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
19 Apr 2024
Exit
AAME
NASDAQ · Atlantic American Corporation
1.93
20% entry drawdown
-24.81%
Entry 19 Jan 2024
2.57
19 Apr 2024
Entry
AAP
NYSE · Advance Auto Parts Inc
75.38
Trend inclusion
-
8 signals
MA 65.91 · ROC 3.52% · RS 3.14
19 Apr 2024
Entry
AENT
NASDAQ · Alliance Entertainment Holding Corporation Class A Common Stock
2.14
Trend inclusion
-
6 signals
MA 87.28 · ROC 4.47% · RS 2.39
19 Apr 2024
Exit
ALGS
NASDAQ · Aligos Therapeutics Inc
18.75
20% entry drawdown
-27.88%
Entry 5 Apr 2024
26.00
19 Apr 2024
Entry
ALK
NYSE · Alaska Air Group Inc
45.01
Trend inclusion
-
5 signals
MA 71.01 · ROC 1.19% · RS 0.20
19 Apr 2024
Exit
ALT
NASDAQ · Altimmune Inc
6.91
20% entry drawdown
-25.94%
Entry 26 Jan 2024
9.33
19 Apr 2024
Exit
APLD
NASDAQ · Applied Digital Corporation
2.47
20% entry drawdown
-22.81%
Entry 28 Apr 2023
3.20
19 Apr 2024
Exit
APM
NASDAQ · Aptorum Group Ltd Class A
5.75
20% entry drawdown
-29.96%
Entry 12 Apr 2024
8.21
19 Apr 2024
Entry
BCYC
NASDAQ · Bicycle Therapeutics Ltd
23.45
Trend inclusion
-
7 signals
MA 36.91 · ROC 1.62% · RS 1.86
19 Apr 2024
Exit
CDNA
NASDAQ · CareDx Inc
8.31
20% entry drawdown
-21.53%
Entry 29 Mar 2024
10.59
19 Apr 2024
Entry
CGAU
NYSE · Centerra Gold Inc
5.85
Trend inclusion
-
4 signals
MA 45.05 · ROC 1.22% · RS 0.64
19 Apr 2024
Exit
CTMX
NASDAQ · CytomX Therapeutics Inc
1.67
20% entry drawdown
-33.20%
Entry 8 Mar 2024
2.50
19 Apr 2024
Exit
EBON
NASDAQ · Ebang International Holdings
7.33
20% entry drawdown
-22.68%
Entry 12 Jan 2024
9.48
19 Apr 2024
Exit
ESPR
NASDAQ · Esperion Therapeutics Inc
1.95
20% entry drawdown
-24.42%
Entry 9 Feb 2024
2.58
19 Apr 2024
Exit
ETON
NASDAQ · Eton Pharmaceuticals Inc
3.19
20% entry drawdown
-23.50%
Entry 29 Sep 2023
4.17
19 Apr 2024
Entry
GDRX
NASDAQ · Goodrx Holdings Inc
6.69
Trend inclusion
-
8 signals
MA 25.96 · ROC 1.75% · RS 0.95
19 Apr 2024
Exit
GLSI
NASDAQ · Greenwich Lifesciences Inc
12.07
20% entry drawdown
-31.03%
Entry 15 Mar 2024
17.50
19 Apr 2024
Entry
IDN
NASDAQ · Intellicheck Mobilisa Inc
2.92
Trend inclusion
-
4 signals
MA 94.94 · ROC 5.36% · RS 18.41
19 Apr 2024
Exit
ILPT
NASDAQ · Industrial Logistics Properties Trust
3.50
20% entry drawdown
-21.72%
Entry 29 Dec 2023
4.47
19 Apr 2024
Entry
JYNT
NASDAQ · The Joint Corp
12.18
Trend inclusion
-
8 signals
MA 54.42 · ROC 4.11% · RS 1.28
19 Apr 2024
Entry
LEE
NASDAQ · Lee Enterprises Incorporated
12.87
Trend inclusion
-
5 signals
MA 81.00 · ROC 2.31% · RS 5.64
19 Apr 2024
Exit
LYEL
NASDAQ · Lyell Immunopharma Inc
44.60
20% entry drawdown
-25.91%
Entry 12 Apr 2024
60.20
19 Apr 2024
Entry
MMM
NYSE · 3M Company
88.11
Trend inclusion
-
5 signals
MA 93.50 · ROC 1.14% · RS 2.61
19 Apr 2024
Entry
NCMI
NASDAQ · National CineMedia Inc
4.31
Trend inclusion
-
4 signals
MA 78.39 · ROC 0.86% · RS 5.52
19 Apr 2024
Entry
NTRB
NASDAQ · Nutriband Inc
3.14
Trend inclusion
-
4 signals
MA 92.51 · ROC 8.43% · RS 23.76
19 Apr 2024
Exit
NTRP
NASDAQ · NextTrip Inc
2.76
20% entry drawdown
-31.17%
Entry 5 Apr 2024
4.01
19 Apr 2024
Entry
ONT
NYSE · Onterris
40.20
Trend inclusion
-
7 signals
MA 92.46 · ROC 3.50% · RS 6.39
19 Apr 2024
Entry
OUST
NASDAQ · Ouster, Inc. Common Stock
7.16
Trend inclusion
-
4 signals
MA 71.33 · ROC 7.54% · RS 17.41
19 Apr 2024
Exit
PDYN
NASDAQ · Palladyne AI Corp
1.44
20% entry drawdown
-41.46%
Entry 5 Apr 2024
2.46
19 Apr 2024
Entry
QTEX
NASDAQ · QTREX Quantum Ltd.
1.80
Trend inclusion
-
4 signals
MA 88.62 · ROC 4.57% · RS 23.07