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
7 Jul 2023
Entry
NRDY
NYSE · Nerdy Inc
4.14
Trend inclusion
-
4 signals
MA 64.74 · ROC 8.77% · RS 30.31
7 Jul 2023
Exit
NXDR
NYSE · NXDR
3.24
Reversal Risk Warning
7.28%
Entry 23 Jun 2023
3.02
7 Jul 2023
Entry
NYT
NYSE · New York Times Company
38.63
Trend inclusion
-
4 signals
MA 19.30 · ROC 1.30% · RS 4.75
7 Jul 2023
Exit
OPK
NASDAQ · Opko Health Inc
2.05
Reversal Risk Warning
-5.53%
Entry 30 Jun 2023
2.17
7 Jul 2023
Exit
OPRA
NASDAQ · Opera Ltd
21.50
Reversal Risk Warning
355.25%
Entry 6 Jan 2023
4.72
7 Jul 2023
Exit
PPG
NYSE · PPG Industries Inc
137.06
Reversal Risk Warning
15.29%
Entry 6 Jan 2023
118.89
7 Jul 2023
Exit
RGR
NYSE · Sturm Ruger & Company Inc
49.88
Reversal Risk Warning
-6.13%
Entry 10 Mar 2023
53.13
7 Jul 2023
Entry
RKLB
NASDAQ · Rocket Lab USA Inc.
5.73
Trend inclusion
-
4 signals
MA 53.37 · ROC 4.48% · RS 1.89
7 Jul 2023
Exit
SIBN
NASDAQ · Si-Bone Inc
25.76
Reversal Risk Warning
32.24%
Entry 7 Apr 2023
19.48
7 Jul 2023
Exit
STEX
NASDAQ · Streamex Corp
11.80
Reversal Risk Warning
12.38%
Entry 10 Mar 2023
10.50
7 Jul 2023
Exit
TACT
NASDAQ · TransAct Technologies Incorporated
8.70
Reversal Risk Warning
39.20%
Entry 6 Jan 2023
6.25
7 Jul 2023
Exit
TNYA
NASDAQ · Tenaya Therapeutics Inc
5.30
20% entry drawdown
-22.06%
Entry 5 May 2023
6.80
7 Jul 2023
Exit
TRAW
NASDAQ · Traws Pharma Inc
27.50
Reversal Risk Warning
-6.78%
Entry 19 May 2023
29.50
7 Jul 2023
Exit
VLRS
NYSE · Volaris
13.52
Reversal Risk Warning
17.46%
Entry 24 Feb 2023
11.51
7 Jul 2023
Exit
XFOR
NASDAQ · X4 Pharmaceuticals Inc
57.90
Reversal Risk Warning
-10.65%
Entry 16 Jun 2023
64.80
7 Jul 2023
Entry
XP
NASDAQ · Xp Inc
20.82
Trend inclusion
-
4 signals
MA 98.93 · ROC 5.40% · RS 13.07
7 Jul 2023
Exit
XRAY
NASDAQ · Dentsply Sirona Inc
35.82
Reversal Risk Warning
0.95%
Entry 3 Mar 2023
35.48
7 Jul 2023
Exit
YEXT
NYSE · Yext Inc
10.15
Reversal Risk Warning
63.45%
Entry 6 Jan 2023
6.21
7 Jul 2023
Exit
ZBH
NYSE · Zimmer Biomet Holdings Inc
137.01
Reversal Risk Warning
12.46%
Entry 6 Jan 2023
121.83
7 Jul 2023
Exit
ZNTL
NASDAQ · Zentalis Pharmaceuticals Llc
27.56
Reversal Risk Warning
-4.97%
Entry 23 Jun 2023
29.00
30 Jun 2023
Exit
ABUS
NASDAQ · Arbutus Biopharma Corp
2.30
20% entry drawdown
-20.69%
Entry 3 Feb 2023
2.90
30 Jun 2023
Exit
ACHV
NASDAQ · Achieve Life Sciences Inc
5.19
20% entry drawdown
-23.68%
Entry 31 Mar 2023
6.80
30 Jun 2023
Exit
AEYE
NASDAQ · AudioEye Inc
4.89
20% entry drawdown
-24.88%
Entry 21 Apr 2023
6.51
30 Jun 2023
Exit
APYX
NASDAQ · Apyx Medical Inc
5.03
20% entry drawdown
-25.26%
Entry 2 Jun 2023
6.73
30 Jun 2023
Entry
ATOS
NASDAQ · Atossa Genetics Inc
18.90
Trend inclusion
-
5 signals
MA 83.28 · ROC 3.06% · RS 24.86
30 Jun 2023
Entry
AUR
NASDAQ · Aurora Innovation Inc
2.94
Trend inclusion
-
4 signals
MA 86.99 · ROC 8.42% · RS 30.33
30 Jun 2023
Entry
BB
NYSE · BlackBerry Ltd
5.53
Trend inclusion
-
7 signals
MA 29.29 · ROC 0.61% · RS 3.26
30 Jun 2023
Entry
CDRO
NASDAQ · Codere Online US Corp
3.60
Trend inclusion
-
6 signals
MA 48.61 · ROC 2.44% · RS 3.74
30 Jun 2023
Entry
COOK
NYSE · Traeger Inc
212.50
Trend inclusion
-
4 signals
MA 66.13 · ROC 1.82% · RS 9.69
30 Jun 2023
Entry
CRCT
NASDAQ · Cricut Inc
9.01
Trend inclusion
-
4 signals
MA 85.72 · ROC 8.88% · RS 17.75