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: +16.9%
Max drawdown: -32.5%
Sharpe: 0.77

Senate Buys

Backtest

The same rule, restricted to senators' disclosures.

CAGR: +4.4%
Max drawdown: -44.6%
Sharpe: 0.30

House Buys

Backtest

The same rule, restricted to representatives' disclosures.

CAGR: +16.5%
Max drawdown: -32.2%
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: -7.3%
Sharpe: 0.11

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: +3.1%
Max drawdown: -40.4%
Sharpe: 0.25

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.