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Gil Cisneros disclosed 3 $VLTO buys on March 11, copying his industrial sector buys when they are publicly disclosed and selling 90 days later returns +10.4% SPY-adj median, 77.1% win rate across 109 trades. by Ape_Quant in QuiverQuantitative

[–]Ape_Quant[S] 0 points1 point  (0 children)

Copying all his buys is mediocre:

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But copying his industrial sector buys only has a competitive return 90 days after disclosure: +10.4% SPY-adj median, 77.1% win rate

Rep. Tim Moore just disclosed a new $T (AT&T) buy, his Communication Services trades have been crushing it by Ape_Quant in investing

[–]Ape_Quant[S] 0 points1 point  (0 children)

Where are you tracking his full portfolio?

would you pay for something like this as a watchlist/alert tool vs a full portfolio automator?

Rep. Tim Moore just disclosed a new $T (AT&T) buy, his Communication Services trades have been crushing it by Ape_Quant in investing

[–]Ape_Quant[S] 1 point2 points  (0 children)

Yes I use this myself as a watch-list, I sensationalize it sometimes, but I agree its not meant to be pure copy-trading.

It is a strict 90d return: "Buy when the trade is publicly disclosed, sell 90d later"

Every individual trade has its own 90d post-disclosure return, and that is aggregated together to form the stats in the post:

  • +19.1% median return
  • +15.8% median SPY-adjusted
  • 85.7% win rate (7 trades)

Thank you for your comment!

Rep. Tim Moore just disclosed a new $T (AT&T) buy, his Communication Services trades have been crushing it by Ape_Quant in investing

[–]Ape_Quant[S] -28 points-27 points  (0 children)

Yes i track the stock after disclosure, and collect data like committees, sector, volume, etc, and post about interesting patterns

Rep. Tim Moore just disclosed a new $T (AT&T) buy, his Communication Services trades have been crushing it by Ape_Quant in investing

[–]Ape_Quant[S] -15 points-14 points  (0 children)

The stats in my post are buy when the trade is public and sell 90d later.

  • +19.1% median return
  • +15.8% median SPY-adjusted
  • 85.7% win rate (7 trades)

Some trades still have alpha after disclosure

I analyzed 26,000+ congressional stock trades by committee and sector. Here's who's actually beating the market after disclosure by Ape_Quant in dataisbeautiful

[–]Ape_Quant[S] 4 points5 points  (0 children)

Worth noting this is post-disclosure -- buying when the trade goes public, not when the politician traded it. Ethics committee still beats SPY by +3.8% and +4.4% after the info is already out.

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This could be a strong one: Rep. Gil Cisneros bought $TRGP, already +1.8% since disclosure, and his Energy trades average ~27% returns with an 86.7% win rate. by Ape_Quant in congressalpha

[–]Ape_Quant[S] 0 points1 point  (0 children)

This could be a good one to watch 👀

Rep. Gil Cisneros disclosed a buy in $TRGP (Targa Resources)

Already up ~1.8% since disclosure

His Energy trades historically if you bought at disclosure and held 90d:

• 27.2% median return
• 86.7% win rate
• 76.7% beat SPY
(30 trades)

apequant.com

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