Forward-Return Attribution
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.