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
WAFU
NASDAQ · Wah Fu Education Group Ltd
17 Oct 20251.88
1.56
-17.02%
4
77.42
0.81%
1.04
WATT
NASDAQ · Energous Corporation
20 Mar 202618.04
17.99
-0.28%
4
97.98
7.58%
104.56
WEST
NASDAQ · Westrock Coffee Company
5 Jun 20267.54
7.43
-1.46%
8
89.01
10.08%
20.93
WSC
NASDAQ · Willscot Mobile Mini Holdings Corp A
5 Jun 202626.21
26.24
0.11%
5
85.43
2.98%
0.21
WYHG
NASDAQ · Wing Yip Food Holdings Group Limited American Depositary Shares
3 Jul 20264.51
4.17
-7.54%
4
83.26
5.14%
9.36
XFOR
NASDAQ · X4 Pharmaceuticals Inc
10 Apr 20264.10
4.41
7.56%
4
42.28
2.04%
12.07
XIFR
NYSE · XPLR Infrastructure LP Unit
8 May 202611.73
12.15
3.58%
8
34.34
0.51%
6.37
XPEL
NASDAQ · Xpel Inc
28 Nov 202546.48
44.49
-4.28%
4
54.51
5.76%
11.23
XPER
NYSE · Xperi Corp
29 May 20267.95
7.79
-2.01%
4
96.62
2.84%
7.56
XPRO
NYSE · Expro Group Holdings NV
17 Oct 202512.44
15.46
24.28%
6
59.92
2.10%
1.09
ZD
NASDAQ · Ziff Davis Inc
17 Apr 202647.55
52.18
9.74%
4
91.45
2.32%
20.55
ZGN
NYSE · Ermenegildo Zegna NV
19 Sep 20259.50
13.44
41.47%
4
41.96
0.31%
3.15
ZNTL
NASDAQ · Zentalis Pharmaceuticals Llc
30 Jan 20262.43
4.88
100.82%
4
93.40
15.91%
32.39
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
3 May 2024
Entry
SNDL
NASDAQ · SNDL Inc.
2.35
Trend inclusion
-
4 signals
MA 71.41 · ROC 1.19% · RS 30.44
3 May 2024
Entry
SOHU
NASDAQ · Sohu.Com Inc
11.96
Trend inclusion
-
8 signals
MA 86.28 · ROC 2.67% · RS 3.27
3 May 2024
Entry
VTVT
NASDAQ · vTv Therapeutics Inc
23.63
Trend inclusion
-
4 signals
MA 90.71 · ROC 6.06% · RS 2.50
26 Apr 2024
Entry
AG
NYSE · First Majestic Silver Corp
7.00
Trend inclusion
-
4 signals
MA 82.28 · ROC 4.72% · RS 10.03
26 Apr 2024
Exit
ALXO
NASDAQ · Alx Oncology Holdings
16.86
Reversal Risk Warning
37.52%
Entry 8 Dec 2023
12.26
26 Apr 2024
Entry
AMBP
NYSE · Ardagh Metal Packaging SA
3.15
Trend inclusion
-
5 signals
MA 21.26 · ROC 2.26% · RS 7.45
26 Apr 2024
Exit
ARQ
NASDAQ · Arq Inc
7.87
Reversal Risk Warning
190.41%
Entry 1 Dec 2023
2.71
26 Apr 2024
Entry
BFH
NYSE · Bread Financial Holdings, Inc.
35.76
Trend inclusion
-
8 signals
MA 10.87 · ROC 0.38% · RS 0.81
26 Apr 2024
Entry
CSR
NYSE · Centerspace
58.68
Trend inclusion
-
5 signals
MA 79.44 · ROC 0.57% · RS 1.72
26 Apr 2024
Entry
CURI
NASDAQ · Curiositystream Inc.
