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Scott Sprauer

RMMZ
INSIDER · RIVERNORTH MANAGED DURATION MUNICIPAL INCOME FUND II, INC. · CIK 0001552966
FILING MIX · LIFETIME44%/56%
BUYS
4
SELLS
5
TOTAL VALUE
$201.8K
COMPANIES
4
ACTIVE SINCE
Feb 2022
HOLDINGS NOW
2,000
AVG SELL PX
$14.27
TRADE KIND
SHOWING 9 / 9
Trades · vs SPY
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Performance · forward returns vs SPY
9 backtested trades · 8 horizons · 1 pending
Forward-return performance of every backtestable P/S trade by Scott Sprauer, 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
7d9+33.33%-0.21%+0.09%-0.30%-0.71%
14d9+66.67%-0.59%-1.20%+0.61%-0.03%
30d9+33.33%-1.72%-3.01%+1.29%-0.98%
60d9+44.44%-3.53%-4.65%+1.12%-3.31%
90d9+44.44%-1.75%-4.03%+2.28%+2.03%
180d9+22.22%-5.27%-2.29%-2.98%-4.13%
1y9+33.33%-3.77%+6.78%-10.54%-8.92%
2y9(1 pending)+37.50%-6.23%+31.07%-37.30%-31.29%
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
RMMZ · 0 shares · as of Aug 29, 2023
02505007501,0002023SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2022
2022
2022
2022
2023
2023
2023
2023
2024
2024
2024
2024
FLOW · 4 buys / 5 sellsCOVERAGE · 12 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILEDDETAILS
RMI
RIVERNORTH OPPORTUNISTIC MUNICIPAL INCOME FUND, INC.
SALE
752$15.91$12.0K0Nov 4, 2024Nov 4, 2024View →
RFMZ
RIVERNORTH FLEXIBLE MUNICIPAL INCOME FUND II, INC.
SALE
2,000$13.90$27.8K0May 10, 2024May 10, 2024View →
RMMZ
RIVERNORTH MANAGED DURATION MUNICIPAL INCOME FUND II, INC.
SALE
1,000$15.30$15.3K0Aug 29, 2023Aug 30, 2023View →
RFMZ
RIVERNORTH FLEXIBLE MUNICIPAL INCOME FUND II, INC.
SALE
2,000$13.52$27.0K2,000Aug 29, 2023Aug 30, 2023View →
RMI
RIVERNORTH OPPORTUNISTIC MUNICIPAL INCOME FUND, INC.
SALE
0.81$16.17$13752May 10, 2022May 12, 2022View →
MMD
NYLI MACKAY DEFINEDTERM MUNI OPPORTUNITIES FUND
PURCHASE
2,000$17.89$35.8K2,000Apr 11, 2022Apr 12, 2022View →
RFMZ
RIVERNORTH FLEXIBLE MUNICIPAL INCOME FUND II, INC.
PURCHASE
2,000$15.88$31.8K4,000Apr 11, 2022Apr 12, 2022View →
RFMZ
RIVERNORTH FLEXIBLE MUNICIPAL INCOME FUND II, INC.
PURCHASE
2,000$16.53$33.1K2,000Apr 4, 2022Apr 5, 2022View →
RMMZ
RIVERNORTH MANAGED DURATION MUNICIPAL INCOME FUND II, INC.
PURCHASE
1,000$19.12$19.1K1,000Feb 15, 2022Feb 16, 2022View →
Other insiders · RMMZ
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About this filer
CIK 0001552966
ROLE
Insider
PRIMARY
RMMZ
COMPANIES
4
ACTIVE SINCE
Feb 2022
MARKETPEEL · /INSIDER/0001552966DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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