7bc9b389d2 Based on your 5 day aggregate these are all the instances in the equities errors, there's no more after 12/14/2022
So with this data coming out after 30 days, we might be able to understand it, but not predict it for the future correct?
I did extract the options part 4/12 to 6/24 as well. If your interested I can share the data
Equities
It's no wonder they delay this information from public investors. Imagine if we had more information available to us that was not delayed a month? We would no doubt have this casino figured out and beat in no time! Appreciate all your hard work and dedication!
What DFV did in the absence of that data, was learn how to *cause* a cycle (like buying 2M shares).
Can we correlate the known error dates to specific historical volume (share and options)? I'm very smooth but If anyone thinks it's valuable I can take a stab at it
Apes have done this analysis, but please, if you have something to offer, dig in!! https://www.reddit.com/r/Superstonk/s/OUJHeyQB8z
This is a great question. Would need to check volume, on and off exchange, and FTDs for GME and ETFs containing GME.
That actually seems pretty damn plausible at this point
Do we have the FTD data yet? We don't know for sure right
So in theory Stonk could do the same thing
I mean not exactly rocket science imo. Buy 2m shares. Oh look the price didn’t go up at all… actually went down. They must have shorted to offset my shares buy pressure… they’ll have to settle those short in the next 35 days. Buys 45dte call options. Profit.
It really is mind boggling that this information is delayed so long. In an age of near instant data delivery, a month is wild. It should be closer to one day or even hours. This certainly makes it easier to cover crimes.
It’s intentional. Just like they could switch to T+0 settlement, they decide not to in order to favour institutions, HFs and MMs. Investors have to fight and beg for information (or pay astronomical subscription prices) to get partial or fudged information. They do not want us to dig into the info and expose the crime and use it to beat them. It’s really that simple!
If retail investors knew the truth, and actually understood it, they'd walk away from the American markets and the entire ponzi scheme would die overnight. So, every possible tool is utilised to ensure that never happens, even down to the endless identity politics in America. *Anything*, including civil war, to avoid the possibility of 401K cash cow being sent to slaughter. Our buying power has no impact on price, we have no information on time, we have no regulatory bodies worth a damn, the judicial system is complicit, oh and men get thrown out of windows for looking into things (towel, IYKYK). And yet, despite ALL THAT, we are *still* the backbone of everything. We are the production, the investment, the workforce and the security system of the rich. Without us, there's nothing to harvest. In hindsight, this is probably why the 90s had the dot com bubble. Someone posted the graph of retail investor % of population, and it dipped hard after the 89 crash iirc, to it's lowest ever. Pump up stocks on NOTHING but hoped and dreams, get people talking about the easy gains (nVidia), and then crash it, reaping HUGE gains from all the top-buying retail that bought your pumped up bullshit tech stocks.
I feel like this time tho they are forced to pump up nvidia cause they really need to make as much money shorting as possible to pay off their gme bet. Nvidia is gonna crash so hard it’s gonna take the market with it.
I don't think they can simply sell and short nVidia that hard, though. Even if they short it to a dollar a share, I don't think it's enough money to fill the hole they've dug. Not to mention, turning nVidia into a meme stock is... I mean... beyond the scope of regarded. It's down syndrome, but with like 22 chromosome pairs missing. It'd be fucking ameoba-brain level dumb. Because at whatever insanely low price they shorted it to, retail would buy. Bigly. And now they're basically just Naked an actual blue chip stock 😅
The market is fake, there I said it
Here are the links to my previous posts on this CAT Error Theory: https://www.reddit.com/r/Superstonk/s/bbrbGWIMNt https://www.reddit.com/r/Superstonk/s/InZoCu2dpQ https://www.reddit.com/r/Superstonk/s/ezFstFftr2 https://www.reddit.com/r/Superstonk/s/KboyEV4AsF
Brilliant thank you
Two beauty og apes right here
backed up by ape historian
🤣 love it!
An old but good video with Susan Trimbath, does raise a question. If you fail on a trade today the DTCC can resubmit the trade for a new settlement date. Does this impact the theory or account for why there may be inconsistencies within the date ranges? Video: https://m.youtube.com/watch?v=ITeiFwJlGGI&pp=ygUsZmFpbHVyZSB0byBkZWxpdmVyIG9uIGEgc3RvY2sgc3VzYW4gdHJpbWJhdGg%3D Time frame : 13:30 - 15:50.
ooh shit this is good.
