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.