This page explains how InsightMeter builds its datasets, calculates signal summaries, and publishes educational market content.
Last reviewed: 2026-10-16
1) Scope and Purpose
InsightMeter is designed for education and research support. We organize public market disclosures into a format that helps users compare institutional positioning, insider activity, and historical prediction outcomes. Our pages are not personal investment advice.
2) Data Inputs
Core datasets are compiled from public and licensed financial information channels, including:
Institutional ownership and holdings disclosures.
Public insider transaction filings.
Forecast and outcome history used for performance scoring.
Security reference data (ticker mappings, symbol changes, market metadata).
2b) SEC EDGAR datasets (Form 4 lines, 8-K events, XBRL fundamentals, Form D offerings)
Beyond forecast scorecards and classic 13F-style holdings maps, InsightMeter maintains authenticated research tables sourced from U.S. SEC public disclosure pipelines. These tables are education tools: they organize fields that already exist in primary filings and company-facts extracts. They are not a substitute for reading the accession on EDGAR when a claim becomes specific.
CIK↔ticker glue and EDGAR submission indexes help readers confirm issuer identity and open verify links to primary documents. Cached edgar_submissions coverage is currently on the order of ~300 CIKs (pilot expansion; approximate; subject to loader refresh). Company lookup also uses sec_company_tickers.
Form 3/4/5 line-level insider transactions expose transaction codes, amounts, and related fields. These line tables are loaded market-wide by quarter (not a tiny CIK pilot). The current loaded window spans filings about 2018-01-02 through 2026-09-30 with on the order of ~1,773,788 submissions (approximate; verified 2026-10-11 HKT; subject to loader refresh). Free accounts see a short educational sample; Pro unlocks longer lists and CSV export on that deeper window.
Form 8-K event indexes surface item codes with EDGAR links for covered issuers (currently on the order of ~591 CIKs—wider than the earlier ~187 pilot, still not a complete U.S. market). Loaded filing history currently reaches from about 1999 through recent 2026 filings (approximate; subject to loader refresh)—deeper history and wider issuer coverage, without claiming every ticker. Free sees a short sample; Pro unlocks longer lists and CSV.
XBRL fundamentals subset (for example Revenue, net income, EPS, assets, and related us-gaap tags) sits beside research for covered issuers (currently on the order of ~494 CIKs—wider than the earlier ~106 pilot, still not full-market). Company-facts end dates currently span about 2018 through Sep 2026 (approximate; subject to loader refresh). Free sees a latest-style snapshot sample; Pro unlocks longer history and CSV.
Form D exempt offerings join form_d_offering + form_d_issuer on accession (about ~472,993 offering rows as of the 2026-10-11 HKT snapshot). Fields include industry group, federal exemption items, total offering amount / amount sold / remaining, issuer entity name, state, entity type, and Verify on EDGAR links. Loaded filed dates currently span about 2020-07-01 through 2026-09-30 with source_quarter about 2020q3–2026q3; pre-2020q3 is empty for the current loader (approximate; subject to loader refresh). Free sees a short educational teaser; Pro/Elite unlock longer lists and CSV. Empty [] when a ticker or CIK has no Form D in the loaded quarters is normal—not a product failure and not a signal.
Daily stock_prices history currently spans about 2018-01-02 through 2026-10-09 on the order of ~9,678,121 rows (approximate; verified 2026-10-11 HKT). Derived insider_summary_new / related alpha summaries remain as-of 2026-06-07 because no newer summary CSVs have been loaded. Forecast predictions tables are unchanged in this refresh. Macro series (Treasury yields, NYFED SOFR, BLS CPI/unemployment/payrolls) ship as previously loaded.
Limitations are intentional and public: reporting lag, amendment risk, mapping errors, incomplete CIK width on 8-K/XBRL/edgar_submissions (Form 3/4/5 remains market-wide by quarter; Form D is quarter-loaded offering notices from ~2020q3 onward for the current loader, not a complete private-market census). Empty results outside a loaded set are normal. Approximate date windows move when loaders refresh. Soft Free/Pro sample lengths are unchanged. Soft product note: explore Free teasers to practice vocabulary; Pro (HK$40/mo) is optional for longer Form 4 / 8-K / fundamentals / Form D lists and CSV—never a guarantee of investment returns.
