Two students in the same course working toward the same learning objectives may have very different strategies. However, on average, there are likely to be some patterns of student actions that are more common than others, especially when students are implementing typical self-regulated learning strategies. In this paper, we focus on distinguishing between students' typical actions and unusual, anomalous sequences of actions. We define anomalous activities as unexpected activities given a student's preceding activities. We distinguish these anomalies by training a self-supervised neural network to determine how predictable activities happen (the complement of which are anomalies). A random forest model trained to predict course grades from anomaly-based features showed that anomalous actions were significant predictors of course grade (mean Pearson's r = .399 across 7 courses). We also explore whether humans regard the anomalous activities labeled by the model as anomalies by asking people to label 20 example sequences. We further discuss the implications of our method and how detecting and understanding anomalies could potentially help improve students' learning experiences.