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Congress: members

Bill Flores

Backtest from 13 Jan 2015 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+9.8%
S&P 500 +13.7%
Last 12 months
+35.3%
S&P 500 +12.1%
Sharpe ratio
0.44
S&P 500 0.73
Biggest drop
−48.5%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 201520172019202120232025 $45.4k$30.0k
Bill FloresS&P 500 $10,000 in Bill Flores from 13 Jan 2015 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Mirrors the disclosed stock holdings of Rep. Bill Flores (Independent, TX) and family. It buys on the first trading day after each report is filed, sized by the middle of the value band reported, starts from the holdings listed in the member's annual disclosure report once that report is public, and holds each position until a sale is reported. Call options count as the stock until they expire. Members often report weeks or months late, so this is what a follower could actually have done.

Bill Flores's trades →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+9.8%+13.7%
Total return+200%+354%
Last 12 months+35.3%+12.1%
Last 3 months+0.9%—
Last month+1.2%—
This year so far+29.0%—
Volatility a year21.6%16.5%
Sharpe ratio0.440.73
Biggest drop−48.5%−31.8%
Beta to the S&P 5000.981.00
Alpha a year (t-statistic)−2.3% (−0.55)—
Share of weeks up57%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck. 588 reported trades were copied.

Insights

CompanyWeightHeld sinceReturn since
WES8.4%19 Jan 2016+295.7%
VLO6.6%5 Apr 2019+496.3%
WDC5.8%5 Apr 2019+815.6%
MET5.7%13 Aug 2019+171.3%
COP5.6%13 Aug 2019+250.4%
MPC5.2%5 Apr 2019+762.7%
MCK4.7%5 Apr 2019+807.1%
HPE4.5%5 Apr 2019+307.5%
HCA4.0%5 Apr 2019+269.8%
AVGO3.4%5 Apr 2019+1187.6%
JAZZ3.4%13 Aug 2019+58.1%
JLL2.8%5 Apr 2019+147.5%
MS2.7%5 Apr 2019+421.9%
TRP2.5%15 Nov 2018+137.5%
DKS2.4%5 Apr 2019+350.0%
PSX2.3%5 Apr 2019+280.9%
GILD1.9%8 Oct 2019+258.6%
PBF1.8%5 Apr 2019+178.4%
KR1.8%5 Apr 2019+237.3%
EXC1.8%5 Apr 2019+70.0%
TDS1.6%5 Apr 2019+42.0%
AMGN1.5%8 Oct 2019+194.3%
PCAR1.5%5 Apr 2019+192.1%
LUV1.5%15 May 2019−6.8%
SYF1.5%5 Apr 2019+184.5%
FITB1.4%5 Apr 2019+174.2%
IBM1.4%11 Nov 2019+161.5%
CFG1.4%5 Apr 2019+160.3%
C1.3%5 Apr 2019+142.6%
LYB1.2%5 Apr 2019+16.5%
AES1.2%5 Apr 2019+8.8%
CVS1.1%5 Apr 2019+110.5%
T1.1%16 Jul 2018+58.1%
TAP1.0%5 Apr 2019−12.9%
ALLY0.9%5 Apr 2019+68.3%
OMC0.8%5 Apr 2019+44.9%
KSS0.7%5 Apr 2019−49.9%
HUN0.6%5 Apr 2019−45.4%
PEP0.4%25 Jun 2018+66.9%
MMM0.4%25 Jun 2018+45.0%
MAN0.4%5 Apr 2019−28.2%
GIS0.3%16 Jul 2018+8.8%
PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest13 Jan 2015 to 2 Nov 2026+9.8%+13.7%0.440.73−48.5%0.98−2.3% (−0.55)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.5%+13.9%0.510.66−44.6%0.99−0.2% (−0.04)
Last three years3 Nov 2023 to 2 Nov 2026+25.6%+21.8%1.371.16−13.7%0.70+7.9% (1.34)
Last year7 Nov 2025 to 2 Nov 2026+35.0%+14.2%2.470.84−3.5%0.35+22.9% (2.29)
DateCompanyAction
11 Nov 2019IBMBought
8 Oct 2019GILDBought
8 Oct 2019AMGNBought
13 Aug 2019METBought
13 Aug 2019JAZZBought
13 Aug 2019COPBought
15 May 2019LUVBought
5 Apr 2019WDCBought
5 Apr 2019VLOBought
5 Apr 2019TEXBought
5 Apr 2019TDSBought
5 Apr 2019TAPBought
5 Apr 2019SYFBought
5 Apr 2019PSXBought
5 Apr 2019PCARBought
5 Apr 2019PBFBought
5 Apr 2019OMCBought
5 Apr 2019MSBought
5 Apr 2019MPCBought
5 Apr 2019MCKBought
5 Apr 2019MANBought
5 Apr 2019LYBBought
5 Apr 2019KSSBought
5 Apr 2019KRBought
5 Apr 2019JLLBought

Dated on the first trading day after the report was filed, when a follower could have acted.

DateCompanyAction
14 Jun 2019GILDSold
14 Jun 2019AMGNSold
15 May 2019WMBSold
15 May 2019TRGPSold
15 May 2019TEXSold
15 May 2019PBASold
15 May 2019PAASold
15 May 2019MPLXSold
15 May 2019LNGSold
15 May 2019GELSold
15 May 2019EPDSold
15 May 2019AMSold
22 Jan 2018XOMSold
22 Jan 2018MPLXSold
5 Oct 2017OKESold
14 Jul 2017EPDSold
20 Jun 2017WMBSold
20 Jun 2017TJXSold
20 Jun 2017PAASold
20 Jun 2017NGLSold
9 Mar 2017OKESold
14 Feb 2017WMBSold
18 Jan 2017XOMSold
18 Jan 2017UPSSold
18 Jan 2017LYBSold

Dated on the first trading day after the report was filed, when a follower could have acted.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest