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nport conviction-fund forced flow

Updated quarterlyData needs: highlong only
paper
2007
Source
Coval & Stafford 2007; Cohen, Polk & Silli 2010
Citation only, paper link pending.

In plain terms

The strategy watches focused, high-conviction funds for the stocks they are newly buying or adding to, then buys those names too.

How it works

Mutual-fund flows force managers to trade, and flow-driven initiations and accumulations predict returns because the buying pressure is non-fundamental and only partially priced when disclosed. The family counts high-conviction (concentrated, <=40-name) N-PORT funds opening or materially raising a position in a name, lagged to the filing-public date.

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies

  • Nport fund holdings

    A data feed this strategy reads, refreshed on its normal schedule.

  • Daily prices

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

Expected edge

Names that high-conviction registered funds are freshly initiating or accumulating drift higher as the non-fundamental buying pressure continues to be priced in after disclosure.

Related families

Explore nport conviction-fund forced flow 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