Filings, Insiders & OwnershipExtended setexperimental liveNew

13F co-holder momentum spillover

Updated dailyData needs: highlong onlyshort onlylong short

paper

2014

Source

Anton, M., & Polk, C. (2014). Connected Stocks. Journal of Finance, 69(3).

Read the paper →

In plain terms

When stocks owned by the same big funds move, this one tends to follow.

How it works

Propagates 21d price momentum across the common-institutional-ownership (13F cohort) graph, the broadest network in the registry. When names co-held by the same 13F institutions trend, correlated fund-flow and rebalancing pressure drags the focal name the same direction with a lag (Anton-Polk connected-stocks channel).

Live results

299 times picked on its own · 525 times inside a blend (454 beat the stock) · updated 2026-06-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 525 such blended picks (454 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)

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Data dependencies

Entity graph edges
A data feed this strategy reads, refreshed on its normal schedule.
Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Investor holdings
A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Same-direction drift transmitted through shared-ownership fund-flow links; broadest graph (10k+ source tickers).

Related families

13F co-holder momentum spillover (2-hop)Filings, Insiders & Ownership

When stocks owned by the same big funds (and the funds' other holdings) trend, this one tends to follow.

13F co-holder reversal spilloverFilings, Insiders & Ownership

When stocks owned by the same big funds jump or drop sharply, this one tends to move the opposite way next.

13F co-holder relative-value reversionFilings, Insiders & Ownership

When a stock drifts away from the other companies the same big funds own, it tends to drift back.

Explore 13F co-holder momentum spillover on alphactor.ai

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