Universe
Active equities from the selected country only. ETFs, crypto, commodities, and listings outside the selected market are excluded from each country index.
Signal Validation
Trend Performance Index
United States equities with 4-8 positive trend weeks, a weekly close below fair value, positive Market Activity, positive 30-week SMA Rate of Change, and positive Relative Strength.
Index Value
437.28
Total Return
337.28%
CAGR
52.30%
Annualized from first index week
Edge vs Market
+29.85%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.23
Sortino 3.79
Current Holdings
283
Transactions
4969
Avg 1416.8/yr ·
118.1/mo ·
27.2/wk
Exit Mix
2343
Stop 57.3% ·
Warning 42.6%
· Other 0.1%
Method
How The Index Works
The index is a weekly, equal-weighted performance model for the selected country’s equities. It starts at 100.00 on the first transaction week after 1 Jan 2023 and is rebuilt from stored weekly closes, indicators, and Smart Money warning data.
Entry Rule
A stock enters at that week’s close when it has 4-8 positive trend signals, the close is below that week’s fair value, Market Activity, 30-week SMA 4-week Rate of Change, and Relative Strength are all above zero, and there is no Reversal Risk or Reversal Danger Warning that week.
Exit Rule
A position exits at the weekly close on the first Reversal Risk Warning or Reversal Danger Warning. It also exits if the weekly close falls 20% or more below the original entry close.
Return Math
Each active holding contributes equally. The weekly index return is the average weekly close-to-close return of all positions active during that week, then compounded into the index value.
Assumptions
- Positions that exit cannot re-enter during the same positive trend run; the trend signal must reset first.
- New positions are not opened on weeks with Reversal Risk or Reversal Danger Warnings.
- Positions are closed at the last valid close if a 5x or larger weekly close scale break indicates a price-data unit change.
- Transaction prices are the stored weekly closes for the entry or exit week, except price scale-break exits, which use the last valid close.
- Returns are shown before transaction costs, bid-ask spreads, slippage, taxes, and other implementation frictions.
Weekly Index
Cumulative Value
Latest Week
Positions In And Out
New Positions In
Entries at weekly close
AMCX
NASDAQ · AMC Networks Inc
9.92
4 signals · MA 47.92 · ROC 1.23% · RS 4.42
BFRI
NASDAQ · Biofrontera Inc
1.10
4 signals · MA 27.02 · ROC 3.25% · RS 2.20
FIVN
NASDAQ · Five9 Inc
25.42
6 signals · MA 41.93 · ROC 1.63% · RS 2.87
HPP
NYSE · Hudson Pacific Properties Inc
15.18
4 signals · MA 83.69 · ROC 3.64% · RS 4.60
IFBD
NASDAQ · Infobird Co Ltd
1.21
4 signals · MA 0.63 · ROC 1.78% · RS 2.44
S
NYSE · SentinelOne Inc
17.88
6 signals · MA 36.82 · ROC 1.09% · RS 1.09
STFS
NASDAQ · Star Fashion Culture Holdings Limited
18.29
8 signals · MA 81.90 · ROC 18.63% · RS 12.34
SXC
NYSE · SunCoke Energy Inc
8.22
7 signals · MA 32.21 · ROC 3.23% · RS 1.72
Positions Out
Closed at weekly close
ACDC
NASDAQ · ProFrac Holding Corp.
4.92
20% entry drawdown · -23.36%
AMR
NYSE · Alpha Metallurgical Resources Inc
146.69
20% entry drawdown · -23.81%
IPWR
NASDAQ · Ideal Power Inc
4.57
20% entry drawdown · -25.08%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 89.47%
LAND
NASDAQ · Gladstone Land Corporation
8.56
20% entry drawdown · -20.43%
LESL
NASDAQ · Leslies Inc
6.24
20% entry drawdown · -34.93%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
TROX
NYSE · Tronox Holdings PLC
6.14
20% entry drawdown · -20.79%
UNCY
NASDAQ · Unicycive Therapeutics Inc
5.21
20% entry drawdown · -22.12%
XWEL
NASDAQ · XWELL Inc.
