13F strategy proof and signal backtests
See which institutional 13F signals have historically worked after filings became observable. Compare forward alpha, win rates, strategy portfolio returns, and paid investor cohorts without scanning the raw holdings database.
As of
Q2 2026
Data as of 2026-07-17
Signals tested
45
Across investor cohorts
Top signal alpha
+1.4%
Buying Momentum 3m
Best strategy CAGR
+19.1%
High Alpha Ownership Growth Top5
The free broad baseline across the historical 13F signal dataset.
Average forward return above the benchmark after the filing-delay window.
Which 13F signals have worked?
Completed historical signal results as of Q2 2026. Use the chart for a quick read, then switch to the table for the full return, alpha, and win-rate details.
Buying Momentum 3m
All 13F Investors · 2,155,032 observations
+1.0%
High Weight
All 13F Investors · 217,588 observations
+0.7%
Smart Money Accumulation
All 13F Investors · 674,252 observations
+0.5%
New Positions
All 13F Investors · 868,795 observations
+0.5%
Buying Weakness 3m
All 13F Investors · 1,310,825 observations
+0.3%
Net Accumulation Positive
All 13F Investors · 4,053,409 observations
+0.3%
Increased Positions
All 13F Investors · 4,053,371 observations
+0.3%
All Core Stocks
All 13F Investors · 8,147,006 observations
+0.3%
Ownership Growth
All 13F Investors · 2,963,772 observations
+0.3%
| Signal | Group | Best Q | Worst Q | |||||
|---|---|---|---|---|---|---|---|---|
| Buying Momentum 3m | All 13F Investors | +1.0% | +49.2% | +4.0% | +58.8% | 2,155,032 | +245.2% | -85.4% |
| High Weight | All 13F Investors | +0.7% | +49.5% | +4.1% | +58.8% | 217,588 | +949.2% | -90.6% |
| Smart Money Accumulation | All 13F Investors | +0.5% | +46.2% | +3.6% | +52.4% | 674,252 | +949.2% | -90.6% |
| New Positions | All 13F Investors | +0.5% | +45.2% | +3.5% | +50.6% | 868,795 | +949.2% | -90.6% |
| Buying Weakness 3m | All 13F Investors | +0.3% | +49.3% | +3.7% | +61.0% | 1,310,825 | +949.2% | -90.6% |
| Net Accumulation Positive | All 13F Investors | +0.3% | +45.7% | +3.5% | +52.2% | 4,053,409 | +949.2% | -90.6% |
| Increased Positions | All 13F Investors | +0.3% | +45.7% | +3.5% | +52.2% | 4,053,371 | +949.2% | -90.6% |
| All Core Stocks | All 13F Investors | +0.3% | +45.8% | +3.4% | +52.4% | 8,147,006 | +949.2% | -90.6% |
| Ownership Growth | All 13F Investors | +0.3% | +45.2% | +3.3% | +51.1% | 2,963,772 | +949.2% | -90.6% |
The free broad baseline across the historical 13F signal dataset.
Risk-adjusted return using a zero risk-free-rate assumption.
Historical strategy portfolios
Compare hypothetical portfolios built from completed 13F signals. These are backtested strategy rows from the aggregated 13F Universe data layer, not current stock recommendations.
All New Positions Top10
All 13F Investors · top 10 · 113 quarters
0.71
All New Positions Top20
All 13F Investors · top 20 · 113 quarters
0.68
All Ownership Growth Top20
All 13F Investors · top 20 · 113 quarters
0.68
All Most Held Top5
All 13F Investors · top 5 · 113 quarters
0.66
All Most Weighted Top20
All 13F Investors · top 20 · 113 quarters
0.66
All Most Held Top10
All 13F Investors · top 10 · 113 quarters
0.63
All Increased Positions Top5
All 13F Investors · top 5 · 113 quarters
0.62
All Contrarian Accumulation Top20
All 13F Investors · top 20 · 91 quarters
0.62
All Institutional Accumulation Top10
All 13F Investors · top 10 · 113 quarters
0.61
All Most Held Top20
All 13F Investors · top 20 · 113 quarters
0.61
| Strategy | Group | Top N | Quarters | ||||||
|---|---|---|---|---|---|---|---|---|---|
| All New Positions Top10 New Positions | All 13F Investors | 10 | 113 | 0.71 | +10.9% | +1.1% | +53.1% | +1760.7% | -44.7% |
| All New Positions Top20 New Positions | All 13F Investors | 20 | 113 | 0.68 | +9.6% | +0.8% | +54.0% | +1237.0% | -49.9% |
| All Ownership Growth Top20 Ownership Growth | All 13F Investors | 20 | 113 | 0.68 | +11.4% | +1.3% | +58.4% | +1991.2% | -43.9% |
| All Most Held Top5 Most Held | All 13F Investors | 5 | 113 | 0.66 | +9.3% | +0.7% | +48.7% | +1133.3% | -47.6% |
| All Most Weighted Top20 Most Weighted | All 13F Investors | 20 | 113 | 0.66 | +9.0% | +0.7% | +54.9% | +1051.6% | -41.6% |
| All Most Held Top10 Most Held | All 13F Investors | 10 | 113 | 0.63 | +7.9% | +0.3% | +50.4% | +759.4% | -50.8% |
