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
13 Sep 2024
Entry
MKTX
NASDAQ · MarketAxess Holdings Inc
249.83
Trend inclusion
-
4 signals
MA 90.66 · ROC 0.93% · RS 0.95
13 Sep 2024
Exit
PRLD
NASDAQ · Prelude Therapeutics Inc
2.77
20% entry drawdown
-46.83%
Entry 16 Aug 2024
5.21
13 Sep 2024
Entry
PYPL
NASDAQ · PayPal Holdings Inc
69.48
Trend inclusion
-
4 signals
MA 72.16 · ROC 2.19% · RS 2.11
13 Sep 2024
Entry
RMAX
NYSE · Re Max Holding
12.91
Trend inclusion
-
4 signals
MA 97.79 · ROC 1.99% · RS 14.24
13 Sep 2024
Exit
SMMT
NASDAQ · Summit Therapeutics PLC
31.93
Reversal Risk Warning
1152.16%
Entry 5 Jan 2024
2.55
13 Sep 2024
Exit
STC
NYSE · Stewart Information Services Corp
71.66
Reversal Risk Warning
62.42%
Entry 1 Dec 2023
44.12
13 Sep 2024
Entry
TG
NYSE · Tredegar Corporation
6.42
Trend inclusion
-
4 signals
MA 62.13 · ROC 3.43% · RS 6.52
13 Sep 2024
Entry
TKNO
NASDAQ · Alpha Teknova Inc
4.40
Trend inclusion
-
4 signals
MA 91.92 · ROC 7.46% · RS 44.84
13 Sep 2024
Entry
UPST
NASDAQ · Upstart Holdings Inc
38.03
Trend inclusion
-
4 signals
MA 64.09 · ROC 3.99% · RS 17.60
13 Sep 2024
Entry
VFC
NYSE · VF Corporation
18.01
Trend inclusion
-
4 signals
MA 89.68 · ROC 1.52% · RS 5.62
6 Sep 2024
Exit
AA
NYSE · Alcoa Corp
28.01
20% entry drawdown
-21.38%
Entry 5 Apr 2024
35.63
6 Sep 2024
Entry
ATLN
NASDAQ · Atlantic International Corp. Common Stock
6.35
Trend inclusion
-
8 signals
MA 73.64 · ROC 6.92% · RS 1.73
6 Sep 2024
Entry
BCBP
NASDAQ · BCB Bancorp Inc
10.61
Trend inclusion
-
4 signals
MA 62.86 · ROC 0.58% · RS 2.26
6 Sep 2024
Entry
BIP
NYSE · Brookfield Infrastructure Partners LP
27.94
Trend inclusion
-
4 signals
MA 70.55 · ROC 0.80% · RS 0.17
6 Sep 2024
Entry
BWB
NASDAQ · Bridgewater Bancshares Inc
13.60
Trend inclusion
-
5 signals
MA 64.24 · ROC 1.10% · RS 10.14
6 Sep 2024
Entry
CCI
NYSE · Crown Castle
104.87
Trend inclusion
-
4 signals
MA 79.20 · ROC 0.98% · RS 4.35
6 Sep 2024
Entry
CERS
NASDAQ · Cerus Corporation
2.02
Trend inclusion
-
4 signals
MA 41.07 · ROC 1.57% · RS 2.28
6 Sep 2024
Entry
CIA
NYSE · Citizens Inc
3.13
Trend inclusion
-
8 signals
MA 65.20 · ROC 0.98% · RS 2.90
6 Sep 2024
Entry
CIM
NYSE · Chimera Investment Corporation
12.69
Trend inclusion
-
6 signals
MA 84.61 · ROC 1.51% · RS 2.77
6 Sep 2024
Entry
CIVB
NASDAQ · Civista Bancshares Inc
15.69
Trend inclusion
-
5 signals
MA 28.06 · ROC 0.29% · RS 0.94
6 Sep 2024
Exit
CLX
NYSE · The Clorox Company
153.83
Reversal Risk Warning
20.82%
Entry 6 Jan 2023
127.32
6 Sep 2024
Entry
CODX
NASDAQ · Co-Diagnostics, Inc. Common Stock
40.20
Trend inclusion
-
4 signals
MA 61.89 · ROC 2.80% · RS 4.50
6 Sep 2024
Entry
COLB
NASDAQ · Columbia Banking System Inc
21.56
Trend inclusion
-
7 signals
MA 68.62 · ROC 3.11% · RS 9.12
6 Sep 2024
Exit
CYH
NYSE · Community Health Systems Inc
5.70
Reversal Risk Warning
14.23%
Entry 2 Aug 2024
4.99
6 Sep 2024
Entry
DCOM
NYSE · Dime Community Bancshares, Inc.
23.47
Trend inclusion
-
6 signals
MA 76.74 · ROC 2.06% · RS 9.96
6 Sep 2024
Entry
EBMT
NASDAQ · Eagle Bancorp Montana Inc
14.24
Trend inclusion
-
5 signals
MA 62.91 · ROC 0.71% · RS 9.64
6 Sep 2024
Exit
GH
NASDAQ · Guardant Health Inc
23.73
20% entry drawdown
-22.83%
Entry 19 Jul 2024
30.75
6 Sep 2024
Exit
GHRS
NASDAQ · GH Research PLC
8.23
20% entry drawdown
-29.54%
Entry 3 May 2024
11.68
6 Sep 2024
Entry
GNL
NYSE · Global Net Lease, Inc.
7.24
Trend inclusion
-
6 signals
MA 65.38 · ROC 1.15% · RS 3.41
6 Sep 2024
Exit
GPRK
NYSE · GeoPark Ltd
7.18
20% entry drawdown
-25.63%
Entry 21 Jun 2024
9.65