Each session has 8–16 million shares in the float and starts at $8–$20. Float ownership equals institutional holdings divided by the float; 80% is the dominant ownership threshold. The institution sees the exact percentage; the short seller sees only an ownership band.

Prices are formed through five bid and five ask levels. Retail liquidity at each level is about 0.02%–0.1% of shares outside institutional holdings. Market orders sweep the book; any quantity beyond the five levels fills with additional ownership-adjusted price impact.

A buy limit at or above the best ask, or a sell limit at or below the best bid, executes immediately at eligible price levels. Fills cannot be worse than the limit. Any unfilled quantity rests in the book. Your orders are highlighted as “Yours.”

Daily-chart traders hold about 30% of retail capital and place larger orders near the open or close using MA20 trends and mean reversion. Intraday traders hold about 70% and make smaller, frequent trades based on 5-minute momentum and reversals.

The maximum short position is 30% × (share float − institutional holdings), recalculated each tick. Institutional accumulation reduces stock available to borrow. The public indicator shows only Ample, Tight, or Exhausted.

The institution starts with a 40% stake and cash sized to build toward 85% ownership. The short seller starts with the same total equity. The institution wins after selling 60% of its initial position and reaching 1.6× starting equity. The short seller wins at 1.4× starting equity.

There is a 10% chance of news at each market open. A share issuance increases the float by 10%, diluting institutional ownership; a buyback retires 5% of the float, increasing ownership. The order book resets around the new price after news.

Institution-driven price swings and wash trades increase regulatory scrutiny. The score is public because it can directly trigger a win for the short seller.