Insider distribution into strength

Bearish

Heavy insider selling while price is still elevated. Insiders see deterioration the market doesn't yet.

PRIMARY SOURCE
Seyhun 1998
Cohen-Malloy-Pomorski 2012
TYPICAL HORIZON
3-12 months
FACTORS USED
insidermomentum

What it means

Net insider activity sits in the bottom quintile — meaning officers and directors are selling heavily — while the stock price is still in the top 40% of its momentum distribution. Selling into strength is the textbook sign of insiders cashing out before bad news hits.

Why it works

Seyhun 1998 showed that the top decile of net insider selling predicts ~8% underperformance over 12 months. Cohen-Malloy-Pomorski 2012 separated "routine" 10b5-1 scheduled sales from "opportunistic" — the alpha is concentrated in opportunistic sales outside of earnings windows. Our pattern excludes the post-earnings window to focus on the opportunistic cohort.

Watch out

Founder-led companies sometimes have scheduled sales for diversification or estate planning that look heavy on aggregate but are mechanical. Cross-check by looking at the actual Form 4 filings: are sales clustered around earnings releases (routine) or scattered through the quiet periods (opportunistic)?

Live matches

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Disclaimer. Pattern matches are research signals, not investment advice. Past performance of an academic effect does not guarantee future returns. Forward-return tracking for Framler's own implementation begins 2026-05-16 after the calibration window closes.
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