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
439.22
Total Return
339.22%
CAGR
52.49%
Annualized from first index week
Edge vs Market
+30.04%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.23
Sortino 3.80
Current Holdings
277
Transactions
4975
Avg 1418.5/yr ·
118.2/mo ·
27.3/wk
Exit Mix
2349
Stop 57.2% ·
Warning 42.4%
· Other 0.4%
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 27.55 · ROC 3.25% · RS 2.20
FIVN
NASDAQ · Five9 Inc
25.42
6 signals · MA 41.60 · ROC 1.63% · RS 2.87
HPP
NYSE · Hudson Pacific Properties Inc
15.18
4 signals · MA 86.04 · ROC 3.64% · RS 4.60
IFBD
NASDAQ · Infobird Co Ltd
1.21
4 signals · MA 1.25 · ROC 1.78% · RS 2.44
S
NYSE · SentinelOne Inc
17.88
6 signals · MA 36.44 · ROC 1.09% · RS 1.09
STFS
NASDAQ · Star Fashion Culture Holdings Limited
18.29
8 signals · MA 81.08 · ROC 18.63% · RS 12.34
SXC
NYSE · SunCoke Energy Inc
8.22
7 signals · MA 32.14 · 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%
CVAC
NASDAQ · CureVac NV
4.66
Ticker inactive / final available close · 4.25%
GRCL
NASDAQ · Gracell Biotechnologies Inc.
10.25
Ticker inactive / final available close · 93.76%
IPWR
NASDAQ · Ideal Power Inc
4.57
20% entry drawdown · -25.08%
IRDM
NASDAQ · Iridium Communications Inc
50.06
Reversal Risk Warning · 79.63%
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%
ODP
NASDAQ · ODP Corp
28.00
Ticker inactive / final available close · 0.07%
PC
NASDAQ · Premium Catering (Holdings) Limited
9.40
Ticker inactive / final available close · 0.00%
RLAY
NASDAQ · Relay Therapeutics Inc
20.01
Reversal Risk Warning · 286.94%
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
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
1 Dec 2023
Exit
PATH
NYSE · Uipath Inc
25.04
Reversal Risk Warning
45.84%
Entry 9 Jun 2023
17.17
1 Dec 2023
Exit
PSIX
NASDAQ · Power Solutions International, Inc. Common Stock
2.56
20% entry drawdown
-21.23%
Entry 15 Sep 2023
3.25
1 Dec 2023
Entry
RSI
NYSE · Rush Street Interactive Inc
4.41
Trend inclusion
-
4 signals
MA 29.88 · ROC 4.77% · RS 7.53
1 Dec 2023
Entry
STC
NYSE · Stewart Information Services Corp
44.12
Trend inclusion
-
5 signals
MA 35.32 · ROC 1.64% · RS 1.63
1 Dec 2023
Exit
TISI
NYSE · Team Inc
6.62
20% entry drawdown
-23.16%
Entry 8 Sep 2023
8.62
1 Dec 2023
Entry
TLS
NASDAQ · Telos Corp
4.25
Trend inclusion
-
4 signals
MA 68.23 · ROC 11.39% · RS 12.96
1 Dec 2023
Entry
WIX
NASDAQ · Wix.Com Ltd
105.70
Trend inclusion
-
4 signals
MA 46.88 · ROC 1.69% · RS 4.26
24 Nov 2023
Exit
COUR
NYSE · Coursera Inc
19.61
Reversal Risk Warning
16.10%
Entry 25 Aug 2023
16.89
24 Nov 2023
Entry
DASH
NASDAQ · DoorDash, Inc. Class A Common Stock
93.81
Trend inclusion
-
4 signals
MA 66.88 · ROC 5.59% · RS 17.06
24 Nov 2023
Entry
GALT
NASDAQ · Galectin Therapeutics Inc
2.12
Trend inclusion
-
6 signals
MA 23.57 · ROC 0.82% · RS 8.78
24 Nov 2023
Exit
GTEC
NASDAQ · Greenland Acquisition Corp
2.41
20% entry drawdown
-22.76%
Entry 29 Sep 2023
3.12
24 Nov 2023
Entry
MCY
NYSE · Mercury General Corporation
34.87
Trend inclusion
-
4 signals
MA 80.51 · ROC 2.72% · RS 7.58
24 Nov 2023
Entry
PBI
NYSE · Pitney Bowes Inc
3.63
Trend inclusion
-
4 signals
MA 57.96 · ROC 1.76% · RS 0.34
24 Nov 2023
Entry
PINS
NYSE · Pinterest Inc
31.67
Trend inclusion
-
4 signals
MA 57.01 · ROC 2.30% · RS 10.68
24 Nov 2023
Entry
PRSU
NYSE · Pursuit Attractions and Hospitality, Inc.
31.95
Trend inclusion
-
4 signals
MA 60.15 · ROC 6.29% · RS 14.34
24 Nov 2023
Entry
ROKU
NASDAQ · Roku Inc
94.93
Trend inclusion
-
4 signals
MA 58.48 · ROC 5.58% · RS 24.89
24 Nov 2023
Entry
SRRK
NASDAQ · Scholar Rock Holding Corp
11.74
Trend inclusion
-
4 signals
MA 74.18 · ROC 7.50% · RS 17.49
24 Nov 2023
Entry
TPST
NASDAQ · Tempest Therapeutics Inc
50.96
Trend inclusion
-
4 signals
MA 70.93 · ROC 9.69% · RS 92.34
24 Nov 2023
Entry
UPWK
NASDAQ · Upwork Inc
14.25
Trend inclusion
-
4 signals
MA 38.03 · ROC 3.95% · RS 6.90
17 Nov 2023
Entry
ASPN
NYSE · Aspen Aerogels Inc
10.64
Trend inclusion
-
6 signals
MA 45.86 · ROC 5.16% · RS 14.50
17 Nov 2023
Entry
AWI
NYSE · Armstrong World Industries Inc
81.37
Trend inclusion
-
4 signals
MA 52.44 · ROC 1.84% · RS 6.15
17 Nov 2023
Exit
FEMY
NASDAQ · Femasys Inc
19.30
20% entry drawdown
-30.58%
Entry 3 Nov 2023
27.80
17 Nov 2023
Exit
IREN
NASDAQ · IREN Ltd
2.83
20% entry drawdown
-23.31%
Entry 12 May 2023
3.69
17 Nov 2023
Exit
VRA
NASDAQ · Vera Bradley Inc
8.12
Reversal Risk Warning
42.46%
Entry 3 Feb 2023
5.70
17 Nov 2023
Entry
WRAP
NASDAQ · Wrap Technologies Inc
3.02
Trend inclusion
-
4 signals
MA 86.02 · ROC 10.10% · RS 40.59
10 Nov 2023
Exit
AIRS
NASDAQ · Airsculpt Technologies Inc
5.58
20% entry drawdown
-25.90%
Entry 26 May 2023
7.53
10 Nov 2023
Exit
ALTO
NASDAQ · Alto Ingredients Inc
2.09
20% entry drawdown
-42.42%
Entry 18 Aug 2023
3.63
10 Nov 2023
Exit
CPNG
NYSE · Coupang LLC
15.32
20% entry drawdown
-20.66%
Entry 11 Aug 2023
19.31
10 Nov 2023
Entry
CRVO
NASDAQ · CervoMed Inc.
9.85
Trend inclusion
-
4 signals
MA 94.34 · ROC 8.13% · RS 16.60
10 Nov 2023
Exit
GPGI
NYSE · GPGI, Inc.
4.08
20% entry drawdown
-26.88%
Entry 17 Mar 2023
5.58