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Congress: members

Chris Jacobs

Backtest from 11 Feb 2021 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+4.7%
S&P 500 +13.8%
Last 12 months
+14.5%
S&P 500 +12.1%
Sharpe ratio
0.14
S&P 500 0.68
Biggest drop
−29.8%
S&P 500 −23.9%
$10.0k$20.0k 202120222023202420252026 $20.9k$13.0k
Chris JacobsS&P 500 $10,000 in Chris Jacobs from 11 Feb 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. Chris Jacobs (Republican, NY) 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.

Chris Jacobs's trades →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+4.7%+13.8%
Total return+30%+109%
Last 12 months+14.5%+12.1%
Last 3 months+0.9%—
Last month+2.6%—
This year so far+11.1%—
Volatility a year15.4%15.5%
Sharpe ratio0.140.68
Biggest drop−29.8%−23.9%
Beta to the S&P 5000.901.00
Alpha a year (t-statistic)−7.2% (−2.64)—
Share of weeks up51%—

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. 160 reported trades were copied.

Insights

CompanyWeightHeld sinceReturn since
AAPL7.8%16 Aug 2021+128.7%
MSFT6.1%16 Aug 2021+83.3%
HD5.2%15 Nov 2023+19.5%
GOOGL3.4%16 Aug 2021+106.8%
NVDA3.3%16 Aug 2021+932.3%
STZ2.6%16 Aug 2021−27.6%
TRV2.0%16 Aug 2021+179.9%
AXP1.7%16 Aug 2021+111.3%
ALL1.7%16 Aug 2021+118.6%
PNC1.6%16 Aug 2021+48.2%
DE1.4%16 Aug 2021+84.9%
UNH1.4%16 Aug 2021+4.6%
V1.4%16 Aug 2021+87.9%
CSX1.4%16 Aug 2021+63.5%
AMZN1.4%16 Aug 2021+50.8%
MA1.3%16 Aug 2021+87.0%
AFL1.3%16 Aug 2021+143.4%
MRK1.3%16 Aug 2021+124.3%
TJX1.3%16 Aug 2021+115.6%
INTC1.2%16 Aug 2021+24.0%
UNP1.2%16 Aug 2021+51.9%
TMO1.2%16 Aug 2021+25.6%
MCO1.2%16 Aug 2021+37.9%
IDXX1.1%16 Aug 2021−2.0%
EAT1.1%16 Aug 2021+299.1%
DIS1.0%16 Aug 2021−34.5%
HON1.0%16 Aug 2021+7.4%
NOC1.0%16 Aug 2021+64.0%
BKNG1.0%16 Aug 2021+85.5%
UI1.0%16 Aug 2021+87.6%
NSIT0.9%16 Aug 2021+70.0%
CI0.9%16 Aug 2021+54.9%
MCD0.8%16 Aug 2021+23.9%
PYPL0.8%16 Aug 2021−78.7%
COGT0.8%23 Jan 2023+122.7%
AMD0.8%15 Nov 2023+303.3%
ABG0.7%16 Aug 2021+1.9%
NKE0.7%16 Aug 2021−74.9%
EL0.7%16 Aug 2021−65.0%
HUM0.7%16 Aug 2021+3.7%
VLO0.7%16 Aug 2021+599.2%
EBAY0.6%16 Aug 2021+77.6%
INSW0.6%15 Nov 2023+221.5%
KLAC0.6%15 Nov 2023+192.2%
KRYS0.6%23 Jan 2023+270.9%
AZZ0.6%16 Aug 2021+172.6%
PSX0.5%16 Aug 2021+368.5%
CAT0.5%15 Nov 2023+155.6%
MS0.5%16 Aug 2021+111.1%
JPM0.5%16 Aug 2021+144.6%
MAC0.5%29 Jul 2022+184.0%
DTM0.5%23 Aug 2022+149.9%
CMI0.5%16 Aug 2021+137.2%
AROC0.5%23 Jan 2023+277.6%
STLD0.5%23 Aug 2022+230.3%
NESR0.5%15 Nov 2023+133.0%
ABBV0.5%16 Aug 2021+194.8%
MCK0.4%23 Aug 2022+181.8%
