I pulled public Congress trade disclosures over the last three months and normalized them by timing, sector, and repetition.
What stood out was not individual trades.
It was clustering.
The same names appeared across multiple members within short windows. Often weeks before earnings or policy headlines.
This does not mean insider knowledge.
It does suggest shared incentives and information exposure.
Limitations:
• Disclosures are delayed
• Position sizes are ranges
• No intent can be inferred
Still, as a signal layer, it was more useful than I expected.
Curious if anyone here actively tracks this data or just treats it as noise.