How we decide what signals to include — and what to leave out. Every study below is reproducible from public SEC data, with full methodology and sample sizes in plain view.
Twelve months of Form 4 purchases cross-referenced against 8-K Item 5.02 appointments. Three cohorts, two variants, forward returns vs. SPY at 30 / 60 / 90 days.
Read the test →We wanted to test whether insider buys at tickers where Congress has also been buying outperform. A pre-registered sample-size check killed the test before we ran it — the two universes barely touch. A short note on why.
Read the note →Each research post here tests a specific hypothesis about insider buying — usually one that’s either a candidate for the daily scoring model or a claim we’ve seen repeated without evidence. We publish both the positive and negative results. Methodology and sample sizes are front and center; anything ambiguous is flagged, not hidden.
Free. No paywall. Just public SEC data, scored and explained.
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