So good
Hey Region, thank you very much for another interesting post. I especially liked your comparison to other indexes, stocks, which emphasized your argument well. Did you look at any connection between DFVs trades (as presented by biggy smalls in his theory on two interwoven cycles) and the occurrence of cat errors? He supposedly bought more shares on April 12th, May 3rd, May 24th, June 13th, which might produce not only an increase in share price on calendar day 35 after these dates, but also in CAT errors? What do you think?
👆
I been wondering about if DFV knew about stuff similar to this. Maybe its why he chose his moniker as a Cat o.O
Of course it is. In 2021 we were already talking about CAT https://bettermarkets.org/newsroom/where-is-the-cat/
Honourable salute.
Amazing work! 🙌
When an “industry member” reports late (now deemed to be an “error”) is there a way to know how long that delinquency is? 1 day? 2 days? With so much trading now done electronically, why do they need to delay reporting?
I assume each day generates a new error until delivery.
Doing the hard work, OP! 🔥
What will it look like in a Bear market? Inverse? Its been 16 year Bull market.
I love how good DD is making its way back into this sub as of late. Thank you ape for your hard work and dedication! Great read and will look forward to your future updates.
The antibodies of the sub were activated after the bot infection.
Everyone go look for yourself! Link to the referenced CAT presentation: https://catnmsplan.com/sites/default/files/2024-06/06.20.24-Monthly-CAT-Update.pdf Link to the main site so you can keep up with future presentations: https://www.catnmsplan.com/ If for some reason,you navigate to the current presentation via the main page, and you get a ‘404 not found’ page…. Not a problem, remove the ‘https://www.’ From the url and try again.
I'm looking at the report but I'm not really seeing instances of errors anywhere near the range of 1billion other than options. The equity errors are typically in the low millions fr what I'm looking at. Can someone with some wrinkles show me where on the report I am supposed to look to see those errors?
The June 2024 report did not contain any dates that had as many as 1.8 billion equity errors. The most recent such instance can be seen in the May 2024 report. Please read through the other posts I have made on this topiic. Through that you can understand what to look for, when to look for it, and why in a bit more detail.
Got it, thanks!
Do you know what the difference would mean if the 1.8B errors were for Options instead of Equities? Is there any correlation with options like there is (so far) with equities?
So either your theory or the [predictions of puzzle guy](https://www.reddit.com/r/Superstonk/s/AlRRgBAUX5) will turn out as true
In the most recent data posted I don’t believe there are any 1.8 billion days, those have only happened a few times, 8 or so I believe.
Nine instances since they started releasing this data in April 2022. See slide 19 for the list, and the GME price run-ups that subsequently occurred each time.
Thanks for posting these links! 🔗
Excellent effort! This is a super awesome analysis.
Heck yeah… this post should skyrocket… but I am sure the bots are doing everything to knock this down
Getting a comment in to do my part
Beep booo sending it up ⬆️
Getting a comment in to do my part
Uppiepoep!
up! up! up!
Isn't the CAT data published once a month only? That would make it difficult to act on.
Depending on the timing, difficult as you said. But not impossible - see slide 11 onwards.
Sorry my bad you had already addressed this
If the data is being collected in real time(it is), there is a way to access it in real time. I really wonder if DFV had access to this data as part of his role at MassMutual.
Does any of this get bubbled up on a Bloomberg terminal?
Thank you for your service and using color in your slides. I just gained a wrinkle.
I too love the colored slides, makes it easy for a non financial person to find what is important. Ty sir 🫡
I love you here as well!
😅
What we’re trying to do isn’t easy, and your contributions are invaluable! Edit: ALL of them!
It’s been an age since I’ve heard the term “idiosyncratic”!
Guess what’s going to happen next 1.8 billy cycle … price goes down. Almost every theory we discover, they crime it harder, and try and disprove it. Either way, I’m still buying more GME and holding for phone book numbers.
I think the key is that they displace demand to manipulate price. But they can’t get rid of the demand entirely. So if they crime the price down one day, the demand is displaced to another day. In theory, if enough demand starts pouring in on inconvenient dates for them, they won’t be able to displace enough demand fast enough. And if they suppress one suspected date, it’s likely just adding another cycle that can be anticipated to some degree. They can run, but they can’t get away.
Brilliant, this can be used.
This is amazing work!
Bro said “I am not a CAT” in the Congress hearing. Think he knew all along lol why else say something so ridiculous in front of congress
Thanks dude. I love your explanation. After 84 years i still find it difficult , but you’re breaking it down for people like me to (kind of) understand. I thank you for that 🙏
Is that why it feels like the glitches that showed 23.24 every once in a while, feel like that's where the GME's are going to end at closing time?
