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Insider Trading Intelligence
SB

Sandra Brown

SOR
DIRECTOR · SOURCE CAPITAL /DE/ · CIK 0001685862
FILING MIX · LIFETIME80%/20%
BUYS
4
SELLS
1
TOTAL VALUE
$118.8K
COMPANIES
1
ACTIVE SINCE
Sep 2020
HOLDINGS NOW
373
AVG SELL PX
$40.27
TRADE KIND
SHOWING 5 / 5
Trades · vs SPY
Loading price series…
Performance · forward returns vs SPY
5 backtested trades · 8 horizonsHow are these numbers computed? →
Forward-return performance of every backtestable P/S trade by Sandra Brown, 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
7d5+40.00%-0.20%+0.59%-0.78%-1.44%
14d5+60.00%+0.50%+1.95%-1.45%-1.83%
30d5+80.00%+2.40%+4.25%-1.85%-1.99%
60d5+80.00%+4.70%+6.89%-2.18%-1.33%
90d5+80.00%+5.09%+5.31%-0.22%+0.82%
180d5+80.00%+9.89%+12.96%-3.07%-2.79%
1y5+60.00%+7.61%+21.30%-13.69%-20.34%
2y5+60.00%+15.26%+30.66%-15.41%-23.02%
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 · 373 shares · as of Feb 1, 2024
03216419621,2822021202220232024SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
2020
2021
2021
2021
2021
2022
2022
2022
2022
2023
2023
2023
2023
2024
FLOW · 4 buys / 1 sellsCOVERAGE · 15 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILEDDETAILS
SOR
SOURCE CAPITAL /DE/
PURCHASE
1$40.29$401Feb 1, 2024Feb 5, 2024View →
SOR
SOURCE CAPITAL /DE/
SALE
1,649.53$40.27$66.4K0Feb 1, 2024Feb 5, 2024View →
SOR
SOURCE CAPITAL /DE/
PURCHASE
372$40.28$15.0K373Feb 1, 2024Feb 5, 2024View →
SOR
SOURCE CAPITAL /DE/
PURCHASE
600$45.70$27.4K1,282Jun 1, 2021Jun 2, 2021View →
SOR
SOURCE CAPITAL /DE/
PURCHASE
265$37.46$9.9K682Sep 17, 2020Sep 17, 2020View →
Other insiders · SOR
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About this filer
CIK 0001685862
ROLE
Director
PRIMARY
SOR
COMPANIES
1
ACTIVE SINCE
Sep 2020
MARKETPEEL · /INSIDER/0001685862DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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