Changed strategies to dynamically extend rolling window to include at least 5 distinct stocks to avoid single stock allocation

Implemented max allocation of 50% to a single stock

Implemented max allocation of 50% to a single stock

Implemented max allocation of 50% to a single stock

Implemented max allocation of 50% to a single stock

Moved data processing off of QuantConnect to fix bug not allowing for new backtests and to add Upcoming Trades functionality

Moved data processing off of QuantConnect to fix bug not allowing for new backtests and to add Upcoming Trades functionality

Launched Wall Street Conviction Strategy

Fixed a bug that resulted in most new insider purchases not being scored by the model. This bug resulted in a lack of trades for the strategy over the past few months. Effected historical allocations were overwritten.

Launched Donald Beyer Strategy

Launched Dan Meuser Strategy

Strategy now incorporates annual filings to get a more accurate estimate of the portfolio.

Strategy now incorporates annual filings to get a more accurate estimate of the portfolio.

Strategy now incorporates annual filings to get a more accurate estimate of the portfolio.

Launched Josh Gottheimer Strategy

Launched Sheldon Whitehouse Strategy

Launched Tina Smith Strategy

Changed methodology in backtest engine to accurately use the intended max position size. The strategy previously achieved 100% allocation by proportionally allocating the remaining unallocated capital, allowing for large unsustainable increases to performance during periods of few holdings that saw rapid appreciation. Sharpe Ratio decreased from 0.51 to 0.38 and CAGR decreased from 16.78% to 11.80% as of 11/17/2023.

Overrode leverage controls in QuantConnect to allow for both 100% long exposure and 100% short exposure. Previously short exposure was capped around 90% to avoid margin calls in backtesting period caused by QuantConnect's default maximum of 200% total exposure. No changes were made to stock selection. Performance changes due to increased exposure. Sharpe Ratio decreased from 0.518 to 0.464 and CAGR was nearly unchanged, increasing from 7.26% to 7.35% as of 3/17/23.

Overrode leverage controls in QuantConnect to allow for both 100% long exposure and 100% short exposure. Previously short exposure was capped around 90% to avoid margin calls in backtesting period caused by QuantConnect's default maximum of 200% total exposure. No changes were made to stock selection. Performance changes due to increased exposure. Sharpe Ratio improved from 1.144 to 1.169 and CAGR improved from 22.59% to 26.33% as of 3/17/23.

Launched Insider Purchases Strategy

Moved data processing off of QuantConnect to add Upcoming Trades functionality. Removed instances of investing in duplicates when referring to the same stock (i.e. only investing in GOOG instead of both GOOG and GOOGL). Changed rebalance day going forward to the first trading day of the week as opposed to on Tuesday (data on QuantConnect would come in on Monday). Fixed instances where multiple stocks were mapped to the same Wikipedia URL. Historical testing of new changes had minimal impact (Sharpe Ratio changed from 0.742 to 0.744 as of 11/25/2022).

Launched Top Government Contract Recipients Strategy

Launched DC Insider Strategy

Launched Top Government Contract Recipients Strategy

Changed strategy to a monthly rebalance from the previous daily rebalance to better align with the frequency of underlying data and to reduce turnover.

Changed strategy to a monthly rebalance from the previous daily rebalance to better align with the frequency of underlying data and to reduce turnover. Improved logic to not select companies that just began spending money on lobbying efforts in the current quarter.

Changed strategy to a weekly rebalance from the previous daily rebalance. Rolling window now considers trades based on transaction date instead of report date to eliminate influence of trades reported after the 45 day deadline. Report date is still used as a filter to avoid look-ahead bias in backtesting performance. Moved data processing off of QuantConnect after discovery of some missing trades.

Changed strategy to a weekly rebalance from the previous daily rebalance. Rolling window now considers trades based on transaction date instead of report date to eliminate influence of trades reported after the 45 day deadline. Report date is still used as a filter to avoid look-ahead bias in backtesting performance. Moved data processing off of QuantConnect after discovery of some missing trades.

Changed strategy to a weekly rebalance from the previous daily rebalance. Rolling window now considers trades based on transaction date instead of report date to eliminate influence of trades reported after the 45 day deadline. Report date is still used as a filter to avoid look-ahead bias in backtesting performance. Moved data processing off of QuantConnect after discovery of some missing trades.

Changed strategy to a weekly rebalance from the previous daily rebalance. Rolling window now considers trades based on transaction date instead of report date to eliminate influence of trades reported after the 45 day deadline. Report date is still used as a filter to avoid look-ahead bias in backtesting performance. Moved data processing off of QuantConnect after discovery of some missing trades.

Changed strategy to a weekly rebalance from the previous daily rebalance. Rolling window now considers trades based on transaction date instead of report date to eliminate influence of trades reported after the 45 day deadline. Report date is still used as a filter to avoid look-ahead bias in backtesting performance. Moved data processing off of QuantConnect after discovery of some missing trades.

Changed strategy to a weekly rebalance from the previous daily rebalance. Rolling window now considers trades based on transaction date instead of report date to eliminate influence of trades reported after the 45 day deadline. Report date is still used as a filter to avoid look-ahead bias in backtesting performance. Moved data processing off of QuantConnect after discovery of some missing trades.

Changed strategy to a weekly rebalance from the previous daily rebalance. Rolling window now considers trades based on transaction date instead of report date to eliminate influence of trades reported after the 45 day deadline. Report date is still used as a filter to avoid look-ahead bias in backtesting performance. Moved data processing off of QuantConnect after discovery of some missing trades.

Changed strategy to a weekly rebalance from the previous daily rebalance. Rolling window now considers trades based on transaction date instead of report date to eliminate influence of trades reported after the 45 day deadline. Report date is still used as a filter to avoid look-ahead bias in backtesting performance. Moved data processing off of QuantConnect after discovery of some missing trades.

Launched Top Lobbying Spenders Strategy

Launched Lobbying Spending Growth Strategy

Changed to a two week simple moving average to reduce turnover and to further differentiate this strategy from the WSB momentum strategy. Added restrictions for keywords that were not referencing a stock, such as "EOD", "CPI", "HOLD", etc.

Changed to a weekly rebalance to be in line with the frequency of the underlying data hosted on QuantConnect. Extended backtest history to 2017.

Launched Natural Resource Committee Strategy

Launched Homeland Security Committee Strategy

Launched Transporation and Infra. Committee Strategy

Launched Energy and Commerce Committee Strategy

Fixed issue data pipeline that was causing strategy not to update

Fixed issue data pipeline that was causing strategy not to update