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
ASRT
NASDAQ · Assertio Therapeutics Inc
17 Apr 202618.01
23.50
30.48%
4
93.08
6.92%
37.06
ATER
NASDAQ · Aterian Inc
12 Jun 20261.20
1.15
-4.17%
4
88.29
4.16%
8.63
ATKR
NYSE · Atkore International Group Inc
15 May 202673.93
72.24
-2.29%
4
62.04
2.55%
0.64
ATNI
NASDAQ · ATN International Inc
5 Dec 202520.94
23.91
14.17%
4
92.66
3.87%
11.20
ATOM
NASDAQ · Atomera Inc
10 Apr 20265.09
6.63
30.26%
6
15.56
3.98%
16.03
ATS
NYSE · ATS Corporation
6 Mar 202630.23
27.95
-7.54%
4
56.24
0.55%
1.10
AURA
NASDAQ · Aura Biosciences Inc
15 May 20267.74
6.84
-11.63%
6
99.14
3.73%
4.17
AVNT
NYSE · Avient Corp
6 Mar 202636.03
36.03
-0.01%
4
86.64
3.22%
0.52
AVTX
NASDAQ · Avalo Therapeutics Inc
19 Sep 202511.83
19.21
62.38%
4
71.66
5.83%
29.24
BCBP
NASDAQ · BCB Bancorp Inc
17 Apr 20269.30
10.35
11.34%
4
68.45
1.11%
2.62
BCE
NYSE · BCE Inc
13 Feb 202625.07
21.38
-14.72%
4
87.08
1.73%
3.24
BDSX
NASDAQ · Biodesix Inc
13 Feb 202611.45
21.42
87.07%
4
84.48
9.49%
17.85
BFRI
NASDAQ · Biofrontera Inc
10 Jul 20261.10
1.10
New
Entry week
4
27.02
3.25%
2.20
BGSF
NYSE · BG Staffing Inc
2 Jan 20264.67
5.63
20.56%
4
60.82
5.26%
14.48
BLMN
NASDAQ · Bloomin Brands Inc
26 Jun 20268.97
8.34
-7.02%
5
62.48
2.84%
8.83
BNED
NYSE · Barnes & Noble Education Inc
5 Jun 202610.37
12.91
24.49%
8
13.54
1.19%
1.08
BORR
NYSE · Borr Drilling Ltd
31 Oct 20253.10
4.33
39.68%
8
25.02
3.92%
2.01
CAL
NYSE · Caleres Inc
29 May 202614.49
11.81
-18.50%
5
19.73
1.45%
0.01
CAVA
NYSE · CAVA Group, Inc.
27 Mar 202675.42
72.18
-4.30%
4
65.59
1.55%
3.45
CBRL
NASDAQ · Cracker Barrel Old Country Store
12 Jun 202646.69
50.42
7.99%
5
79.53
2.01%
0.49
CC
NYSE · Chemours Co
27 Feb 202618.17
17.81
-1.99%
4
93.46
5.29%
25.71
CCCC
NASDAQ · C4 Therapeutics Inc
1 May 20262.92
4.06
39.04%
4
36.56
1.30%
12.68
CCM
NYSE · Concord Medical Services Holdings
19 Jun 20265.32
5.05
-5.08%
4
38.40
0.63%
0.59
CCRN
NASDAQ · Cross Country Healthcare Inc
26 Jun 202613.22
13.22
0.00%
6
66.25
2.64%
2.69
CDXS
NASDAQ · Codexis Inc
5 Jun 20262.56
2.43
-5.08%
5
58.49
1.61%
1.50
CE
NYSE · Celanese Corporation
13 Mar 202657.71
46.92
-18.70%
4
68.87
1.01%
14.70
CGEM
NASDAQ · Cullinan Oncology LLC
26 Dec 202510.37
18.13
74.83%
5
88.22
4.73%
5.45
CHCT
NYSE · Community Healthcare Trust Inc
30 Jan 202616.32
18.01
10.33%
4
97.49
1.07%
0.02
CHD
NYSE · Church & Dwight Company Inc
27 Mar 202694.38
96.36
2.10%
6
35.98
0.70%
1.44
CHRN
NASDAQ · ChronoScale Corporation
2 Jan 20267.84
20.90
166.58%
6
50.51
3.42%
24.90
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
16 Feb 2024
Exit
MKTW
NASDAQ · Marketwise Inc
32.32
20% entry drawdown
-25.30%
Entry 8 Dec 2023
43.26
16 Feb 2024
Exit
MLKN
NASDAQ · MillerKnoll Inc
27.52
Reversal Risk Warning
31.37%
Entry 20 Oct 2023
20.95
16 Feb 2024
Exit
MUX
NYSE · McEwen Mining Inc.
