Highest composite short-squeeze scores — a peer-relative 0-100 rank: a weighted mean of six factor percentiles (short interest % of shares 30%, days to cover 20%, price vs trailing VWAP 15%, short-volume trend 15%, short-interest change 10%, fails-to-deliver pressure 10%) plus catalyst boosts for an unusual price spike, volume surge, or a scheduled earnings call within a few weekdays (+10 each, capped at +20, clamped to 100), highest score first. Untradeable micro-caps dominate the raw board; pass minMarketCap and/or minDollarVolume to keep only names clearing your liquidity bar (scores stay peer-relative to the full universe).

Minimum market capitalization in US dollars (default 0 = no floor). Stocks with an unknown market cap are excluded when set.

Minimum average daily dollar volume in US dollars, approximated as the FINRA average daily share volume times the market-cap-implied share price (default 0 = no floor). Stocks with unknown volume or market cap are excluded when set.

Optional stock ticker (e.g. GME): returns that one stock's score row plus its rank within the scored universe instead of the board; 404 when the stock is not in the scored universe. The liquidity floors do not apply to a single-ticker lookup.

Maximum rows to return (1–500; default varies per endpoint).

Rows to skip before the first returned row (default 0).