Insider Alpha·Performance

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.
CohortN7d avg7d excess30d avg30d excess90d avg90d excess365d avg365d excess90d 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.