MarketPeel
Insider Trading Intelligence
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Regina Lowrie

CHMI
DIRECTOR · CHERRY HILL MORTGAGE INVESTMENT CORP · CIK 0001651817
FILING MIX · LIFETIME75%/25%
BUYS
3
SELLS
1
TOTAL VALUE
$99.8K
COMPANIES
1
ACTIVE SINCE
Jun 2020
HOLDINGS NOW
29,358
AVG SELL PX
$8.92
TRADE KIND
SHOWING 4 / 4
Trades · vs SPY
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Performance · forward returns vs SPY
1 backtested trades · 8 horizonsHow are these numbers computed? →
Forward-return performance of every backtestable P/S trade by Regina Lowrie, 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
7d1+100.00%-0.33%-0.77%+0.44%+0.44%
14d1+0.00%+2.32%+1.56%+0.76%+0.76%
30d1+0.00%+7.28%+1.83%+5.45%+5.45%
60d1+0.00%+1.15%+6.51%-5.36%-5.36%
90d1+0.00%+9.00%+10.11%-1.11%-1.11%
180d1+0.00%+8.54%+15.44%-6.90%-6.90%
1y1+0.00%+11.36%+32.37%-21.01%-21.01%
2y1+100.00%-12.91%+13.59%-26.50%-26.50%
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
CHMI · 29,358 shares · as of Jun 17, 2022
07,34014,67922,01929,35820212022SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
2020
2020
2021
2021
2021
2021
2022
2022
FLOW · 3 buys / 1 sellsCOVERAGE · 9 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILEDDETAILS
CHMI
CHERRY HILL MORTGAGE INVESTMENT CORP
PURCHASEGRANT
Stock grant
11,14729,358Jun 17, 2022Jun 17, 2022View →
CHMI
CHERRY HILL MORTGAGE INVESTMENT CORP
PURCHASEGRANT
Stock grant
6,73817,940Jun 16, 2021Jun 17, 2021View →
CHMI
CHERRY HILL MORTGAGE INVESTMENT CORP
SALE
11,186$8.92$99.8K11,202Nov 14, 2020Nov 16, 2020View →
CHMI
CHERRY HILL MORTGAGE INVESTMENT CORP
PURCHASEGRANT
Stock grant
7,40822,388Jun 17, 2020Jun 19, 2020View →
Other insiders · CHMI
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About this filer
CIK 0001651817
ROLE
Director
PRIMARY
CHMI
COMPANIES
1
ACTIVE SINCE
Jun 2020
MARKETPEEL · /INSIDER/0001651817DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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