SIGNALS_BY_FILING

insider_txn_share.signals_by_filing

This model looks at clusters of insider buying and selling across tickers. The use case is providing data on whether a filing is part of a cluster of other buy or sell signals.

Key features:

  1. Cluster buying: Flags filings if there are at least 3 distinct buyers within a 91-day window.

  2. Cluster buying by officers: Flags filings if there are at least 2 distinct officer buyers within a 91-day window.

  3. Cluster selling: Flags filings if there are at least 3 distinct sellers within a 91-day window.

  4. Cluster selling by officers: Flags filings if there are at least 2 distinct officer sellers within a 91-day window.

  5. Large insider buys: Flags filings with individual insider buys of at least $25,000.

  6. Large officer buys: Flags filings with individual officer buys of at least $25,000.

  7. Large insider sells: Flags filings with individual insider sells of at least $100,000.

  8. Large officer sells: Flags filings with individual officer sells of at least $100,000.

  9. CEO or CFO sells: Flags filings with individual sells of at least $100,000 by a CEO or CFO.

Column Name
Data Type
Column Description

ACCESSION_NUMBER

Varchar

Accession number of the filing

CLUSTER_BUYING_NUM_BUYERS

Number

Number of buyers in cluster buying

CLUSTER_BUYING_NUM_OFFICER_BUYERS

Number

Number of officer buyers in cluster buying

CLUSTER_SELLING_NUM_OFFICER_SELLERS

Number

Number of officer sellers in cluster selling

CLUSTER_SELLING_NUM_SELLERS

Number

Number of sellers in cluster selling

IND_100K_INSIDER_SELL

Number

Indicator for insider selling over $100K

IND_100K_OFFICER_SELL

Number

Indicator for officer selling over $100K

IND_25K_INSIDER_BUY

Number

Indicator for insider buying over $25K

IND_25K_OFFICER_BUY

Number

Indicator for officer buying over $25K

IND_CEO_OR_CFO_100K_SELL

Number

Indicator for CEO or CFO selling over $100K

IND_CLUSTER_BUYING

Number

Indicator for cluster buying

IND_CLUSTER_BUYING_OFFICERS

Number

Indicator for officers in cluster buying

IND_CLUSTER_SELLING

Number

Indicator for cluster selling

IND_CLUSTER_SELLING_OFFICERS

Number

Indicator for officers in cluster selling

ISSUER_TICKER

Varchar

Ticker of the issuer

PERIOD_OF_REPORT

Date

Period of the report

REPORTING_PERSON_NAME

Varchar

Name of the reporting person

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