GetCoattail republishes what large investors, corporate insiders and members of Congress report in public filings, turns those filings into screens and ranked lists, and — the part most sites skip — publishes how each signal actually performed afterwards. Nothing on this site is a recommendation.
13F holdings: SEC EDGAR Form 13F filings for 83 tracked funds, collected from the SEC’s official data. Insider trades: SEC Form 4. Politician trades: U.S. House Clerk STOCK Act periodic transaction reports (official PDFs) — the Senate is not covered yet. Financial screens and red flags: SEC company financial statements (companyfacts) and Form 8-K filings. Macro regime: FRED. Prices and charts: Yahoo Finance daily bars. Raw filings keep their accession numbers / document IDs in the pipeline; derived pages cite the filing and its dates.
Each quarter, stocks are ranked by how many tracked funds hold them, then by how many opened or added (13F BEST); by how many insiders bought on the open market (Insider BEST); and by how many House members bought (Politician BEST). Lists show the Top 50.
Entry and exit. The Top 30 of each quarter’s list, equal-weighted, are held for exactly one quarter and then scored. Two entry bases are reported side by side: quarter-end (bought at the quarter-end close — measurable but not tradeable, because the filings are not public yet) and filed-entry (bought at the filing deadline, 45 days after quarter-end — the first day the full list was public; if the deadline falls on a weekend, the next business day). Exit is at the following quarter-end close for both bases.
Benchmark. SPY over the identical window, using dividend-adjusted closes for both the stocks and SPY. Costs. Trading costs, slippage and taxes are not reflected. Sample sizes. Every score reports n — how many of the 30 names could actually be measured.
Form 13F is due up to 45 days after quarter-end and covers long U.S. positions only. Any "copy the fund" return measured from quarter-end contains look-ahead: you could not have known the list. That is why the filed-entry basis exists and why both bases are always shown together. The same lag applies to House STOCK Act reports.
Three filing signals are scored across 2021 Q3 – 2026 Q1: crowded accumulation (3+ funds increasing the same stock by 20%+ in a quarter), tripled positions (a fund at least tripling its share count, positions of $5M+), and crowded exits (3+ funds closing a position entirely). Entry is at the filing deadline, exit at the next filing deadline, on dividend-adjusted closes. Of 3,512 signal events, 3,452 could be measured with price data. Crowded exits are the thinnest sample: 130 of 190 events had usable prices — the rest were largely delisted or unmapped names, so that result in particular should be read with survivorship bias in mind. Events that cannot be measured are excluded from averages, never estimated.
Stocks that delist, are acquired or change tickers can lose their price series; when that happens the name drops out of that quarter’s measured n, which biases results upward (failed companies disappear). We publish n next to every average so the size of that hole is visible, and we never backfill or estimate a missing return. The same rule applies everywhere on the site: missing data is labelled "Data unavailable", never replaced with a simulated value. Prices shown are closing prices as of Oct 2, 2026 and do not update intraday.
Insider screens use open-market purchases from Form 4 over the last 90 days. The "opportunistic buys" screen additionally removes routine buying: an insider whose purchases repeat in the same quarter in at least two of the previous three years is treated as routine (for example employee stock-plan purchases) and excluded, and issuers without a verifiable filing history before 2025 are excluded as well.
Three published accounting models, used as warning screens only: the Beneish M-Score (eight-variable model; flagged above −1.78), the Altman Z″-Score (flagged below 1.10) and Sloan accruals (flagged when the accruals ratio exceeds 25% in absolute value). As of the latest build, the M-Score could be computed for 344 companies (24 flagged), Altman Z″ for 862 (224 flagged) and Sloan accruals for 1315 (82 flagged). These models produce false positives — very fast-growing companies routinely trip the M-Score — so a flag is a prompt to read the filing, not a conclusion.