MarketPeel
Insider Trading Intelligence
JD

John E. Denneen

RMT
SECRETARY · ROYCE MICRO-CAP TRUST, INC. · CIK 0001185842
FILING MIX · LIFETIME100%/0%
BUYS
5
SELLS
0
TOTAL VALUE
$126.3K
COMPANIES
2
ACTIVE SINCE
Apr 2020
HOLDINGS NOW
24,832
AVG SELL PX
TRADE KIND
SHOWING 5 / 5
Trades · vs SPY
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Performance · forward returns vs SPY
3 backtested trades · 8 horizonsHow are these numbers computed? →
Forward-return performance of every backtestable P/S trade by John E. Denneen, 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+66.67%+0.70%+1.95%-1.25%-1.36%
14d3+66.67%+1.95%+0.19%+1.76%+2.34%
30d3+100.00%+14.82%+6.95%+7.87%+8.59%
60d3+100.00%+16.63%+8.11%+8.52%+8.54%
90d3+100.00%+30.33%+14.18%+16.15%+16.48%
180d3+100.00%+28.83%+16.80%+12.03%+12.60%
1y3+100.00%+61.07%+48.61%+12.46%+12.75%
2y3+100.00%+31.69%+49.26%-17.57%-18.01%
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
RMT · 12,232 shares · as of Jun 5, 2026
03,0586,1169,17412,232SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
2020
2020
2021
2021
2021
2021
2022
2022
2022
2022
2023
2023
2023
2023
2024
2024
2024
2024
2025
2025
2025
2025
2026
2026
FLOW · 5 buys / 0 sellsCOVERAGE · 25 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILEDDETAILS
RMT
ROYCE MICRO-CAP TRUST, INC.
PURCHASE
Secretary
4,000$13.70$54.8K12,232Jun 5, 2026Jun 8, 2026View →
RMT
ROYCE MICRO-CAP TRUST, INC.
PURCHASE
Secretary
3,249$13.97$45.4K8,232Jun 1, 2026Jun 2, 2026View →
RGT
ROYCE GLOBAL TRUST, INC.
PURCHASE
Secretary/General Counsel
500$9.80$4.9K12,500May 1, 2020May 1, 2020View →
RGT
ROYCE GLOBAL TRUST, INC.
PURCHASE
Secretary/General Counsel
100$9.85$98512,600May 1, 2020May 1, 2020View →
RGT
ROYCE GLOBAL TRUST, INC.
PURCHASE
Secretary/General Counsel
2,000$10.10$20.2K12,000Apr 30, 2020May 1, 2020View →
Other insiders · RMT
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About this filer
CIK 0001185842
ROLE
Secretary
PRIMARY
RMT
COMPANIES
2
ACTIVE SINCE
Apr 2020
MARKETPEEL · /INSIDER/0001185842DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
FREE · DAILY · 6 AM ET

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