Quantbase · investment strategy
by Quantbase
Automatically invests in the 10 most purchased stocks by members of Congress and their families.
Description from Quantbase
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
Each rule is quoted word for word from the strategy's own documents.
“Tracks the stock purchase disclosures of U.S. Congress members”
“the 10 most purchased stocks by members of Congress and their families”
“Automatically invests in the 10 most purchased stocks by members of Congress”
“It is reweighted and rebalanced weekly”
“invests in US common stock assets across different market caps and industries”
“weighted based on the reported size of purchases over a trailing window”
No published holdings for this strategy.
Fitted to 79 returns (composite) from 2023-10-16 to 2026-10-05. An estimate, not holdings: it can't name stocks.
· : 0.37 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.17 (90%: 1.13 to 1.69)
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Politician tracker label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Quantbase · Surmount
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Tracks the stock purchase disclosures of U.S. Congress members
The strategy is weighted based on the reported size of purchases over a trailing window. It is reweighted and rebalanced weekly, and invests in US common stock assets across different market caps and industries.
The Stock Act of 2012 required all Members of Congress to publicly file and disclose and financial transactions involving stock and other securities within 45 days with the intent to stop insider trading. Electronic disclosures that were filed within the 45 day window were rare throughout most of the period following the passing of the STOCK Act. The adherence to these disclosure requirements has been stricter following the 2020 congressional insider trading scandal, which was chosen to be the start of the back test window.;This strategy uses the transaction date of reported trades to normalize for Congressmen reporting their trades after varying lengths of time and to mitigate the risk of Congressmen reporting trades beyond the 45 day window, which is not an uncommon occurrence. For historical back testing, we use the report date to filter out trades to avoid survivorship bias.
One risk of this strategy is that a person's status as a government representative does not inherently correlate with above-market returns. Per the STOCK Act, members of Congress are required to file reports disclosing securities transactions within 45 days after the trade takes place, but this delay means that this tracking fund can not immediately correlate with any Congressional member's portfolio. This strategy invests in fractional shares when available. When not available, it will invest in the nearest (lower) whole number of shares. Please note that this number may be 0 if your investment in this strategy is sufficiently low, meaning our investment strategy advertised returns will be different from your returns.
Automatically invests in the 10 most purchased stocks by members of Congress and their families.
Every value on file, each labelled with its calculation basis and as-of date.
| Last rebalance date | 2026-10-05 | 2026-10-05 | |
| Rebalance frequency | weekly | 2026-10-05 |
| Brokerage / custodian | Alpaca | 2026-10-05 | |
| Management / advisory fee | 1.00% |
| Metrics calculated through | 2026-10-05 | 2026-10-05 |
| Partner (Quantbase data field) | quiverquant | 2026-10-05 | |
| Program in the firm's Form ADV brochure | url: https://files.adviserinfo.sec.gov/IAPD/Content/Common/crd_iapd_Brochure.aspx?BRCHR_VRSN_ID=1043543 · name: Congress Buys Tracker (Quantbase) · covers: 1 · source_key: quantbase_surmount|3 · original_name: Congress Buys |
| Correlation to SPY (Quantbase data field) (basis not stated) | 0.72 | 2026-10-05 | |
| Correlation to SPY (full history) (client composite) | 0.72 | 2026-10-05 |
| Annual return (Quantbase data field) (basis not stated) | 33.94% | 2026-10-05 | |
| Backtest end date (Quantbase data field) | 2022-10-01 | 2026-10-05 | |
| Return since chart start (cumulative) (client composite) | 143.36% | 2026-10-05 | |
| Return, rolling 1 year (client composite) | 40.35% | 2026-10-05 |
| Daily volatility over the chart range (client composite) | 1.42% | 2026-10-05 | |
| Max drawdown over the chart range (client composite) | -24.40% | 2026-10-05 | |
| Monthly volatility over the chart range (client composite) | 7.72% | 2026-10-05 | |
| Sharpe ratio from daily returns over the chart range (client composite) | 0.96 | 2026-10-05 | |
| Volatility over the chart range, annualized from daily (×√252) (client composite) | 22.54% | 2026-10-05 |
| Qualitative risk score (Quantbase data field) | 3.75 | 2026-10-05 | |
| Risk score 0-5 (Quantbase) | 3.17 | 2026-10-05 |
| Experience minimum: bonds | 0 | 2026-10-05 | |
| Experience minimum: crypto | 0 | 2026-10-05 | |
| Experience minimum: equity | 0 | 2026-10-05 | |
| Experience minimum: leverage | 0 | 2026-10-05 | |
| Experience minimum: options | 0 | 2026-10-05 |
