get_insider_pulse

io.github.quantustik/mcp · Verify this server

Get SEC Form 4 insider-trading activity — per-ticker detail or S&P 500 screener. Surfaces already-ingested Form 4 filings (the same Form 4 feed behind the market model's `form4` stage) pre-chewed into analytical context so you don't have to parse raw XBRL yourself: buyer role (officer / director / 10% owner), transaction size vs that SAME insider's own historical buy pattern (`size_vs_own_median`, `is_unusually_large` when >=2x their own median), and cluster-buy detection (`is_cluster` — 3+ distinct insiders buying the same ticker within a 10-day window, historically the stronger signal vs a single insider's trade). Every transaction links to its source SEC filing via `accession_url` — verify anything before acting. Two modes: - ticker set: per-ticker view — up to 40 most-recent Form 4 transactions over the trailing year plus `cluster_buy_active`. - ticker omitted: S&P 500 (top-100) screener — tickers with a cluster buy or an unusually-large buy in the last 30 days. An empty `results` list is a valid, honest answer; most weeks most tickers show nothing notable. Read-only surfacing: this is information, NOT a buy/sell recommendation, and it does NOT feed the quantum model's conviction/verdict logic — insider clusters are a candidate signal still pending backtest validation. Args: ticker: Optional. Stock ticker for the per-ticker view (e.g. "AAPL"). Omit for the S&P 500 screener. Case-insensitive. Returns per-ticker: ticker, transactions, cluster_buy_active, generated_at, disclaimer. Screener: tickers_scanned, results, generated_at, disclaimer.