InsidersTradesSigma
Quantitative analysis of 24,000 insider transactions · 18,000 buys, 6,000 sells · across 3 retail horizons (T+30 · T+90 · T+365).
Drag the sliders. Every change re-runs the backtest on 5+ years of real declarations. No login required.
313,675 BUY signals · 24 markets · recompute 5/18/2026. Raw universe (no Sigma selection).
| Market | n | Avg T+90 | Win% | Sharpe | OOS avg | OOS Sharpe |
|---|---|---|---|---|---|---|
| KR | 6,143 | +17.04% | 57.9% | 0.67 | +17.04% | 0.67 |
| IN | 5,244 | +11.52% | 67.7% | 0.45 | · | · |
| CH | 714 | +3.87% | 54.2% | 0.35 | · | · |
| JP | 7,875 | +4.73% | 55.8% | 0.32 | · | · |
| CN | 3,809 | +4.67% | 52.1% | 0.31 | +6.10% | 0.45 |
| AT | 2,023 | +2.87% | 60.1% | 0.25 | +17.47% | 1.32 |
| DE | 228 | +3.51% | 49.0% | 0.25 | +6.57% | 0.53 |
| NO | 417 | +9.85% | 49.2% | 0.24 | +9.85% | 0.24 |
| DK | 4,645 | +3.43% | 53.0% | 0.23 | +4.08% | 0.54 |
| NL | 5,008 | +2.60% | 55.0% | 0.16 | +0.49% | -0.06 |
| IT | 1,907 | +1.81% | 47.9% | 0.07 | -0.81% | -0.24 |
| FI | 12,321 | +1.67% | 49.7% | 0.06 | -0.42% | -0.11 |
| ES | 4,811 | +59.11% | 61.6% | 0.04 | +2.30% | 0.27 |
| BE | 906 | +1.23% | 50.0% | 0.03 | -3.72% | -0.66 |
| US | 191,244 | +12.57% | 40.3% | 0.01 | +0.74% | -0.02 |
| BR | 45,987 | +0.45% | 45.9% | -0.06 | +1.94% | 0.10 |
| FR | 17,013 | -0.24% | 43.7% | -0.08 | +4.53% | 0.25 |