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
434.12
Total Return
334.12%
CAGR
51.64%
Annualized from first index week
Edge vs Market
+29.86%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.21
Sortino 3.76
Current Holdings
271
Transactions
5001
Avg 1418.2/yr ·
118.2/mo ·
27.3/wk
Exit Mix
2365
Stop 57.3% ·
Warning 42.3%
· 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
ACCO
NYSE · Acco Brands Corporation
4.08
8 signals · MA 74.29 · ROC 2.23% · RS 3.33
BHVN
NYSE · Biohaven Ltd.
15.44
4 signals · MA 87.92 · ROC 6.50% · RS 14.78
BOC
NYSE · Boston Omaha Corp
14.14
4 signals · MA 88.83 · ROC 1.32% · RS 0.95
FATN
NASDAQ · FatPipe, Inc. Common Stock
4.54
8 signals · MA 39.45 · ROC 12.74% · RS 2.11
HOG
NYSE · Harley-Davidson Inc
26.58
8 signals · MA 56.36 · ROC 2.03% · RS 3.60
JHX
NYSE · James Hardie Industries PLC ADR
25.82
4 signals · MA 74.43 · ROC 3.39% · RS 7.54
LGIH
NASDAQ · LGI Homes
58.48
4 signals · MA 96.98 · ROC 3.50% · RS 2.72
TDOC
NYSE · Teladoc Inc
9.43
4 signals · MA 91.36 · ROC 3.36% · RS 22.61
TMCI
NASDAQ · Treace Medical Concepts Inc
4.30
5 signals · MA 93.79 · ROC 8.69% · RS 0.15
UPBD
NASDAQ · Upbound Group Inc.
22.16
4 signals · MA 57.32 · ROC 2.83% · RS 2.64
Positions Out
Closed at weekly close
AIRJ
NASDAQ · AirJoule Technologies Corporation
3.74
20% entry drawdown · -22.65%
CE
NYSE · Celanese Corporation
45.70
20% entry drawdown · -20.82%
FUN
NYSE · Six Flags Entertainment Corporation
17.53
20% entry drawdown · -25.21%
GRDX
NASDAQ · GridAI Technologies Corp.
3.82
20% entry drawdown · -29.26%
INV
NASDAQ · Innventure, Inc.
3.37
20% entry drawdown · -42.39%
MX
NYSE · MagnaChip Semiconductor
3.42
20% entry drawdown · -24.50%
NTLA
NASDAQ · Intellia Therapeutics Inc
11.38
20% entry drawdown · -27.41%
PBF
NYSE · PBF Energy Inc
62.75
Reversal Risk Warning · 133.59%
SG
NYSE · Sweetgreen Inc
7.08
20% entry drawdown · -21.94%
SHEN
NASDAQ · Shenandoah Telecommunications Co
11.38
20% entry drawdown · -24.83%
STFS
NASDAQ · Star Fashion Culture Holdings Limited
9.14
20% entry drawdown · -50.03%
VLN
NYSE · Valens
1.71
20% entry drawdown · -22.62%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signals
Activity
ROC
RS
ZNTL
NASDAQ · Zentalis Pharmaceuticals Llc
30 Jan 20262.43
5.11
110.29%
4
93.40
15.91%
32.39
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
21 Jul 2023
Exit
DV
NYSE · DoubleVerify Holdings Inc
41.19
Reversal Risk Warning
45.81%
Entry 12 May 2023
28.25
21 Jul 2023
Entry
HOOD
NASDAQ · Robinhood Markets Inc
12.76
Trend inclusion
-
4 signals
MA 50.39 · ROC 3.59% · RS 5.68
21 Jul 2023
Entry
LMND
NYSE · Lemonade Inc
23.37
Trend inclusion
-
5 signals
MA 33.60 · ROC 1.65% · RS 13.27
21 Jul 2023
Exit
MASI
NASDAQ · Masimo Corporation
114.30
20% entry drawdown
-33.31%
Entry 27 Jan 2023
171.39
21 Jul 2023
Entry
NEOG
NASDAQ · Neogen Corporation
