InsiderSignal — Backtest Explorer

▌ BACKTEST EXPLORER // SEC FORM 4 SIGNAL ANALYSIS

Filter · Compare indicators · Analyse sectors · Export to Excel / CSV

34,170 trades 2014 – 2024 · 3,625 tickers

Filtered Trades

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matching filters

Win Rate (5D)

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vs 50% random

Avg Return (5D)

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median entry

Win Rate (20D)

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4-week hold

Avg Return (20D)

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median entry

Sharpe (5D)

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annualised

Best Trade

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Worst Trade

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Max Drawdown

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peak to trough

Sortino Ratio

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downside risk adj.

Profit Factor

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gross win / gross loss

BACKTEST ASSUMPTIONS Position: $1,000 fixed | Commission: 0.10% · Slippage: 0.10% · Round-trip: 0.40% | Entry: T+1 open · No look-ahead bias | Returns capped ±15% | Past performance does not guarantee future results

SIMULATED EQUITY CURVE — $10K PORTFOLIO

AVG RETURN BY CALENDAR MONTH

HOLDING PERIOD COMPARISON — WIN RATE + AVG RETURN

SIGNAL SCORE vs RETURN (cluster × RVOL)

INDICATOR COMPARISON — select to drill down Click an indicator to filter the trade log

INDICATOR CORRELATION MATRIX Higher RVOL + Cluster always improves returns

SECTOR PERFORMANCE — 5-DAY AVG RETURN —

TRADE LOG — 0 TRADES MATCHING FILTERS

DATE ▼	TICKER ⇅	SECTOR ⇅	ROLE ⇅	VALUE $ ⇅	RVOL ⇅	CLUSTER ⇅	RET 5D ⇅	RET 20D ⇅
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DISCLAIMER: InsiderSignal backtest data is sourced from SEC EDGAR Form 4 filings. Historical returns are computed from public OHLCV data via yfinance and are for informational purposes only. Not investment advice. Past performance does not guarantee future results.