模型策略
依規則建構的投資組合,每晚以本站的申報資料重新計算。每一個都是公開規則的回測,不是真實帳戶,Valence 不會下任何委託單。
Congress Buys
回測Hold every stock a member of Congress disclosed buying in the last 13 weeks, weighted by the midpoint of the disclosed amount.
- +19.7%
- -32.7%
- 0.85
Senate Buys
回測The same rule, restricted to senators' disclosures.
- +5.5%
- -42.6%
- 0.33
House Buys
回測The same rule, restricted to representatives' disclosures.
- +22.1%
- -32.8%
- 0.88
Insider Cluster Buys
回測Buy when three or more distinct insiders report open-market purchases of the same stock within 30 days; hold 13 weeks, equal weight.
- -1.3%
- -20.6%
- -0.12
Top Politician Follow
回測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.
- +9.8%
- -41.5%
- 0.49
免責聲明。 以上為依公開申報資料計算的回測,而申報往往在交易發生數週後才提交。過去的結果不代表未來,本頁內容不構成投資建議;Valence 不是券商,這裡沒有任何可以下單的按鈕。