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
3 Feb 2023
Entry
SNN
NYSE · Smith & Nephew SNATS Inc
26.22
Trend inclusion
-
4 signals
MA 84.71 · ROC 0.50% · RS 0.28
3 Feb 2023
Entry
TBLD
NASDAQ · Thornburg Income Builder Opportunities Trust Common Stock
12.05
Trend inclusion
-
4 signals
MA 88.50 · ROC 1.28% · RS 4.00
3 Feb 2023
Entry
VNET
NASDAQ · VNET Group Inc DRC
6.21
Trend inclusion
-
4 signals
MA 48.62 · ROC 0.98% · RS 6.44
3 Feb 2023
Entry
VRA
NASDAQ · Vera Bradley Inc
5.70
Trend inclusion
-
4 signals
MA 97.07 · ROC 3.42% · RS 10.67
3 Feb 2023
Entry
WRAP
NASDAQ · Wrap Technologies Inc
2.46
Trend inclusion
-
4 signals
MA 38.61 · ROC 2.29% · RS 14.69
3 Feb 2023
Entry
Z
NASDAQ · Zillow Group Inc Class C
46.15
Trend inclusion
-
4 signals
MA 70.80 · ROC 4.31% · RS 16.42
27 Jan 2023
Entry
AMBA
NASDAQ · Ambarella Inc
89.70
Trend inclusion
-
4 signals
MA 52.53 · ROC 3.09% · RS 12.69
27 Jan 2023
Entry
BLKB
NASDAQ · Blackbaud Inc
61.78
Trend inclusion
-
4 signals
MA 72.26 · ROC 0.81% · RS 8.83
27 Jan 2023
Entry
CDE
NYSE · Coeur Mining Inc
3.96
Trend inclusion
-
6 signals
MA 41.14 · ROC 1.59% · RS 5.98
27 Jan 2023
Entry
COO
NASDAQ · The Cooper Companies, Inc
86.11
Trend inclusion
-
4 signals
MA 96.18 · ROC 1.15% · RS 4.90
27 Jan 2023
Entry
CTMX
NASDAQ · CytomX Therapeutics Inc
2.77
Trend inclusion
-
4 signals
MA 90.45 · ROC 7.46% · RS 39.29
27 Jan 2023
Entry
CZR
NASDAQ · Caesars Entertainment Corporation
52.41
Trend inclusion
-
8 signals
MA 13.49 · ROC 1.85% · RS 1.95
27 Jan 2023
Entry
DAO
NYSE · Youdao Inc
7.91
Trend inclusion
-
4 signals
MA 96.65 · ROC 7.24% · RS 29.60
27 Jan 2023
Entry
DRD
NYSE · DRDGOLD Limited ADR
7.26
Trend inclusion
-
7 signals
MA 87.59 · ROC 5.46% · RS 17.16
27 Jan 2023
Entry
FBIN
NYSE · Fortune Brands Innovations Inc.
59.60
Trend inclusion
-
4 signals
MA 87.13 · ROC 2.42% · RS 7.15
27 Jan 2023
Entry
GOTU
NYSE · Gaotu Techedu Inc DRC
4.07
Trend inclusion
-
4 signals
MA 98.02 · ROC 15.39% · RS 122.49
27 Jan 2023
Entry
GTES
NYSE · Gates Industrial Corporation plc
13.02
Trend inclusion
-
4 signals
MA 64.23 · ROC 1.69% · RS 4.73
27 Jan 2023
Entry
IART
NASDAQ · Integra LifeSciences Holdings
58.23
Trend inclusion
-
4 signals
MA 59.14 · ROC 0.46% · RS 5.49
27 Jan 2023
Entry
IH
NYSE · Ihuman Inc
3.21
Trend inclusion
-
4 signals
MA 73.82 · ROC 8.04% · RS 55.16
27 Jan 2023
Entry
INVX
NYSE · Innovex International, Inc
28.57
Trend inclusion
-
4 signals
MA 84.02 · ROC 1.40% · RS 5.45
27 Jan 2023
Entry
LDI
NYSE · Loandepot Inc
2.66
Trend inclusion
-
4 signals
MA 80.14 · ROC 4.75% · RS 14.53
27 Jan 2023
Entry
LILA
NASDAQ · Liberty Latin America Ltd
5.98
Trend inclusion
-
4 signals
MA 80.73 · ROC 1.87% · RS 17.75
27 Jan 2023
Entry
LILAK
NASDAQ · Liberty Latin America Ltd Class C
5.97
Trend inclusion
-
4 signals
MA 84.45 · ROC 1.98% · RS 17.78
27 Jan 2023
Entry
MASI
NASDAQ · Masimo Corporation
171.39
Trend inclusion
-
4 signals
MA 71.72 · ROC 2.67% · RS 18.88
27 Jan 2023
Entry
MGNI
NASDAQ · Magnite Inc
11.59
Trend inclusion
-
6 signals
MA 19.99 · ROC 0.81% · RS 18.45
27 Jan 2023
Entry
NVCR
NASDAQ · Novocure Ltd
90.90
Trend inclusion
-
4 signals
MA 65.85 · ROC 4.67% · RS 18.16
27 Jan 2023
Entry
OSPN
NASDAQ · OneSpan Inc
13.29
Trend inclusion
-
5 signals
MA 42.13 · ROC 0.95% · RS 15.70
27 Jan 2023
Entry
PBI
NYSE · Pitney Bowes Inc
3.73
Trend inclusion
-
4 signals
MA 81.04 · ROC 2.63% · RS 9.20
27 Jan 2023
Entry
PROF
NASDAQ · Profound Medical Corp
12.75
Trend inclusion
-
4 signals
MA 98.70 · ROC 9.01% · RS 69.67
27 Jan 2023
Entry
RH
NYSE · RH
310.65
Trend inclusion
-
4 signals
MA 45.82 · ROC 2.52% · RS 4.76