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Over the past months, I’ve been working on a personal project focused on insider buying activity in US equities.
The starting point was simple: insider trades are public, regulated, and historically correlated with future performance in specific conditions — but raw data is noisy and often unusable without heavy filtering. So I built an internal system to collect Form 4 filings, score them across multiple dimensions (role, ownership change, trade value, timing, clustering), and backtested dozens of parameter combinations over multiple market regimes.
The goal wasn’t to “predict” prices or generate signals, but to answer a more practical question: *can insider activity, when structured and filtered properly, provide a consistent informational edge* ?
After extensive backtesting, the answer was yes ! (not as a standalone trading system but as a reliable informational layer when used with discipline and risk management)
I ended up turning this internal tool into a small public project: a website that provides structured, ranked insider activity updates on US stocks, there is a free plan to have weekly updates.
No financial advice, no promises, just curated, transparent data and context around insider moves.
If you’re interested in market structure, alternative data, or insider behavior — feel free to take a look and judge for yourself: [https://insider-momentum-strategy/en.fr](https://www.insider-momentum-strategy.fr/en)
(Don't be afraid by the ".fr", it come with an english version \^\^)
Happy to answer technical questions about the data, scoring logic, or backtesting process.