0.95
20% entry drawdown · -25.57%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signals
Activity
ROC
RS
ABLV
NASDAQ · Able View Global Inc. Class B Ordinary Shares
12 Jun 20261.10
1.03
-6.36%
4
48.39
4.07%
9.75
ABVC
NASDAQ · ABVC Biopharma Inc
18 Apr 20250.86
1.51
76.61%
4
65.71
3.66%
30.91
ACHC
NASDAQ · Acadia Healthcare Company Inc
15 May 202625.81
31.28
21.19%
5
83.10
1.05%
3.19
ACRS
NASDAQ · Aclaris Therapeutics Inc
31 Oct 20252.52
5.58
121.43%
8
32.15
4.84%
5.56
ACTG
NASDAQ · Acacia Research Corporation
13 Feb 20264.01
4.42
10.22%
7
60.85
0.98%
2.74
ADNT
NYSE · Adient PLC
1 Aug 202521.40
19.96
-6.73%
4
90.40
3.89%
9.73
ADV
NASDAQ · Advantage Solutions Inc
5 Jun 202638.75
39.89
2.94%
4
89.18
2.82%
6.16
AERT
NASDAQ · Aeries Technology Inc.
19 Jun 20267.22
6.96
-3.60%
4
42.54
4.36%
15.43
AESI
NYSE · Atlas Energy Solutions Inc.
17 Apr 202613.29
14.39
8.28%
6
48.84
1.80%
2.59
AGL
NYSE · agilon health Inc
29 May 202692.28
114.85
24.46%
4
89.13
40.13%
161.74
AIN
NYSE · Albany International Corporation
5 Jun 202667.74
72.57
7.13%
8
91.83
2.26%
6.44
AIRJ
NASDAQ · AirJoule Technologies Corporation
3 Jul 20264.84
4.30
-11.07%
5
77.97
4.24%
3.81
ALB
NYSE · Albemarle Corp
26 Sep 202587.40
126.05
44.22%
5
39.35
0.77%
0.68
ALGN
NASDAQ · Align Technology Inc
27 Feb 2026190.10
179.45
-5.60%
5
85.89
0.43%
6.62
ALLO
NASDAQ · Allogene Therapeutics Inc
9 Jan 20261.71
2.00
16.96%
7
50.24
2.34%
4.48
AMCX
NASDAQ · AMC Networks Inc
10 Jul 20269.92
9.92
New
Entry week
4
47.92
1.23%
4.42
AMLX
NASDAQ · Amylyx Pharmaceuticals Inc
4 Jul 20256.30
17.77
182.06%
5
47.68
1.96%
41.91
AMN
NYSE · AMN Healthcare Services Inc
8 May 202628.97
32.37
11.74%
4
67.09
2.62%
32.60
AMRC
NYSE · Ameresco Inc
5 Sep 202525.93
24.94
-3.82%
4
93.91
1.74%
12.36
AMRN
NASDAQ · Amarin Corporation PLC
27 Jun 202515.71
14.88
-5.28%
4
74.06
3.72%
23.38
AMWL
NYSE · American Well Corp
8 May 20267.97
9.91
24.34%
4
41.83
0.86%
16.91
ANIK
NASDAQ · Anika Therapeutics Inc
27 Feb 202614.36
15.60
8.64%
4
65.94
1.32%
18.81
ANTX
NASDAQ · AN2 Therapeutics Inc
27 Mar 20263.66
4.50
22.95%
4
88.09
31.68%
170.00
APTV
NYSE · Aptiv PLC
20 Jun 202567.05
60.57
-9.66%
5
53.28
2.66%
0.22
ARCO
NYSE · Arcos Dorados Holdings Inc
13 Feb 20268.29
8.46
2.09%
6
75.07
1.36%
3.99
ARL
NYSE · American Realty Investors Inc
19 Sep 202516.42
20.78
26.55%
5
71.46
2.09%
2.55
ASC
NYSE · Ardmore Shpng
19 Sep 202512.24
16.39
33.89%
5
58.56
1.92%
0.74
ASIX
NYSE · AdvanSix Inc
24 Apr 202623.25
20.28
-12.76%
5
87.79
2.44%
6.49
ASLE
NASDAQ · AerSale Corp
28 Feb 20257.00
6.02
-14.00%
7
67.42
0.28%
2.90
ASPN
NYSE · Aspen Aerogels Inc
12 Jun 20265.92
5.16
-12.84%
4
95.36
0.15%
3.76
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
31 May 2024
Exit
MRVI
NASDAQ · Maravai Lifesciences Holdings Inc
8.67
20% entry drawdown
-23.41%
Entry 17 May 2024
11.32
31 May 2024
Entry
MYGN
NASDAQ · Myriad Genetics Inc
22.76
Trend inclusion
-
4 signals
MA 64.65 · ROC 6.17% · RS 0.91
31 May 2024
Entry
NEON
NASDAQ · Neonode Inc
3.19
Trend inclusion
-
5 signals
MA 76.59 · ROC 10.89% · RS 11.22
31 May 2024
Exit
PRCH
NASDAQ · Porch Group Inc
2.10
20% entry drawdown
-23.91%
Entry 5 Jan 2024
2.76
31 May 2024
Entry
RDWR
NASDAQ · Radware Ltd
20.29
Trend inclusion
-
4 signals
MA 82.31 · ROC 3.50% · RS 1.67
31 May 2024
Exit
SGC
NASDAQ · Superior Uniform Group Inc
18.63
Reversal Risk Warning
55.88%
Entry 15 Dec 2023
11.95
31 May 2024
Exit
SNOW
NYSE · Snowflake Inc.
