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I analyzed all the controversial trades made by Senators in the 2020 Congressional insider trading scandal. Here are the results!

NEUTRAL by u/nobjos | Jun 05, 2021 | 22552↑ 1143 comments | 35 views | VIEW ON REDDIT
$SPY
$SPY STATE STREET SPDR S&P 500 ETF T EQUITY SIMULATION
$757.83
-4.57 (-0.60%)
LAST PRICE · 15 MIN DELAY
DAY CHG -0.60%
5D CHG -0.96%
30D CHG +2.66%
AI SUMMARY — Analysis of 2020 congressional insider trading scandal examining whether Senators profited from advance COVID-19 knowledge through stock sales before the market crash, and whether retail investors could have replicated those trades using publicly disclosed data. Key risk: findings may show evidence of illegal insider trading by elected officials or demonstrate that the 30-day reporting delay prevented retail investors from front-running the same trades.
TICKERSPY USERu/nobjos
RATING NEUTRAL ENTRY $394.70
POSITION 25 sh SYN BOOK VAL $9867.53
CURRENT $757.83 P&L % +92.00%
CURR VAL $18945.75 P&L $ +9078.22

Preamble: The ability of Congress Members to trade stocks has been controversial from the start. There have been multiple stories covering the 2020 congressional insider trading scandal where Congress Members allegedly used insider knowledge to trade large positions in stocks just before the coronavirus pandemic crash. But none of the articles talked about the financial implications of those trades and whether the retail investors could have front-run the market using the disclosed data.  Basically, what I wanted to know was

How much did the Senators save by offloading their positions before the crash and could I have done the same?

Where is the data from: efdsearch.senate.gov

For my previous analysis into congressional trading, I used data from senatestockwatcher.com. But not all the transactions are captured on the website and I wanted to match exactly with the trades reported by famous journals. efdsearch.senate.gov is the United States official website where Senator, former Senator, and candidate financial disclosure reports are available. Some of the data is available as a scanned file and some in normal HTML format. I had to manually transcribe most of the data used in this analysis.

In case you are wondering about the time delay between the actual transaction and reporting, Congress Members are expected to report the transaction within 30 days. The median delay in reporting that I observed for all the trades was 28 days.

All the trades and my analysis are shared as a google sheet at the end.

Analysis:

There are multiple factors at play here.

Timeline: On January 24, 2020, the Senate Committees on Health and Foreign Relations held a closed meeting with only Senators present to brief them about the COVID-19 outbreak and how it would affect the United States. I am considering this as the start time for my analysis. Any sale made by the senators after this point up to Feb 26 is considered. (I did not consider sales beyond that point as SPY dropped 8% during that week. My assumption here is it’s realistic for any person be it a normal investor or a Senator to panic sell after seeing that drop). For reference, SPY dropped an additional 25% over the next 3 weeks!

Senators under consideration: I have considered trades done by 4 senators in my analysis. I have focused on these 4 as all of them were investigated by Justice Department and the FBI following the trading scandal.

  1. Richard Burr
  2. Kelly Loeffler
  3. James M Inhofe
  4. David A Perdue

https://preview.redd.it/owzxgiv17g371.png?width=751&format=png&auto=webp&s=fbb5ec251a813bfcaf6d954b3992263b167ebdbd

David Perdue sold 44 times ($3.49 MM) in the 33 days following the closed senate meeting. Interestingly James Inhofe only transacted 8 times but the combined value of shares he sold was a whopping $4.12MM. The most ironic part is that Richard Burr who was under investigation the longest and had to step down from the intelligence committee due to the scandal had the least dollar volume in the transaction ($1.1MM).

Results:

Before we dive into the overall amount saved by the Senators and the retail investor side of the analysis, let’s see what were the best trades made by the Senators during that time period.

https://preview.redd.it/zzkp2rh37g371.png?width=1038&format=png&auto=webp&s=02669d67934a2bc1e4b0dc54f5a4ff97860c8b0e

David Perdue absolutely killed it with his stock plays. He is present 7 times in the top 10 list and his best play, Caesars Entertainment reduced 83% after he sold his position. Fun Fact: if a stock reduces 83%, it has to go up 488% just to r