Roadmap language stays careful: coverage for 8-K and XBRL is wider than the early pilot and history is deeper—especially 8-K back toward ~1999—while Form 3/4/5 and Form D now sit on multi-year loaded windows (Form 3/4/5 from ~2018; Form D from ~2020q3 for the current loader). We still do not claim a complete U.S. market or a complete private-placement universe. Soft Free/Pro sample lengths are unchanged. Soft product note: explore the dashboard on Free; Pro (HK$40/mo) is optional when you need longer lists and CSV—never a guarantee of investment returns.
3) Processing and Validation
Incoming records are normalized before publication. We map symbols across sources, deduplicate repeated filings, and keep version history when a filing is amended. Records that conflict or fail validation checks are flagged and withheld from summary metrics until resolved.
Schema validation for required fields and date ranges.
Cross-source reconciliation for issuer and ticker identities.
Outlier checks for unusually large or inconsistent movements.
4) Scoring Principles
Signal and accuracy metrics are based on historical observations using fixed measurement windows. Scores may change when fresh disclosures, corrections, or additional history become available. We avoid presenting a score as a guarantee of future performance.
4b) Worked scoring example (fictional, education-first)
The following walkthrough uses fictional names and numbers to show how a forecast score can be computed when horizon and benchmark are explicit—and how the same numbers can mislead when survivorship or cherry-picked windows sneak in. It is an educational template, not a performance claim and not guaranteed alpha.
Setup (write these before you score)
Forecaster “River” publishes a directional call on fictional ticker MAPL. Locked definition: (1) Claim type = open price on event date T vs close on T+20 trading days; (2) Direction = “MAPL will outperform the fictional sector ETF SECT by more than 0% over that window” (excess-return hit, not absolute-up hit); (3) Hit = excess return > 0; miss = excess return ≤ 0; (4) Sample = all River MAPL-vs-SECT calls with the same definition in calendar years 2022–2024, including calls that expired worthless for the narrative. No discretionary dropping of quiet months.
Step-by-step hits and misses (fictional prints)
Call A (T=2024-01-10): MAPL +4.0% over 20 sessions; SECT +1.0%; excess +3.0% → hit. Call B (T=2024-03-05): MAPL −2.0%; SECT −5.0%; excess +3.0% → hit (absolute down, relative win—allowed only because the locked definition used excess return). Call C (T=2024-06-12): MAPL +6.0%; SECT +7.5%; excess −1.5% → miss. Call D (T=2024-09-20): MAPL +1.0%; SECT +1.0%; excess 0.0% → miss under a strict >0 hit rule.
Score for this four-call toy sample: 2 hits / 4 scored = 50% hit rate. Educational point: without the written definition, a marketer could relabel Call B a miss (“stock fell”) or Call C a hit (“stock rose”) and invent a prettier percentage. The methodology win is the lockfile, not the headline rate.
If InsightMeter-style summaries show accuracy metrics, they should remain tied to fixed windows and restated when corrections arrive. Users should be able to ask: what horizon, what benchmark, what hit rule, what sample?
Failure modes to keep visible
Survivorship: dropping Call C and Call D because they “weren’t real setups” after seeing outcomes. The cleaned deck jumps to 100% and teaches nothing reliable.
Cherry-picked windows: keeping the same four calls but rescoring with a 5-day horizon only on the days that help, or switching from SECT excess to absolute return after browsing results.
Silent benchmark swaps: advertising a sector-excess track record while implying absolute “stock went up” skill in the next pitch.
Tiny samples: treating 2/4 as a stable edge. Education favors showing sample size beside any rate.
Look-ahead and recycled screenshots: scoring with prices that were not knowable under the stated timestamp rules.
Use this example as a checklist when you read any forecast scoreboard—ours or elsewhere. Past hit rates are historical descriptions under a definition. They are not promises of future performance, trading advice, or guaranteed alpha.
5) Editorial Standards
All educational content is expected to meet the following quality standards:
Explain assumptions and context, not just quote headline numbers.
Use plain language and clear risk disclosures.
Avoid sensational claims, certainty language, or guaranteed outcomes.
Correct factual mistakes when reported by users or detected internally.
6) Contact and Corrections
If you believe a page contains inaccurate information, please contact us via About Us
with the page URL and a brief explanation. Verified issues are corrected in normal editorial release cycles.