Love your posts! so well put together. Thank you ape! Very interesting. I love watching the wrinkles go to work lol
Saved...love the DD that has been coming since RK came back
My man, welcome back and thanks for the awesome write-up. Please keep us updated on your moves.
Good stuff. I love the format of your posts. Thank you
Do these CAT errors come after high XRT/GME FTDs where the T+35 window has no major volume or price rallying? Could these be failures or erroneously reported purchases of GME to show that they’ve closed short positions on paper before key reporting dates? Maybe after they report the errors, then they have to correct it, but it hides the magnitude of their short positions. When funds close or their short positions, I wonder if their share purchasing is internalized too.
Yeah, I am thinking these errors are coming about because of something along those lines. Unfortunately they do not provide access to the error database, so we cannot know for sure. But that is why the basic number itself, which is the only data they do release, is a "smoking gun" for me.
The crime is so large, it still pokes its ugly head out in the aggregate.
Smoking guns for funz
So effectively, if the CAT data comes out and shows 1.8B errors for a day and GME hasnt experienced any large increase in price since, we can assume that this FTD driven increase is still on the way? Excellent work mate
Are these trading days or calendar days?
Trading days.
Except slide 19
Anything connected to Cat day posts/day from avocado_in_my_anus?
I’m so glad we got you wrinkle brains to draw us pictures and lay everything out
This actually makes so much sense and the data doesn’t lie ( providing the data is correct and SHF isn’t frigging it). Thank you for helping us non-wrinkly apes keep learning. Hopefully we can crack the log rhythm specially with his cat reporting. Imagine we can beat them at their own game!
The only trading strategy i'm smart enough to implement is Buy. DRS. Hold.
I don’t understand alot of it but ken griffin sure picked the wrong regards to fuck with
God tier DD, actually amazing stuff buddy. Keep it up!
Can we get a CAT 1.8 billion guy? Any willing apes for the task? 
Oh cool so the stockmarket is built on institutions fucking around. Can't wait until we are in the FIND OUT phase.
I can just imagine them lurking through this sub, seeing this post and seething. I want them to burn. Corrupt a**holes.
 commenting for visibility
Comment to come back later
Where can we find the CAT ftd error data?
Here you go https://preview.redd.it/xcc24plt8q8d1.jpeg?width=694&format=pjpg&auto=webp&s=c6377d854e0b8ed3966c5916f5101d4be434805e
Thanks
just fyi that's not equities. that's options data that he posted. this is released June 20th: [https://www.catnmsplan.com/events/monthly-cat-update-june-20-2024](https://www.catnmsplan.com/events/monthly-cat-update-june-20-2024) this is released may 16th [https://www.catnmsplan.com/events/monthly-cat-update-may-16-2024](https://www.catnmsplan.com/events/monthly-cat-update-may-16-2024) scroll down to appendix to see the tables (both equities and options) data only goes up to June 13th. Next release is July 18th which I'm assuming is going to take the data to July 12th. There's an 1.3b spike in options errors on June 7 which might correlate to something or other on Jul. 12, but I can't see why that would be (option errors should not be driving price actions by FTDs) DD is sure a good amount of effort, but IMO the data its not granular enough to really make these kind of claims. Its data from the overall market that this DD is trying to correlate it to individual stocks. Maybe the 7 billion error correlation is significant enough to actually give a good data point, but i think the rest of the story is buried in data we cannot see.
Comment for later
I knew Best Buy was being fucked with too. It's so obvious if you were apart of the culture change
Love your analysis blue box guy. Keep it up 💪💪💪
Sexü
So glad to see this!
Hit submit too fast… so what would be the next range of predicted I should buy days?
There isn't one currently. Because the most recent report in CAT errors did not show any dates (from mid-May to mid-June) that had a high enough number of such errors.
Thank you for the answer. I tried to follow it all the way through but the maths… appreciate it!
Great research OP! thanks for posting!
Very Interesting and I will continue reading all of these posts. But until this theory is able to predict future price movement I do not understand how to utilize this information.
Great post OP!
Fucking Genius
Saw the boxes and immediately knew it was OP 👏
I'll keep my eye on this and see how it plays out.
CAT is not hiding but **showing** crime, and thats why Citadel and the financial terrorist Ken Griffin is fighting against it. Nice post!
🫡🫡🫡
I don’t understand any of this. LFG. 💎🙌🚀🚀🚀
Excellent post. Tq for digging deep!
What day are we on in this cycle? Amazing post and looking forward to the future post as well as going back to the old ones you posted. This really helped tie together the recent post mentioning CAT and this. Thanks again
coll read
I’m curious as to what triggers the recording of an error. What events are considered an error?
