InsiderDelta
SEC insider trades & smart-money 13F signals, scored
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InsiderDelta - SEC insider trades & smart-money 13F signals, scored

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Every SEC filing, surfaced and scored: Form 4 insider trades with realized 30/90/180/365-day returns, 10-K language-change signals, 8-K disclosures, 13D activists, and 13F holdings. Search by ticker or insider.

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Hi Product Hunt 👋 I built InsiderDelta because SEC filings are full of signal but raw EDGAR is unusable. We surface and score every Form 4 insider trade with its realized 30/90/180/365-day return, flag year-over-year language changes in 10-Ks, and track 13D activists and 13F smart-money flows - all searchable by ticker or insider. There's also a clean REST API. Would love your feedback!

A solid take on insider data, the realized return windows on Form 4 are really useful for filtering out noise. One thing that would help: a backtested cluster score that groups repeat insiders buying within the same week, so you can spot conviction patterns faster than scrolling through individual trades.

How does the 30/90/180/365-day return calculation handle cases where the insider's Form 4 is filed days or even weeks after the actual transaction date?

How do you actually score the insider trade returns, are you tracking the price from the exact filing date or from the day after, and does that match what I'd see if I tried to replicate it myself?

Looked up a few insiders I follow and the realized return breakdown on Form 4 trades is genuinely useful, way more than just seeing the buy or sell. Curious how the language-change signals on 10-Ks hold up over a full cycle though.

How does the realized return calculation handle cases where an insider sells shares they acquired through multiple lots at different prices? Trying to figure out if the 30/90/180/365 day numbers are weighted averages or based on a specific accounting method like FIFO.