Quantitative strategy

Congress Consensus Year to date

+37.4%*this strategy (YTD) vs +12.1%the S&P 500 (YTD)

Stocks several members of Congress bought — held equal weight, rebalanced every Monday.

Priced to the close on 2026-11-04. Rebalanced weekly, marked daily.

*Backtested. These are hypothetical results from applying the rule to past public disclosures — not a live track record, and nothing is traded. Details

Last 1-day return · Wed 4 Nov (at close)
This strategy
-1.93%
S&P 500
+1.65%
Outperformance vs. S&P 500
-3.58%
Growth of $1 This strategyS&P 500apesalpha.com
1.81
Sharpe (SPY 0.95)
-9.0%
max drawdown

Day by day · last 4 weeks

Each bar is this strategy's daily return, to the close on 2026-11-04.

apesalpha.com
-8.32%
this strategy, 4 weeks
-1.33%
S&P 500
-6.99%
difference
9/20
up days
8/20
beat SPY

Equal weight, same basket the rule was holding that day. Hypothetical, from public disclosures only — nothing is traded.

Holding now5 stocks

Moves are 1-day, close to close — Wed 4 Nov.

apesalpha.com

Equal weight · rebalances every Monday, next on 2026-11-09.

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Recent sessions Newest first, to the close on 2026-11-04
DateThis strategyS&P 500 Difference
Wed 4 Nov -1.93% +1.65% -3.58%
Tue 3 Nov +1.71% +0.30% +1.41%
Mon 2 Nov -0.74% -0.48% -0.26%
Fri 30 Oct -3.93% -1.77% -2.15%
Thu 29 Oct -0.65% -0.38% -0.27%
View full history →
Key stats Year to date
Total return
+37.40%
S&P 500 return
+12.07%
Outperformance
+25.33%
Sharpe ratio
1.81
Max drawdown
-9.0%
Win rate (daily)
54%
Up days
116 / 214
How it works
  • Source. Only trades members of Congress have already disclosed publicly.
  • Consensus. A stock qualifies when several separate members bought it, with buyers outnumbering sellers.
  • Equal weight. Every name in the basket carries the same share; no position is bigger than another.
  • Rebalance. The basket is rebuilt every Monday from whatever was public the Friday before.
  • Compare. Measured against the S&P 500 over the same period. Figures are before trading costs — negligible at this size: mega-caps traded market-on-close, where 2bp round-trip turns 25.98% a year into 25.18%.

Every session, last 4 weeks. Newest first, to the close on 2026-11-04.

SessionThis strategyS&P 500Difference
Wed 4 Nov -1.93% +1.65% -3.58%
Tue 3 Nov +1.71% +0.30% +1.41%
Mon 2 Nov -0.74% -0.48% -0.26%
Fri 30 Oct -3.93% -1.77% -2.15%
Thu 29 Oct -0.65% -0.38% -0.27%
Wed 28 Oct +2.61% +0.34% +2.27%
Tue 27 Oct +2.20% +0.56% +1.64%
Mon 26 Oct +1.71% +0.71% +1.00%
Fri 23 Oct -0.02% -0.52% +0.51%
Thu 22 Oct -3.90% -1.18% -2.72%
Wed 21 Oct +1.46% +0.53% +0.94%
Tue 20 Oct +0.13% +0.34% -0.21%
Mon 19 Oct +1.25% +0.42% +0.83%
Fri 16 Oct -2.35% -1.11% -1.24%
Thu 15 Oct +0.46% +0.28% +0.18%
Wed 14 Oct -2.72% -1.08% -1.64%
Tue 13 Oct -0.91% -0.01% -0.90%
Mon 12 Oct -1.23% -0.06% -1.16%
Fri 9 Oct +0.47% +0.60% -0.13%
Thu 8 Oct -1.92% -0.42% -1.50%

Every week's basket. Monday close to Monday close. About 30.0% of the basket changes each week; the rest carries over. The top row is still running and is not counted above.