6.20
20% entry drawdown
-20.00%
Entry 4 Aug 2023
7.75
16 Feb 2024
Entry
OPRX
NASDAQ · OPTIMIZERx Corp
15.80
Trend inclusion
-
4 signals
MA 56.79 · ROC 0.95% · RS 5.54
16 Feb 2024
Entry
PASG
NASDAQ · Passage Bio Inc
25.90
Trend inclusion
-
4 signals
MA 76.94 · ROC 1.79% · RS 20.07
16 Feb 2024
Exit
ROKU
NASDAQ · Roku Inc
72.00
20% entry drawdown
-24.15%
Entry 24 Nov 2023
94.93
16 Feb 2024
Entry
SBH
NYSE · Sally Beauty Holdings Inc
13.62
Trend inclusion
-
5 signals
MA 49.52 · ROC 0.92% · RS 0.75
16 Feb 2024
Entry
SNTG
NASDAQ · Sentage Holdings Inc
3.21
Trend inclusion
-
6 signals
MA 24.15 · ROC 1.03% · RS 24.59
16 Feb 2024
Exit
TAL
NYSE · TAL Education Group
14.17
Reversal Risk Warning
95.99%
Entry 22 Sep 2023
7.23
16 Feb 2024
Exit
UIS
NYSE · Unisys Corporation
7.97
Reversal Risk Warning
19.85%
Entry 5 Jan 2024
6.65
9 Feb 2024
Entry
ACH
NYSE · Accendra Health Inc
21.14
Trend inclusion
-
7 signals
MA 10.23 · ROC 0.90% · RS 2.41
9 Feb 2024
Exit
AMCX
NASDAQ · AMC Networks Inc
14.41
20% entry drawdown
-23.31%
Entry 29 Dec 2023
18.79
9 Feb 2024
Entry
ANNX
NASDAQ · Annexon Inc
5.44
Trend inclusion
-
5 signals
MA 75.95 · ROC 4.65% · RS 21.86
9 Feb 2024
Exit
ARVN
NASDAQ · Arvinas Inc
49.89
Reversal Risk Warning
28.85%
Entry 12 Jan 2024
38.72
9 Feb 2024
Exit
BDN
NYSE · Brandywine Realty Trust
3.13
20% entry drawdown
-21.51%
Entry 29 Dec 2023
3.99
9 Feb 2024
Entry
BGDE
NASDAQ · Big Digital Energy, Inc.
54.60
Trend inclusion
-
4 signals
MA 46.36 · ROC 1.39% · RS 13.63
9 Feb 2024
Exit
CCK
NYSE · Crown Holdings Inc
72.61
20% entry drawdown
-20.09%
Entry 1 Sep 2023
90.87
9 Feb 2024
Entry
CGTX
NASDAQ · Cognition Therapeutics Inc
2.27
Trend inclusion
-
4 signals
MA 90.59 · ROC 2.80% · RS 5.48
9 Feb 2024
Exit
CMTG
NYSE · Claros Mortgage Trust Inc
9.36
20% entry drawdown
-22.11%
Entry 5 Jan 2024
12.02
9 Feb 2024
Exit
DCOM
NYSE · Dime Community Bancshares, Inc.
17.88
20% entry drawdown
-23.86%
Entry 15 Dec 2023
23.48
9 Feb 2024
Exit
EEIQ
NASDAQ · Elite Education Group International Ltd
24.96
20% entry drawdown
-20.61%
Entry 26 Jan 2024
31.44
9 Feb 2024
Exit
EEX
NYSE · Emerald Expositions Events Inc
6.28
Reversal Risk Warning
70.18%
Entry 17 Feb 2023
3.69
9 Feb 2024
Entry
ESPR
NASDAQ · Esperion Therapeutics Inc
2.58
Trend inclusion
-
7 signals
MA 35.64 · ROC 7.27% · RS 10.28
9 Feb 2024
Exit
GNTX
NASDAQ · Gentex Corporation
33.90
Reversal Risk Warning
26.83%
Entry 10 Feb 2023
26.73
9 Feb 2024
Entry
IMPP
NASDAQ · Imperial Petroleum Inc
2.78
Trend inclusion
-
4 signals
MA 81.92 · ROC 0.72% · RS 5.67
9 Feb 2024
Entry
IOVA
NASDAQ · Iovance Biotherapeutics Inc
9.18
Trend inclusion
-
4 signals
MA 50.75 · ROC 1.26% · RS 14.69
9 Feb 2024
Exit
IVVD
NASDAQ · Invivyd Inc.
4.98
Reversal Risk Warning
26.40%
Entry 29 Dec 2023
3.94
9 Feb 2024
Entry
KOPN
NASDAQ · Kopin Corporation
2.44
Trend inclusion
-
4 signals
MA 44.13 · ROC 0.80% · RS 31.06
9 Feb 2024
Exit
LSPD
NYSE · Lightspeed Commerce Inc
14.07
20% entry drawdown
-25.83%
Entry 12 Jan 2024
18.97
9 Feb 2024
Exit
MCB
NYSE · Metropolitan Bank Holding
42.11
20% entry drawdown
-21.49%
Entry 22 Dec 2023
53.63