JANEWAY
Just A Neutral Engine With Autonomous Yield
- Active
- 6/6
- Retired
- 0
- Trades
- 0
Signal Roster
Follows stock purchases disclosed by members of Congress
Members of Congress must publicly disclose personal stock trades within 30–45 days (the STOCK Act, 2012). Academic research has found that their purchases — especially in sectors they oversee on committee — tend to outperform the market. This signal buys alongside those disclosed purchases, with filters to avoid noise.
Uses bond-market stress as a risk indicator
When investors are worried, they demand higher interest rates to lend to risky companies — the gap between junk-bond yields and investment-grade yields widens. That gap leads stock-market stress by days to weeks. This signal shrinks position sizes automatically when the gap is wide.
Watches for company executives buying their own stock together
When three or more executives at the same company buy their own stock within a two-week window, it's a strong collective signal that they believe the company is undervalued — stronger than any single insider trade. This signal buys when the cluster forms. Each purchase must be at least $25,000 and recorded on SEC Form 4.
Buys companies that just beat earnings expectations
When a company reports earnings well above Wall Street's forecast, investors tend to under-react: the stock drifts upward for 30–60 days as analysts slowly revise their models. This is called the Post-Earnings Announcement Drift and has been documented since 1968. This signal catches that drift after strong earnings beats.
Buys newly-spun-off companies a month after they start trading
When a big company spins off a subsidiary into a new public company, the institutional investors who held the parent often have to sell the new shares — they may be too small to hold or outside the fund's mandate. This forced selling depresses the price for weeks, independent of company fundamentals. This signal buys about 30 days after the spinoff, once the forced selling has cleared.
Follows new stock purchases by elite fund managers
Large investment funds must report their stock holdings every 90 days on a form called 13F. When a hand-picked group of top managers — like Berkshire Hathaway or Pershing Square — adds a big new position, this signal follows them. Only their highest-conviction bets count (≥1% of their portfolio).