For every past insider filing we track the actual forward return at 7d / 30d / 90d / 1yr and compare it to SPY over the same window. This is the proof of edge - no cherry-picking, every scored filing is counted.
N filings: 0 · Notional: $0
Return distribution
Every scored filing as one observation. Positive right-tail = alpha skew.
No scored filings in this filter window yet.
Performance by cohort
Group the sample by any dimension and compare mean forward returns.
Cohort
N
7d avg
7d excess
30d avg
30d excess
90d avg
90d excess
365d avg
365d excess
90d win
No cohort matches the filter window yet.
Forward returns are computed from daily closes using the first trading day on or after each filing's trade date as the anchor. Excess return = filing return minus SPY over the same window. Past performance is not indicative of future results.