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
17 May 2024
Entry
AMST
NASDAQ · Amesite Operating Co
3.77
Trend inclusion
-
4 signals
MA 80.42 · ROC 5.61% · RS 16.33
17 May 2024
Exit
BSY
NASDAQ · Bentley Systems Inc
55.70
Reversal Risk Warning
60.32%
Entry 6 Jan 2023
34.74
17 May 2024
Exit
CADL
NASDAQ · Candel Therapeutics Inc
11.50
Reversal Risk Warning
568.60%
Entry 16 Feb 2024
1.72
17 May 2024
Entry
ELTX
NASDAQ · Elicio Therapeutics Inc.
10.05
Trend inclusion
-
4 signals
MA 79.19 · ROC 4.77% · RS 8.54
17 May 2024
Entry
HYMC
NASDAQ · Hycroft Mining Holding Corporation
3.59
Trend inclusion
-
5 signals
MA 71.00 · ROC 2.87% · RS 6.38
17 May 2024
Exit
ICCM
NASDAQ · Icecure Medical
31.20
20% entry drawdown
-21.21%
Entry 23 Feb 2024
39.60
17 May 2024
Entry
IZEA
NASDAQ · IZEA Inc
2.78
Trend inclusion
-
4 signals
MA 67.96 · ROC 4.62% · RS 2.90
17 May 2024
Exit
MDIA
NASDAQ · Mediaco Holding Inc
1.38
20% entry drawdown
-20.23%
Entry 26 Apr 2024
1.73
17 May 2024
Exit
MNPR
NASDAQ · Monopar Therapeutics Inc
3.05
20% entry drawdown
-21.90%
Entry 12 Apr 2024
3.91
17 May 2024
Entry
MRVI
NASDAQ · Maravai Lifesciences Holdings Inc
11.32
Trend inclusion
-
6 signals
MA 78.92 · ROC 2.26% · RS 10.61
17 May 2024
Entry
NXXT
NASDAQ · NextNRG Inc.
6.55
Trend inclusion
-
4 signals
MA 35.62 · ROC 2.35% · RS 3.46
17 May 2024
Exit
OGN
NYSE · Organon & Co
20.51
Reversal Risk Warning
12.69%
Entry 3 May 2024
18.20
17 May 2024
Exit
ONT
NYSE · Onterris
47.99
Reversal Risk Warning
19.38%
Entry 19 Apr 2024
40.20
17 May 2024
Exit
OSS
NASDAQ · One Stop Systems Inc
2.41
20% entry drawdown
-25.62%
Entry 22 Mar 2024
3.24
17 May 2024
Exit
PIK
NASDAQ · Kidpik Corp.
3.24
20% entry drawdown
-22.67%
Entry 26 Apr 2024
4.19
17 May 2024
Exit
SEED
NASDAQ · Origin Agritech Ltd
5.95
Reversal Risk Warning
23.96%
Entry 10 May 2024
4.80
17 May 2024
Entry
SLS
NASDAQ · Sellas Life Sciences Group Inc
1.46
Trend inclusion
-
4 signals
MA 50.31 · ROC 0.72% · RS 0.19
17 May 2024
Entry
SLSN
NASDAQ · Solesence, Inc. Common Stock
1.40
Trend inclusion
-
4 signals
MA 95.07 · ROC 8.98% · RS 27.03
17 May 2024
Exit
SPHR
NYSE · Sphere Entertainment Co.
36.04
20% entry drawdown
-21.07%
Entry 22 Mar 2024
45.66
17 May 2024
Entry
TSHA
NASDAQ · Taysha Gene Therapies Inc
3.09
Trend inclusion
-
6 signals
MA 18.52 · ROC 0.23% · RS 39.35
17 May 2024
Entry
VERU
NASDAQ · Veru Inc
13.20
Trend inclusion
-
4 signals
MA 98.26 · ROC 10.46% · RS 21.07
17 May 2024
Entry
ZIM
NYSE · ZIM Integrated Shipping Services Ltd
11.25
Trend inclusion
-
4 signals
MA 78.56 · ROC 7.72% · RS 40.60
10 May 2024
Entry
AES
NYSE · The AES Corporation
17.96
Trend inclusion
-
6 signals
MA 40.18 · ROC 3.44% · RS 0.65
10 May 2024
Exit
ARQT
NASDAQ · Arcutis Biotherapeutics Inc
7.84
20% entry drawdown
-20.89%
Entry 29 Mar 2024
9.91
10 May 2024
Entry
BZFD
NASDAQ · BuzzFeed Inc
2.02
Trend inclusion
-
6 signals
MA 59.80 · ROC 3.91% · RS 9.95
10 May 2024
Entry
CGC
NASDAQ · Canopy Growth Corp
9.05
Trend inclusion
-
4 signals
MA 77.60 · ROC 3.44% · RS 29.37
10 May 2024
Exit
CSTE
NASDAQ · Caesarstone Ltd
6.17
Reversal Danger Warning
-3.44%
Entry 3 May 2024
6.39
10 May 2024
Entry
ESTA
NASDAQ · Establishment Labs Holdings Inc
55.96
Trend inclusion
-
7 signals
MA 51.80 · ROC 2.87% · RS 3.81
10 May 2024
Entry
HTCO
NASDAQ · Caravelle International Group
18.00
Trend inclusion
-
4 signals
MA 76.43 · ROC 5.49% · RS 1.75
10 May 2024
Exit
HY
NYSE · Hyster-Yale Materials Handling Inc
72.03
Reversal Risk Warning
88.06%
Entry 17 Mar 2023
38.30