MarketPeel
Insider Trading Intelligence
SR

Steven T. Romick

SOR
VP & PORTFOLIO MANAGER · SOURCE CAPITAL /DE/ · CIK 0001186259
FILING MIX · LIFETIME100%/0%
BUYS
8
SELLS
0
TOTAL VALUE
$666.5K
COMPANIES
1
ACTIVE SINCE
Mar 2020
HOLDINGS NOW
29,076
AVG SELL PX
TRADE KIND
SHOWING 8 / 8
Trades · vs SPY
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Performance · forward returns vs SPY
8 backtested trades · 8 horizons
Forward-return performance of every backtestable P/S trade by Steven T. Romick, 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
7d8+50.00%-1.47%-1.09%-0.38%-0.55%
14d8+100.00%+3.34%+3.87%-0.53%-0.68%
30d8+87.50%+4.18%+7.55%-3.36%-3.48%
60d8+100.00%+7.38%+12.01%-4.62%-3.38%
90d8+100.00%+13.91%+16.75%-2.85%-1.27%
180d8+100.00%+23.95%+25.91%-1.96%+0.52%
1y8+100.00%+39.59%+45.16%-5.57%-5.61%
2y8+100.00%+34.01%+41.38%-7.37%-3.23%
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
SOR · 29,076 shares · as of Sep 24, 2020
07,26914,53821,80729,076SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
2020
2020
FLOW · 8 buys / 0 sellsCOVERAGE · 3 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILED
SOR
SOURCE CAPITAL /DE/
PURCHASE
VP & Portfolio Manager
2,000$36.24$72.5K29,076Sep 24, 2020Sep 25, 2020
SOR
SOURCE CAPITAL /DE/
PURCHASE
VP & Portfolio Manager
225$36.59$8.2K27,076Sep 23, 2020Sep 24, 2020
SOR
SOURCE CAPITAL /DE/
PURCHASE
VP & Portfolio Manager
1,292$36.35$47.0K26,851Sep 21, 2020Sep 22, 2020
SOR
SOURCE CAPITAL /DE/
PURCHASE
VP & Portfolio Manager
2,000$36.97$73.9K25,559Sep 18, 2020Sep 21, 2020
SOR
SOURCE CAPITAL /DE/
PURCHASE
VP & Portfolio Manager
809$36.99$29.9K23,559Sep 17, 2020Sep 18, 2020
SOR
SOURCE CAPITAL /DE/
PURCHASE
VP & Portfolio Manager
1,750$28.56$50.0K22,750Mar 24, 2020Mar 25, 2020
SOR
SOURCE CAPITAL /DE/
PURCHASE
VP & Portfolio Manager
5,686$28.90$164.3K21,000Mar 16, 2020Mar 17, 2020
SOR
SOURCE CAPITAL /DE/
PURCHASE
VP & Portfolio Manager
7,114$31.02$220.7K15,314Mar 13, 2020Mar 16, 2020
Other insiders · SOR
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About this filer
CIK 0001186259
ROLE
VP & Portfolio Manager
PRIMARY
SOR
COMPANIES
1
ACTIVE SINCE
Mar 2020
MARKETPEEL · /INSIDER/0001186259DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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