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Orlando Purpura

FTHY
INSIDER · FIRST TRUST HIGH YIELD OPPORTUNITIES 2027 TERM FUND · CIK 0001815931
FILING MIX · LIFETIME100%/0%
BUYS
3
SELLS
0
TOTAL VALUE
$16.0K
COMPANIES
1
ACTIVE SINCE
Dec 2020
HOLDINGS NOW
800
AVG SELL PX
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 Orlando Purpura, 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+100.00%+0.35%-0.04%+0.38%+0.38%
14d3+100.00%+0.04%+1.97%-1.93%-1.93%
30d3+0.00%-0.32%+1.66%-1.98%-1.98%
60d3+100.00%+0.35%+2.40%-2.04%-2.04%
90d3+0.00%-0.12%+6.90%-7.01%-7.01%
180d3+100.00%+3.82%+15.83%-12.02%-12.02%
1y3+100.00%+10.32%+30.26%-19.94%-19.94%
2y3+0.00%-19.21%+6.30%-25.51%-25.51%
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
FTHY · 800 shares · as of Dec 29, 2020
0200400600800SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
FLOW · 3 buys / 0 sellsCOVERAGE · 1 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILED
FTHY
FIRST TRUST HIGH YIELD OPPORTUNITIES 2027 TERM FUND
PURCHASE
100$20.02$2.0K300Dec 29, 2020Dec 30, 2020
FTHY
FIRST TRUST HIGH YIELD OPPORTUNITIES 2027 TERM FUND
PURCHASE
200$19.99$4.0K200Dec 29, 2020Dec 30, 2020
FTHY
FIRST TRUST HIGH YIELD OPPORTUNITIES 2027 TERM FUND
PURCHASE
500$20.03$10.0K800Dec 29, 2020Dec 30, 2020
Other insiders · FTHY
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About this filer
CIK 0001815931
ROLE
Insider
PRIMARY
FTHY
COMPANIES
1
ACTIVE SINCE
Dec 2020
MARKETPEEL · /INSIDER/0001815931DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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