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Vic Chen
Vic Chen

Posted on • Originally published at 13finsight.com

Building a Consensus Signal from 13F Filing Data: Where Smart Money Agrees (and Disagrees)

When dozens of institutional investors — each managing $100B+ — independently hold the same stock, that's a signal worth quantifying.

The Concept

Every quarter, institutional managers with $100M+ file 13F forms. Consensus analysis identifies stocks with the highest overlap across a selected group.

Q4 2025: What the Data Shows

Stock Signal
NVDA Top-5 at virtually every major filer — universal consensus
GOOGL Unanimous directional adds — every major filer increased position
AVGO Surging into top-5 at multiple filers
SPY Massive divergence — some banks cut 50%+, others doubled

That SPY divergence is the interesting signal. When the most-traded ETF generates strong disagreement, the largest managers have fundamentally different market views.

Consensus vs. Combined

  • Consensus: "Which stocks do the most filers agree on?" Counts appearances.
  • Combined: "If you merged all portfolios, what would it look like?" Sums dollar values.

Use consensus for breadth of conviction, combined for depth.

The Counterintuitive Signal

Consensus breakdowns — stocks dropping OUT of overlap — are often stronger signals than consensus formation.


Originally published at 13finsight.com

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