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people tracking this strategy
Signals · 7d
13
priceable public disclosures
Average signal move
+0.31%
not a modeled portfolio return
Win rate
46%
signals with positive subsequent moves
Concentration
Top symbols
Strategy definition and methodology
What it tracks
Takes 130% long in stocks bought by Congress and 30% short in stocks sold; weights by disclosed amount; weekly rebalancing.
How it works
Build long and short baskets from Congress purchases and sales only after their public disclosure dates. Execute at the next eligible weekly rebalance, held on the first available trading session of each ISO week. Weight by disclosed amount-range midpoint and target 130% long / 30% short. Split-adjusted closes are used; dividends are excluded. The premium backtester applies configurable trading and short-borrow costs.
Signal ledger