Composite Strategy

A long-only book that follows corporate insiders. It tracks SEC Form-4 open-market purchases — when officers and directors buy their own company's stock — and an ML model ranks which insider-bought names are most likely to run.

• Looks forstocks with a Form-4 insider purchase in the trailing 30 days, scored on the conviction of that buying — role-weighted dollar value (CEO/CFO buys count more), distinct-buyer cluster size, and whether the buyers are rare/opportunistic rather than routine
• The labeltrained on whether a stock reaches +25% within 60 days without dropping -15% the day after entry
• Universenames with recent insider buying and tradeable liquidity; leveraged/inverse ETFs excluded
• Operatestop-3 picks per day with 7-day per-ticker reentry cooldown and no-duplicate-of-held filter (~1.3 picks/day avg); 60-day hold with four equal scale-out slices at days 15/30/45/60; no stops
• Backtest honest-for-liveSharpe 1.58 · CAGR +49.5% · MaxDD -21.1% (research/218 re-ran with same dedup logic the live system uses). Per-year Sh: 2024 +1.36, 2025 +1.86, 2026 +1.24