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
30 Jun 2023
Entry
FOA
NYSE · Finance of America Companies Inc
19.10
Trend inclusion
-
4 signals
MA 68.15 · ROC 3.41% · RS 9.85
30 Jun 2023
Entry
FTHM
NASDAQ · Fathom Holdings Inc
7.14
Trend inclusion
-
6 signals
MA 84.49 · ROC 5.03% · RS 5.22
30 Jun 2023
Entry
KOPN
NASDAQ · Kopin Corporation
2.15
Trend inclusion
-
4 signals
MA 82.06 · ROC 6.32% · RS 30.41
30 Jun 2023
Exit
LXRX
NASDAQ · Lexicon Pharmaceuticals Inc
2.29
20% entry drawdown
-20.21%
Entry 12 May 2023
2.87
30 Jun 2023
Entry
MFA
NYSE · MFA Financial Inc
7.72
Trend inclusion
-
5 signals
MA 78.70 · ROC 1.31% · RS 3.28
30 Jun 2023
Entry
MGNI
NASDAQ · Magnite Inc
13.65
Trend inclusion
-
4 signals
MA 64.56 · ROC 2.89% · RS 13.76
30 Jun 2023
Entry
MVIS
NASDAQ · Microvision Inc
4.58
Trend inclusion
-
5 signals
MA 82.39 · ROC 8.75% · RS 8.81
30 Jun 2023
Entry
OPEN
NASDAQ · Opendoor Technologies Inc
3.89
Trend inclusion
-
6 signals
MA 95.67 · ROC 9.20% · RS 24.14
30 Jun 2023
Entry
OPK
NASDAQ · Opko Health Inc
2.17
Trend inclusion
-
6 signals
MA 58.62 · ROC 1.59% · RS 4.35
30 Jun 2023
Exit
PYXS
NASDAQ · Pyxis Oncology Inc
2.56
20% entry drawdown
-22.66%
Entry 21 Apr 2023
3.31
30 Jun 2023
Entry
REAX
NASDAQ · Real Brokerage Inc
1.91
Trend inclusion
-
4 signals
MA 68.95 · ROC 4.13% · RS 9.55
30 Jun 2023
Exit
SJ
NASDAQ · Scienjoy Holding Corp
2.74
20% entry drawdown
-33.02%
Entry 31 Mar 2023
4.09
30 Jun 2023
Exit
TIGO
NASDAQ · Millicom International Cellular SA
12.89
20% entry drawdown
-20.42%
Entry 24 Feb 2023
16.20
30 Jun 2023
Entry
TOST
NYSE · Toast Inc
22.57
Trend inclusion
-
4 signals
MA 54.70 · ROC 2.12% · RS 6.98
30 Jun 2023
Exit
UCL
NASDAQ · Ucloudlink Group Inc
2.54
20% entry drawdown
-30.22%
Entry 6 Jan 2023
3.64
30 Jun 2023
Exit
VSTM
NASDAQ · Verastem Inc
7.44
20% entry drawdown
-27.63%
Entry 16 Jun 2023
10.28
23 Jun 2023
Entry
ACHR
NYSE · Archer Aviation Inc
3.38
Trend inclusion
-
4 signals
MA 74.32 · ROC 4.10% · RS 8.21
23 Jun 2023
Entry
AMSC
NASDAQ · American Superconductor Corporation
5.87
Trend inclusion
-
4 signals
MA 62.59 · ROC 6.66% · RS 3.34
23 Jun 2023
Entry
AZ
NASDAQ · A2Z Smart Technologies Corp
6.65
Trend inclusion
-
4 signals
MA 80.30 · ROC 12.58% · RS 13.04
23 Jun 2023
Exit
BOLT
NASDAQ · Bolt Biotherapeutics
27.80
20% entry drawdown
-27.98%
Entry 19 May 2023
38.60
23 Jun 2023
Entry
CYD
NYSE · China Yuchai International Limited
9.19
Trend inclusion
-
4 signals
MA 62.88 · ROC 4.15% · RS 12.56
23 Jun 2023
Exit
DENN
NASDAQ · Dennys Corp
11.78
Reversal Risk Warning
-5.76%
Entry 3 Feb 2023
12.50
23 Jun 2023
Exit
DHC
NASDAQ · Diversified Healthcare Trust
1.90
20% entry drawdown
-22.96%
Entry 16 Jun 2023
2.47
23 Jun 2023
Exit
EDTK
NASDAQ · Skillful Craftsman Education Tech
1.36
20% entry drawdown
-20.93%
Entry 13 Jan 2023
1.72
23 Jun 2023
Entry
GBTG
NYSE · Global Business Travel Group Inc
7.87
Trend inclusion
-
5 signals
MA 86.14 · ROC 5.45% · RS 11.31
23 Jun 2023
Entry
IMRX
NASDAQ · Immuneering Corp
10.28
Trend inclusion
-
8 signals
MA 33.60 · ROC 4.18% · RS 7.25
23 Jun 2023
Exit
INVX
NYSE · Innovex International, Inc
22.33
20% entry drawdown
-21.84%
Entry 27 Jan 2023
28.57
23 Jun 2023
Entry
MARA
NASDAQ · Marathon Digital Holdings Inc
12.71
Trend inclusion
-
7 signals
MA 29.77 · ROC 3.46% · RS 15.63
23 Jun 2023
Exit
MKTX
NASDAQ · MarketAxess Holdings Inc
250.69
20% entry drawdown
-21.37%
Entry 20 Jan 2023
318.84
23 Jun 2023
Entry
NXDR
NYSE · NXDR
3.02
Trend inclusion
-
4 signals
MA 93.72 · ROC 3.45% · RS 7.37