Filings, Insiders & OwnershipExtended setexperimental liveNew

13F co-holder momentum spillover (2-hop)

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 (and the funds' other holdings) trend, this one tends to follow.

How it works

Propagates 21d price momentum across the 13F co-ownership graph out to two hops (direct co-held names plus decay-weighted co-holders-of-co-holders). When stocks held by the same institutions trend, fund-flow and rebalancing pressure pushes the focal name the same way with a lag; the second hop widens the diffusion radius.

Live results

302 times picked on its own · 616 times inside a blend (507 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 616 such blended picks (507 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 from a wider 13F co-ownership neighborhood, capturing slower diffusion through second-degree shared-ownership links.

Related families

13F co-holder momentum spilloverFilings, Insiders & Ownership

When stocks owned by the same big funds move, 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.

cross-graph consensus momentum spilloverFilings, Insiders & Ownership

It looks at how a company's economically related peers (similar products, shared owners, shared board members) have been moving, and trades only when several of those peer networks point the same direction.

Explore 13F co-holder momentum spillover (2-hop) on alphactor.ai

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

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