Alpha Signals methodology
How the delayed Form 4 digest is scored, published, and tracked.
This page explains what reaches the public Alpha Signals surface: how filings are ranked, how the next-open paper entry rule works, why free readers see a delayed tier, and where the paper-only boundary stays hard.
1. Scoring inputs
- Cluster-buy behavior: multiple insiders or repeated buys score higher than isolated one-offs.
- Recency of the filing timestamp: fresher Form 4 activity ranks above stale signals.
- Buy size and conviction cues taken from the filing payload that ships through the internal scoring pipeline.
- Issuer quality filters already applied upstream so the public page reflects only the publishable subset.
2. Filing timestamp and entry rule
The source-of-truth anchor is the SEC filing timestamp. Public rows store that filing time and use a fixed paper entry rule: the next regular-session open after the filing timestamp. When the daily open is available from the paper price source, the append-only record adds an immutable entry-fill event rather than editing history away.
The free tier may publish later than the filing itself. That delay is intentional: public readers get a slower audit surface, while the internal pipeline can still preserve the original filing-time anchor for paper measurement.
3. Pending and outcome caveats
- Free readers see a delayed digest, not a real-time alert feed.
- Entry fills remain pending until the next regular-session open is available from the paper data source.
- Outcome horizons are append-only paper measurements, not broker-confirmed executions.
- A pending row is still shown publicly so the record cannot cherry-pick only settled winners.
4. Paper-only boundary
- Paper research only. No broker writes, no order routing, and no live trading from this product surface.
- Past or paper results do not guarantee future returns.
- Nothing here is investment advice or a personalized recommendation.