Research Report · April 2026

First Insider Buy Signal:A Historical Performance Study

Analyzing SEC Form 4 filings from 2020–2025 to measure what happens after a corporate insider makes their very first open-market purchase in a company — and how those returns compare to the S&P 500.

13,747+
First-Buy Events Analyzed
5 Years
of Data (2020–2025)
S&P 500
Companies Covered
Performance Analysis

First Insider Buy vs. S&P 500: Average Returns

Across all first-buy events (an insider's debut open-market purchase in a given company), average forward returns consistently outpaced the benchmark at every measured horizon.

1 Month Alpha
+%
vs S&P 500
3 Months Alpha
+%
vs S&P 500
6 Months Alpha
+%
vs S&P 500

Past performance does not guarantee future results. Data covers Jan 2020 – Dec 2025. Returns are average, not median. This is not investment advice. Figures sourced from live SEC Form 4 data via InsiderAct database.

Source: SEC EDGAR Form 4 filings · InsiderAct analysis · Data through

Signal Mechanics

Why the First Purchase Is Different

An insider's first open-market buy in a company carries a distinct signal: it represents a deliberate, unrepeated commitment — not part of a routine accumulation strategy.

High-Conviction Entry

A debut purchase signals genuine conviction. The insider had no prior stake to average down; they chose to enter at the current price.

Not Routine Accumulation

Repeat buyers often follow mechanical plans (10b5-1). A first buy is typically discretionary and reflects real-time judgment.

Rare Event Premium

First buys are far rarer than follow-on purchases. Their scarcity makes them statistically distinct — the market often under-reacts.

Fresh Information Edge

Insiders making a first purchase may be acting on structural changes — a new product cycle, margin improvement, or a management turnaround — before they are public knowledge.

Methodology Note

A “first buy” is defined as the earliest open-market purchase (transaction code “P”, acquired code “A”) by a given insider (CIK) in a given company (issuer CIK) in our dataset. Only transactions with a recorded price per share are included. Forward returns are measured at 30, 90, and 180 calendar days, matched to the nearest available trading day (±3 days). SPY total-return benchmark is computed over the identical window.

Track First Insider Buys in Real Time

InsiderAct surfaces first-buy signals the moment they appear in SEC Form 4 filings — so you can research them before the market reacts.