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Congress: members

Blake D. Moore

Backtest from 19 Jul 2021 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+21.0%
S&P 500 +13.0%
Last 12 months
+1.1%
S&P 500 +12.1%
Sharpe ratio
0.70
S&P 500 0.61
Biggest drop
−29.9%
S&P 500 −23.9%
$10.0k$20.0k 202120222023202420252026 $27.4k$19.1k
Blake D. MooreS&P 500 $10,000 in Blake D. Moore from 19 Jul 2021 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. Blake D. Moore (Republican, UT) 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.

Blake D. Moore's trades →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+21.0%+13.0%
Total return+174%+91%
Last 12 months+1.1%+12.1%
Last 3 months+1.3%—
Last month−9.3%—
This year so far+5.1%—
Volatility a year26.6%15.9%
Sharpe ratio0.700.61
Biggest drop−29.9%−23.9%
Beta to the S&P 5001.341.00
Alpha a year (t-statistic)+5.8% (0.83)—
Share of weeks up56%—

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. 107 reported trades were copied.

Insights

CompanyWeightHeld sinceReturn since
NVDA75.4%16 Aug 2021+932.3%
AAPL17.7%19 Jul 2021+142.9%
WYNN6.9%27 Sept 2021−5.4%
PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest19 Jul 2021 to 2 Nov 2026+21.0%+13.0%0.700.61−29.9%1.34+5.8% (0.83)
Last three years3 Nov 2023 to 2 Nov 2026+38.4%+21.8%1.061.16−29.9%1.73+4.8% (0.43)
Last year7 Nov 2025 to 2 Nov 2026+6.3%+14.2%0.210.84−12.8%1.45−9.2% (−0.50)
DateCompanyAction
27 Sept 2021WYNNBought
16 Aug 2021NVDABought
16 Aug 2021DISBought
16 Aug 2021BABought
19 Jul 2021RTXBought
19 Jul 2021MSFTBought
19 Jul 2021METABought
19 Jul 2021JNJBought
19 Jul 2021HQYBought
19 Jul 2021GOOGLBought
19 Jul 2021BRK.BBought
19 Jul 2021BACBought
19 Jul 2021BABABought
19 Jul 2021AXPBought
19 Jul 2021AMZNBought
19 Jul 2021AAPLBought

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

DateCompanyAction
25 Jan 2024RTXSold
25 Jan 2024MSFTSold
25 Jan 2024METASold
25 Jan 2024JNJSold
25 Jan 2024HQYSold
25 Jan 2024GOOGLSold
25 Jan 2024DISSold
25 Jan 2024BRK.BSold
25 Jan 2024BACSold
25 Jan 2024BASold
25 Jan 2024AXPSold
25 Jan 2024AMZNSold
14 Aug 2023BABASold

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