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
9 Aug 2024
Exit
RIOT
NASDAQ · Riot Platforms, Inc.
8.06
20% entry drawdown
-23.38%
Entry 21 Apr 2023
10.52
9 Aug 2024
Exit
RLJ
NYSE · RLJ Lodging Trust
7.94
20% entry drawdown
-20.64%
Entry 5 Jan 2024
10.01
9 Aug 2024
Exit
RLMD
NASDAQ · Relmada Therapeutics Inc
2.30
20% entry drawdown
-36.64%
Entry 26 Jan 2024
3.63
9 Aug 2024
Entry
SITM
NASDAQ · Sitime Corporation
126.70
Trend inclusion
-
6 signals
MA 29.03 · ROC 1.67% · RS 2.87
9 Aug 2024
Exit
SOPH
NASDAQ · Sophia Genetics SA
3.24
20% entry drawdown
-33.88%
Entry 26 Jan 2024
4.90
9 Aug 2024
Entry
TBRG
NASDAQ · TruBridge Inc.
12.57
Trend inclusion
-
4 signals
MA 75.99 · ROC 1.37% · RS 0.54
9 Aug 2024
Entry
TRUP
NASDAQ · Trupanion Inc
38.30
Trend inclusion
-
4 signals
MA 70.92 · ROC 2.82% · RS 27.18
9 Aug 2024
Exit
UROY
NASDAQ · Uranium Royalty Corp
2.07
20% entry drawdown
-21.59%
Entry 27 Oct 2023
2.64
9 Aug 2024
Entry
VIOT
NASDAQ · Viomi Technology ADR
0.96
Trend inclusion
-
4 signals
MA 49.62 · ROC 0.77% · RS 15.02
9 Aug 2024
Exit
WRBY
NYSE · Warby Parker Inc
13.16
20% entry drawdown
-25.69%
Entry 31 May 2024
17.71
2 Aug 2024
Entry
ACB
NASDAQ · Aurora Cannabis Inc
5.90
Trend inclusion
-
4 signals
MA 15.60 · ROC 2.91% · RS 3.67
2 Aug 2024
Exit
AENT
NASDAQ · Alliance Entertainment Holding Corporation Class A Common Stock
1.63
20% entry drawdown
-23.83%
Entry 19 Apr 2024
2.14
2 Aug 2024
Exit
AG
NYSE · First Majestic Silver Corp
5.03
20% entry drawdown
-28.09%
Entry 26 Apr 2024
7.00
2 Aug 2024
Entry
AIOS
NASDAQ · AIOS Tech Inc.
230.20
Trend inclusion
-
4 signals
MA 83.62 · ROC 17.27% · RS 142.26
2 Aug 2024
Entry
ALHC
NASDAQ · Alignment Healthcare LLC
8.94
Trend inclusion
-
4 signals
MA 92.10 · ROC 1.82% · RS 20.10
2 Aug 2024
Exit
ALK
NYSE · Alaska Air Group Inc
34.53
20% entry drawdown
-23.28%
Entry 19 Apr 2024
45.01
2 Aug 2024
Exit
AMT
NYSE · American Tower Corp
218.77
Reversal Risk Warning
10.58%
Entry 29 Dec 2023
197.84
2 Aug 2024
Entry
ANNX
NASDAQ · Annexon Inc
5.97
Trend inclusion
-
4 signals
MA 34.06 · ROC 5.25% · RS 34.06
2 Aug 2024
Exit
CIIT
NASDAQ · Tianci International, Inc. Common Stock
37.66
Reversal Risk Warning
389.09%
Entry 22 Mar 2024
7.70
2 Aug 2024
Exit
COCP
NASDAQ · Cocrystal Pharma Inc
1.83
20% entry drawdown
-31.20%
Entry 21 Jun 2024
2.66
2 Aug 2024
Entry
CYH
NYSE · Community Health Systems Inc
4.99
Trend inclusion
-
4 signals
MA 60.16 · ROC 4.88% · RS 38.68
2 Aug 2024
Exit
ECVT
NYSE · Ecovyst Inc
6.69
20% entry drawdown
-35.24%
Entry 24 Feb 2023
10.33
2 Aug 2024
Entry
ENTA
NASDAQ · Enanta Pharmaceuticals Inc
13.90
Trend inclusion
-
4 signals
MA 43.67 · ROC 5.05% · RS 2.52
2 Aug 2024
Entry
EOSE
NASDAQ · Eos Energy Enterprises Inc
1.83
Trend inclusion
-
4 signals
MA 95.66 · ROC 12.09% · RS 14.35
2 Aug 2024
Entry
ES
NYSE · Eversource Energy
61.20
Trend inclusion
-
4 signals
MA 74.21 · ROC 0.70% · RS 4.52
2 Aug 2024
Entry
INO
NASDAQ · Inovio Pharmaceuticals Inc
9.49
Trend inclusion
-
4 signals
MA 12.97 · ROC 6.35% · RS 14.57
2 Aug 2024
Entry
LC
NYSE · LendingClub Corp
10.64
Trend inclusion
-
4 signals
MA 52.79 · ROC 2.83% · RS 24.24
2 Aug 2024
Exit
LIVN
NASDAQ · LivaNova PLC
46.98
20% entry drawdown
-24.35%
Entry 10 May 2024
62.10
2 Aug 2024
Entry
MCHX
NASDAQ · Marchex Inc
1.89
Trend inclusion
-
7 signals
MA 59.34 · ROC 2.17% · RS 20.47
2 Aug 2024
Exit
MMLP
NASDAQ · Martin Midstream Partners LP
3.79
Reversal Risk Warning
28.43%
Entry 10 May 2024
2.95