Insider trades, read by a system — not a pundit.

Every signal starts from a public primary-source filing. We do not trade on tips, we do not run a paid network, and we do not accept placed content.

• SEC Form 4 (insider trades)

  Officers, directors, and 10%+ shareholders of U.S. issuers file Form 4 with the SEC within two business days of a reportable transaction. We parse the full feed, link filings to the underlying ticker, and extract size, direction, and the filer role.

• Congressional PTR disclosures

  Members of the U.S. Congress are required to file Periodic Transaction Reports for securities trades above a statutory threshold. We pull the public disclosures, join them with ticker metadata, and treat each filer as a distinct “actor” whose prior-signal performance is tracked separately.

We do not use private data rooms, unannounced filings, or any non-public information. Everything we consume is filed by law and available on sec.gov and disclosures-clerk.house.gov.

1. Step 1 · Detect

   Ingest and normalize

   Filings are pulled continuously, deduplicated, linked to the issuer’s ticker, and enriched with trade size, direction (buy / sell), and filing delay versus the trade date.

2. Step 2 · Score

   Actor-aware ranking

   The score combines trade size, filing freshness, role of the insider, cluster behavior (multiple insiders acting in the same direction), and the actor’s own prior-signal track record. Score thresholds map to labels Strong / High / Watch.

3. Step 3 · Publish

   VIP real-time; Public delay policy

   Qualifying signals are published to the VIP feed when produced. The current release policy is configured for Public eligibility 7×24 hours after a verified original VIP delivery timestamp. Source-verified seven-day forward examples are still collecting. Historical replay and origin-unproven rows are labelled separately and must not be read as original VIP delivery proof.

4. Step 4 · Follow-up

   Frozen entry, recorded outcome

   At publication we snapshot the entry context. At 30 and 90 days later, a separate worker computes the return from the frozen entry to the then-current price and writes it to the archive. Outcomes are recorded whether positive or negative — nothing is removed from the archive after the fact.

For SELL signals the return is sign-inverted so that a falling price shows a positive outcome — the scoreboard above reflects that convention consistently across all horizons.

• Entry is frozen at publish time

  We do not retroactively pick a better entry. The entry used for every outcome is the one captured when the signal was created. When a row is a verified original VIP delivery, the public release preserves that same immutable record — not a rewritten substitute.

• The 7-day delay is a policy gate

  Public visibility is gated by configured delay policy (currently 7×24 hours after a verified original VIP delivery timestamp). This is the release policy — not a claim that every currently published example already proves a completed seven-day forward delivery.

• Losers are not deleted

  Once a signal has a 30-day outcome, the row is permanent in the archive — including losing outcomes. The aggregate positive completed outcomes and median on this site are computed over the same full set.

• Not financial advice

  Signals are research output, not investment recommendations. Position sizing, execution, taxes, fees, and slippage are entirely your responsibility. Past performance does not guarantee future results.

• No tips, no placed content

  We never publish a signal because someone asked us to. No paid-for inclusions, no sponsored picks, no “pump” lists. The filter for every signal is the same scoring model.

• No guaranteed returns

  Some signals print positive outcomes; some print negative. The archive shows both. Anyone promising guaranteed returns is selling a different product.

• No private data

  We only ingest what issuers and congresspeople are legally required to disclose publicly. There is no inside track beyond reading primary sources faster than a retail reader would.