| All Increased Positions Top5 Increased Positions | All 13F Investors | 5 | 113 | 0.62 | +9.3% | +0.8% | +50.4% | +1125.1% | -63.0% |
| All Contrarian Accumulation Top20 Contrarian Accumulation | All 13F Investors | 20 | 91 | 0.62 | +10.0% | +0.6% | +67.0% | +769.8% | -62.1% |
| All Institutional Accumulation Top10 Institutional Accumulation | All 13F Investors | 10 | 113 | 0.61 | +8.1% | +0.4% | +50.4% | +799.5% | -56.2% |
| All Most Held Top20 Most Held | All 13F Investors | 20 | 113 | 0.61 | +6.9% | +0.1% | +53.1% | +566.5% | -48.0% |
| All Momentum Accumulation Top20 Momentum Accumulation | All 13F Investors | 20 | 95 | 0.60 | +10.8% | +1.0% | +68.4% | +1048.8% | -48.1% |
| All Increased Positions Top20 Increased Positions | All 13F Investors | 20 | 113 | 0.59 | +6.7% | +0.0% | +51.3% | +528.6% | -46.6% |
| All Smart Money Accumulation Top10 Smart Money Accumulation | All 13F Investors | 10 | 113 | 0.59 | +7.8% | +0.4% | +49.6% | +737.9% | -56.6% |
| All Contrarian Accumulation Top10 Contrarian Accumulation | All 13F Investors | 10 | 91 | 0.59 | +9.6% | +0.6% | +65.9% | +707.0% | -67.7% |
| All Smart Money Accumulation Top20 Smart Money Accumulation | All 13F Investors | 20 | 113 | 0.59 | +6.9% | +0.1% | +53.1% | +563.3% | -50.2% |
| All Institutional Accumulation Top20 Institutional Accumulation | All 13F Investors | 20 | 113 | 0.58 | +6.8% | +0.1% | +52.2% | +546.5% | -49.2% |
| All Most Weighted Top10 Most Weighted | All 13F Investors | 10 | 113 | 0.57 | +7.8% | +0.4% | +51.3% | +742.8% | -44.7% |
| All Increased Positions Top10 Increased Positions | All 13F Investors | 10 | 113 | 0.57 | +7.5% | +0.3% | +52.2% | +678.0% | -60.5% |
| All Net Accumulation Top20 Net Accumulation | All 13F Investors | 20 | 113 | 0.57 | +7.8% | +0.4% | +56.6% | +726.5% | -46.8% |
| All Momentum Accumulation Top5 Momentum Accumulation | All 13F Investors | 5 | 95 | 0.57 | +10.7% | +1.0% | +66.3% | +1011.1% | -48.8% |
| All New Positions Top5 New Positions | All 13F Investors | 5 | 113 | 0.56 | +10.8% | +1.4% | +51.3% | +1735.1% | -53.7% |
| All Momentum Accumulation Top10 Momentum Accumulation | All 13F Investors | 10 | 95 | 0.55 | +9.8% | +0.8% | +64.2% | +814.6% | -52.7% |
| All Net Accumulation Top10 Net Accumulation | All 13F Investors | 10 | 113 | 0.51 | +7.5% | +0.4% | +55.8% | +664.1% | -49.5% |
| All Net Accumulation Top5 Net Accumulation | All 13F Investors | 5 | 113 | 0.51 | +8.6% | +0.8% | +50.4% | +938.7% | -54.3% |
| All Ownership Growth Top10 Ownership Growth | All 13F Investors | 10 | 113 | 0.51 | +10.0% | +1.2% | +57.5% | +1389.1% | -50.4% |
| All Institutional Accumulation Top5 Institutional Accumulation | All 13F Investors | 5 | 113 | 0.50 | +7.3% | +0.4% | +50.4% | +628.4% | -65.7% |
| All Smart Money Accumulation Top5 Smart Money Accumulation | All 13F Investors | 5 | 113 | 0.49 | +7.2% | +0.3% | +48.7% | +605.1% | -66.0% |
| All Most Weighted Top5 Most Weighted | All 13F Investors | 5 | 113 | 0.48 | +7.1% | +0.3% | +50.4% | +588.3% | -48.8% |
| All Ownership Growth Top5 Ownership Growth | All 13F Investors | 5 | 113 | 0.40 | +11.5% | +2.2% | +50.4% | +2082.1% | -52.1% |
| All Contrarian Accumulation Top5 Contrarian Accumulation | All 13F Investors | 5 | 91 | 0.34 | +4.7% | -0.4% | +59.3% | +185.9% | -81.1% |
13F filings are delayed regulatory disclosures. The historical signal results are intended to be evaluated only after a filing-delay window, then measured forward to the next rebalance window.
That means this page is not claiming real-time institutional flow. It asks a narrower question: when a signal was visible from filings, how did it perform afterward?
Current-quarter rows should be treated as live signal rows. Forward return and alpha fields belong to completed historical periods where the future evaluation window has closed.
Free baseline
All visitors can see the broad all-investor signal baseline so the page remains useful, indexable, and easy to understand.
Pro and Ultimate cohorts
Paid members can compare the same signals through tracked, outperforming, high-alpha, and five-star investor cohorts.
Where to go next
Use 13F Sector Rotation to see current sector and industry activity, or Top Institutional Investors to inspect manager rankings.