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
12 Jan 2024
Exit
RAMP
NYSE · Liveramp Holdings Inc
38.36
Reversal Risk Warning
55.43%
Entry 12 May 2023
24.68
12 Jan 2024
Exit
SLAI
NYSE · SOLAI Limited
29.05
20% entry drawdown
-20.19%
Entry 5 Jan 2024
36.40
12 Jan 2024
Entry
SQFT
NASDAQ · Presidio Property Trust
11.60
Trend inclusion
-
4 signals
MA 72.06 · ROC 5.00% · RS 11.20
12 Jan 2024
Entry
STTK
NASDAQ · Shattuck Labs Inc
9.41
Trend inclusion
-
4 signals
MA 96.31 · ROC 27.43% · RS 155.07
12 Jan 2024
Exit
TIGR
NASDAQ · Up Fintech Holding Ltd
3.86
20% entry drawdown
-22.65%
Entry 22 Sep 2023
4.99
12 Jan 2024
Entry
TWLO
NYSE · Twilio Inc
73.21
Trend inclusion
-
4 signals
MA 48.32 · ROC 1.91% · RS 5.41
12 Jan 2024
Entry
ZEPP
NYSE · Zepp Health Corp
6.40
Trend inclusion
-
7 signals
MA 58.47 · ROC 3.73% · RS 5.01
12 Jan 2024
Entry
ZYME
NASDAQ · Zymeworks Inc. Common Stock
10.88
Trend inclusion
-
4 signals
MA 95.67 · ROC 3.51% · RS 9.73
5 Jan 2024
Entry
AAT
NYSE · American Assets Trust Inc
19.52
Trend inclusion
-
4 signals
MA 87.33 · ROC 2.89% · RS 2.42
5 Jan 2024
Exit
ACCO
NYSE · Acco Brands Corporation
5.35
Reversal Risk Warning
13.17%
Entry 29 Sep 2023
4.72
5 Jan 2024
Entry
BDSX
NASDAQ · Biodesix Inc
39.40
Trend inclusion
-
7 signals
MA 64.92 · ROC 4.36% · RS 3.40
5 Jan 2024
Entry
BNT
NYSE · Brookfield Wealth Solutions Ltd.
25.29
Trend inclusion
-
6 signals
MA 95.12 · ROC 3.17% · RS 4.26
5 Jan 2024
Entry
BXP
NYSE · BXP, Inc.
62.50
Trend inclusion
-
4 signals
MA 92.75 · ROC 5.17% · RS 10.21
5 Jan 2024
Entry
CFG
NYSE · Citizens Financial Group, Inc.
30.32
Trend inclusion
-
4 signals
MA 88.07 · ROC 3.37% · RS 1.52
5 Jan 2024
Entry
CMTG
NYSE · Claros Mortgage Trust Inc
12.02
Trend inclusion
-
8 signals
MA 71.27 · ROC 4.42% · RS 1.32
5 Jan 2024
Entry
COLB
NASDAQ · Columbia Banking System Inc
22.44
Trend inclusion
-
7 signals
MA 97.51 · ROC 3.80% · RS 0.49
5 Jan 2024
Entry
CPIX
NASDAQ · Cumberland Pharmaceuticals Inc
2.24
Trend inclusion
-
4 signals
MA 12.25 · ROC 1.87% · RS 0.64
5 Jan 2024
Entry
CVS
NYSE · CVS Health Corp
73.74
Trend inclusion
-
5 signals
MA 79.62 · ROC 1.89% · RS 1.18
5 Jan 2024
Entry
DEI
NYSE · Douglas Emmett Inc
12.66
Trend inclusion
-
4 signals
MA 94.10 · ROC 3.66% · RS 1.84
5 Jan 2024
Entry
FISI
NASDAQ · Financial Institutions Inc
19.28
Trend inclusion
-
7 signals
MA 87.75 · ROC 4.19% · RS 2.50
5 Jan 2024
Exit
GPMT
NYSE · Granite Point Mortgage Trust Inc
4.72
Reversal Danger Warning
-3.37%
Entry 29 Dec 2023
4.88
5 Jan 2024
Entry
HITI
NASDAQ · High Tide Inc
1.79
Trend inclusion
-
6 signals
MA 50.88 · ROC 3.17% · RS 10.06
5 Jan 2024
Entry
KEEL
NASDAQ · Bitfarms Ltd.
2.72
Trend inclusion
-
4 signals
MA 94.39 · ROC 17.44% · RS 79.50
5 Jan 2024
Entry
KNOP
NYSE · KNOT Offshore Partners LP
5.99
Trend inclusion
-
4 signals
MA 9.94 · ROC 1.91% · RS 1.68
5 Jan 2024
Exit
KREF
NYSE · KKR Real Estate Finance Trust Inc
10.06
Reversal Danger Warning
-3.57%
Entry 22 Dec 2023
10.43
5 Jan 2024
Entry
KSS
NYSE · Kohl's Corporation
22.51
Trend inclusion
-
4 signals
MA 61.90 · ROC 5.06% · RS 2.01
5 Jan 2024
Entry
MODD
NASDAQ · Modular Medical Inc
53.70
Trend inclusion
-
6 signals
MA 48.88 · ROC 8.18% · RS 0.35
5 Jan 2024
Entry
NTRA
NASDAQ · Natera Inc
62.23
Trend inclusion
-
4 signals
MA 56.94 · ROC 3.23% · RS 6.51
5 Jan 2024
Entry
PNTG
NASDAQ · Pennant Group Inc
15.35
Trend inclusion
-
6 signals
MA 44.80 · ROC 2.19% · RS 6.82
5 Jan 2024
Entry
PRCH
NASDAQ · Porch Group Inc
2.76
Trend inclusion
-
4 signals
MA 98.12 · ROC 18.39% · RS 51.91