Automated strategy

Congress Buys

+124.27% since April 7, 2025 · S&P 500 +51.13% over the same days

Return since start+124.27%S&P 500 +51.13% over the same days
Value on Sep 21, 2026USD 224,265from USD 100,000 · 368 trading days
Positions opened112from 114 entries the rule produced · 10 still open
Aug 24, 2026Sep 21, 2026 · portfolio +6.45% · S&P 500 −0.03% over the same days
Sep 22, 2025Sep 21, 2026 · portfolio +41.59% · S&P 500 +14.29% over the same days
Apr 7, 2025Sep 21, 2026 · portfolio +124.27% · S&P 500 +51.13% over the same days
  • This rule’s backtested portfolio
  • S&P 500, from the same amount on the same day
  • Both lines run from USD 100,000 on the day of the first entry; a shorter period shows the part of both that falls inside it. The reference stands next to the portfolio and is never subtracted from it.

About

the rule, in words

Every Monday this strategy ranks every listed company by how many separate purchase filings members of the U.S. Congress published about it in the preceding 90 calendar days, and holds the top ten in equal weights. Both chambers count, each through its own register. A company that enters the ranking is bought on the next trading day; one that drops out is sold. A company that stays in the ranking is left alone — it is not bought again. The ranking is measured on publication dates only: a filing counts from the day its register published it, never from the day the trade was made.

It starts at USD 100,000 on April 7, 2025 — the day the rule first had something to act on — and the S&P 500 stands next to it from the same amount on the same day. Each trade costs 0.1% one way, 0.2% round trip.

What it does not do

  • It counts a filing, not a chamber. House and Senate filings weigh exactly the same here, even though the two registers differ: a Senate filing carries no notification date and a scanned paper filing carries no lines at all, so it cannot enter the ranking either way.
  • It is long-only. There is no short leg and no leverage; a company leaving the ranking is sold, never sold short.
  • Reported size ranks, it does not weight. The form gives a bracket and not an amount, so a larger reported purchase can push a company into the ten — but inside the ten every position is the same size.
  • It follows publications, not trades. A member may report a purchase up to 45 days after making it, and this strategy only ever acts on what was already public.

The 14 key figures

as of Sep 21, 2026
Return, 1 day0.00%S&P 500 0.00%
Return, 30 days+5.87%S&P 500 −0.31%
Return, 1 year+42.08%S&P 500 +14.80%
Annualized return+74.11%S&P 500 +32.78%A year's worth of return over four months would be an extrapolation, so it stays empty until there is a year.
Maximum drawdown−15.25%S&P 500 −9.10%The deepest fall from a peak to the low that followed it.
Beta1.22How much the portfolio moved when the index next to it moved. 1 means it moved along one for one.
Alpha, annualized+21.77%Jensen’s alpha: the part of the return that beta does not explain — not a subtraction of the index.
Sharpe ratio2.73Return per unit of its own volatility, with a risk-free rate of zero.
Winning positions65.2%The share of all positions that ended above what they cost. A position at exactly zero counts in the denominator, not in the numerator.
Average win / average loss+15.54% / −5.15%Per position, and independent of how much went into it.
Volatility, annualized21.2%S&P 500 15.4%
Information ratio2.72The difference with the index per unit of how much that difference itself moved.
Treynor ratio0.47Return per unit of beta.
Transactions executed214Entries plus exits — the reported lines that actually moved the portfolio.
Every figure here is a calculation over filed forms, made afterwards, under assumptions that are written down: what the portfolio starts with, how much goes into each position, what closes one, and what a trade costs. A backtest says what a rule would have produced on filings that were already public. The definitions are on the methodology page.