Smart Money Cluster

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.