Performance
All performance shown on this page is based on historical simulation. Congress Consensus does not currently present a live investment track record. Live model performance will be tracked separately from the public launch date and will not be backfilled.
Backtested performance of the Congress Consensus E2 model
Congress Consensus is evaluated through a point-in-time historical simulation designed to reproduce the information that would have been available to the strategy at each portfolio date.
The objective of the backtest is not to show that the strategy wins every year. It is to determine whether congressional consensus signals have historically provided a persistent and measurable investment signal after realistic implementation constraints.
January 2020 — August 2026 · Weekly rebalancing · 10 bps transaction costs · No leverage · No short selling
Congress Consensus E2
All benchmark series are rebased to the same starting point in February 2023, the earliest common period available for NANC and GOP.
Backtest through August 2026. Results are generated by applying the model to actual historical market data and do not represent live portfolio performance.
Performance is not uniform
Congress Consensus does not outperform every year or during every market environment.
Historical results vary substantially across periods. For this reason, we evaluate the strategy not only by its cumulative return, but also across individual calendar years and rolling 12-month and 24-month windows.
This provides a more demanding test of whether the signal persists through time rather than being driven by a single exceptional period.
Benchmark comparison
Congress Consensus is compared with both the broad U.S. equity market and investable strategies based on congressional trading activity.
The S&P 500 is represented using the dividend-adjusted performance of SPY as a total-return proxy for the broad U.S. equity market
NANC and GOP provide additional reference points for strategies designed around publicly disclosed congressional trading activity.
Benchmark comparisons are performed over common periods where comparable historical data is available.
Important information
All Congress Consensus performance figures shown on this page are historical backtest results generated from actual historical market data unless explicitly identified otherwise. They do not represent live investment performance.
Backtested performance does not represent the performance of an actual account and is subject to assumptions regarding execution, transaction costs, data availability and portfolio construction.
Historical congressional disclosures may be delayed, amended or incomplete, and some historical securities may not have reliable market data available.
Past performance, including backtested performance, is not indicative of future results.