0.94
Trend inclusion
-
4 signals
MA 96.07 · ROC 9.99% · RS 31.51
26 Apr 2024
Entry
DCTH
NASDAQ · Delcath Systems Inc
5.30
Trend inclusion
-
7 signals
MA 68.93 · ROC 2.27% · RS 2.71
26 Apr 2024
Exit
ELUT
NASDAQ · Elutia Inc.
2.78
20% entry drawdown
-23.42%
Entry 2 Feb 2024
3.63
26 Apr 2024
Exit
GLUE
NASDAQ · Monte Rosa Therapeutics Inc
5.33
20% entry drawdown
-24.40%
Entry 29 Mar 2024
7.05
26 Apr 2024
Exit
JBLU
NASDAQ · JetBlue Airways Corp
5.78
20% entry drawdown
-22.10%
Entry 29 Mar 2024
7.42
26 Apr 2024
Entry
LASE
NASDAQ · Laser Photonics Corporation Common Stock
2.10
Trend inclusion
-
5 signals
MA 68.57 · ROC 1.89% · RS 0.78
26 Apr 2024
Entry
MDIA
NASDAQ · Mediaco Holding Inc
1.73
Trend inclusion
-
4 signals
MA 92.13 · ROC 43.38% · RS 69.78
26 Apr 2024
Entry
MERC
NASDAQ · Mercer International Inc
9.40
Trend inclusion
-
8 signals
MA 33.05 · ROC 2.06% · RS 1.66
26 Apr 2024
Entry
MESO
NASDAQ · Mesoblast Ltd
6.24
Trend inclusion
-
4 signals
MA 96.17 · ROC 16.66% · RS 35.03
26 Apr 2024
Entry
MRDN
NASDAQ · Meridian Holdings Inc
45.36
Trend inclusion
-
6 signals
MA 18.19 · ROC 0.45% · RS 29.80
26 Apr 2024
Exit
NXTC
NASDAQ · NextCure Inc
16.20
20% entry drawdown
-29.69%
Entry 12 Apr 2024
23.04
26 Apr 2024
Exit
OMEX
NASDAQ · Odyssey Marine Exploration Inc
3.53
20% entry drawdown
-23.26%
Entry 26 Jan 2024
4.60
26 Apr 2024
Entry
PIK
NASDAQ · Kidpik Corp.
4.19
Trend inclusion
-
4 signals
MA 51.87 · ROC 5.55% · RS 27.20
26 Apr 2024
Exit
QBTS
NYSE · D-Wave Quantum Inc.
1.44
20% entry drawdown
-25.77%
Entry 22 Mar 2024
1.94
26 Apr 2024
Entry
REFR
NASDAQ · Research Frontiers Incorporated
1.59
Trend inclusion
-
4 signals
MA 95.93 · ROC 2.45% · RS 7.83
26 Apr 2024
Entry
SMR
NYSE · Nuscale Power Corp
6.06
Trend inclusion
-
4 signals
MA 43.05 · ROC 0.19% · RS 3.30
26 Apr 2024
Exit
STTK
NASDAQ · Shattuck Labs Inc
10.59
Reversal Risk Warning
12.54%
Entry 12 Jan 2024
9.41
26 Apr 2024
Entry
TG
NYSE · Tredegar Corporation
6.56
Trend inclusion
-
4 signals
MA 96.45 · ROC 3.07% · RS 2.81
26 Apr 2024
Entry
UIS
NYSE · Unisys Corporation
5.46
Trend inclusion
-
4 signals
MA 4.05 · ROC 5.39% · RS 3.33
26 Apr 2024
Entry
XMAX
NASDAQ · XMax Inc.
2.79
Trend inclusion
-
4 signals
MA 54.00 · ROC 1.05% · RS 3.73
26 Apr 2024
Exit
ZYME
NASDAQ · Zymeworks Inc. Common Stock
8.26
20% entry drawdown
-24.08%
Entry 12 Jan 2024
10.88