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 Jan 2024
Entry
CHRN
NASDAQ · ChronoScale Corporation
31.50
Trend inclusion
-
5 signals
MA 97.76 · ROC 10.33% · RS 26.22
19 Jan 2024
Exit
JCTC
NASDAQ · Jewett-Cameron Trading Company Ltd.
5.25
Reversal Danger Warning
-12.35%
Entry 12 Jan 2024
5.99
19 Jan 2024
Exit
JOYY
NASDAQ · JOYY Inc
27.12
20% entry drawdown
-21.88%
Entry 15 Sep 2023
34.72
19 Jan 2024
Exit
KEEL
NASDAQ · Bitfarms Ltd.
2.09
20% entry drawdown
-23.16%
Entry 5 Jan 2024
2.72
19 Jan 2024
Entry
LDI
NYSE · Loandepot Inc
2.66
Trend inclusion
-
4 signals
MA 91.50 · ROC 7.32% · RS 17.06
19 Jan 2024
Entry
NKTX
NASDAQ · Nkarta Inc
7.42
Trend inclusion
-
4 signals
MA 98.53 · ROC 13.46% · RS 71.33
19 Jan 2024
Entry
PAGS
NYSE · PagSeguro Digital Ltd
11.67
Trend inclusion
-
4 signals
MA 97.43 · ROC 3.39% · RS 16.42
19 Jan 2024
Exit
ROCK
NASDAQ · Gibraltar Industries Inc
81.78
Reversal Risk Warning
39.51%
Entry 9 Jun 2023
58.62
19 Jan 2024
Exit
WDAY
NASDAQ · Workday Inc
289.99
Reversal Risk Warning
79.96%
Entry 6 Jan 2023
161.14
19 Jan 2024
Entry
WIT
NYSE · Wipro Limited ADR
2.71
Trend inclusion
-
5 signals
MA 79.58 · ROC 2.80% · RS 5.53
19 Jan 2024
Exit
XPEV
NYSE · Xpeng Inc
9.64
20% entry drawdown
-33.79%
Entry 21 Jul 2023
14.56
12 Jan 2024
Entry
ABSI
NASDAQ · Absci Corp
3.99
Trend inclusion
-
4 signals
MA 96.69 · ROC 16.01% · RS 72.06
12 Jan 2024
Entry
AORT
NYSE · Artivion Inc
18.35
Trend inclusion
-
4 signals
MA 42.14 · ROC 2.02% · RS 9.49
12 Jan 2024
Entry
ARVN
NASDAQ · Arvinas Inc
38.72
Trend inclusion
-
4 signals
MA 97.05 · ROC 8.58% · RS 22.48
12 Jan 2024
Exit
AUTL
NASDAQ · Autolus Therapeutics Ltd
7.19
Reversal Risk Warning
71.60%
Entry 1 Dec 2023
4.19
12 Jan 2024
Entry
BTCS
NASDAQ · BTCS Inc
1.84
Trend inclusion
-
4 signals
MA 92.00 · ROC 7.90% · RS 22.30
12 Jan 2024
Entry
BV
NYSE · BrightView Holdings
8.24
Trend inclusion
-
5 signals
MA 41.27 · ROC 2.06% · RS 2.61
12 Jan 2024
Entry
CCO
NYSE · Clear Channel Outdoor Holdings Inc
1.67
Trend inclusion
-
4 signals
MA 67.94 · ROC 4.21% · RS 4.33
12 Jan 2024
Entry
CDIO
NASDAQ · Cardio Diagnostics Holdings Inc
78.60
Trend inclusion
-
4 signals
MA 58.65 · ROC 14.10% · RS 32.64
12 Jan 2024
Entry
CRSP
NASDAQ · Crispr Therapeutics AG
64.25
Trend inclusion
-
4 signals
MA 23.94 · ROC 0.16% · RS 1.97
12 Jan 2024
Entry
EBON
NASDAQ · Ebang International Holdings
9.48
Trend inclusion
-
4 signals
MA 77.92 · ROC 10.73% · RS 4.97
12 Jan 2024
Entry
EPAM
NYSE · EPAM Systems Inc
307.73
Trend inclusion
-
8 signals
MA 81.07 · ROC 3.30% · RS 2.75
12 Jan 2024
Entry
ERIC
NASDAQ · Telefonaktiebolaget LM Ericsson B ADR
5.68
Trend inclusion
-
4 signals
MA 96.43 · ROC 2.85% · RS 1.24
12 Jan 2024
Exit
GPN
NYSE · Global Payments Inc
126.68
Reversal Risk Warning
3.87%
Entry 8 Sep 2023
121.95
12 Jan 2024
Exit
GREE
NASDAQ · Greenidge Generation Holdings Inc
4.58
20% entry drawdown
-31.74%
Entry 29 Dec 2023
6.71
12 Jan 2024
Entry
JCTC
NASDAQ · Jewett-Cameron Trading Company Ltd.
5.99
Trend inclusion
-
8 signals
MA 84.98 · ROC 2.55% · RS 0.51
12 Jan 2024
Entry
LSPD
NYSE · Lightspeed Commerce Inc
18.97
Trend inclusion
-
4 signals
MA 71.15 · ROC 4.11% · RS 8.23
12 Jan 2024
Entry
MARA
NASDAQ · Marathon Digital Holdings Inc
18.98
Trend inclusion
-
4 signals
MA 90.24 · ROC 15.43% · RS 44.36
12 Jan 2024
Entry
NCNO
NASDAQ · nCino Inc
35.08
Trend inclusion
-
4 signals
MA 77.28 · ROC 3.10% · RS 4.50
12 Jan 2024
Entry
PRLB
NYSE · Proto Labs Inc
36.10
Trend inclusion
-
4 signals
MA 52.22 · ROC 1.71% · RS 1.36