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
439.22
Total Return
339.22%
CAGR
52.49%
Annualized from first index week
Edge vs Market
+30.04%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.23
Sortino 3.80
Current Holdings
277
Transactions
4975
Avg 1418.5/yr ·
118.2/mo ·
27.3/wk
Exit Mix
2349
Stop 57.2% ·
Warning 42.4%
· Other 0.4%
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 27.55 · ROC 3.25% · RS 2.20
FIVN
NASDAQ · Five9 Inc
25.42
6 signals · MA 41.60 · ROC 1.63% · RS 2.87
HPP
NYSE · Hudson Pacific Properties Inc
15.18
4 signals · MA 86.04 · ROC 3.64% · RS 4.60
IFBD
NASDAQ · Infobird Co Ltd
1.21
4 signals · MA 1.25 · ROC 1.78% · RS 2.44
S
NYSE · SentinelOne Inc
17.88
6 signals · MA 36.44 · ROC 1.09% · RS 1.09
STFS
NASDAQ · Star Fashion Culture Holdings Limited
18.29
8 signals · MA 81.08 · ROC 18.63% · RS 12.34
SXC
NYSE · SunCoke Energy Inc
8.22
7 signals · MA 32.14 · 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%
CVAC
NASDAQ · CureVac NV
4.66
Ticker inactive / final available close · 4.25%
GRCL
NASDAQ · Gracell Biotechnologies Inc.
10.25
Ticker inactive / final available close · 93.76%
IPWR
NASDAQ · Ideal Power Inc
4.57
20% entry drawdown · -25.08%
IRDM
NASDAQ · Iridium Communications Inc
50.06
Reversal Risk Warning · 79.63%
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%
ODP
NASDAQ · ODP Corp
28.00
Ticker inactive / final available close · 0.07%
PC
NASDAQ · Premium Catering (Holdings) Limited
9.40
Ticker inactive / final available close · 0.00%
RLAY
NASDAQ · Relay Therapeutics Inc
20.01
Reversal Risk Warning · 286.94%
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
ASPN
NYSE · Aspen Aerogels Inc
12 Jun 20265.92
5.16
-12.84%
4
95.36
0.15%
3.76
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
27.55
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
12.83
23.70%
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 202646.47
50.19
7.99%
5
78.06
1.99%
0.04
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
6 Oct 2023
Exit
WULF
NASDAQ · Terawulf Inc
1.18
20% entry drawdown
-21.33%
Entry 26 May 2023
1.50
29 Sep 2023
Entry
ACCO
NYSE · Acco Brands Corporation
4.72
Trend inclusion
-
6 signals
MA 45.08 · ROC 0.19% · RS 4.76
29 Sep 2023
Exit
AUID
NASDAQ · authID Inc.
7.75
20% entry drawdown
-20.51%
Entry 18 Aug 2023
9.75
29 Sep 2023
Exit
AUR
NASDAQ · Aurora Innovation Inc
2.35
20% entry drawdown
-20.07%
Entry 30 Jun 2023
2.94
29 Sep 2023
Entry
CINT
NYSE · Ci&T Inc
6.50
Trend inclusion
-
5 signals
MA 76.07 · ROC 1.76% · RS 0.28
29 Sep 2023
Exit
CNF
NYSE · CNFinance Holdings Ltd
37.80
Reversal Risk Warning
46.51%
Entry 5 May 2023
25.80
29 Sep 2023
Entry
CRGY
