This occurred to me today, and so I want to toss it out as an idea, even if I never get to work with it. What percentage of stocks are covered by 13F filings? I bet it is pretty high.
Here’s my idea: using the 13F filings, we segment holders into traders (“weak hands”) and investors (“strong hands”), based off their level of turnover. If my ideas are right, the stocks held by the “strong hands” investors will do better over time.
For anyone with access to an easily accessible version of a 13F database, this is a project I would be willing to take on. If you have interest, e-mail me. Thanks.