The aim of this work was to develop a new unsupervised exploratory method of characterizing feature extraction and detecting similarity of movement during sleep through actigraphy signals. We here propose some algorithms, based on signal bispectrum and bispectral entropy, to determine the unique features of independent actigraphy signals. Experiments were carried out on 20 randomly chosen actigraphy samples of the Hispanic Community Health Study/Study of Latinos (HCHS/SOL) database, with no information other than their aperiodicity. The Pearson correlation coefficient matrix and the histogram correlation matrix were computed to study the similarity of movements during sleep. The results obtained allowed us to explore the connections between certain sleep actigraphy patterns and certain pathologies.