Quantbase · investment strategy
by Quantbase
This strategy attempts to mirror the portfolio of common stocks for Representative Dan Meuser (and his family) and is rebalanced when new trades or annual reports are reported.
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 trading activity of Representative Dan Meuser”
“mirror the portfolio of common stocks for Representative Dan Meuser (and his family)”
“is rebalanced when new trades or annual reports are reported”
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.
· : 0.59 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.31 (90%: 1.23 to 1.40)
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.
5 missing
The text the rules are quoted from, with where it came from.
Tracks the stock trading activity of Representative Dan Meuser
The Stock Act of 2012 requires 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.;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. Additionally, annual disclosures are due in May the following year. These delays means that this tracking fund can not immediately correlate with any Congressional member's portfolio. Additionally, the portfolio estimation isolates common stock and does not include option trades.;Holdings on annual disclosures and trades on periodic transaction reports are disclosed in dollar amount ranges, so exact amounts are not known. These ranges inform the estimated portfolio of the congressmen, but exact accuracy cannot be ensured. In some instances, a congressmen trimming a portion of a position can be interpreted as liquidating the entire position.
. 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.
This strategy attempts to mirror the portfolio of common stocks for Representative Dan Meuser (and his family) and is rebalanced when new trades or annual reports are reported.
Every value on file, each labelled with its calculation basis and as-of date.
| Last rebalance date | 2026-08-17 | 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: Dan Meuser Congressional Trades Tracker · covers: 1 · source_key: quantbase_surmount|2 · original_name: Dan Meuser Tracker |
| Correlation to SPY (Quantbase data field) (basis not stated) | 0.13 | 2026-10-05 | |
| Correlation to SPY (full history) (client composite) | 0.13 | 2026-10-05 |
| Annual return (Quantbase data field) (basis not stated) | 34.28% | 2026-10-05 | |
| Annualized return since inception (Lighthorse, daily, composite) | 32.18% | 2026-10-05 | |
| Backtest end date (Quantbase data field) | 2024-01-31 | 2026-10-05 | |
| Return since chart start (cumulative) (client composite) | 111.08% | 2026-10-05 | |
| Return, last 365 days (Lighthorse, daily, composite) | 11.24% | 2026-10-05 | |
| Return, rolling 1 year (client composite) | 11.94% | 2026-10-05 |
| Daily volatility over the chart range (client composite) | 1.51% | 2026-10-05 | |
| Max drawdown over the chart range (client composite) | -26.25% | 2026-10-05 | |
| Maximum drawdown since inception (Lighthorse, daily, composite) | -26.25% | 2026-10-05 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, composite) | -16.98% | 2026-10-05 | |
| Monthly volatility over the chart range (client composite) | 6.74% | 2026-10-05 | |
| Sharpe ratio from daily returns over the chart range (client composite) | 1.11 | 2026-10-05 | |
| Sharpe ratio since inception (Lighthorse, daily, composite) | 0.94 | 2026-10-05 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, composite) | 0.42 | 2026-10-05 | |
| Sortino ratio, last 365 days (Lighthorse, daily, composite) | 0.61 | 2026-10-05 | |
| Volatility over the chart range, annualized from daily (×√252) (client composite) | 23.97% | 2026-10-05 | |
| Volatility since inception (Lighthorse, daily, composite) | 28.29% | 2026-10-05 | |
| Volatility, last 365 days (Lighthorse, daily, composite) | 21.19% | 2026-10-05 |
| Qualitative risk score (Quantbase data field) | 3 | 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 |
Quantbase
