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Congress: members

John A. Yarmuth

Backtest from 2 Mar 2015 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+11.3%
S&P 500 +13.4%
Last 12 months
+15.3%
S&P 500 +12.1%
Sharpe ratio
0.61
S&P 500 0.71
Biggest drop
−33.0%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 201520172019202120232025 $43.3k$35.0k
John A. YarmuthS&P 500 $10,000 in John A. Yarmuth from 2 Mar 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. John A. Yarmuth (Democrat, KY) 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.

John A. Yarmuth's trades →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.3%+13.4%
Total return+250%+333%
Last 12 months+15.3%+12.1%
Last 3 months−0.3%—
Last month+0.5%—
This year so far+13.9%—
Volatility a year16.1%16.5%
Sharpe ratio0.610.71
Biggest drop−33.0%−31.8%
Beta to the S&P 5000.931.00
Alpha a year (t-statistic)−1.1% (−0.79)—
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. 300 reported trades were copied.

Insights

CompanyWeightHeld sinceReturn since
AMZN7.3%24 Apr 2017+448.4%
GOOGL4.2%27 Jan 2016+697.3%
AAPL4.1%13 Oct 2020+187.2%
MPC4.0%18 Mar 2016+1464.0%
MSFT3.4%29 Jul 2020+167.2%
T3.3%29 Jul 2020+44.8%
DUK3.1%13 Dec 2017+108.8%
AVGO2.8%29 Jul 2022+550.4%
INTC2.7%12 Aug 2021+23.9%
SYY2.5%5 Nov 2021+14.9%
NEE2.2%2 Aug 2018+147.8%
KMB2.0%29 Jul 2020−9.3%
XOM1.8%4 May 2020+435.5%
CAT1.7%24 Apr 2017+675.6%
WMT1.5%10 Aug 2017+444.0%
GS1.4%13 Oct 2020+392.4%
JPM1.3%2 Aug 2018+267.0%
COP1.3%2 Aug 2018+168.8%
C1.3%2 Jul 2020+202.8%
AMGN1.3%12 Aug 2021+141.0%
MO1.2%12 Aug 2021+140.7%
MRK1.2%2 Mar 2015+282.1%
MS1.2%2 Aug 2018+377.0%
DAL1.2%2 Aug 2018+66.6%
AXP1.1%22 Feb 2021+159.1%
CTAS1.1%22 Feb 2021+178.1%
ROST1.1%16 Nov 2020+120.4%
V1.1%2 Aug 2018+224.8%
CB1.1%13 Oct 2020+238.4%
MNST1.1%16 Nov 2020+130.8%
EBAY1.1%13 Oct 2020+134.3%
GD1.0%24 Apr 2017+137.5%
COST1.0%13 Nov 2018+393.4%
MA1.0%2 Aug 2018+241.8%
TXN1.0%28 Dec 2018+307.9%
KO1.0%9 Aug 2019+123.2%
BRK.B1.0%30 Aug 2016+269.8%
CSCO1.0%30 Aug 2016+339.6%
META1.0%16 Nov 2020+121.0%
JNJ0.9%2 Aug 2018+157.4%
CME0.8%12 Aug 2021+81.9%
LIN0.8%13 Oct 2020+140.4%
GM0.8%24 Apr 2017+210.9%
NOC0.8%5 Nov 2021+65.2%
WM0.8%30 Sept 2019+131.0%
ORCL0.8%23 Oct 2017+179.7%
SIG0.8%18 Mar 2016+26.0%
CSX0.8%23 Oct 2017+222.6%
TMUS0.8%2 Jul 2020+57.6%
BLK0.8%23 Oct 2017+207.3%
MMM0.8%5 Nov 2021+40.4%
ECL0.7%2 Aug 2018+130.5%
