We analyzed 32,626 congressional stock trades filed under the STOCK Act from 2018–2026. Buying every congressional trade indiscriminately underperforms the S&P 500 by 2.31% at 180 days — Congress, in aggregate, is not a better stock picker than the index. But filtered for bipartisan clusters with committee relevance, the same dataset produces +5.63% alpha at 180 days. The ~8-point spread between the baseline and the signal is what Signal Congress finds.
Read our full methodology and statistical caveats →Starting from all 32,626 congressional trades, we applied progressively tighter filters. The unfiltered baseline loses to the market. The right filter finds significant alpha. Each strategy below is independent — not a funnel.
The strongest bipartisan buy clusters the engine flagged, ranked by cluster strength, each shown with the realized 60-day price move that followed. Outcomes appear as-is — gains and losses alike. Ranking is by signal strength, not by return, and every cluster from this period feeds the aggregate stats above; nothing here is selected for performance.
This research is provided for informational purposes only and does not constitute investment advice, a solicitation, or a recommendation to buy or sell any security. Backtested performance is not indicative of future results. All investments carry risk of loss. Congressional trade disclosures are public information available under the STOCK Act. Signal Congress is not affiliated with the U.S. Congress or any government agency. Always consult a licensed financial advisor before making investment decisions.
Daily-updated bipartisan clusters, conviction-scored trades, and cascade alerts.