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
3 Jan 2025
Entry
GH
NASDAQ · Guardant Health Inc
33.76
Trend inclusion
-
4 signals
MA 34.80 · ROC 2.88% · RS 19.71
3 Jan 2025
Entry
ICL
NYSE · ICL Israel Chemicals Ltd
4.87
Trend inclusion
-
4 signals
MA 66.09 · ROC 1.17% · RS 2.39
3 Jan 2025
Entry
JKS
NYSE · JinkoSolar Holding Company Limited
24.84
Trend inclusion
-
6 signals
MA 74.47 · ROC 0.56% · RS 4.19
3 Jan 2025
Entry
LANV
NYSE · Lanvin Group Holdings Limited
2.00
Trend inclusion
-
5 signals
MA 44.71 · ROC 3.61% · RS 2.36
3 Jan 2025
Exit
MESO
NASDAQ · Mesoblast Ltd
20.12
Reversal Risk Warning
222.44%
Entry 26 Apr 2024
6.24
3 Jan 2025
Exit
MTEX
NASDAQ · Mannatech Incorporated
14.73
Reversal Risk Warning
33.77%
Entry 6 Dec 2024
11.01
3 Jan 2025
Entry
NVCR
NASDAQ · Novocure Ltd
30.19
Trend inclusion
-
4 signals
MA 95.89 · ROC 6.49% · RS 49.89
3 Jan 2025
Entry
PERF
NYSE · Perfect Corp.
2.62
Trend inclusion
-
4 signals
MA 29.22 · ROC 2.46% · RS 8.16
3 Jan 2025
Entry
RNXT
NASDAQ · RenovoRx Inc
1.38
Trend inclusion
-
4 signals
MA 59.65 · ROC 1.17% · RS 0.43
3 Jan 2025
Exit
RYM
NASDAQ · RYTHM, Inc.
30.66
20% entry drawdown
-23.35%
Entry 13 Dec 2024
40.00
3 Jan 2025
Entry
SNTI
NASDAQ · Senti Biosciences Inc
4.30
Trend inclusion
-
4 signals
MA 8.03 · ROC 5.90% · RS 16.99
3 Jan 2025
Exit
UPLD
NASDAQ · Upland Software Inc
46.90
Reversal Risk Warning
8.31%
Entry 20 Dec 2024
43.30
3 Jan 2025
Entry
WKSP
NASDAQ · Worksport Ltd
9.64
Trend inclusion
-
4 signals
MA 65.73 · ROC 7.35% · RS 10.36
3 Jan 2025
Exit
YSG
NYSE · Yatsen Holding
3.51
20% entry drawdown
-26.42%
Entry 13 Dec 2024
4.77
27 Dec 2024
Entry
AMPX
NYSE · Amprius Technologies Inc.
2.36
Trend inclusion
-
5 signals
MA 36.12 · ROC 4.38% · RS 2.23
27 Dec 2024
Entry
ARQQ
NASDAQ · Arqit Quantum Inc.
42.69
Trend inclusion
-
4 signals
MA 97.34 · ROC 30.97% · RS 213.52
27 Dec 2024
Exit
BXSL
NYSE · Blackstone Secured Lending Fund
28.30
Reversal Risk Warning
63.02%
Entry 3 Feb 2023
17.36
27 Dec 2024
Exit
COOK
NYSE · Traeger Inc
120.00
20% entry drawdown
-21.31%
Entry 16 Aug 2024
152.50
27 Dec 2024
Exit
DOUG
NYSE · Douglas Elliman Inc
1.54
20% entry drawdown
-23.76%
Entry 1 Nov 2024
2.02
27 Dec 2024
Entry
DRTS
NASDAQ · Alpha Tau Medical Ltd
3.09
Trend inclusion
-
4 signals
MA 84.75 · ROC 2.58% · RS 4.39
27 Dec 2024
Exit
ERII
NASDAQ · Energy Recovery Inc
14.86
20% entry drawdown
-20.32%
Entry 11 Oct 2024
18.65
27 Dec 2024
Entry
FOSL
NASDAQ · Fossil Group Inc
1.89
Trend inclusion
-
4 signals
MA 86.72 · ROC 7.93% · RS 38.44
27 Dec 2024
Exit
GME
NYSE · GameStop Corp.
32.20
Reversal Risk Warning
34.56%
Entry 21 Jun 2024
23.93
27 Dec 2024
Exit
HIVE
NASDAQ · HIVE Digital Technologies Ltd
2.97
20% entry drawdown
-22.05%
Entry 18 Oct 2024
3.81
27 Dec 2024
Entry
KVHI
NASDAQ · KVH Industries Inc
5.55
Trend inclusion
-
5 signals
MA 79.17 · ROC 1.42% · RS 0.32
27 Dec 2024
Entry
MLAB
NASDAQ · Mesa Laboratories Inc
131.70
Trend inclusion
-
4 signals
MA 61.17 · ROC 2.12% · RS 6.30
27 Dec 2024
Entry
NOTV
NASDAQ · Inotiv Inc
4.75
Trend inclusion
-
5 signals
MA 98.22 · ROC 14.93% · RS 14.57
27 Dec 2024
Entry
OPRT
NASDAQ · Oportun Financial Corp
4.07
Trend inclusion
-
4 signals
MA 95.29 · ROC 1.26% · RS 11.88
27 Dec 2024
Exit
PDYN
NASDAQ · Palladyne AI Corp
11.77
Reversal Risk Warning
485.57%
Entry 1 Nov 2024
2.01
27 Dec 2024
Entry
SRFM
NYSE · Surf Air Mobility Inc.
5.61
Trend inclusion
-
4 signals
MA 83.18 · ROC 11.09% · RS 26.00