136.18
20% entry drawdown
-20.20%
Entry 9 Jun 2023
170.65
31 May 2024
Exit
SRRK
NASDAQ · Scholar Rock Holding Corp
9.39
20% entry drawdown
-20.02%
Entry 24 Nov 2023
11.74
31 May 2024
Exit
UIS
NYSE · Unisys Corporation
4.29
20% entry drawdown
-21.43%
Entry 26 Apr 2024
5.46
31 May 2024
Exit
VERU
NASDAQ · Veru Inc
10.10
20% entry drawdown
-23.48%
Entry 17 May 2024
13.20
31 May 2024
Exit
VTGN
NASDAQ · VistaGen Therapeutics Inc
3.86
20% entry drawdown
-23.41%
Entry 5 Jan 2024
5.04
31 May 2024
Entry
WRBY
NYSE · Warby Parker Inc
17.71
Trend inclusion
-
4 signals
MA 83.69 · ROC 3.11% · RS 20.04
31 May 2024
Exit
XYZ
NYSE · Block, Inc
64.08
20% entry drawdown
-20.63%
Entry 8 Mar 2024
80.74
24 May 2024
Entry
ADT
NYSE · ADT Inc
6.75
Trend inclusion
-
4 signals
MA 55.18 · ROC 1.94% · RS 0.23
24 May 2024
Exit
ASPN
NYSE · Aspen Aerogels Inc
29.67
Reversal Risk Warning
178.85%
Entry 17 Nov 2023
10.64
24 May 2024
Entry
DOGZ
NASDAQ · Dogness International Corp Class A
10.97
Trend inclusion
-
6 signals
MA 47.35 · ROC 0.08% · RS 7.97
24 May 2024
Entry
EBS
NYSE · Emergent Biosolutions Inc
4.76
Trend inclusion
-
4 signals
MA 88.58 · ROC 13.06% · RS 7.10
24 May 2024
Entry
INSG
NASDAQ · Inseego Corp
7.50
Trend inclusion
-
4 signals
MA 90.81 · ROC 10.40% · RS 44.38
24 May 2024
Entry
KPLT
NASDAQ · Katapult Holdings Inc
18.98
Trend inclusion
-
4 signals
MA 83.57 · ROC 7.29% · RS 20.03
24 May 2024
Entry
LXFR
NYSE · Luxfer Holdings PLC
11.19
Trend inclusion
-
6 signals
MA 90.79 · ROC 3.37% · RS 0.81
24 May 2024
Exit
MRNA
NASDAQ · Moderna Inc
166.61
Reversal Risk Warning
33.29%
Entry 3 May 2024
125.00
24 May 2024
Entry
RERE
NYSE · ATRenew Inc DRC
2.26
Trend inclusion
-
4 signals
MA 96.73 · ROC 6.82% · RS 0.00
24 May 2024
Exit
RSKD
NYSE · Riskified Ltd
6.26
Reversal Risk Warning
15.71%
Entry 29 Mar 2024
5.41
24 May 2024
Entry
SATS
NASDAQ · EchoStar Corporation
18.49
Trend inclusion
-
6 signals
MA 77.49 · ROC 3.07% · RS 1.93
24 May 2024
Exit
TNDM
NASDAQ · Tandem Diabetes Care Inc
51.73
Reversal Risk Warning
46.09%
Entry 29 Mar 2024
35.41
24 May 2024
Entry
WAVE
NASDAQ · Eco Wave Power Global AB ADR
3.20
Trend inclusion
-
4 signals
MA 72.82 · ROC 3.72% · RS 24.53
24 May 2024
Entry
WHLRP
NASDAQ · Wheeler Real Estate Investment Trust Inc Pref
1.74
Trend inclusion
-
6 signals
MA 50.92 · ROC 2.65% · RS 17.09
17 May 2024
Entry
ACB
NASDAQ · Aurora Cannabis Inc
7.38
Trend inclusion
-
4 signals
MA 90.08 · ROC 4.47% · RS 23.58
17 May 2024
Exit
AES
NYSE · The AES Corporation
19.17
Reversal Risk Warning
6.72%
Entry 10 May 2024
17.96
17 May 2024
Exit
AKBA
NASDAQ · Akebia Ther
1.15
20% entry drawdown
-20.69%
Entry 16 Feb 2024
1.45