diff --git a/README.md b/README.md
index 05f8b9b..19dfb0b 100644
--- a/README.md
+++ b/README.md
@@ -161,7 +161,7 @@ Their website shows backtested returns that significantly outperform the market.
 
 Under realistic assumptions with a 1-day entry delay and real bid-ask costs on Alpaca, our simulation shows the strategy **underperforms SPY across all tested holding periods and produces negative absolute returns for any round-trip cost above ~0.5%**. For the small and mid-cap stocks that dominate insider buying signals, you are not reaching 0.5%.
 
-This is not a unique failure of this implementation. It is a fundamental property of the strategy: the edge (~0.7% per 7-day trade) is smaller than the friction of executing it in real markets. insidercopytrading.com either does not know this or does not want you to know it -- either way, they are charging a subscription for backtested numbers that cannot be reproduced with real money.
+This is not a unique failure of this implementation. It is a fundamental property of the strategy: the edge (~0.7% per 7-day trade) is smaller than the friction of executing it in real markets. [insidercopytrading.com](https://insidercopytrading.com) either does not know this or does not want you to know it. Either way, they are charging a subscription for backtested numbers that cannot be reproduced with real money. Their website is rather pretty though.
 
 Alpaca integration exists in the codebase (`broker/alpaca_client.py`) but is not fully implemented or tested, for the above reason. Wiring up live execution to a strategy that burns money seemed like a bad idea.