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Congress: members

Thomas MacArthur

Backtest from 6 Mar 2015 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+12.7%
S&P 500 +13.6%
Last 12 months
+27.9%
S&P 500 +12.1%
Sharpe ratio
0.67
S&P 500 0.72
Biggest drop
−33.0%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 201520172019202120232025 $44.2k$40.3k
Thomas MacArthurS&P 500 $10,000 in Thomas MacArthur from 6 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. Thomas MacArthur (Independent, NJ) 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.

Thomas MacArthur's trades →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.7%+13.6%
Total return+303%+342%
Last 12 months+27.9%+12.1%
Last 3 months−0.7%—
Last month+1.3%—
This year so far+22.2%—
Volatility a year16.4%16.5%
Sharpe ratio0.670.72
Biggest drop−33.0%−31.8%
Beta to the S&P 5000.901.00
Alpha a year (t-statistic)+0.4% (0.18)—
Share of weeks up58%—

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. 1,185 reported trades were copied.

Insights

CompanyWeightHeld sinceReturn since
JNJ14.2%10 Jul 2017+163.7%
WDC8.9%8 Feb 2016+1164.3%
MSFT8.4%10 Apr 2017+777.7%
LMT7.9%4 Aug 2017+175.5%
WMB6.2%7 Dec 2018+348.9%
RSG4.8%11 Jul 2018+296.3%
AER4.5%6 Apr 2016+348.9%
MPLX4.0%9 Jan 2017+306.0%
TRGP3.8%10 Apr 2017+626.8%
ACN3.6%4 Mar 2016+206.6%
EPD2.4%7 Aug 2015+210.5%
NXPI2.4%14 Jan 2019+274.3%
CMCSA2.3%10 Apr 2018−4.3%
IBKR2.0%14 Jan 2019+521.0%
TER1.9%11 Jul 2018+600.6%
TXN1.8%8 Sept 2017+385.4%
FTNT1.7%13 Apr 2015+1788.3%
INTC1.6%11 Jan 2018+67.6%
VRTX1.6%5 Dec 2016+632.9%
BLK1.2%9 Feb 2017+292.2%
SNA1.2%11 Jul 2018+176.1%
CRL1.1%8 Oct 2018+166.8%
WINA1.0%11 Jul 2018+136.9%
DOCU0.9%7 Dec 2018+105.9%
DLB0.9%8 Feb 2016+101.0%
SITE0.8%7 Dec 2018+88.7%
LII0.8%11 Jul 2018+84.4%
SU0.7%9 Oct 2017+203.9%
POOL0.7%11 Jul 2018+52.3%
MCD0.6%8 Dec 2017+87.7%
IONS0.6%5 Dec 2016−9.1%
JKHY0.6%11 Jul 2018+33.6%
DNOW0.5%8 Feb 2016+17.4%
TEL0.5%7 Aug 2015+329.2%
CDW0.4%11 Jul 2018+99.2%
COO0.4%11 Jul 2018−1.0%
LH0.4%8 Jun 2015+261.1%
PRI0.4%11 Jul 2018+210.0%
FANG0.3%8 Jun 2015+233.9%
BIIB0.3%9 Jan 2017−16.9%
AMN0.3%11 Jul 2018−24.0%
ROK0.3%11 Jul 2018+206.1%
WES0.3%14 Jan 2019+201.0%
ADSK0.3%8 Feb 2016+501.5%
EXC0.3%14 May 2015+189.4%
PNR0.3%8 Feb 2016+174.4%
TEVA0.1%6 Mar 2015−21.8%
UNP0.0%11 May 2018+159.9%
CLB0.0%11 Jul 2018−90.6%
PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest6 Mar 2015 to 2 Nov 2026+12.7%+13.6%0.670.72−33.0%0.90+0.4% (0.18)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.0%+13.9%0.590.66−33.0%0.87−0.4% (−0.19)
Last three years3 Nov 2023 to 2 Nov 2026+19.6%+21.8%1.151.16−13.3%0.66+3.5% (0.73)
Last year7 Nov 2025 to 2 Nov 2026+29.1%+14.2%1.790.84−6.3%0.54+16.8% (1.56)
DateCompanyAction
14 Jan 2019WESBought
14 Jan 2019NXPIBought
14 Jan 2019IBKRBought
7 Dec 2018WMBBought
7 Dec 2018SITEBought
7 Dec 2018MTBought
7 Dec 2018DOCUBought
8 Oct 2018ELANBought
8 Oct 2018CRLBought
11 Jul 2018WYNNBought
11 Jul 2018WRBBought
11 Jul 2018WINABought
11 Jul 2018THOBought
11 Jul 2018TERBought
11 Jul 2018SNABought
11 Jul 2018SMGBought
11 Jul 2018RSGBought
11 Jul 2018ROKBought
11 Jul 2018PRIBought
11 Jul 2018POOLBought
11 Jul 2018NDSNBought
11 Jul 2018MSCIBought
11 Jul 2018LSTRBought
11 Jul 2018LIIBought
11 Jul 2018JKHYBought

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

DateCompanyAction
14 Jan 2019WYNNSold
14 Jan 2019WRBSold
14 Jan 2019THOSold
14 Jan 2019SMGSold
14 Jan 2019SLBSold
14 Jan 2019SAPSold
14 Jan 2019PMSold
14 Jan 2019NEESold
14 Jan 2019NDSNSold
14 Jan 2019MTSold
14 Jan 2019MSCISold
14 Jan 2019JPMSold
14 Jan 2019EXPDSold
14 Jan 2019ELANSold
14 Jan 2019CVXSold
14 Jan 2019CPRTSold
14 Jan 2019BTISold
7 Dec 2018LSTRSold
7 Dec 2018CNQSold
7 Dec 2018CLSold
8 Oct 2018CSLSold
10 Apr 2018UNPSold
10 Apr 2018MDTSold
10 Apr 2018BIDUSold
8 Mar 2018MTSold

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