FromToNamesWeekS&P Basket
2026-10-26 2026-11-02 5 -0.61% -1.73% APH🔒🔒🔒🔒Register for free to view 2 more·Upgrade to view
2026-10-19 2026-10-26 5 -0.76% -0.14% APH🔒🔒🔒🔒Register for free to view 2 more·Upgrade to view
2026-10-12 2026-10-19 5 -4.25% -1.49% APH🔒🔒🔒🔒Register for free to view 2 more·Upgrade to view
2026-10-05 2026-10-12 5 -2.79% +0.42% APH🔒🔒🔒🔒Register for free to view 2 more·Upgrade to view
2026-09-28 2026-10-05 5 +4.14% +1.20% AMATAPH🔒🔒🔒Register for free to view
2026-09-21 2026-09-28 5 +1.49% -1.02% AMATAMD🔒🔒🔒Register for free to view
2026-09-14 2026-09-21 5 +6.04% +1.91% AMCRAPH🔒🔒🔒Register for free to view
2026-09-08 2026-09-14 5 -3.73% -0.66% AMCRAPH🔒🔒🔒Register for free to view
2026-08-31 2026-09-08 5 +2.24% -0.14% AMCRAPH🔒🔒🔒Register for free to view
2026-08-24 2026-08-31 5 +3.25% +0.47% AMCRAMD🔒🔒🔒Register for free to view
2026-08-17 2026-08-24 5 -6.36% -1.19% AMCRAPH🔒🔒🔒Register for free to view
2026-08-10 2026-08-17 5 +2.57% -0.05% AMCRAPH🔒🔒🔒Register for free to view
2026-08-03 2026-08-10 5 +3.83% +1.77% AMCRAXP🔒🔒🔒Register for free to view
2026-07-27 2026-08-03 5 +4.44% +2.51% AMCRAPH🔒🔒🔒Register for free to view
2026-07-20 2026-07-27 5 +2.81% -0.40% CICE🔒🔒🔒Register for free to view
2026-07-13 2026-07-20 5 -4.74% -0.95% CHD🔒🔒🔒Register for free to view
2026-07-06 2026-07-13 5 +1.56% -0.28% CCSCO🔒🔒🔒Register for free to view
2026-06-29 2026-07-06 5 +2.04% +1.39% AXPHD🔒🔒🔒Register for free to view
2026-06-22 2026-06-29 5 -0.21% -0.46% AXPC🔒🔒🔒Register for free to view
2026-06-15 2026-06-22 5 +0.42% -1.13% CHD🔒🔒🔒Register for free to view
2026-06-08 2026-06-15 5 +1.91% +2.11% CCSCO🔒🔒🔒Register for free to view
2026-06-01 2026-06-08 5 +1.61% -2.55% CCSCO🔒🔒🔒Register for free to view
2026-05-26 2026-06-01 5 +1.76% +1.06% CCSCO🔒🔒🔒Register for free to view
2026-05-18 2026-05-26 5 +1.34% +1.62% BAC🔒🔒🔒Register for free to view
2026-05-11 2026-05-18 5 +2.72% -0.09% CCSCO🔒🔒🔒Register for free to view
2026-05-04 2026-05-11 5 +0.81% +2.97% CHD🔒🔒🔒Register for free to view
2026-04-27 2026-05-04 5 -1.63% +0.40% AMZNHD🔒🔒🔒Register for free to view
2026-04-20 2026-04-27 5 +0.04% +0.91% JPMMETA🔒🔒🔒Register for free to view
2026-04-13 2026-04-20 5 +2.83% +3.30% AAPLAMZN🔒🔒🔒Register for free to view
2026-04-06 2026-04-13 5 +8.44% +4.12% AAPLAMZN🔒🔒🔒Register for free to view
2026-03-30 2026-04-06 5 +6.64% +4.27% AAPLAMZN🔒🔒🔒Register for free to view
2026-03-23 2026-03-30 5 -5.14% -3.57% AAPLJPM🔒🔒🔒Register for free to view
2026-03-16 2026-03-23 5 -0.06% -1.77% AMDAMZN🔒🔒🔒Register for free to view
2026-03-09 2026-03-16 5 -1.23% -1.36% CATJPM🔒🔒🔒Register for free to view
2026-03-02 2026-03-09 5 -1.47% -1.18% ICEJPM🔒🔒🔒Register for free to view
2026-02-23 2026-03-02 5 +1.64% +0.58% AMZNJPM🔒🔒🔒Register for free to view
2026-02-17 2026-02-23 5 +0.69% -0.07% AMZNJPM🔒🔒🔒Register for free to view
2026-02-09 2026-02-17 5 -2.70% -1.60% AMZNJPM🔒🔒🔒Register for free to view
2026-02-02 2026-02-09 5 -0.93% -0.21% HDKO🔒🔒🔒Register for free to view
2026-01-26 2026-02-02 5 +2.54% +0.39% AMZNJPM🔒🔒🔒Register for free to view
2026-01-20 2026-01-26 5 +3.15% +2.24% HDJPM🔒🔒🔒Register for free to view
2026-01-12 2026-01-20 5 -2.35% -2.53% BROHD🔒🔒🔒Register for free to view
2026-01-05 2026-01-12 5 +1.37% +1.08% BROHD🔒🔒🔒Register for free to view
2025-12-29 2026-01-05 5 +0.94% -0.02% BROHD🔒🔒🔒Register for free to view

Using only what the disclosures have already made public. Hypothetical results from applying the rule to past public disclosures — not advice, and nothing is traded.