BACKTEST_TRADES_BY_PERSON

insider_txn_share.backtest_trades_by_person

This model backtests the average returns (both absolute and normalized) and hit rates over various horizons to look at the differences in forward returns at the reporting person/entity level. This analysis indicates whether a reporting person has historically been a good buyer or seller.

Column Name	Data Type	Column Description
AVG_RETURN_12MO_AFTER_BUYS	Float	Average return 12 months after buys
AVG_RETURN_12MO_AFTER_BUYS_NORMALIZED	Float	Normalized average return 12 months after buys
AVG_RETURN_12MO_AFTER_SELLS	Float	Average return 12 months after sells
AVG_RETURN_12MO_AFTER_SELLS_NORMALIZED	Float	Normalized average return 12 months after sells
AVG_RETURN_24MO_AFTER_BUYS	Float	Average return 24 months after buys
AVG_RETURN_24MO_AFTER_BUYS_NORMALIZED	Float	Normalized average return 24 months after buys
AVG_RETURN_24MO_AFTER_SELLS	Float	Average return 24 months after sells
AVG_RETURN_24MO_AFTER_SELLS_NORMALIZED	Float	Normalized average return 24 months after sells
AVG_RETURN_3MO_AFTER_BUYS	Float	Average return 3 months after buys
AVG_RETURN_3MO_AFTER_BUYS_NORMALIZED	Float	Normalized average return 3 months after buys
AVG_RETURN_3MO_AFTER_SELLS	Float	Average return 3 months after sells
AVG_RETURN_3MO_AFTER_SELLS_NORMALIZED	Float	Normalized average return 3 months after sells
AVG_RETURN_6MO_AFTER_BUYS	Float	Average return 6 months after buys
AVG_RETURN_6MO_AFTER_BUYS_NORMALIZED	Float	Normalized average return 6 months after buys
AVG_RETURN_6MO_AFTER_SELLS	Float	Average return 6 months after sells
AVG_RETURN_6MO_AFTER_SELLS_NORMALIZED	Float	Normalized average return 6 months after sells
AVG_RETURN_DELTA_12MO	Float	Average return delta 12 months
AVG_RETURN_DELTA_24MO	Float	Average return delta 24 months
AVG_RETURN_DELTA_3MO	Float	Average return delta 3 months
AVG_RETURN_DELTA_6MO	Float	Average return delta 6 months
BUY_OR_SELL	Varchar	Indicates buy or sell
HIT_RATE_12MO_AFTER_BUYS	Number	Hit rate 12 months after buys
HIT_RATE_12MO_AFTER_SELLS	Number	Hit rate 12 months after sells
HIT_RATE_24MO_AFTER_BUYS	Number	Hit rate 24 months after buys
HIT_RATE_24MO_AFTER_SELLS	Number	Hit rate 24 months after sells
HIT_RATE_3MO_AFTER_BUYS	Number	Hit rate 3 months after buys
HIT_RATE_3MO_AFTER_SELLS	Number	Hit rate 3 months after sells
HIT_RATE_6MO_AFTER_BUYS	Number	Hit rate 6 months after buys
HIT_RATE_6MO_AFTER_SELLS	Number	Hit rate 6 months after sells
ISSUER_TICKER	Varchar	Issuer ticker
IS_DIRECTOR	Boolean	Is the person a director
IS_OFFICER	Boolean	Is the person an officer
IS_OTHER	Boolean	Is the person classified as other
IS_TEN_PERCENT_OWNER	Boolean	Is the person a ten percent owner
MAX_PERIOD_OF_REPORT	Date	Maximum period of report
MIN_PERIOD_OF_REPORT	Date	Minimum period of report
NUMBER_OF_BUYS_TRADES	Number	Number of buy trades
NUMBER_OF_SELL_TRADES	Number	Number of sell trades
NUMBER_OF_TRADES	Number	Total number of trades
NUM_BUY_FILINGS	Number	Number of buy filings
NUM_FILINGS	Number	Total number of filings
NUM_SELL_FILINGS	Number	Number of sell filings
OFFICER_TITLES	Varchar	Officer titles
REPORTING_PERSON_CIK	Number	Reporting person CIK
REPORTING_PERSON_NAME	Varchar	Reporting person name
SUM_VALUE_TRADED	Float	Sum value traded
TRADE_DESCRIPTION	Varchar	Description of the trade