AMLX0.4%17 Nov 2022−19.2%
PH0.4%16 Aug 2021+231.2%
TXN0.4%16 Aug 2021+87.2%
INCY0.4%15 Nov 2023+117.9%
NAT0.4%29 Jul 2022+365.1%
AXSM0.4%29 Jul 2022+252.4%
FHN0.4%23 Jan 2023+10.1%
MAR0.4%16 Aug 2021+224.5%
RF0.4%16 Aug 2021+76.5%
COF0.4%16 Aug 2021+30.3%
PR0.4%23 Jan 2023+165.1%
LYV0.4%23 Aug 2022+91.3%
JNJ0.4%16 Aug 2021+75.4%
ITT0.4%16 Aug 2021+118.6%
CINF0.4%23 Aug 2022+101.4%
LUV0.4%16 Aug 2021−4.6%
XOM0.4%15 Nov 2023+90.8%
AMGN0.4%16 Aug 2021+136.1%
COST0.4%16 Aug 2021+142.6%
NSC0.3%16 Aug 2021+42.9%
CVX0.3%12 Sept 2022+65.3%
CTVA0.3%15 Nov 2023+75.5%
GWW0.3%16 Aug 2021+228.7%
WAL0.3%16 Aug 2021−10.9%
FNB0.3%29 Jul 2022+78.3%
ROK0.3%16 Aug 2021+50.2%
TSLA0.3%23 Aug 2022+37.2%
ADBE0.3%16 Aug 2021−60.1%
BWXT0.3%16 Aug 2021+149.5%
DD0.3%16 Aug 2021+62.1%
SCHW0.3%23 Aug 2022+29.5%
CTAS0.3%16 Aug 2021+139.6%
VAC0.3%16 Aug 2021−4.6%
WEC0.3%16 Aug 2021+42.5%
BRK.B0.3%16 Aug 2021+91.9%
AGNC0.3%13 Dec 2022+51.2%
CNA0.3%16 Aug 2021+63.0%
PHM0.3%16 Aug 2021+152.6%
ISRG0.3%16 Aug 2021+29.9%
CNXN0.3%16 Aug 2021+97.7%
DTE0.3%16 Aug 2021+34.7%
OCFC0.3%29 Jul 2022+10.6%
PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest11 Feb 2021 to 2 Nov 2026+4.7%+13.8%0.140.68−29.8%0.90−7.2% (−2.64)
Last three years3 Nov 2023 to 2 Nov 2026+14.8%+21.8%0.791.16−17.8%0.82−3.1% (−0.89)
Last year7 Nov 2025 to 2 Nov 2026+16.1%+14.2%1.090.84−8.0%0.68+4.7% (0.69)
DateCompanyAction
15 Nov 2023XOMBought
15 Nov 2023PFEBought
15 Nov 2023NESRBought
15 Nov 2023KLACBought
15 Nov 2023INSWBought
15 Nov 2023INCYBought
15 Nov 2023IMVTBought
15 Nov 2023HDBought
15 Nov 2023CTVABought
15 Nov 2023CATBought
15 Nov 2023BALLBought
15 Nov 2023AMDBought
23 Jan 2023PRBought
23 Jan 2023NTSTBought
23 Jan 2023KURABought
23 Jan 2023KRYSBought
23 Jan 2023GEVOBought
23 Jan 2023FHNBought
23 Jan 2023COGTBought
23 Jan 2023CMTGBought
23 Jan 2023CHRDBought
23 Jan 2023BORRBought
23 Jan 2023AROCBought
13 Dec 2022UECBought
13 Dec 2022RLMDBought

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

DateCompanyAction
15 Nov 2023WMTSold
15 Nov 2023TROWSold
15 Nov 2023RAMPSold
15 Nov 2023NWBISold
15 Nov 2023ICESold
15 Nov 2023HPSold
15 Nov 2023GNKSold
15 Nov 2023EVRSold
15 Nov 2023ECLSold
15 Nov 2023EBSSold
15 Nov 2023CRMSold
15 Nov 2023CHRDSold
15 Nov 2023BLKSold
15 Nov 2023ASBSold
23 Jan 2023XPROSold
23 Jan 2023XOMSold
23 Jan 2023UECSold
23 Jan 2023RLMDSold
23 Jan 2023PCVXSold
23 Jan 2023METASold
23 Jan 2023CRGYSold
23 Jan 2023BACSold
23 Jan 2023AVXLSold
13 Dec 2022SBRASold
13 Dec 2022PLUGSold

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