A dynamic trading framework is built for consensus-biased insiders who observe heterogeneous private signals but mistakenly regard them as homogeneous. A prominent result is that they would exploit most of their information advantage quickly in early stages, absent of the ``waiting game effect" in Foster and Viswanathan (1996) and analogous to the pattern when insiders are actually homogeneously informed. Moreover, consensus bias can soften the competition and enhance insider profit when trading opportunities are scare.