13F co-holder relative-value reversion
In plain terms
When a stock drifts away from the other companies the same big funds own, it tends to drift back.
How it works
Trades the focal stock's dislocation from its 13F co-holding cohort rather than the cohort's lagged direction. The cohort's common return is de-meaned out, leaving the focal name's idiosyncratic gap to the basket of stocks held by the same institutions; that gap mean-reverts.
Live results
347 times picked on its own · 753 times inside a blend (696 beat the stock) · updated 2026-06-06Data 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
Market-neutral reversion of a stock toward the basket of names held by the same big funds, capturing idiosyncratic dislocation net of the shared-ownership factor.
Related families
When stocks owned by the same big funds move, this one tends to follow.
When a stock drifts away from the other members of its index, it tends to drift back.
When a company drifts away from its closest product-market rivals, it tends to drift back.
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