First, context around each trade. Seeing that an insider bought or sold is useful, but understanding the why is where real edge lives. Adding quick metadata like historical win rate of that insider, size relative to their net worth, or whether the trade was part of a scheduled plan (10b5-1) would help filter noise.
Second, better delay visibility for congressional trades. Since politicians often disclose with lag, a clear indicator showing reporting delay would prevent users from overestimating the immediacy of those signals.
Third, portfolio level insights. Right now the feed is great for discovery, but features like aggregated sentiment by sector, insider flow heatmaps, or net buy vs sell dashboards could help translate raw events into macro signals.
Another improvement would be custom filtering and alerts. More granular controls, like filtering by trade size, role (CEO vs director), or market cap of the company, would let users tailor the signal to their strategy.
Finally, education and interpretation layers. Short explainers or AI generated summaries highlighting why a cluster buy might matter, or when insider selling is benign, would help newer users avoid misreading the data.
