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
6 Jan 2023
Entry
SAP
NYSE · SAP SE ADR
103.32
Trend inclusion
-
7 signals
MA 28.98 · ROC 0.99% · RS 12.53
6 Jan 2023
Entry
SGHT
NASDAQ · Sight Sciences Inc
13.35
Trend inclusion
-
5 signals
MA 90.04 · ROC 5.54% · RS 46.13
6 Jan 2023
Entry
SPNT
NYSE · Siriuspoint Ltd
6.14
Trend inclusion
-
7 signals
MA 34.35 · ROC 1.22% · RS 6.19
6 Jan 2023
Entry
STG
NYSE · Sunlands Technology Group
9.46
Trend inclusion
-
4 signals
MA 94.46 · ROC 9.62% · RS 103.33
6 Jan 2023
Entry
TACT
NASDAQ · TransAct Technologies Incorporated
6.25
Trend inclusion
-
7 signals
MA 68.46 · ROC 5.54% · RS 22.80
6 Jan 2023
Entry
TCMD
NASDAQ · Tactile Systems Technology Inc
12.79
Trend inclusion
-
5 signals
MA 88.61 · ROC 4.47% · RS 28.04
6 Jan 2023
Entry
TLYS
NYSE · Tillys Inc
8.93
Trend inclusion
-
8 signals
MA 12.83 · ROC 1.49% · RS 2.87
6 Jan 2023
Entry
TME
NYSE · Tencent Music Entertainment Group
8.33
Trend inclusion
-
7 signals
MA 98.89 · ROC 11.60% · RS 77.44
6 Jan 2023
Entry
TNGX
NASDAQ · Tango Therapeutics Inc
7.77
Trend inclusion
-
8 signals
MA 27.37 · ROC 4.49% · RS 36.99
6 Jan 2023
Entry
UCL
NASDAQ · Ucloudlink Group Inc
3.64
Trend inclusion
-
8 signals
MA 86.61 · ROC 29.04% · RS 162.95
6 Jan 2023
Entry
UCTT
NASDAQ · Ultra Clean Holdings Inc
35.70
Trend inclusion
-
5 signals
MA 12.19 · ROC 0.86% · RS 16.20
6 Jan 2023
Entry
VCYT
NASDAQ · Veracyte Inc
22.39
Trend inclusion
-
8 signals
MA 14.77 · ROC 4.20% · RS 9.66
6 Jan 2023
Entry
VIPS
NYSE · Vipshop Holdings Limited
13.90
Trend inclusion
-
4 signals
MA 97.03 · ROC 6.26% · RS 66.18
6 Jan 2023
Entry
WDAY
NASDAQ · Workday Inc
161.14
Trend inclusion
-
5 signals
MA 52.76 · ROC 0.69% · RS 2.33
6 Jan 2023
Entry
WK
NYSE · Workiva Inc
82.10
Trend inclusion
-
7 signals
MA 49.09 · ROC 2.35% · RS 2.35
6 Jan 2023
Entry
XNET
NASDAQ · Xunlei Ltd Adr
2.05
Trend inclusion
-
6 signals
MA 54.15 · ROC 6.22% · RS 47.11
6 Jan 2023
Entry
XPO
NYSE · XPO Logistics Inc
35.99
Trend inclusion
-
8 signals
MA 14.21 · ROC 1.76% · RS 9.07
6 Jan 2023
Entry
YEXT
NYSE · Yext Inc
6.21
Trend inclusion
-
6 signals
MA 88.36 · ROC 3.13% · RS 13.08
6 Jan 2023
Entry
YHGJ
NASDAQ · Yunhong Green CTI Ltd.
12.20
Trend inclusion
-
4 signals
MA 83.81 · ROC 5.62% · RS 60.24
6 Jan 2023
Entry
YOU
NYSE · Clear Secure Inc
24.49
Trend inclusion
-
7 signals
MA 11.05 · ROC 0.54% · RS 10.50
6 Jan 2023
Entry
ZBH
NYSE · Zimmer Biomet Holdings Inc
121.83
Trend inclusion
-
6 signals
MA 91.08 · ROC 1.10% · RS 12.69