The short of it
- The SEC EDGAR database holds every required filing, with no estimation or scraping standing in for the original record
- Four managers behind Traderbot's strategies reported a combined $444,876,568,456.00 across 4,197 positions in filings from 2026-08-13 and 2026-08-14
- The two strategies built on form 13F outperformed the two built on faster-reporting congressional and form 4 filings
- Form 4 gives an officer or director two working days to report a trade, versus 30 to 45 days for a congressional periodic transaction report
What a sec edgar database search is built on
A sec edgar database search draws on filings the regulator requires by law, not on anything scraped or estimated after the fact. Traderbot's own mirror holds 2,609 fund lines, 9,153 congressional lines and 335 officer lines, pulled from 13 managers and 143 members of the House, each line traceable to a single filing in that same database. Three separate kinds of filer feed the same underlying system, and none of the three lines is estimated or filled in where the record is silent.
The newest filing Traderbot has read was filed 2026-08-14, which sets the edge of how current a database-driven mirror can be at any given moment. Traderbot also stores 465,335 daily closing prices, the oldest from 2014-01-01, alongside the filing data, so a strategy built on a filing can still be measured against ordinary price history from the same stretch.
The edgar database in numbers
The edgar database itself is large enough that no person reads it filing by filing. Form 13F becomes mandatory within 45 days of the quarter end once a manager's US shares exceed $100 million, and four of the largest managers behind Traderbot's own institutional strategies, Berkshire Hathaway, Renaissance Technologies, Coatue Management and Bridgewater Associates, reported a combined $444,876,568,456.00 across 4,197 positions in their filings from 2026-08-13 and 2026-08-14 alone.
An edgar database search on any one of those names returns its own filing history, not the combined total. Adding the four together is arithmetic a reader has to do themselves, which is exactly what a raw database search leaves for the searcher.
Renaissance Technologies alone accounted for 3,116 of those 4,197 positions, spreading its $72,617,871,974.00 across far more individual holdings than the other three managers combined. A database search returns that count directly; explaining why the manager holds so many positions is a separate question the filing itself does not answer.
Running an edgar database search against a benchmark
Four of Traderbot's strategies are built directly on records an edgar database search would surface. All four launched with the same $10,000.00 stake on 2017-01-03, and all four are judged against the same plain S&P 500 fund, which returned 13.7% a year over the identical window.
| Strategy | Filing type | Annual return | Ending value |
|---|---|---|---|
| Institutional Consensus | Form 13F | 13.0% | $32,381.38 |
| Fund Mirror | Form 13F | 6.2% | $17,820.18 |
| Capitol Flow | Periodic transaction report | 2.0% | $12,051.65 |
| Insider Cluster | Form 4 | 0.8% | $10,771.27 |
The two strategies built on form 13F outperformed the two built on faster-reporting filings, which runs against the instinct that a quicker report should carry a stronger signal. Institutional Consensus alone carried a 46.9% deepest fall along the way, a clear reminder that a stronger average return did not come without its own rough stretch.
Reporting windows inside the database
Not every filing in the database moves at the same speed. The STOCK Act gives a member of Congress 30 to 45 days to report a trade on a periodic transaction report, while an officer, a director or a holder of more than 10 percent of a company files form 4 within two working days of a trade, a gap of weeks between the two kinds of disclosure.
A form 13F sits closer to the slower end of the two, filed within 45 days of the quarter end rather than of the trade itself, since it reports a full portfolio rather than a single transaction.
A database search cannot shorten any of these windows. The fastest signal it can surface is only as fast as the filing deadline the law sets, which is part of why Traderbot tests each rule against its own historical filing dates rather than assuming a same-day reaction was ever possible.
A worked example from the database
Nine years and roughly seven months separate 2017-01-03 from 2026-08-14. Compounding $10,000.00 at Fund Mirror's 6.2% a year across that same stretch, by hand, lands close to $17,600, within a couple hundred dollars of the strategy's actual $17,820.18 ending value.
Compounding the same $10,000.00 at Capitol Flow's 2.0% a year over the identical stretch gives roughly $11,900, close to its real $12,051.65, a small enough gap to trust both published rates.
Run the same arithmetic on the benchmark itself: $10,000.00 compounded at 13.7% a year across the same nine years and roughly seven months comes out close to $34,300, more than double either filing-based result above despite both strategies drawing on real, verifiable records rather than guesswork. A verifiable signal is not automatically a strong one, and the database search that produced these filings says nothing about which outcome a reader should expect in advance.
Where the raw data lives
The underlying records behind these strategies are public. The SEC quarterly form 13F data sets publish the same filings in bulk, structured for someone building a database search of their own rather than clicking through one filing at a time, and the individual form 4 itself lays out exactly what an officer or a large holder has to report within two working days.
Traderbot runs these four database-built strategies on the mirror page, where the balance is simulated rather than real and a one percent charge applies to every operation that moves money through it, whether a deposit, a withdrawal, a buy or a sell.