| name | smart-money-cluster |
| description | Workflow composite that runs manager-portfolio-diff across a curated cohort of well-known filers (Berkshire, Baupost, Renaissance, Bridgewater, Third Point, Pershing Square, Tiger Global, Scion, Appaloosa) and aggregates the initiations, adds, and exits by issuer. Surfaces cross-fund conviction: names that appeared in >= N funds' new positions this quarter. Requires Stocks Basic. Runs on the free tier. |
smart-money-cluster
Runs manager-portfolio-diff across a curated cohort of well-known
funds and aggregates the results by issuer. Surfaces names that
appeared in >= N funds' new positions (initiations), adds, or exits
this quarter as a "cross-fund conviction" signal.
Default cohort: Berkshire, Baupost, Renaissance, Bridgewater, Third
Point, Pershing Square, Tiger Global, Scion, Appaloosa. Custom
cohort via --aliases.
When to invoke
- Quarterly 13-F review
- "What did smart money buy this quarter?"
- Screening for names with cross-fund conviction as a starting point
- The user says "smart money", "13-F cluster", "cross-fund"
Not for: real-time (13-F is quarterly and lagged ~45 days). Not for
alpha timing (crowded positions can underperform).
What you need
MASSIVE_API_KEY exported- Stocks Basic minimum
Optional:
--aliases (default: 9-fund cohort)--min-funds (default 2): minimum fund count to surface a name
What you get back
Layer 1: JSON. Per-fund summary, clustered_initiations,
clustered_adds, clustered_exits, each sorted by fund count then
dollar volume.
Layer 2: rendered note. Per-fund one-liners + three cluster
tables + Take.
Foundations used
- Composes
manager-portfolio-diff across N filers.
Doesn't handle (yet)
- Custom cohort scoring. Each fund weighted equally. Historical
accuracy weighting would be a real extension.
- Price context. No overlay of cluster picks vs current price /
RS / vol regime.
- Time-series cluster tracking. Only current quarter; no
quarter-over-quarter momentum.
These are clean composite extensions.
