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
27 Jan 2023
Entry
RNXT
NASDAQ · RenovoRx Inc
2.65
Trend inclusion
-
4 signals
MA 89.04 · ROC 6.43% · RS 16.82
27 Jan 2023
Entry
SID
NYSE · Companhia Siderurgica Nacional ADR
2.83
Trend inclusion
-
4 signals
MA 73.55 · ROC 2.39% · RS 11.70
27 Jan 2023
Entry
SMMT
NASDAQ · Summit Therapeutics PLC
3.23
Trend inclusion
-
8 signals
MA 81.87 · ROC 29.04% · RS 76.82
27 Jan 2023
Entry
SY
NASDAQ · So-Young International Inc
2.41
Trend inclusion
-
4 signals
MA 90.17 · ROC 20.47% · RS 131.56
27 Jan 2023
Entry
TNC
NYSE · Tennant Company
64.18
Trend inclusion
-
4 signals
MA 61.78 · ROC 1.90% · RS 2.34
27 Jan 2023
Entry
UA
NYSE · Under Armour Inc C
10.71
Trend inclusion
-
4 signals
MA 90.62 · ROC 2.96% · RS 7.27
27 Jan 2023
Entry
VEON
NASDAQ · VEON Ltd
13.05
Trend inclusion
-
4 signals
MA 56.45 · ROC 1.81% · RS 0.08
20 Jan 2023
Entry
ALLE
NYSE · Allegion PLC
105.60
Trend inclusion
-
7 signals
MA 33.66 · ROC 1.06% · RS 6.53
20 Jan 2023
Entry
BLBD
NASDAQ · Blue Bird Corp
15.36
Trend inclusion
-
4 signals
MA 57.41 · ROC 3.11% · RS 27.56
20 Jan 2023
Entry
BVN
NYSE · Compania de Minas Buenaventura SAA ADR
7.76
Trend inclusion
-
7 signals
MA 32.65 · ROC 0.43% · RS 7.98
20 Jan 2023
Entry
CMCO
NASDAQ · Columbus McKinnon Corporation
33.43
Trend inclusion
-
4 signals
MA 72.87 · ROC 1.28% · RS 10.37
20 Jan 2023
Entry
CPS
NYSE · Cooper Stnd
12.50
Trend inclusion
-
4 signals
MA 82.31 · ROC 12.01% · RS 55.02
20 Jan 2023
Entry
CTRN
NASDAQ · Citi Trends Inc
30.37
Trend inclusion
-
4 signals
MA 34.10 · ROC 2.08% · RS 17.74
20 Jan 2023
Entry
DOYU
NASDAQ · DouYu International Holdings
2.45
Trend inclusion
-
4 signals
MA 70.27 · ROC 4.45% · RS 28.97
20 Jan 2023
Entry
EEIQ
NASDAQ · Elite Education Group International Ltd
34.10
Trend inclusion
-
4 signals
MA 90.47 · ROC 4.39% · RS 25.37
20 Jan 2023
Entry
ELTK
NASDAQ · Eltek Ltd
4.30
Trend inclusion
-
4 signals
MA 41.44 · ROC 1.62% · RS 23.30
20 Jan 2023
Entry
FOR
NYSE · Forestar Group Inc
16.60
Trend inclusion
-
4 signals
MA 75.35 · ROC 1.54% · RS 12.10
20 Jan 2023
Entry
FTK
NYSE · Flotek Industries Inc
8.46
Trend inclusion
-
6 signals
MA 11.85 · ROC 0.18% · RS 20.69
20 Jan 2023
Entry
HMY
NYSE · Harmony Gold Mining Company Limited
3.64
Trend inclusion
-
4 signals
MA 55.37 · ROC 1.60% · RS 10.49
20 Jan 2023
Entry
HURC
NASDAQ · Hurco Companies Inc
26.81
Trend inclusion
-
4 signals
MA 72.29 · ROC 0.82% · RS 10.93
20 Jan 2023
Entry
JHG
NYSE · Janus Henderson Group PLC
22.55
Trend inclusion
-
4 signals
MA 26.96 · ROC 0.40% · RS 0.51
20 Jan 2023
Entry
KMT
NYSE · Kennametal Inc
24.59
Trend inclusion
-
5 signals
MA 23.33 · ROC 0.64% · RS 6.97
20 Jan 2023
Entry
MHLA
NYSE · Maiden Holdings, Ltd. 6.625 NT 2046
12.29
Trend inclusion
-
4 signals
MA 68.79 · ROC 0.47% · RS 0.49
20 Jan 2023
Entry
MKTX
NASDAQ · MarketAxess Holdings Inc
318.84
Trend inclusion
-
4 signals
MA 92.66 · ROC 2.18% · RS 26.86
20 Jan 2023
Entry
MMS
NYSE · Maximus Inc
68.58
Trend inclusion
-
7 signals
MA 70.35 · ROC 2.57% · RS 9.61
20 Jan 2023
Entry
MTRX
NASDAQ · Matrix Service Co
7.85
Trend inclusion
-
4 signals
MA 96.57 · ROC 4.49% · RS 40.73
20 Jan 2023
Entry
NDLS
NASDAQ · Noodles & Company
49.12
Trend inclusion
-
6 signals
MA 35.77 · ROC 0.61% · RS 14.08
20 Jan 2023
Entry
NEO
NASDAQ · NeoGenomics Inc
11.18
Trend inclusion
-
8 signals
MA 0.09 · ROC 2.71% · RS 6.30
20 Jan 2023
Entry
RELY
NASDAQ · Remitly Global Inc
12.21
Trend inclusion
-
4 signals
MA 41.34 · ROC 2.21% · RS 25.05
20 Jan 2023
Entry
RLX
NYSE · RLX Technology Inc
2.58
Trend inclusion
-
4 signals
MA 67.92 · ROC 2.92% · RS 38.76