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
7 Mar 2025
Entry
PTLO
NASDAQ · Portillo's Inc
13.93
Trend inclusion
-
4 signals
MA 62.54 · ROC 4.94% · RS 16.52
7 Mar 2025
Exit
REE
NASDAQ · Ree Automotive Holding Inc
5.96
20% entry drawdown
-27.89%
Entry 25 Oct 2024
8.27
7 Mar 2025
Entry
SABR
NASDAQ · Sabre Corpo
3.89
Trend inclusion
-
4 signals
MA 70.88 · ROC 3.21% · RS 18.40
7 Mar 2025
Exit
SEER
NASDAQ · Seer Inc
1.96
20% entry drawdown
-20.65%
Entry 29 Nov 2024
2.47
7 Mar 2025
Entry
SIBN
NASDAQ · Si-Bone Inc
16.06
Trend inclusion
-
4 signals
MA 58.14 · ROC 1.58% · RS 6.27
7 Mar 2025
Exit
SNBR
NASDAQ · Sleep Number Corp
7.57
20% entry drawdown
-53.62%
Entry 20 Dec 2024
16.32
7 Mar 2025
Exit
TW
NASDAQ · Tradeweb Markets Inc
132.51
Reversal Risk Warning
96.28%
Entry 10 Mar 2023
67.51
7 Mar 2025
Exit
USIO
NASDAQ · Usio Inc
1.43
20% entry drawdown
-23.94%
Entry 31 Jan 2025
1.88
7 Mar 2025
Exit
VSCO
NYSE · Victoria's Secret & Co
19.05
20% entry drawdown
-26.87%
Entry 11 Oct 2024
26.05
7 Mar 2025
Entry
ZH
NYSE · Zhihu Inc ADR
5.70
Trend inclusion
-
4 signals
MA 62.13 · ROC 8.30% · RS 48.36
28 Feb 2025
Exit
AISP
NASDAQ · Airship AI Holdings Inc
4.24
20% entry drawdown
-26.77%
Entry 7 Feb 2025
5.79
28 Feb 2025
Entry
ALOY
NASDAQ · REalloys Inc.
3.12
Trend inclusion
-
4 signals
MA 77.79 · ROC 4.00% · RS 10.08
28 Feb 2025
Exit
ARBE
NASDAQ · Arbe Robotics Ltd
1.85
20% entry drawdown
-27.73%
Entry 31 Jan 2025
2.56
28 Feb 2025
Entry
ASLE
NASDAQ · AerSale Corp
7.00
Trend inclusion
-
7 signals
MA 67.42 · ROC 0.28% · RS 2.90
28 Feb 2025
Exit
ATAI
NASDAQ · ATAI Life Sciences BV
1.72
20% entry drawdown
-21.10%
Entry 7 Feb 2025
2.18
28 Feb 2025
Exit
BAOS
NASDAQ · Baosheng Media Group Holdings Ltd
2.58
20% entry drawdown
-22.99%
Entry 24 Jan 2025
3.35
28 Feb 2025
Exit
CBRL
NASDAQ · Cracker Barrel Old Country Store
43.86
20% entry drawdown
-21.35%
Entry 10 Jan 2025
55.76
28 Feb 2025
Exit
CRGO
NASDAQ · Freightos Limited Ordinary shares
2.85
20% entry drawdown
-28.75%
Entry 31 Jan 2025
4.00
28 Feb 2025
Exit
CTEV
NYSE · Claritev Corporation
20.99
20% entry drawdown
-28.31%
Entry 21 Feb 2025
29.28
28 Feb 2025
Exit
DCGO
NASDAQ · DocGo Inc
3.09
20% entry drawdown
-27.29%
Entry 22 Nov 2024
4.25
28 Feb 2025
Exit
DDD
NYSE · 3D Systems Corporation
3.39
20% entry drawdown
-20.61%
Entry 7 Feb 2025
4.27
28 Feb 2025
Entry
GROV
NYSE · Grove Collaborative Holdings, Inc.
1.65
Trend inclusion
-
4 signals
MA 23.09 · ROC 1.05% · RS 1.20
28 Feb 2025
Exit
HURC
NASDAQ · Hurco Companies Inc
17.86
20% entry drawdown
-21.18%
Entry 22 Nov 2024
22.66
28 Feb 2025
Exit
IFRX
NASDAQ · InflaRx N.V.
1.39
20% entry drawdown
-28.72%
Entry 15 Nov 2024
1.95
28 Feb 2025
Entry
INSE
NASDAQ · Inspired Entertainment Inc
10.78
Trend inclusion
-
5 signals
MA 60.96 · ROC 2.85% · RS 9.37
28 Feb 2025
Entry
IPI
NYSE · Intrepid Potash Inc
26.09
Trend inclusion
-
6 signals
MA 14.92 · ROC 0.45% · RS 2.28
28 Feb 2025
Exit
LPSN
NASDAQ · LivePerson Inc
16.20
20% entry drawdown
-25.00%
Entry 31 Jan 2025
21.60
28 Feb 2025
Entry
NGVT
NYSE · Ingevity Corp
47.66
Trend inclusion
-
7 signals
MA 37.93 · ROC 0.43% · RS 1.63
28 Feb 2025
Exit
NRDY
NYSE · Nerdy Inc
1.52
20% entry drawdown
-22.05%
Entry 14 Feb 2025
1.95
28 Feb 2025
Exit
ONDS
NASDAQ · Ondas Holdings Inc.
0.98
20% entry drawdown
-29.69%
Entry 13 Dec 2024
1.40