For six months now, investors have been riding the waveof the market rally, watching their portfolios recover from the carnage of 2008. Rather than hoping that the market could somehow get all the way back to its record highs, however, those in the know are taking their money off the tablewith a sigh of relief.

What insiders are up to
Few things give investors more confidence than seeing corporate executives own a substantial amount of stock in their companies. Although every top-level executive will claim to act in the best interest of shareholders, those who are willing to buy and hold company sharesgive the added reassurance of putting their money where their mouths are.

In addition, because high-level managers and directors know a lot more about the companies they work for than the average investor, the moves they make in their own stock can signal changes in their confidence level about the company. That's why many investors look closely at insider trades to try to determine the direction of the stock as well as the company's prospects.

Right now, after one of the biggest rallies in stock market history, a lot of corporate insiders are taking some sizable profits. As an example, the companies below have some of the largest net insider sales in dollar terms since March:

Stock

Net Insider Sales Since March

Return Since March

AutoZone (NYSE: AZO)

$190.4 million

1.9%

Wynn Resorts (Nasdaq: WYNN)

$121.3 million

150.4%

Gap (NYSE: GPS)

$88.1 million

85%

Stryker (NYSE: SYK)

$72.9 million

22.7%

Apple (Nasdaq: AAPL)

$58.3 million

85.1%

Bed Bath & Beyond (Nasdaq: BBBY) Continued...