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Insider Trading Intelligence
GW

Graham M. Weston

CFR
DIRECTOR · CULLEN/FROST BANKERS, INC. · CIK 0001119355
FILING MIX · LIFETIME100%/0%
BUYS
4
SELLS
0
TOTAL VALUE
$2.00M
COMPANIES
1
ACTIVE SINCE
Apr 2020
HOLDINGS NOW
161,113
AVG SELL PX
TRADE KIND
SHOWING 4 / 4
Trades · vs SPY
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Performance · forward returns vs SPY
3 backtested trades · 8 horizons
Forward-return performance of every backtestable P/S trade by Graham M. Weston, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.
HORIZONTRADESWIN RATEINSIDER RETURNSPY RETURNMEAN EXCESSMEDIAN EXCESST-STAT
7d3+100.00%+0.55%+3.41%-2.85%-2.85%
14d3+0.00%-5.83%+1.23%-7.07%-7.07%
30d3+100.00%+12.37%+8.05%+4.32%+4.32%
60d3+100.00%+10.51%+9.52%+0.98%+0.98%
90d3+100.00%+8.86%+15.06%-6.20%-6.20%
180d3+0.00%-0.54%+16.49%-17.02%-17.02%
1y3+100.00%+82.04%+49.93%+32.11%+32.11%
2y3+100.00%+104.76%+50.88%+53.88%+53.88%
How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.
Holdings over time
CFR · 161,113 shares · as of May 1, 2020
041,02882,057123,085164,113SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
FLOW · 4 buys / 0 sellsCOVERAGE · 1 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILED
CFR
CULLEN/FROST BANKERS, INC.
PURCHASE
14,981$67.55$1.01M149,694May 1, 2020May 4, 2020
CFR
CULLEN/FROST BANKERS, INC.
PURCHASE
3,000$69.13$207.4K164,113May 1, 2020May 4, 2020
CFR
CULLEN/FROST BANKERS, INC.
PURCHASE
11,419$68.29$779.8K161,113May 1, 2020May 4, 2020
CFR
CULLEN/FROST BANKERS, INC.
PURCHASEGRANT
Stock grant
9482,499Apr 29, 2020May 1, 2020
Other insiders · CFR
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About this filer
CIK 0001119355
ROLE
Director
PRIMARY
CFR
COMPANIES
1
ACTIVE SINCE
Apr 2020
MARKETPEEL · /INSIDER/0001119355DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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