22.56
Trend inclusion
-
6 signals
MA 94.69 · ROC 5.05% · RS 3.84
21 Jul 2023
Exit
NGNE
NASDAQ · Neurogene Inc
13.90
20% entry drawdown
-22.69%
Entry 5 May 2023
17.98
21 Jul 2023
Exit
OTEX
NASDAQ · Open Text Corp
37.73
Reversal Risk Warning
9.06%
Entry 31 Mar 2023
34.60
21 Jul 2023
Entry
REAL
NASDAQ · TheRealReal Inc
2.70
Trend inclusion
-
4 signals
MA 89.23 · ROC 9.24% · RS 33.64
21 Jul 2023
Entry
REKR
NASDAQ · Rekor Systems Inc
3.07
Trend inclusion
-
4 signals
MA 84.70 · ROC 15.20% · RS 78.44
21 Jul 2023
Entry
SG
NYSE · Sweetgreen Inc
15.28
Trend inclusion
-
4 signals
MA 94.44 · ROC 5.58% · RS 8.46
21 Jul 2023
Exit
SWKS
NASDAQ · Skyworks Solutions Inc
101.93
Reversal Risk Warning
2.12%
Entry 10 Mar 2023
99.81
21 Jul 2023
Exit
TME
NYSE · Tencent Music Entertainment Group
6.43
20% entry drawdown
-22.88%
Entry 6 Jan 2023
8.33
21 Jul 2023
Exit
TXG
NASDAQ · 10X Genomics Inc
59.96
Reversal Risk Warning
16.18%
Entry 17 Feb 2023
51.61
21 Jul 2023
Entry
U
NYSE · Unity Software Inc
44.49
Trend inclusion
-
4 signals
MA 96.46 · ROC 4.33% · RS 14.68
21 Jul 2023
Exit
USNA
NYSE · USANA Health Sciences Inc
63.07
Reversal Risk Warning
-4.97%
Entry 28 Apr 2023
66.37
21 Jul 2023
Exit
WKSP
NASDAQ · Worksport Ltd
36.10
Reversal Risk Warning
36.23%
Entry 2 Jun 2023
26.50
21 Jul 2023
Exit
XP
NASDAQ · Xp Inc
23.15
Reversal Risk Warning
11.16%
Entry 7 Jul 2023
20.82
21 Jul 2023
Entry
XPEV
NYSE · Xpeng Inc
14.56
Trend inclusion
-
4 signals
MA 88.89 · ROC 4.58% · RS 12.28
14 Jul 2023
Exit
ACAD
NASDAQ · ACADIA Pharmaceuticals Inc
32.18
Reversal Risk Warning
62.28%
Entry 3 Feb 2023
19.83
14 Jul 2023
Exit
AGNT
NASDAQ · eXp World Holdings, Inc.
22.62
Reversal Risk Warning
16.54%
Entry 9 Jun 2023
19.41
14 Jul 2023
Entry
AIP
NASDAQ · Arteris Inc
7.52
Trend inclusion
-
7 signals
MA 54.49 · ROC 6.40% · RS 3.79
14 Jul 2023
Exit
ALGN
NASDAQ · Align Technology Inc
366.88
Reversal Risk Warning
17.29%
Entry 10 Mar 2023
312.79
14 Jul 2023
Entry
AMRX
NASDAQ · Amneal Pharmaceuticals, Inc. Class A Common Stock
3.03
Trend inclusion
-
4 signals
MA 98.58 · ROC 4.53% · RS 7.06
14 Jul 2023
Exit
AQST
NASDAQ · Aquestive Therapeutics Inc
1.56
20% entry drawdown
-20.81%
Entry 12 May 2023
1.97
14 Jul 2023
Exit
ASAN
NYSE · Asana Inc
23.02
Reversal Risk Warning
3.69%
Entry 2 Jun 2023
22.20
14 Jul 2023
Exit
BAOS
NASDAQ · Baosheng Media Group Holdings Ltd
10.30
Reversal Risk Warning
35.88%
Entry 16 Jun 2023
7.58
14 Jul 2023
Entry
CGEN
NASDAQ · Compugen
1.25
Trend inclusion
-
4 signals
MA 61.94 · ROC 2.10% · RS 5.94
14 Jul 2023
Exit
CUE
NASDAQ · Cue Biopharma
133.50
Reversal Risk Warning
20.27%
Entry 21 Apr 2023
111.00
14 Jul 2023
Exit
FLYW
NASDAQ · Flywire Corp
32.73
Reversal Risk Warning
36.26%
Entry 17 Feb 2023
24.02
14 Jul 2023
Entry
FROG
NASDAQ · Jfrog Ltd
29.19
Trend inclusion
-
5 signals
MA 80.26 · ROC 3.02% · RS 2.88