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Smart money · nightly backtests

Model Strategies

Rules-based portfolios rebuilt every night from the disclosures on this site. Each one is a backtest of a published rule, not a live account, and Valence places no orders.

Congress Buys

Backtest

Hold every stock a member of Congress disclosed buying in the last 13 weeks, weighted by the midpoint of the disclosed amount.

CAGR
+16,5%
Max drawdown
-32,6%
Sharpe
0,75

Senate Buys

Backtest

The same rule, restricted to senators' disclosures.

CAGR
+5,0%
Max drawdown
-44,6%
Sharpe
0,32

House Buys

Backtest

The same rule, restricted to representatives' disclosures.

CAGR
+16,5%
Max drawdown
-32,0%
Sharpe
0,73

Insider Cluster Buys

Backtest

Buy when three or more distinct insiders report open-market purchases of the same stock within 30 days; hold 13 weeks, equal weight.

CAGR
-0,5%
Max drawdown
-10,7%
Sharpe
-0,06

Top Politician Follow

Backtest

Each month, follow the ten filers with the best trailing one-year win rate that was knowable at the time, and buy what they disclose buying.

CAGR
+0,1%
Max drawdown
-43,4%
Sharpe
0,12

Disclosure. These are backtests computed from public disclosures, filed weeks after the trades happened. Past results carry no promise about the future, nothing here is investment advice, and Valence is not a broker: there is no button that places an order.

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