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
437.28
Total Return
337.28%
CAGR
52.30%
Annualized from first index week
Edge vs Market
+29.85%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.23
Sortino 3.79
Current Holdings
283
Transactions
4969
Avg 1416.8/yr ·
118.1/mo ·
27.2/wk
Exit Mix
2343
Stop 57.3% ·
Warning 42.6%
· Other 0.1%
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
AMCX
NASDAQ · AMC Networks Inc
9.92
4 signals · MA 47.92 · ROC 1.23% · RS 4.42
BFRI
NASDAQ · Biofrontera Inc
1.10
4 signals · MA 27.02 · ROC 3.25% · RS 2.20
FIVN
NASDAQ · Five9 Inc
25.42
6 signals · MA 41.93 · ROC 1.63% · RS 2.87
HPP
NYSE · Hudson Pacific Properties Inc
15.18
4 signals · MA 83.69 · ROC 3.64% · RS 4.60
IFBD
NASDAQ · Infobird Co Ltd
1.21
4 signals · MA 0.63 · ROC 1.78% · RS 2.44
S
NYSE · SentinelOne Inc
17.88
6 signals · MA 36.82 · ROC 1.09% · RS 1.09
STFS
NASDAQ · Star Fashion Culture Holdings Limited
18.29
8 signals · MA 81.90 · ROC 18.63% · RS 12.34
SXC
NYSE · SunCoke Energy Inc
8.22
7 signals · MA 32.21 · ROC 3.23% · RS 1.72
Positions Out
Closed at weekly close
ACDC
NASDAQ · ProFrac Holding Corp.
4.92
20% entry drawdown · -23.36%
AMR
NYSE · Alpha Metallurgical Resources Inc
146.69
20% entry drawdown · -23.81%
IPWR
NASDAQ · Ideal Power Inc
4.57
20% entry drawdown · -25.08%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 89.47%
LAND
NASDAQ · Gladstone Land Corporation
8.56
20% entry drawdown · -20.43%
LESL
NASDAQ · Leslies Inc
6.24
20% entry drawdown · -34.93%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
TROX
NYSE · Tronox Holdings PLC
6.14
20% entry drawdown · -20.79%
UNCY
NASDAQ · Unicycive Therapeutics Inc
5.21
20% entry drawdown · -22.12%
XWEL
NASDAQ · XWELL Inc.
0.95
20% entry drawdown · -25.57%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signals
Activity
ROC
RS
WAFU
NASDAQ · Wah Fu Education Group Ltd
17 Oct 20251.88
1.56
-17.02%
4
77.42
0.81%
1.04
WATT
NASDAQ · Energous Corporation
20 Mar 202618.04
17.99
-0.28%
4
97.98
7.58%
104.56
WEST
NASDAQ · Westrock Coffee Company
5 Jun 20267.54
7.43
-1.46%
8
89.01
10.08%
20.93
WSC
NASDAQ · Willscot Mobile Mini Holdings Corp A
5 Jun 202626.21
26.24
0.11%
5
85.43
2.98%
0.21
WYHG
NASDAQ · Wing Yip Food Holdings Group Limited American Depositary Shares
3 Jul 20264.51
4.17
-7.54%
4
83.26
5.14%
9.36
XFOR
NASDAQ · X4 Pharmaceuticals Inc
10 Apr 20264.10
4.41
7.56%
4
42.28
2.04%
12.07
XIFR
NYSE · XPLR Infrastructure LP Unit
8 May 202611.73
12.15
3.58%
8
34.34
0.51%
6.37
XPEL
NASDAQ · Xpel Inc
28 Nov 202546.48
44.49
-4.28%
4
54.51
5.76%
11.23
XPER
NYSE · Xperi Corp
29 May 20267.95
7.79
-2.01%
4
96.62
2.84%
7.56
XPRO
NYSE · Expro Group Holdings NV
17 Oct 202512.44
15.46
24.28%
6
59.92
2.10%
1.09
ZD
NASDAQ · Ziff Davis Inc
17 Apr 202647.55
52.18
9.74%
4
91.45
2.32%
20.55
ZGN
NYSE · Ermenegildo Zegna NV
19 Sep 20259.50
13.44
41.47%
4
41.96
0.31%
3.15
ZNTL
NASDAQ · Zentalis Pharmaceuticals Llc
30 Jan 20262.43
4.88
100.82%
4
93.40
15.91%
32.39
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
14 Mar 2025
Exit
ASMB
NASDAQ · Assembly Biosciences Inc
10.86
20% entry drawdown
-21.13%
Entry 5 Apr 2024
13.77
14 Mar 2025
Exit
BKSY
NYSE · Blacksky Technology Inc
9.08
20% entry drawdown
-23.50%
Entry 3 Jan 2025
11.87
14 Mar 2025
Exit
BTBD
NASDAQ · Bt Brands Inc
1.48
20% entry drawdown
-20.22%
Entry 31 Jan 2025
1.86
14 Mar 2025
Exit
CPSH
NASDAQ · Cps Technologies
1.52
20% entry drawdown
-20.83%
Entry 14 Feb 2025
1.92
14 Mar 2025
Exit
DHX
NYSE · DHI Group Inc
1.55
20% entry drawdown
-40.84%
Entry 21 Feb 2025
2.62
14 Mar 2025
Exit
DOYU
NASDAQ · DouYu International Holdings
8.79
Reversal Risk Warning
481.88%
Entry 28 Jun 2024
1.51
14 Mar 2025
Entry
EFOI
NASDAQ · Energy Focu
2.11
Trend inclusion
-
4 signals
MA 92.00 · ROC 8.60% · RS 43.34
14 Mar 2025
Exit
EGHT
NASDAQ · 8x8 Inc Common Stock
2.14
20% entry drawdown
-24.65%
Entry 24 Jan 2025
2.84
14 Mar 2025
Entry
FET
NYSE · Forum Energy Technologies Inc
19.06
Trend inclusion
-
5 signals
MA 31.69 · ROC 1.40% · RS 10.37
14 Mar 2025
Entry
FLG
NYSE · Flagstar Financial, Inc.
