Filings, Insiders & OwnershipCore researchlive in productionNew

insider cluster buying

Updated eventData needs: mediumlong only
paper
2012
Source
Cohen, Malloy & Pomorski 2012; Lakonishok & Lee 2001
Citation only, paper link pending.

In plain terms

When several company insiders buy their own stock around the same time, the strategy follows them and buys too, betting they know something good is coming.

How it works

Open-market insider purchases are the most informative insider signal, and clusters (several distinct insiders buying within a short window), especially with executive (CEO/CFO) conviction, carry the most next-quarter drift. The family scores a buying cluster on each ticker and goes long.

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies

  • SEC insider trades

    Form-4 insider transactions with role, size, and trade direction.

  • Daily prices

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

Expected edge

Clusters of open-market insider purchases, particularly by executives, predict positive abnormal returns over the following quarter because they reveal informed conviction rather than routine trades.

Related families

Explore insider cluster buying 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