Nancy Pelosi strategy backtest
How the Nancy Pelosi strategy works
Hold what Nancy Pelosi holds: every disclosed buy and sell, sized by her disclosed amounts and rebalanced on each filing. Backtested since 2018, the strategy returned +352.0% in total (+20.1% a year) across 135 disclosed trades; 65% of the stocks held were profitable. It beat the S&P 500 in 4 of 9 calendar years.
Trades enter at the first close on or after the filing became public, never before. Positions are held until a sale is disclosed, and the book is rebalanced on each filing. Results include a 0.30% round-trip trading cost.
Other backtested strategies
Backtested results are hypothetical and do not guarantee future returns.