Smart money moves in public.
The problem was never access.
It was signal from noise.

THE PROBLEM

Most smart money signals are noise

Corporate insiders, senators, and institutional funds all disclose their moves publicly: SEC Form 4, STOCK Act filings, 13F reports. Millions of data points. On the surface it sounds like a treasure trove. In practice it's overwhelming noise.

Option grants & comp awards
Executives receive shares as compensation constantly. No conviction, just paperwork.
10b5-1 auto-plan sales
Pre-scheduled trades made months ago, under entirely different market conditions.
Discretionary open-market buys
Real money, real conviction. Academic research shows 6–8% annual alpha on average. This is what we surface.

A 4-minute tour of the entire platform.

HOW IT WORKS
Layer every source
SEC Form 4 (insiders), STOCK Act disclosures (Congress), and 13F filings (institutional funds) are pulled the moment they hit EDGAR — three independent views of where smart money is moving.
Strip the noise at source
Option exercises, derivative transactions, and 10b5-1 auto-plan trades all get discarded. Only discretionary open-market trades survive — the ones that actually reflect conviction.
Score conviction, not activity
Each trade is scored on role (CEO vs. director), size relative to actor wealth, ownership change, and cluster buying — multiple insiders, senators, or funds piling into the same stock in the same window.
Verify with real price data
Every signal is back-tested against actual historical prices — 1-day through 1-year returns, vs. SPY over the same window. Each actor's history rolls up into a win rate and average alpha.
THE RESEARCH

"Open-market purchases by insiders outperform the market by 6–8% annually on average."

Seyhun (1986) — insider buys yield ~5% abnormal returns over 12 months. J. Financial Economics
Lakonishok & Lee (2001) — insider trading is a stronger predictor for small-cap stocks. Review of Financial Studies
Cohen, Malloy & Pomorski (2012) — "opportunistic" (non-routine) insiders earn ~82 bps/month vs market. J. Finance
OPEN METHODOLOGY

Every signal we publish is derived from raw, point-in-time SEC + STOCK Act filings. No black box, no proprietary data sources to obscure. Audit our scoring or pull the data yourself.

THE PERSON BEHIND IT
Vasileios Koutsokostas
Trading team · Plum Fintech  ·  Cybersecurity & Senior Software Engineer

I built Verity Signals for myself. I was already tracking insider trades manually: cross-referencing SEC filings, maintaining spreadsheets, trying to separate real conviction buys from noise. When I automated the filtering and started seeing consistent alpha, the obvious question was: why keep this private?

My career splits between cybersecurity and software engineering. I work on the trading team at Plum Fintech — on financial data pipelines, data quality, and what actually moves markets. That background shaped how this product is built: a signal-filtering layer on public data that anyone could access, but almost no one has time to clean properly. The data should be public. So should the methodology.

See for yourself.

Free tier streams live SEC insider data, every Form 4 since 2003. No card required.

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