Peters' KSS and Moore's TZA Buys Return 294 and 281 Percent Since Disclosure

Congressional trading records continue to surface purchases that delivered substantial gains after the filings entered the public domain. Our latest review of the data shows six buys by four House members that produced outsized returns when measured strictly from disclosure onward. These include both verified results and positions flagged for additional review. Importantly these returns are measured from the DISCLOSURE date forward and the public could have seen each of these positions when they were filed. Rep. Scott H. Peters disclosed his purchase of KSS on May 16 2025 following an April transaction in the consumer cyclical name. The Kohl's Corporation position has returned 294.41 percent since that filing date. Rep. Tim Moore filed notice of his TZA purchase on July 9 2025. The Direxion Daily Small Cap Bear 3X ETF has returned 281.43 percent in the months after disclosure. Both trades were corroborated and fall within verified performance ranges. Several larger moves appear in the same dataset but carry a needs review designation. Rep. Ro Khanna disclosed a buy in CCG on February 6 2026. This communication services position stands as an outlier we are still verifying with the data currently indicating a return of 843.21 percent since filing. Khanna also disclosed an MRNA purchase on January 6 2026. That healthcare name is likewise an outlier we are still verifying showing a 593.63 percent return from the disclosure date. Rep. Lisa McClain filed her SNDK purchase on November 21 2025. The technology sector holding is an outlier we are still verifying at 691.49 percent since becoming public. McClain's later DELL disclosure on August 13 2025 has delivered a verified 256.44 percent return in the technology sector. Most positions were sized between one thousand and fifteen thousand dollars with Peters' KSS trade falling in the fifteen thousand to fifty thousand dollar range. The filings span sectors from consumer cyclical and healthcare to technology and inverse small cap exposure. Days held range from 306 to 661 suggesting many of these outperformed over multi quarter periods after the public learned of them. The data suggests unusual timing between disclosure and subsequent price movement though no determination of causation is possible from trade records alone. With four distinct members appearing across the outperformers our analysis will track whether similar patterns emerge in forthcoming filings while we complete verification on the largest outliers against primary government sources. This is data analysis, not financial advice.