Using insider trade data of Chinese listed firms from 2008 to 2019, we examine the relationship between insiders trading density and the information content of their trades with respect to future stock returns. In a bivariate portfolio sort analysis, we find that a hedge portfolio mimicking the recent strong purchases and sales of low trading density insiders generates positive abnormal returns in the subsequent month, whereas a similar strategy replicating the trades of high trading density insiders does not. Further analyses show that the insiders job position is a source of information advantage. Prominent officers such as CEOs and CFOs are more inclined to be low density insiders whereas non-executive directors and supervisors tend to be high density insiders. In addition, insiders working in state-owned enterprises and their relatives have a higher likelihood of becoming low density traders. Our study highlights the importance of insider trading density and the information advantages of company job positions in predicting future stock returns.