11.81
Trend inclusion
-
4 signals
MA 52.26 · ROC 1.89% · RS 11.94
14 Mar 2025
Entry
GEG
NASDAQ · Great Elm Group Inc
1.91
Trend inclusion
-
4 signals
MA 44.94 · ROC 0.75% · RS 4.13
14 Mar 2025
Exit
IHRT
NASDAQ · iHeartMedia Inc Class A
1.61
20% entry drawdown
-27.15%
Entry 15 Nov 2024
2.21
14 Mar 2025
Exit
INSE
NASDAQ · Inspired Entertainment Inc
8.37
20% entry drawdown
-22.36%
Entry 28 Feb 2025
10.78
14 Mar 2025
Exit
MATW
NASDAQ · Matthews International Corporation
21.42
20% entry drawdown
-23.28%
Entry 10 Jan 2025
27.91
14 Mar 2025
Entry
NTR
NYSE · Nutrien Ltd
48.52
Trend inclusion
-
8 signals
MA 24.66 · ROC 1.36% · RS 1.66
14 Mar 2025
Entry
OKYO
NASDAQ · OKYO Pharma Ltd ADR
1.51
Trend inclusion
-
5 signals
MA 69.40 · ROC 3.18% · RS 23.78
14 Mar 2025
Exit
OMCL
NASDAQ · Omnicell Inc
33.00
20% entry drawdown
-25.81%
Entry 30 Aug 2024
44.48
14 Mar 2025
Entry
OWLT
NYSE · Owlet Inc
4.49
Trend inclusion
-
4 signals
MA 8.32 · ROC 0.91% · RS 0.26
14 Mar 2025
Exit
PENN
NASDAQ · Penn National Gaming Inc
17.09
20% entry drawdown
-24.81%
Entry 14 Feb 2025
22.73
14 Mar 2025
Exit
RICK
NASDAQ · RCI Hospitality Holdings Inc
44.72
20% entry drawdown
-20.07%
Entry 20 Dec 2024
55.95
14 Mar 2025
Entry
SDGR
NASDAQ · Schrodinger Inc
22.90
Trend inclusion
-
7 signals
MA 21.91 · ROC 1.23% · RS 6.78
14 Mar 2025
Entry
SOGP
NASDAQ · Sound Group Inc.
2.02
Trend inclusion
-
6 signals
MA 31.34 · ROC 1.84% · RS 2.56
14 Mar 2025
Entry
SQM
NYSE · Sociedad Quimica y Minera de Chile SA ADR B
42.51
Trend inclusion
-
6 signals
MA 17.19 · ROC 1.39% · RS 3.95
14 Mar 2025
Exit
TOI
NASDAQ · Oncology Institute Inc
0.65
20% entry drawdown
-26.62%
Entry 21 Feb 2025
0.89
14 Mar 2025
Entry
VHC
NASDAQ · VirnetX Holding Corp Common Stock
8.10
Trend inclusion
-
7 signals
MA 36.81 · ROC 4.13% · RS 26.70
14 Mar 2025
Exit
VUZI
NASDAQ · Vuzix Corp Cmn Stk
2.36
20% entry drawdown
-30.79%
Entry 10 Jan 2025
3.41
14 Mar 2025
Exit
XPEV
NYSE · Xpeng Inc
23.73
Reversal Risk Warning
105.99%
Entry 1 Nov 2024
11.52
14 Mar 2025
Exit
XPOF
NYSE · Xponential Fitness Inc
7.46
20% entry drawdown
-51.05%
Entry 29 Nov 2024
15.24
7 Mar 2025
Entry
ADAM
NASDAQ · New York Mortgage Trust, Inc.
4.65
Trend inclusion
-
4 signals
MA 76.54 · ROC 1.39% · RS 14.60
7 Mar 2025
Exit
AEVA
NASDAQ · Aeva Technologies, Inc. Common Stock
3.13
20% entry drawdown
-26.35%
Entry 22 Nov 2024
4.25