13F

This indicator maps the SEC Form 13F reporting cycle onto any stock and measures how price performs across the structural disclosure windows created by regulatory timing.

It plots:

As-of (Quarter End) – The portfolio snapshot date managers report (March 31, June 30, September 30, December 31).

Filing Deadline (Quarter End + 45 Days) – The latest possible public release date under SEC rules (adjusted to the next trading day when needed).

Because 13F filings disclose holdings that are up to 45 days old at publication, this tool allows you to analyze how a stock behaves during and after that information-lag period.

You can select which return window to display. The percentage change is shown directly on the second event in the selected pair, without additional text or labeling — just the data.

Available performance windows:

As-of → Deadline
Measures price movement during the maximum disclosure lag window.

Deadline → Next As-of
Measures post-disclosure drift into the next reporting quarter.

As-of → Next As-of
Quarter-to-quarter cycle performance.

Deadline → Next Deadline
Filing-cycle-to-filing-cycle performance.

This script does not track specific managers, holdings, or position changes. Instead, it provides the price-performance context around the universal 13F calendar structure.

Use it to compare how a stock behaves relative to whatever 13F methodology you follow — whether that’s aggregate manager activity, specific managers you track, concentration shifts, or any filing-based thesis you believe in.

It doesn’t generate the 13F edge for you. It simply shows how price behaved around the disclosure clock — if that’s your thing.