Company Events & EarningsExtended setInvalidNew

13g passive blockholder initiation drift

Updated eventData needs: mediumlong only

2013

Edmans, Fang & Zur 2013, The Effect of Liquidity on Governance

In plain terms

When a big passive investor newly crosses the 5 percent ownership line and discloses it, the strategy buys the stock for the following weeks.

How it works

A new Schedule 13G filing means a large passive holder just crossed 5 percent ownership; such disclosures show positive announcement returns and post-filing drift, and passive-ownership crossings can precede index-inclusion and flow effects. The family treats the first appearance of a filer on a ticker (past a 365-day burn-in to avoid mislabeling amendments) as a passive initiation.

Live results

0 times picked on its own · 1 times inside a blend (1 beat the stock) · updated 2026-07-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 1 such blended picks (1 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

Loading substrate evidence…

Data dependencies

SEC 13g filings
A data feed this strategy reads, refreshed on its normal schedule.
Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

A fresh passive 5-percent stake disclosure predicts positive drift over the following one-to-three months via announcement-return and downstream flow effects.

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Explore 13g passive blockholder initiation drift on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

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