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
31 Mar 2023
Entry
ACHV
NASDAQ · Achieve Life Sciences Inc
6.80
Trend inclusion
-
6 signals
MA 49.23 · ROC 1.28% · RS 33.88
31 Mar 2023
Entry
BBIO
NASDAQ · BridgeBio Pharma Inc
16.58
Trend inclusion
-
4 signals
MA 89.06 · ROC 5.51% · RS 52.48
31 Mar 2023
Entry
BTMD
NASDAQ · biote Corp
6.19
Trend inclusion
-
7 signals
MA 70.73 · ROC 3.07% · RS 11.96
31 Mar 2023
Exit
BYRN
NASDAQ · Byrna Technologies Inc
7.59
20% entry drawdown
-20.86%
Entry 10 Feb 2023
9.59
31 Mar 2023
Entry
CAE
NYSE · CAE Inc.
22.63
Trend inclusion
-
7 signals
MA 10.18 · ROC 1.21% · RS 0.19
31 Mar 2023
Entry
CD
NASDAQ · Chaince Digital Holdings Inc.
1.47
Trend inclusion
-
4 signals
MA 42.83 · ROC 3.91% · RS 21.64
31 Mar 2023
Entry
CNMD
NYSE · CONMED Corporation
101.09
Trend inclusion
-
7 signals
MA 10.69 · ROC 0.09% · RS 2.90
31 Mar 2023
Entry
COOK
NYSE · Traeger Inc
205.50
Trend inclusion
-
8 signals
MA 27.95 · ROC 2.91% · RS 0.98
31 Mar 2023
Entry
CRM
NYSE · Salesforce.com Inc
196.29
Trend inclusion
-
4 signals
MA 91.53 · ROC 1.19% · RS 16.66
31 Mar 2023
Entry
DFH
NYSE · Dream Finders Homes Inc
13.25
Trend inclusion
-
4 signals
MA 33.71 · ROC 0.34% · RS 3.31
31 Mar 2023
Entry
DKNG
NASDAQ · DraftKings Inc
19.36
Trend inclusion
-
4 signals
MA 41.69 · ROC 0.58% · RS 17.87
31 Mar 2023
Entry
FMS
NYSE · Fresenius Medical Care Corporation
18.84
Trend inclusion
-
7 signals
MA 65.28 · ROC 1.91% · RS 0.07
31 Mar 2023
Entry
GWRE
NYSE · Guidewire Software Inc
82.05
Trend inclusion
-
5 signals
MA 67.23 · ROC 0.41% · RS 10.62
31 Mar 2023
Entry
HCI
NYSE · HCI Group Inc
50.95
Trend inclusion
-
5 signals
MA 63.87 · ROC 1.28% · RS 0.21
31 Mar 2023
Entry
HRTG
NYSE · Heritage Insurance Hldgs Inc
3.08
Trend inclusion
-
4 signals
MA 89.91 · ROC 1.98% · RS 8.69
31 Mar 2023
Entry
IHS
NYSE · IHS Holding Ltd
8.76
Trend inclusion
-
7 signals
MA 20.48 · ROC 0.25% · RS 4.59
31 Mar 2023
Entry
LVO
NASDAQ · LiveOne Inc
11.40
Trend inclusion
-
4 signals
MA 63.35 · ROC 0.72% · RS 19.35
31 Mar 2023
Entry
MATH
NASDAQ · Metalpha Technology Holding Limited
1.04
Trend inclusion
-
4 signals
MA 83.12 · ROC 4.62% · RS 21.10
31 Mar 2023
Exit
MNPR
NASDAQ · Monopar Therapeutics Inc
6.95
20% entry drawdown
-45.91%
Entry 6 Jan 2023
12.85
31 Mar 2023
Entry
NTRA
NASDAQ · Natera Inc
55.52
Trend inclusion
-
4 signals
MA 67.82 · ROC 1.59% · RS 15.96
31 Mar 2023
Entry
NVTS
NASDAQ · Navitas Semiconductor Corp
7.31
Trend inclusion
-
4 signals
MA 52.57 · ROC 1.85% · RS 23.36
31 Mar 2023
Entry
OTEX
NASDAQ · Open Text Corp
34.60
Trend inclusion
-
6 signals
MA 88.38 · ROC 1.08% · RS 4.77
31 Mar 2023
Entry
SE
NYSE · Sea Ltd
86.55
Trend inclusion
-
4 signals
MA 78.64 · ROC 2.29% · RS 21.64
31 Mar 2023
Entry
SJ
NASDAQ · Scienjoy Holding Corp
4.09
Trend inclusion
-
4 signals
MA 85.72 · ROC 2.16% · RS 25.00
24 Mar 2023
Exit
ALGS
NASDAQ · Aligos Therapeutics Inc
28.25
20% entry drawdown
-27.56%
Entry 24 Feb 2023
39.00
24 Mar 2023
Exit
AMRN
NASDAQ · Amarin Corporation PLC
30.60
20% entry drawdown
-20.31%
Entry 10 Feb 2023
38.40
24 Mar 2023
Exit
AQMS
NASDAQ · Aqua Metals Inc
202.00
20% entry drawdown
-20.47%
Entry 3 Feb 2023
254.00
24 Mar 2023
Entry
BWMX
NYSE · Betterware de México, S.A.P.I. de C.V.
7.77
Trend inclusion
-
4 signals
MA 95.21 · ROC 1.90% · RS 7.52
24 Mar 2023
Exit
CELC
NASDAQ · Celcuity LLC
9.51
20% entry drawdown
-20.95%
Entry 6 Jan 2023
12.03
24 Mar 2023
Exit
CHWY
NYSE · Chewy Inc
33.59
20% entry drawdown
-24.70%
Entry 17 Feb 2023
44.61