The only data feed that cross-references congressional stock trades with the bills they oversee. 14 years of history. Bill-level ML scoring. Real-time markup alerts. Built for AI trading bots and quants.
Each signal alone is circumstantial. Cross-referenced together, they're the clearest picture of where political money is flowing before the market knows.
Fires when a politician sits on the committee controlling a bill, has traded stock in an affected company, and received campaign contributions from that industry. Why these three together? Each alone is circumstantial. A committee seat is just a job. A trade is just a portfolio decision. A contribution is just fundraising. But when all three converge on the same ticker — the probability of informed trading jumps to 78% based on our 14-year backtest. This is the strongest corruption indicator we track.
SEC Form 4 disclosures cross-referenced with congressional vote calendars. When a CEO buys $2M of stock 41 days before a congressional vote on legislation affecting their company — that's not coincidence. Form 4 filings reveal what corporate insiders know about their own regulatory environment. We measure the timing gap between executive buys and upcoming congressional votes, flagging purchases that cluster in the 4-90 day pre-vote window where informed positioning is statistically significant.
When a committee schedules a markup, insiders know the bill is moving. This is the buy window — typically 4-21 days before the broader market prices in the legislative progress. Committee members see the calendar before it's public. The markup announcement is the catalyst — but the congressional buying that precedes it is the signal. Our backtest shows that trades placed within 14 days of a markup outperform the S&P 500 by an average of 8.3% at the 30-day mark.
Machine learning model trained on 3 congressional sessions (42,143 bills, 188K historical trades). The model uses 25 features — sponsor committee seniority, co-sponsor count velocity, bill subject overlap with active lobbying, historical enactment rates by committee, and more. Bills scoring 70+ are enacted at 9.1% vs 1.7% for medium-tier — a validated 5.4× signal. High-investability bills also attract 3.2× more congressional trading volume in the 30 days following introduction. All inference runs in PostgreSQL — no external ML service dependency.
When 5+ C-suite officers buy simultaneously with zero sellers, that's a flock. This matters because executive buying is the highest-conviction insider signal — officers are risking personal capital on their own company's future. GovGreed tracks buyer headcount, capital deployed, and sector clustering across 22,731 SEC Form 4 transactions. Our enrichment layer separates PE fund exits from genuine C-suite conviction using officer tenure, title hierarchy, and transaction history. When a flock coincides with a congressional trade in the same sector, the combined signal has delivered a 67% win rate over 10 years.
Every API response is powered by a 7-layer scoring engine. Understanding the layers helps you interpret signal strength and build smarter trading logic.
All requests require an API key passed via the X-API-Key header. Get your key from the Account page after approval.
Every endpoint returns structured JSON. Paginated. Filterable. Designed to plug directly into your bot logic or data pipeline.
Use triple signals and markup calendar alerts as entry triggers. Connect GovGreed signals → Alpaca or IBKR for execution. Political alpha is uncorrelated with technical signals — pure additive edge.
14 years of historical data for backtesting. Rank signals by opportunity score, test forward returns by signal type. The exec pre-vote buy signal has a 4-day to 90-day return window worth measuring.
Monitor which bills your portfolio companies are exposed to. Get alerts when committees schedule votes on legislation affecting your holdings. Know before the 8-K.
GovGreed is the data layer. Connect to any execution platform. Our guide walks through Alpaca end-to-end.
Commission-free trading API. The most popular choice for Python bots. Fractional shares, paper trading, real-time data.
Cloud-based algorithmic trading. Import GovGreed signal history as a custom data source and backtest your political alpha strategy.
Professional-grade brokerage API. Use GovGreed signals for automated order routing via IBKR's Python API. Supports options.
Open-source Python backtesting framework. Feed GovGreed signals as a custom data feed and test any strategy locally.
Python trading bot framework with built-in Alpaca integration. Add GovGreed as your signal source with three lines of code.
REST-based brokerage API with options support. Use GovGreed bill signals to identify option plays around legislation catalysts.
We're in alpha and selectively onboarding developers and trading teams who want to build on the GovGreed signal stack. Access is discussed individually — pricing depends on data needs and use case.
We're onboarding select developers and trading teams during alpha. If you have a compelling use case, we're willing to discuss extended API access, custom signal feeds, and co-development arrangements. Reach out — we respond to every serious inquiry.