We ran a 2-year simulation on every high-conviction open-market insider purchase in our database — entry on filing date, 7-day hold, score-tiered allocation, real transaction costs.
Score ≥70 signals · 7-day hold · Score-tiered allocation · 0.1% round-trip costs
152 signals studied · 7-day directional accuracy · Validated quant model
Source: signal_accuracy_report.md · Independent quantitative analysis · Score ≥80 subset, price ≥$2, entry on filing date. p-value computed via two-tailed binomial test against 50% null hypothesis. Not financial advice. Past results do not guarantee future performance.
7-day hold · simulated backtest · as conviction score rises, results improve
| Min Score | Signals | Avg/Trade | Win Rate | Total Ret | SPY | Max DD | Sharpe |
|---|---|---|---|---|---|---|---|
| ≥60 | 79 | +3.1% | 62% | +32.1% | +19.1% | -3.7% | 1.82 |
| ≥70 | 58 | +2.7% | 66% | +23.0% | +17.4% | -3.6% | 1.82 |
| ≥80 | 28 | +3.0% | 68% | +15.5% | +17.4% | -2.4% | 2.66 |
| ≥85 | 22 | +3.9% | 68% | +15.9% | +17.4% | -1.1% | 3.38 |
| ≥90 | 15 | +4.0% | 67% | +12.1% | +17.4% | -1.1% | 3.07 |
Data source
SEC EDGAR Form 4 open-market purchases only. All data publicly available. Database contains 35,000+ filings, Feb 2024 – present.
Entry price
Closing price on the filing date — the earliest point at which the trade is public information. No trade date used. No lookahead bias.
Filters applied
Price ≥$2.00 (no penny stocks). Filing within 10 days of trade. Max 5 signals per ticker (prevents single-name concentration). Trade value ≥$10,000.
Position sizing
Score-tiered fixed allocation: score 70–79 → 10% of capital, score 80–89 → 15%, score 90–100 → 20%. No leverage. 0.10% round-trip costs on each trade.
Benchmark
SPY buy-and-hold over the identical date range, also rebased to $100K. Max drawdown calculated on the score-tiered portfolio sequence.
Members see every signal in real time — with conviction score, dollar amount, insider role, and live performance tracking.
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