Quantbase · investment strategy
by Quantbase
A fund that follows Rep. Pelosi's publicly visible equity exposure. Automatically rebalanced as her public accounts change.
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 Nancy Pelosi”
“follows Rep. Pelosi's publicly visible equity exposure”
“The data that powers this portfolio comes from the United States House/Senate Financial Disclosure Forms and Reports”
“Automatically rebalanced as her public accounts change.”
16 positions as of 2026-08-25 · 4 snapshots on file
by the source.
Fitted to 78 returns (composite) from 2023-11-07 to 2026-10-05. An estimate, not holdings: it can't name stocks.
· : 0.76 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.23 (90%: 1.13 to 1.34)
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.
0.0% of weight in (IVV: 3.0%)
No funds
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-08-25
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 100% · 2026-08-25
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.
2 missing
The text the rules are quoted from, with where it came from.
Under the STOCK Act trades are reported within 45 days, so the fund cannot move in step with the tracked portfolio.
The STOCK (Stop Trading on Congressional Knowledge) Act was signed into law in 2012 by President Barack Obama. This bill prohibited members of Congress (and certain related individuals) from using information gathered through their position for personal benefit.
Yeah we've seen the Pelosi Capital Management memes; The data that powers this portfolio comes from the United States House/Senate Financial Disclosure Forms and Reports . As you'll see in the data, we're not told the exact amount of the purchase/sale of the assets, but rather a range. We take an educated guess, guided by a number of factors. The top three are the tightness of the range, her current exposure to the stock, and the amount of trading she's done around the time of that purchase/sale; There's a 45 day buffer period allowed before a disclosure is required of any Rep/Senator under the STOCK Act
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.
A fund that follows Rep. Pelosi's publicly visible equity exposure. Automatically rebalanced as her public accounts change.
Every value on file, each labelled with its calculation basis and as-of date.
| Last rebalance date | 2026-08-25 | 2026-10-05 | |
| Rebalance frequency | custom | 2026-10-05 |
| Brokerage / custodian | Alpaca | 2026-10-05 | |
| Management / advisory fee | 1.00% |
| Metrics calculated through | 2026-10-05 | 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: Pelosi Congressional Trades Tracker · covers: 2 · source_key: quantbase_surmount|12 · original_name: Pelosi Tracker |
| Correlation to SPY (Quantbase data field) (basis not stated) | 0.79 | 2026-10-05 | |
| Correlation to SPY (full history) (client composite) | 0.79 | 2026-10-05 |
| Annual return (Quantbase data field) (basis not stated) | 9.36% | 2026-10-05 | |
| Backtest end date (Quantbase data field) | 2022-04-01 | 2026-10-05 | |
| Return since chart start (cumulative) (client composite) | 35.81% | 2026-10-05 | |
| Return, rolling 1 year (client composite) | 7.69% | 2026-10-05 |
| Daily volatility over the chart range (client composite) | 1.32% | 2026-10-05 | |
| Max drawdown (Quantbase data field) (basis not stated) | -42.99% | 2026-10-05 | |
| Max drawdown over the chart range (client composite) | -34.16% | 2026-10-05 | |
| Monthly volatility over the chart range (client composite) | 6.85% | 2026-10-05 | |
| Sharpe ratio (Quantbase data field) (basis not stated) | 0.86 | 2026-10-05 | |
| Sharpe ratio from daily returns over the chart range (client composite) | 0.40 | 2026-10-05 | |
| Volatility (Quantbase data field) (basis not stated) | 4.53% | 2026-10-05 | |
| Volatility over the chart range, annualized from daily (×√252) (client composite) | 20.95% | 2026-10-05 |
| Qualitative risk score (Quantbase data field) | 4.25 | 2026-10-05 | |
| Risk score 0-5 (Quantbase) | 3.81 | 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
