Strategy #0000000131 · Event-driven and special situations
Publicly reported insider-trading signals
Enter filed purchases, market cap, cluster size, non-routine flag, stock/benchmark returns and costs.
Legally reported insider transactions may reflect managers’ views, but routine compensation, option exercises, tax sales and prearranged plans carry different information. Clustered, non-routine purchases are often treated as more informative. This tool evaluates a user-entered summary of public filings and subsequent returns; it does not use non-public information.
Use only legally public filings; reporting delays, trading plans, options and survivorship are not adjusted.
Three ways in
Understand the story. Then inspect the risk.
Start with a familiar situation, check the payoff, then test how the numbers change.
The idea · in two minutes
Does publicly reported, non-routine clustered buying pass the filter, and what is the entered excess-return scenario?
Legally reported insider transactions may reflect managers’ views, but routine compensation, option exercises, tax sales and prearranged plans carry different information. Clustered, non-routine purchases are often treated as more informative. This tool evaluates a user-entered summary of public filings and subsequent returns; it does not use non-public information.
Enter filed purchases, market cap, cluster size, non-routine flag, stock/benchmark returns and costs.
Use only legally public filings; reporting delays, trading plans, options and survivorship are not adjusted.
- Input assumptionsEnter filed purchases, market cap, cluster size, non-routine flag, stock/benchmark returns and costs.
- Model outputUse only legally public filings; reporting delays, trading plans, options and survivorship are not adjusted.
Illustrative research examples only. They are not live signals or a recommendation.
The mechanics · payoff and exposure
Signal=NonRoutine\land Cluster\geq k,\quad R_{active}=R_{stock}-R_{benchmark}-C
Purchase value as a share of market capitalisation is descriptive; passing the signal filter implies neither causation nor guaranteed returns.
Greeks: the directional intuition
- 模型
- Measures sensitivity to implied volatility.
- 合約
- Measures sensitivity to implied volatility.
- 執行
- Measures sensitivity to implied volatility.
Signal=NonRoutine\land Cluster\geq k,\quad R_{active}=R_{stock}-R_{benchmark}-C
Practical context · published observations
Publicly reported insider-trading signals: read the record with its caveats.
The chart uses the published figures or explicitly labelled study inputs below. A historical index or model replay is not the same as an investor’s realised account return.
Use only legally public filings; reporting delays, trading plans, options and survivorship are not adjusted. Source ↗ · Methodology ↗
Change assumptions and inspect the scenario
Inputs illustrate the strategy mechanics; they are not live quotes, forecasts or investment advice.
Variants · same family, different risk levers
Models, contract terms and implementation can change results.
Compare relevant mechanisms and execution assumptions.
| Related strategy | Relationship | What changes | New cost or risk |
|---|---|---|---|
| Base scenario | Manual inputs | Legally reported insider transactions may reflect managers’ views, but routine compensation, option exercises, tax sales and prearranged plans carry different information. Clustered, non-routine purchases are often treated as more informative. This tool evaluates a user-entered summary of public filings and subsequent returns; it does not use non-public information. | Use only legally public filings; reporting delays, trading plans, options and survivorship are not adjusted. |
| Conservative version | Higher cost/loss | Stress higher costs, larger losses or lower liquidity. | May lower scenario returns. |
| Validation version | Data review | Test model inputs with consistent contracts and timestamps. | Needs licensed, representative data. |
Use only legally public filings; reporting delays, trading plans, options and survivorship are not adjusted.
Read beyond the summary
References
Primary sources and research used to describe the strategy and its limits.