13g passive blockholder initiation drift
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.
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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