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
27 Dec 2024
Entry
SRZN
NASDAQ · Surrozen Inc
13.90
Trend inclusion
-
5 signals
MA 30.84 · ROC 0.96% · RS 19.03
27 Dec 2024
Exit
TKNO
NASDAQ · Alpha Teknova Inc
8.73
Reversal Risk Warning
98.41%
Entry 13 Sep 2024
4.40
27 Dec 2024
Entry
VYNE
NASDAQ · Vyne Therapeutics Inc
3.17
Trend inclusion
-
6 signals
MA 34.76 · ROC 0.52% · RS 22.61
20 Dec 2024
Exit
CNTX
NASDAQ · Context Therapeutics Inc
1.02
20% entry drawdown
-26.09%
Entry 29 Mar 2024
1.38
20 Dec 2024
Exit
CNTY
NASDAQ · Century Casinos Inc
3.45
20% entry drawdown
-21.59%
Entry 29 Nov 2024
4.40
20 Dec 2024
Exit
CSTM
NYSE · Constellium Nv
10.31
20% entry drawdown
-25.24%
Entry 17 Mar 2023
13.79
20 Dec 2024
Entry
DUKR
NASDAQ · DUKE Robotics Corp. Common Stock
3.25
Trend inclusion
-
6 signals
MA 93.92 · ROC 14.70% · RS 36.54
20 Dec 2024
Exit
EAF
NYSE · GrafTech International Ltd
15.80
20% entry drawdown
-23.30%
Entry 6 Dec 2024
20.60
20 Dec 2024
Exit
ELAN
NYSE · Elanco Animal Health
11.63
20% entry drawdown
-20.72%
Entry 22 Dec 2023
14.67
20 Dec 2024
Entry
GLUE
NASDAQ · Monte Rosa Therapeutics Inc
6.93
Trend inclusion
-
8 signals
MA 62.59 · ROC 9.03% · RS 6.42
20 Dec 2024
Entry
GRRR
NASDAQ · Gorilla Technology Group Inc.
13.37
Trend inclusion
-
4 signals
MA 80.25 · ROC 11.23% · RS 125.04
20 Dec 2024
Exit
LGO
NASDAQ · Largo Resources Ltd
1.70
20% entry drawdown
-26.41%
Entry 1 Nov 2024
2.31
20 Dec 2024
Entry
MIST
NASDAQ · Milestone Pharmaceuticals Inc
1.80
Trend inclusion
-
6 signals
MA 75.12 · ROC 1.34% · RS 0.92
20 Dec 2024
Entry
MPAA
NASDAQ · Motorcar Parts of America Inc
7.91
Trend inclusion
-
6 signals
MA 91.57 · ROC 5.67% · RS 0.19
20 Dec 2024
Exit
ORGO
NASDAQ · Organogenesis Holdings Inc
3.05
20% entry drawdown
-20.98%
Entry 15 Nov 2024
3.86
20 Dec 2024
Entry
RICK
NASDAQ · RCI Hospitality Holdings Inc
55.95
Trend inclusion
-
4 signals
MA 45.97 · ROC 1.40% · RS 0.01
20 Dec 2024
Entry
SNBR
NASDAQ · Sleep Number Corp
16.32
Trend inclusion
-
4 signals
MA 64.33 · ROC 2.69% · RS 5.23
20 Dec 2024
Entry
ULCC
NASDAQ · Frontier Group Holdings Inc
6.75
Trend inclusion
-
6 signals
MA 38.09 · ROC 0.94% · RS 6.21
20 Dec 2024
Entry
UPLD
NASDAQ · Upland Software Inc
43.30
Trend inclusion
-
4 signals
MA 95.00 · ROC 7.30% · RS 30.73
20 Dec 2024
Entry
XNCR
NASDAQ · Xencor Inc
24.13
Trend inclusion
-
4 signals
MA 81.13 · ROC 0.95% · RS 0.98
13 Dec 2024
Entry
ATOM
NASDAQ · Atomera Inc
7.48
Trend inclusion
-
4 signals
MA 93.54 · ROC 7.61% · RS 28.68
13 Dec 2024
Exit
BTCT
NASDAQ · BTC Digital Ltd.
6.38
20% entry drawdown
-39.24%
Entry 6 Dec 2024
10.50
13 Dec 2024
Exit
CDXS
NASDAQ · Codexis Inc
5.53
Reversal Risk Warning
20.74%
Entry 29 Nov 2024
4.58
13 Dec 2024
Entry
CISO
NASDAQ · Cerberus Cyber Sentinel Corp
1.60
Trend inclusion
-
4 signals
MA 92.36 · ROC 7.63% · RS 32.95
13 Dec 2024
Exit
CNDT
NASDAQ · Conduent Inc
4.21
Reversal Risk Warning
7.40%
Entry 13 Sep 2024
3.92
13 Dec 2024
Exit
CRNT
NASDAQ · Ceragon Networks Ltd
4.79
Reversal Risk Warning
97.12%
Entry 2 Feb 2024
2.43
13 Dec 2024
Exit
FHTX
NASDAQ · Foghorn Therapeutics Inc
5.30
20% entry drawdown
-32.31%
Entry 4 Oct 2024
7.83
13 Dec 2024
Exit
IONR
NASDAQ · ioneer Ltd American Depositary Shares
4.34
20% entry drawdown
-24.31%
Entry 8 Nov 2024
5.74
13 Dec 2024
Entry
LFCR
NASDAQ · Lifecore Biomedical Inc.
7.61
Trend inclusion
-
4 signals
MA 97.49 · ROC 2.63% · RS 6.52
13 Dec 2024
Exit
NIU
NASDAQ · Niu Technologies
1.84
20% entry drawdown
-20.35%
Entry 1 Nov 2024
2.31