Decline depth
—
Not currently in the rolling-252-day ≥20% decline universe.
Watch
ORCOrchid Island Capital, Inc.
4.5σ
decline sigma — volatility-normalized move (typical daily 1.24%)
Current
$6.63
Decline depth
—
Decline σ
4.5σ
TFC
2/5 bearish
Rolling 252-day high
Up day
Down day
Last 90 trading days · data from Alpaca
Since it joined the list
$ORC landed on the list 2026-06-04, down 20.5% from its 52-week high that day — now $6.63.
Roughly where it joined — no recovery, no further break. It bottomed 24.0% below that high along the way.
Decline from the 52-week high as it stood on 2026-06-04 (fixed anchor) → today. Split-adjusted, Alpaca. Observed history, not a forecast.
Structural break signals
ORC qualifies for the Watch on decline sigma.
Time-frame continuity
2/5 bearish
Latest bar across daily/weekly/monthly/quarterly/yearly time frames. A bar counts as bearish when it's a 2-Down or a red 3.
Decline sigma
4.5σ
Drop from local high over the last 20 bars, expressed in units of the stock's typical daily volatility (1.24% per day).
Past the ≥4σ Watch threshold.
The structural read
What price action says about ORC.
ORC qualifies for the Watch on decline sigma — the recent drop measures 4.5σ over a 20-bar window. Sigma scales the move by the stock's own typical daily volatility, so a small percentage drop in a normally-quiet name can land here when the bigger players miss it on a pure-percent threshold.
Questions about ORC
What people ask.
Why is ORC on Broken Stocks?
ORC qualifies for the Watch on decline sigma. The recent drop measures 4.5σ over a 20-bar window — large enough that even a small percentage drop is structurally significant given the stock's typical day-to-day volatility (1.24%).
Is ORC a falling knife?
ORC is on Broken Stocks for time-frame continuity or decline-sigma reasons rather than headline depth, so the falling-knife label doesn't cleanly apply. The phrase usually requires a meaningful percentage drop from a fresh high. See the structural break signals above for the axis that actually triggered the listing.
Is ORC a buy?
Broken Stocks does not issue buy or sell recommendations. The list is a rules-based technical warning system. It tracks structural decline depth and recency — not company quality, management, fundamentals, or news. Always do your own research and consult a licensed advisor.
Where is ORC trading inside its 52-week range?
At $6.63, ORC sits 45.1% of the way from its 52-week low ($6.31) to its 52-week high ($7.02). A reading below 25% indicates price is hugging the bottom of the range; above 75%, the top.