Entity-Graph / Political#432tier 2experimental liveNew

congressional trade cluster

cadence: Event-triggereddata: lowlong onlyshort onlylong short
paper
2011
Source
Ziobrowski-Boyd-Cheh-Ziobrowski 2011 + Eggers-Hainmueller 2013.
Read the paper โ†’

What it checks

When 2+ members of Congress trade the same stock the same way within a month, we go alongside the cluster because they likely share insider info from hearings.

Mechanism

Congressional trades earn 6-12% annualized alpha; the signal strengthens when multiple members trade the same direction within 30 days revealing simultaneous information.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.

Signal rule

>= N (2/3) distinct congressional members same-direction in trailing 30 days -> directional focal, hold 21/63/126d.

Data dependencies

  • daily_prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • congress_trades

    Worker data table, see services/worker schema.

Expected edge

Paper alpha
6-12%/yr (single-trader)
Paper window
1985-2001 (Ziobrowski)

6-12%/yr on single-trader (Ziobrowski 2011); cluster variant adds signal strength.

Example tickers where this is likely to fire

Illustrative only, the signal fires based on the live data, not a fixed list.

Related families

Explore congressional trade cluster on alphactor.ai

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

For informational and educational purposes only. Not financial advice. Learn more