UNP0.7%2 Aug 2018+145.5%
USB0.7%2 Aug 2018+60.2%
BAC0.7%18 Mar 2016+357.0%
CMS0.7%13 Dec 2017+86.7%
YUM0.7%2 Aug 2018+127.2%
BMY0.7%9 Aug 2019+74.4%
HON0.6%13 Dec 2017+81.4%
VZ0.6%13 Dec 2017+39.8%
APD0.6%2 Jul 2020+49.3%
PG0.6%13 Dec 2017+129.8%
LUV0.6%16 Nov 2020+4.8%
SPGI0.6%13 Oct 2020+49.4%
MCD0.6%24 Apr 2017+146.5%
SHW0.6%2 Aug 2018+159.7%
TMO0.6%28 Dec 2018+214.9%
NFLX0.6%13 Oct 2020+13.3%
SBUX0.5%29 Jul 2020+54.6%
PEP0.5%10 Aug 2017+61.1%
LOW0.5%13 Dec 2017+201.2%
HD0.5%13 Dec 2017+131.1%
HUM0.5%16 Nov 2020+0.3%
PLD0.5%16 Nov 2020+48.9%
UNH0.5%2 Aug 2018+78.6%
TGT0.4%13 Oct 2020+13.2%
DIS0.4%30 Aug 2016+30.1%
AMT0.4%22 Apr 2021−11.3%
PFE0.3%10 Aug 2017+47.5%
UPS0.3%24 Apr 2017+49.1%
CMCSA0.3%13 Dec 2017−15.2%
CCI0.3%13 Oct 2020−31.4%
EL0.2%30 Sept 2019−41.6%
NKE0.1%13 Dec 2017−30.3%
FDX0.1%12 Aug 2021+59.3%
TLRY0.0%16 Nov 2020−96.5%
PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest2 Mar 2015 to 2 Nov 2026+11.3%+13.4%0.610.71−33.0%0.93−1.1% (−0.79)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.8%+13.9%0.520.66−33.0%0.92−1.9% (−1.25)
Last three years3 Nov 2023 to 2 Nov 2026+19.5%+21.8%1.251.16−11.8%0.73+2.2% (0.80)
Last year7 Nov 2025 to 2 Nov 2026+16.4%+14.2%1.180.84−5.3%0.68+4.9% (0.85)
DateCompanyAction
29 Jul 2022AVGOBought
5 Nov 2021SYYBought
5 Nov 2021NOCBought
5 Nov 2021MMMBought
12 Aug 2021MOBought
12 Aug 2021INTCBought
12 Aug 2021FDXBought
12 Aug 2021CMEBought
12 Aug 2021AMGNBought
22 Apr 2021AVGOBought
22 Apr 2021AMTBought
22 Feb 2021CTASBought
22 Feb 2021AXPBought
16 Nov 2020TLRYBought
16 Nov 2020ROSTBought
16 Nov 2020PLDBought
16 Nov 2020MNSTBought
16 Nov 2020METABought
16 Nov 2020LUVBought
16 Nov 2020ICEBought
16 Nov 2020HUMBought
16 Nov 2020CRONBought
16 Nov 2020CGCBought
16 Nov 2020ACBBought
13 Oct 2020TGTBought

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

DateCompanyAction
29 Jul 2022CRONSold
29 Jul 2022CGCSold
29 Jul 2022ACBSold
5 Nov 2021AVGOSold
22 Feb 2021ICESold
13 Oct 2020WFCSold
13 Oct 2020NOCSold
13 Oct 2020CMESold
29 Jul 2020BKNGSold
29 Jul 2020AMGNSold
29 Jul 2020AAPLSold
2 Jul 2020EOGSold
4 May 2020MMMSold
4 May 2020CSold
4 May 2020BASold
30 Sept 2019MOSold
30 Sept 2019FDXSold
9 Aug 2019SBUXSold
9 Aug 2019SBACSold
9 Aug 2019MUSold
9 Aug 2019MSFTSold
9 Aug 2019INTCSold
15 Feb 2019KOSold
15 Feb 2019CSold
28 Dec 2018XOMSold

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