Insider#323tier 2experimental liveNew

form 144 cluster with insider

cadence: Eventdata: lowshort only
paper
2012
Source
Extension of Cohen-Malloy-Pomorski (2012) "Decoding Inside Information" cluster pattern to Form 144 planned-sale filings.
Read the paper →

What it checks

When 2+ insiders file paperwork to sell within 14 days of each other, the coordinated planned-exit signal tends to mark short-term tops.

Mechanism

Concurrent Form 144 filings by >=2 distinct insiders within 14d are a stronger negative-drift signal than a single filer; multi-insider coordination strips idiosyncratic-liquidity noise and corroborates the planned-exit signal.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.

Signal rule

trailing-14d distinct Form 144 filer_name count >= 2 (or >=3) -> SHORT on T+1, hold 10/20/40d.

Data dependencies

  • daily_prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • sec_form_144_filings

    SEC Form 144 planned-sale notices, parsed from EDGAR structured filings.

Expected edge

Paper alpha
-1.5-3% over 20-40d (internal)
Paper window
T+1 to T+40d

Stronger than baseline #266 form_144_overhang_short; internal target -1.5-3% over 20-40d on cluster events.

Related families

Explore form 144 cluster with insider on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more