NYSE · Crescent Energy Co
11.22
Trend inclusion
-
7 signals
MA 30.12 · ROC 1.21% · RS 2.07
29 Sep 2023
Entry
ETON
NASDAQ · Eton Pharmaceuticals Inc
4.17
Trend inclusion
-
4 signals
MA 55.09 · ROC 3.68% · RS 5.99
29 Sep 2023
Exit
GP
NASDAQ · GreenPower Motor Company Inc
31.50
20% entry drawdown
-22.03%
Entry 4 Aug 2023
40.40
29 Sep 2023
Entry
GSK
NYSE · GlaxoSmithKline PLC ADR
32.59
Trend inclusion
-
4 signals
MA 66.32 · ROC 0.98% · RS 1.04
29 Sep 2023
Entry
GTEC
NASDAQ · Greenland Acquisition Corp
3.12
Trend inclusion
-
4 signals
MA 95.82 · ROC 11.62% · RS 31.11
29 Sep 2023
Entry
HITI
NASDAQ · High Tide Inc
1.85
Trend inclusion
-
4 signals
MA 86.43 · ROC 3.95% · RS 14.27
29 Sep 2023
Entry
KINS
NASDAQ · Kingstone Companies Inc
1.77
Trend inclusion
-
5 signals
MA 59.31 · ROC 3.33% · RS 4.16
29 Sep 2023
Exit
KMPR
NYSE · Kemper Corporation
39.10
20% entry drawdown
-21.68%
Entry 6 Jan 2023
49.92
29 Sep 2023
Exit
NOMD
NYSE · Nomad Foods Ltd
13.65
20% entry drawdown
-20.89%
Entry 7 Apr 2023
17.25
29 Sep 2023
Exit
NTRA
NASDAQ · Natera Inc
44.25
20% entry drawdown
-20.30%
Entry 31 Mar 2023
55.52
29 Sep 2023
Exit
PHAT
NASDAQ · Phathom Pharmaceuticals Inc
10.37
20% entry drawdown
-20.17%
Entry 9 Jun 2023
12.99
29 Sep 2023
Exit
REAX
NASDAQ · Real Brokerage Inc
1.45
20% entry drawdown
-24.08%
Entry 30 Jun 2023
1.91
29 Sep 2023
Entry
SKM
NYSE · SK Telecom Co Ltd ADR
19.14
Trend inclusion
-
4 signals
MA 49.86 · ROC 1.34% · RS 5.05
29 Sep 2023
Entry
SUIG
NASDAQ · SUI Group Holdings Limited
3.05
Trend inclusion
-
4 signals
MA 65.26 · ROC 4.99% · RS 18.83
29 Sep 2023
Entry
TBLA
NASDAQ · Taboola
3.79
Trend inclusion
-
6 signals
MA 72.49 · ROC 0.21% · RS 14.34
29 Sep 2023
Exit
TOMZ
NASDAQ · TOMI Environmental Solutions Inc
0.89
20% entry drawdown
-29.33%
Entry 8 Sep 2023
1.26
29 Sep 2023
Exit
UTZ
NYSE · Utz Brands Inc
12.79
20% entry drawdown
-21.04%
Entry 7 Apr 2023
16.20
29 Sep 2023
Entry
WU
NYSE · Western Union Co
10.20
Trend inclusion
-
5 signals
MA 91.62 · ROC 0.22% · RS 3.83
22 Sep 2023
Entry
AEO
NYSE · American Eagle Outfitters Inc
13.81
Trend inclusion
-
4 signals
MA 36.60 · ROC 0.60% · RS 5.21
22 Sep 2023
Entry
AHG
NASDAQ · Akso Health Group ADR
1.03
Trend inclusion
-
4 signals
MA 84.23 · ROC 22.04% · RS 95.40
22 Sep 2023
Exit
AIP
NASDAQ · Arteris Inc
5.91
20% entry drawdown
-21.41%
Entry 14 Jul 2023
7.52
22 Sep 2023
Entry
ALRM
NASDAQ · Alarm.com Holdings Inc
61.46
Trend inclusion
-
7 signals
MA 73.08 · ROC 1.61% · RS 1.04
22 Sep 2023
Entry
BXMT
NYSE · Blackstone Mortgage Trust Inc
16.69
Trend inclusion
-
8 signals
MA 73.14 · ROC 0.94% · RS 3.60
22 Sep 2023
Exit
CGEN
NASDAQ · Compugen
0.98
20% entry drawdown
-21.58%
Entry 14 Jul 2023
1.25