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Congressional Trading

STOCK Act disclosures from the US Senate and House

Member Performance Scorecard

Directional 30-day and 90-day returns, ranked by excess return versus SPY

Scorecard methodology

Each ticker-backed buy or sale is equal-weighted. Buys earn positive performance when the stock rises; sales invert the sign. Excess return subtracts SPY over the same 30- or 90-calendar-day period.

A return uses the first market close on or after each target date, with a seven-day grace window. Members need at least three covered trades to receive a rank. Missing or post-boundary prices remain explicitly unavailable.

STOCK Act filings may arrive up to 45 days after a trade, so this is retrospective disclosure analysis, not a real-time trading signal. Reported amount ranges are not precise enough for position-weighted returns.

House disclosures are filing-level PDFs and are not presented as parsed trades. Those rows remain in the disclosure feed and activity totals, but performance stays unavailable unless structured ticker and transaction-date fields exist.

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Source: Senate eFD and House Clerk financial disclosures (primary sources). The STOCK Act allows up to 45 days between a trade and its disclosure, and amounts are reported in ranges. Senate electronic filings include per-trade detail; House periodic transaction reports are published as PDFs, so House rows link to the original filing instead of itemizing trades. Party affiliation is not published in either feed — where shown, it is matched from the public congress-legislators reference dataset, not the disclosures themselves.