Quantbase · investment strategy
by Quantbase
This strategy tracks the performance of companies with a significant amount of both corporate lobbying, government contracts, and congressional stock trading. The portfolio is rebalanced at the start of every month, and weighted to match S&P 500 sector allocation.
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.
“Top 10 companies showing significant insider trading activity in Washington D.C.”
“companies with a significant amount of both corporate lobbying, government contracts, and congressional stock trading”
“The portfolio is rebalanced at the start of every month”
“weighted by sector”
“weighted to match S&P 500 sector allocation”
No published holdings for this strategy.
Fitted to 252 returns (composite) from 2025-10-17 to 2026-10-05. An estimate, not holdings: it can't name stocks.
· : 0.33 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.47 (90%: 0.27 to 0.62)
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 Alternative data label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Collective2
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.
Top 10 companies showing significant insider trading activity in Washington D.C., weighted by sector
This strategy tracks the performance of companies with a significant amount of both corporate lobbying, government contracts, and congressional stock trading. The portfolio is rebalanced at the start of every month, and weighted to match S&P 500 sector allocation.
Every value on file, each labelled with its calculation basis and as-of date.
| Last rebalance date | 1976-01-01 | 2026-10-05 | |
| Rebalance frequency | monthly | 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: DC Insider Politician and Insider Trades Tracker · covers: 1 · source_key: quantbase_surmount|23 · original_name: DC Insider |
| Correlation to SPY (Quantbase data field) (basis not stated) | 0.59 | 2026-10-05 | |
| Correlation to SPY (full history) (client composite) | 0.59 | 2026-10-05 |
| Annual return (Quantbase data field) (basis not stated) | -1.27% | 2026-10-05 | |
| Annualized return since inception (Lighthorse, daily, composite) | -1.27% | 2026-10-05 | |
| Backtest end date (Quantbase data field) | 2024-10-23 | 2026-10-05 | |
| Return since chart start (cumulative) (client composite) | -2.45% | 2026-10-05 | |
| Return, last 365 days (Lighthorse, daily, composite) | -5.46% | 2026-10-05 | |
| Return, rolling 1 year (client composite) | -2.96% | 2026-10-05 |
| Daily volatility over the chart range (client composite) | 0.78% | 2026-10-05 | |
| Max drawdown over the chart range (client composite) | -14.47% | 2026-10-05 | |
| Maximum drawdown since inception (Lighthorse, daily, composite) | -14.47% | 2026-10-05 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, composite) | -13.83% | 2026-10-05 | |
| Monthly volatility over the chart range (client composite) | 4.04% | 2026-10-05 | |
| Sharpe ratio from daily returns over the chart range (client composite) | 0 | 2026-10-05 | |
| Sharpe ratio since inception (Lighthorse, daily, composite) | -0.28 | 2026-10-05 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, composite) | -0.48 | 2026-10-05 | |
| Sortino ratio, last 365 days (Lighthorse, daily, composite) | -0.64 | 2026-10-05 | |
| Volatility over the chart range, annualized from daily (×√252) (client composite) | 12.38% | 2026-10-05 | |
| Volatility since inception (Lighthorse, daily, composite) | 14.78% | 2026-10-05 | |
| Volatility, last 365 days (Lighthorse, daily, composite) | 16.25% | 2026-10-05 |
| Qualitative risk score (Quantbase data field) | 3 | 2026-10-05 | |
| Risk score 0-5 (Quantbase) | 2.81 | 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 |
Quantbase · Surmount
