We analyzed 31,040 congressional stock trades filed under the STOCK Act from 2018–2026. Buying every congressional trade indiscriminately underperforms the S&P 500 by 1.13% 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 +6.79% 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 31,040 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.
Seven historically significant clusters where bipartisan buying preceded meaningful price moves. These are illustrative examples, not cherry-picked for promotional purposes — all clusters from the same period are included in the aggregate stats above.
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.
Real-time bipartisan clusters, conviction-scored trades, and cascade alerts.