Broker data won't give you the list of sellouts that played this...

Broker data won't give you the list of sellouts that played this on a T+2 basis. What you need is a broker package software that costs $2-3k per year to figure out who specifically dumped the highs and then rebought the lows on the same day or the next trading day. A package like that identifies the individual "traders" by "name". Your generic broker data doesn't do that.

There are long term hold "pretenders" here who have used T+2 reporting of generic broker data to sell high and buy low and still maintain to Alto that they were "solid" hands that never sold by keeping their number of shares consistent.