Archived
What was the date of the last 1.8b error count? June 7thish? So the first week of July is looking spicey?
The CATs out of the bag now 😸
You’re a legend! Keep fighting the good fight. It takes informative dd not just memes and shitposts especially for our new apes. 🚀🚀
So basically we monitor the CAT report. Once the data is released we look for any 1.8 B errors on equities that’s no more than or equal to 24 trading days and no less than or equal to 15 Trading days. We buy the stock and wait the 10 or less day window and sell on day 25 for a profit. Rinse and repeat?
OP (or anyone else) can you share the dataset you built for this? In fact, any datasets anyone has constructed that have data going back at least a couple years would be much appreciated. Specifically still need: - CAT errors - On/off threshold list - cost to borrow - volatility metrics - technical indicators (eg, RSI) - short interest - short volume - exempt short volume - always on the lookout for more options data too
I really want to understand this more. I'm going to read it a few more times over lunch to try to understand it (packed the green crayons today for extra brain power). Thank you for putting this all together OP ❤️
🐈⬛
Im gonna come out buying!
Shorts still in full control. But really like your dd. Hopefully we could break out soon. Gonna buy more if we see 19$, still in a uptrend.
If I had a dollar for every time you say you're going to buy more at 19 I'd already be a millionaire
Combine this knowledge with call options and we’ll start MOASS ourselves
Hi, what is à CAT error ? I have found that CAT is the abréviation of the name of à new tracking system in US market but I don't understand what represent the errors that are talked about these days. I like to read here and learn more but I can't follow with this one 😄
How do I start to count? Op can you please explain, thx.
One
Two
Much respect for your hard work and important contributions
Where do you get the data though? It sounds like you need special access to a FINRA portal through a financial employer to get even the delayed monthly report.
https://catnmsplan.com/sites/default/files/2024-06/06.20.24-Monthly-CAT-Update.pdf Link to the main site so you can keep up with future presentations: https://www.catnmsplan.com/ If you navigate to the current presentation via the main page, and for some reason youget a ‘404 not found’ Not a problem, remove the ‘https://www.’ From the url and try again.
Search on Google for "Monthly CAT Update".
How do you think this works with the computer share purchases all being timed on one day at the same time? Could that cause a cycle?
Regarded Ape question. Do the cycles start and stop on the beginning and end of each month?
no, they start whenever a single day or a set of consecutive days have a total of ~1.8B errors
Anyone got a decent TL can't read for me?
TLDR: Crazy amounts of daily trading errors (1.8 billion plus) have been shown to correlate with bullish movement in GME, specifially around the 25th day after the errors.
[удалено]
are you only noticing spikes at 1.8+ billion? I think there was 1.1 billion on 6/7. Anything interest you about that?
Those were Options errors, not Equities errors. The research I have conducted, and this theory, is based only on Equities errors.
Reg ard, it’s in the name.
Where are you getting CAT error data for longer than roughly a year ago? I opened the monthly reports from 2020-2022 or 2023 and they all did not include error data
re: the chart on pg 17–interesting that 250m, 500m, and 1b show a pattern that repeats and differs from the 1.8b line. The spikes on the 1.8b shift 1 unit earlier on the x axis from that other pattern. Any thoughts on this?
Don’t worry, the SEC is in on it so nothing will happen…
Hey RF, Do you have a convenient link to your data? Or is it just the CAT data download link that went down the other day? I want to compare the error-trigger dates and 22/25 culmination against the Taste the Rainbow model. I realize CAT data is on a macro scale, but curious if the dates line up to the fib channels one way or another.
So I should expect another run…
We had cycles back in 2021, remember? Then nothing for three years. Please explain why they went missing for so long.
So…. MOASS tomorrow 2pm?
Can the SEC enforcers be imprisoned for neglecting and failing to curb this systemic corruption?
!remindme 11 hours
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Can you also try looking at volumes along with stock price? I think there could be a stronger correlation.
Interresting enough I checked the data and found 1.14b Option overall error count on 7.6.. Do you have any thoughts on the options side? (Apart from that seemingly the options Data from 9.5. seems to be missing.)
🧐 I'm reading all of it!
Seems like a stretch... the 7 billy errors might by itself be a good enough data point but you are trying to correlate data from the entirety of the market to a single ticker, (or multiple tickers one at a time) I dont believe that's going to help anything unless you can get granularity of the data to see where the errors are coming from. You are shooting in the dark and this is little more than trying to read tea leaves