Congressional Buys (Speculative) vs Cross-Sectional Momentum
Two published track records side by side — same data, same methodology, zero verdicts.
Congressional Buys (Speculative)
speculativeHolds the U.S. large-caps that members of Congress most recently DISCLOSED buying (equal weight, refreshed monthly, acted on only after the public filing). A transparency novelty over a large-cap pool — no edge over simply holding that pool is claimed.
Full track record →
Cross-Sectional Momentum
coreHolds the strongest-trending names (12-month return, skipping the last month), equally weighted, refreshed monthly.
Full track record →
The numbers, side by side
| Congressional Buys (Speculative) | Cross-Sectional Momentum | |
|---|---|---|
| CAGR | 22.0% | 13.5% |
| Volatility (ann.) | 25.2% | 42.1% |
| Sharpe | 0.80 | 0.43 |
| Sortino | 1.18 | 0.62 |
| Max drawdown | -41.4% | -65.0% |
| Calmar | 0.53 | 0.21 |
| Simulated since | 2020-09 | 2021-10 |
Simulated backtests (up to 6 years of point-in-time data, costs included) — not live results. Methodology: here. Past performance does not predict future results.
What the data says
- Congressional Buys (Speculative) posted the higher CAGR (22.0% vs 13.5%).
- Congressional Buys (Speculative) fell less at its worst (-41.4% vs -65.0%).
- Congressional Buys (Speculative) had the calmer ride (volatility 25.2% vs 42.1%).
These are facts from the published snapshots, not a recommendation — the rules differ in their risk profile. Overlay both equity curves in the interactive comparison tool.