Congressional Stock Returns by Holding Period
Congressional Stock Returns by Holding Period is the difference between a fun headline and something you can actually use. Under the STOCK Act, lawmakers’ trades are disclosed after the fact, which means the “best” holding period on paper is rarely actionable in real time. Disclosures still matter, though, because they reveal repeat behavior, sector tilts, and risk appetite you can track across weeks and months. Start exploring congressional trading trends by sector on Lambda Finance to see where lawmakers are focusing their activity.
Tables + Analysis
Table 1: The timing problem
Source: STOCK Act disclosure window coverage and proposed changes.
| Timeline concept | What it means in practice | Why it matters for returns |
|---|---|---|
| Trade date | When the member or spouse executed the transaction | This is the “true” start of the holding period, but you do not see it immediately |
| Disclosure deadline | Trades over $1,000 must be disclosed within 45 days | By the time you learn about the trade, a short-term edge may already be gone |
| “Realistic” start date for the public | When the disclosure hits (or when a tracker updates) | Your holding period is effectively shifted later than theirs |
| Reform proposals | Some bills propose shrinking the window to 72 hours | If reforms pass, short-term strategies become more feasible; today, they are mostly not |
Decision takeaway: If you are evaluating “returns on congressional stock trades,” always ask: are we measuring returns from the trade date (what they earned) or from the disclosure date (what the public can chase)? That one detail can flip the story.
Table 2: Holding period returns of a public “copy” approach (NANC vs S&P 500 TR)
Source: Subversive ETFs (NANC performance table, as of 12/31/2025).
How to read it: This is not “members of Congress” holding period returns, it is a public strategy built from disclosed activity. It is useful because it shows what longer windows can look like when you accept delayed information and hold through noise. The month-to-month numbers jump around, but the longer horizon smooths out timing issues.
Table 3: Holding period returns of a second public “copy” approach (GOP vs S&P 500 TR)
Source: Subversive ETFs (GOP performance table, as of 12/31/2025).
| Holding period | NANC NAV | S&P 500 TR |
|---|---|---|
| 1 month | -0.50% | 0.06% |
| 3 months | 2.09% | 2.66% |
| 6 months | 9.11% | 11.00% |
| 1 year | 18.66% | 17.88% |
| Since inception cumulative | 84.95% | 73.61% |
| Since inception annualized | 23.63% | 20.96% |
| Holding period | GOP NAV | S&P 500 TR |
|---|---|---|
| 1 month | -0.16% | 0.06% |
| 3 months | 0.80% | 2.66% |
| 6 months | 9.05% | 11.00% |
| 1 year | 17.16% | 17.88% |
| Since inception cumulative | 49.00% | 73.61% |
| Since inception annualized | 14.75% | 20.96% |
What this tells you: Holding period results vary a lot based on what the strategy ends up owning. One portfolio can look great for over 1 year and still lag badly since inception. That is exactly why “Congress stock returns vs market” should be discussed by timeframe, not as a single number.
Table 4: What research suggests about holding windows (why timing effects can be short, then fade)
Sources: peer-reviewed and academic summaries.
| Evidence type | Holding window discussed | What it suggests about returns |
|---|---|---|
| Members of Congress trade profitability (historical sample) | One-week holding period portfolios | Abnormal returns can be concentrated in short windows, at times very large on an annualized basis |
| “Negative trades” paper summary | Roughly 10–15 trading days after transaction | Short-term profits for certain strategies peak in that window, around 1% to 2% |
| Senator legislative milestone study | Trades 1–30 days before key legislative enrollment, returns persisting over a year | Suggests timing around legislative events may matter, and effects can last beyond the initial pop |
Practical implication: Short-term edges, when they exist, are usually tied to timing and information flow. For the public, the disclosure delay makes “short term congressional stock trade returns” hard to capture cleanly, which is why medium and long holding periods are more realistic for most readers.
Conclusion / Callout
If you are trying to answer, “are congressional stock trades profitable,” you need to separate what is theoretically earned from the trade date and what is realistically earned from the disclosure date. Today’s disclosure rules make ultra-short holding periods mostly academic for the public. A better approach is to use congressional trading disclosures as a signal generator, then commit to a holding window that can survive delayed entry, headline risk, and normal volatility, start tracking the latest congressional trades by sector or symbol on Lambda Finance to see which signals are actionable today.