Filings, Insiders & OwnershipExtended setexperimental liveNew

Institutional Co Ownership Graph

Updated rollingData needs: highlong onlyshort onlylong short

2014

Anton-Polk 2014 RFS (13F mutual-fund variant).

In plain terms

Stocks held by the same big mutual funds co-move beyond fundamentals. We trade the dislocation when one moves and the other has not caught up.

How it works

Stocks sharing top 13F mutual-fund owners exhibit non-fundamental return co-movement. Correlated flow shocks create temporary dislocation that reverts to fundamentals.

Live results

60 times picked on its own · 189 times inside a blend (152 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 189 such blended picks (152 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

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

Reported return: ~9%/yr
Reported Sharpe: ~1.0
Tested over: 1980-2008 (Anton-Polk)

~9%/yr alpha, Sharpe ~1.0, half-life 6mo (Anton-Polk 2014).

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Explore Institutional Co Ownership Graph on alphactor.ai

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