Wiseek Open Datasets

Free, citable statistics on how SEC filings actually move stocks — measured, not asserted.

SEC Filing Impact Monthly

Every month Wiseek scores 14,000–27,000 SEC filings for importance (1–10) and sentiment in real time. This dataset publishes what happened next: the share of filings that moved their stock, by score, sentiment, filing family and market cap — measured as excess next-session moves (event move minus the same-session median move of all actively-filing tickers, so a broad market day doesn't masquerade as filing impact).

  • Aggregates only — no per-filing rows, tickers or dates finer than the month. For per-event data see the rolling 90-day Filing Impact Tracker; each monthly release permanently archives what that rolling window forgets.
  • Pre-registered claims — each release states at most three findings from fixed templates with minimum-sample and effect-size gates; months where a gate fails say so instead.
  • Published ~9 days after month-end, once every T+5 window has a verified close.

First release: August 2026 — early September. Release pages and CSVs will appear here.

Methodology (summary)

  • Event window: publication price → exact next-session close (T+1), New York trading calendar. A cumulative T+5 column is included and clearly labeled as containing T+1.
  • Excess: event move minus the same-session close-to-close median of the filer panel (tickers with ≥1 SEC filing in the 90 days ending at month-end and a real close pair — the full price universe is ~74% stale reprints and would pin the baseline at zero). The two legs differ (print→close vs close→close) and are disclosed; the daily tape series ships in meta.json.
  • Exclusions, all counted in the open: missing closes, calendar gaps, sub-10¢ stocks, ±300% cap, split windows, late price captures. One observation per ticker per day (highest score wins).
  • Integrity: scores and sentiment are point-in-time as stored at enrichment — never re-scored after outcomes are known. Statistics are withheld for any cell with fewer than 30 measured filings. Language is "moved after", never "caused by".

Full conventions mirror the live Filing Impact Tracker methodology.

License & citation

All datasets are CC BY 4.0: free for any use, including commercial, with attribution. Cite as "Wiseek Filing Impact Monthly — wiseek.ai/datasets/" with a link to the release page you used. Questions or corrections: contact us — see our editorial policy.

Releases

2026-08 — first release, publishing early September 2026.