MarketPeel
Insider Trading Intelligence
TS

Thomas Siering

TWO
DIRECTOR · TWO HARBORS INVESTMENT CORP. · CIK 0001474897
FILING MIX · LIFETIME0%/100%
BUYS
0
SELLS
3
TOTAL VALUE
$2.48M
COMPANIES
1
ACTIVE SINCE
May 2021
HOLDINGS NOW
397,330
AVG SELL PX
$7.05
TRADE KIND
SHOWING 3 / 3
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 Thomas Siering, 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%+0.16%+0.78%-0.63%-0.16%
14d3+0.00%+1.08%+1.64%-0.55%-0.69%
30d3+0.00%+6.78%+2.65%+4.13%+4.13%
60d3+66.67%-2.69%+5.61%-8.30%-10.10%
90d3+100.00%-7.14%+8.19%-15.33%-14.82%
180d3+100.00%-8.61%+13.63%-22.24%-21.59%
1y3+100.00%-19.19%-2.24%-16.95%-16.15%
2y3+100.00%-48.75%+3.46%-52.21%-52.09%
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
TWO · 397,330 shares · as of May 18, 2021
0137,427274,853412,280549,706SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2021
FLOW · 0 buys / 3 sellsCOVERAGE · 1 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILED
TWO
TWO HARBORS INVESTMENT CORP.
SALE
52,376$7.23$378.8K397,330May 18, 2021May 20, 2021
TWO
TWO HARBORS INVESTMENT CORP.
SALE
100,000$7.09$709.3K449,706May 14, 2021May 17, 2021
TWO
TWO HARBORS INVESTMENT CORP.
SALE
200,000$6.98$1.40M549,706May 13, 2021May 17, 2021
Other insiders · TWO
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About this filer
CIK 0001474897
ROLE
Director
PRIMARY
TWO
COMPANIES
1
ACTIVE SINCE
May 2021
MARKETPEEL · /INSIDER/0001474897DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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