Charles Edward JR Smith

AUBN

SENIOR VICE PRESIDENT · AUBURN NATIONAL BANCORPORATION, INC · CIK 0001195631

FILING MIX · LIFETIME100%/0%

BUYS

SELLS

TOTAL VALUE

$535

COMPANIES

ACTIVE SINCE

Jan 2020

HOLDINGS NOW

688

AVG SELL PX

—

Trades · vs SPY

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Performance · forward returns vs SPY

2 backtested trades · 8 horizons

Forward-return performance of every backtestable P/S trade by Charles Edward JR Smith, 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.

HORIZON	TRADES	WIN RATE	INSIDER RETURN	SPY RETURN	MEAN EXCESS	MEDIAN EXCESS	T-STAT
7d	2	+100.00%	+0.44%	-1.33%	+1.78%	+1.78%	—
14d	2	+100.00%	+1.02%	-0.68%	+1.70%	+1.70%	—
30d	2	+100.00%	+1.75%	+1.71%	+0.05%	+0.05%	—
60d	2	+0.00%	-46.92%	-30.54%	-16.39%	-16.39%	—
90d	2	+0.00%	-27.73%	-14.51%	-13.22%	-13.22%	—
180d	2	+0.00%	-18.08%	-1.09%	-16.99%	-16.99%	—
1y	2	+0.00%	-28.12%	+18.04%	-46.16%	-46.16%	—
2y	2	+0.00%	-37.71%	+39.20%	-76.91%	-76.91%	—

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

AUBN · 688 shares · as of Jan 21, 2020

Trading cadence · quarterly flow

BUY ● SELL ●

2020

FLOW · 2 buys / 0 sellsCOVERAGE · 1 quarters

Form 4 filings · all activity

COMPANY	TYPE	SHARES	PRICE	VALUE	HELD AFTER	TRADE DATE	FILED
AUBN AUBURN NATIONAL BANCORPORATION, INC	PURCHASE Senior Vice President	9	$53.53	$482	697	Jan 21, 2020	Jan 22, 2020 ↗
AUBN AUBURN NATIONAL BANCORPORATION, INC	PURCHASE Senior Vice President	1	$53.55	$54	688	Jan 21, 2020	Jan 22, 2020 ↗

Other insiders · AUBN

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About this filer

CIK 0001195631

ROLE

Senior Vice President

PRIMARY

AUBN

COMPANIES

ACTIVE SINCE

Jan 2020

MARKETPEEL · /INSIDER/0001195631DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE

Charles Edward JR Smith

The morning brief, before the bell.