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
434.12
Total Return
334.12%
CAGR
51.64%
Annualized from first index week
Edge vs Market
+29.86%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.21
Sortino 3.76
Current Holdings
271
Transactions
5001
Avg 1418.2/yr ·
118.2/mo ·
27.3/wk
Exit Mix
2365
Stop 57.3% ·
Warning 42.3%
· 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
ACCO
NYSE · Acco Brands Corporation
4.08
8 signals · MA 74.29 · ROC 2.23% · RS 3.33
BHVN
NYSE · Biohaven Ltd.
15.44
4 signals · MA 87.92 · ROC 6.50% · RS 14.78
BOC
NYSE · Boston Omaha Corp
14.14
4 signals · MA 88.83 · ROC 1.32% · RS 0.95
FATN
NASDAQ · FatPipe, Inc. Common Stock
4.54
8 signals · MA 39.45 · ROC 12.74% · RS 2.11
HOG
NYSE · Harley-Davidson Inc
26.58
8 signals · MA 56.36 · ROC 2.03% · RS 3.60
JHX
NYSE · James Hardie Industries PLC ADR
25.82
4 signals · MA 74.43 · ROC 3.39% · RS 7.54
LGIH
NASDAQ · LGI Homes
58.48
4 signals · MA 96.98 · ROC 3.50% · RS 2.72
TDOC
NYSE · Teladoc Inc
9.43
4 signals · MA 91.36 · ROC 3.36% · RS 22.61
TMCI
NASDAQ · Treace Medical Concepts Inc
4.30
5 signals · MA 93.79 · ROC 8.69% · RS 0.15
UPBD
NASDAQ · Upbound Group Inc.
22.16
4 signals · MA 57.32 · ROC 2.83% · RS 2.64
Positions Out
Closed at weekly close
AIRJ
NASDAQ · AirJoule Technologies Corporation
3.74
20% entry drawdown · -22.65%
CE
NYSE · Celanese Corporation
45.70
20% entry drawdown · -20.82%
FUN
NYSE · Six Flags Entertainment Corporation
17.53
20% entry drawdown · -25.21%
GRDX
NASDAQ · GridAI Technologies Corp.
3.82
20% entry drawdown · -29.26%
INV
NASDAQ · Innventure, Inc.
3.37
20% entry drawdown · -42.39%
MX
NYSE · MagnaChip Semiconductor
3.42
20% entry drawdown · -24.50%
NTLA
NASDAQ · Intellia Therapeutics Inc
11.38
20% entry drawdown · -27.41%
PBF
NYSE · PBF Energy Inc
62.75
Reversal Risk Warning · 133.59%
SG
NYSE · Sweetgreen Inc
7.08
20% entry drawdown · -21.94%
SHEN
NASDAQ · Shenandoah Telecommunications Co
11.38
20% entry drawdown · -24.83%
STFS
NASDAQ · Star Fashion Culture Holdings Limited
9.14
20% entry drawdown · -50.03%
VLN
NYSE · Valens
1.71
20% entry drawdown · -22.62%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signals
Activity
ROC
RS
ATER
NASDAQ · Aterian Inc
12 Jun 20261.20
1.30
8.33%
4
88.29
4.16%
8.63
ATKR
NYSE · Atkore International Group Inc
15 May 202673.93
73.42
-0.69%
4
62.04
2.55%
0.64
ATNI
NASDAQ · ATN International Inc
5 Dec 202520.94
23.17
10.63%
4
92.66
3.87%
11.20
ATOM
NASDAQ · Atomera Inc
10 Apr 20265.09
5.62
10.41%
6
15.56
3.98%
16.03
ATS
NYSE · ATS Corporation
6 Mar 202630.23
27.58
-8.77%
4
56.24
0.55%
1.10
AURA
NASDAQ · Aura Biosciences Inc
15 May 20267.74
6.99
-9.69%
6
99.14
3.73%
4.17
AVNT
NYSE · Avient Corp
6 Mar 202636.03
36.97
2.60%
4
86.64
3.22%
0.52
AVTX
NASDAQ · Avalo Therapeutics Inc
19 Sep 202511.83
19.37
63.74%
4
71.66
5.83%
29.24
BCBP
NASDAQ · BCB Bancorp Inc
17 Apr 20269.30
10.29
10.70%
4
68.45
1.11%
2.62
BCE
NYSE · BCE Inc
13 Feb 202625.07
21.84
-12.89%
4
87.08
1.73%
3.24
BDSX
NASDAQ · Biodesix Inc
13 Feb 202611.45
20.19
76.33%
4
84.48
9.49%
17.85
BFRI
NASDAQ · Biofrontera Inc
10 Jul 20261.10
1.09
-0.91%
4
27.55
3.25%
2.20
BGSF
NYSE · BG Staffing Inc
2 Jan 20264.67
5.74
22.91%
4
60.82
5.26%
14.48
BHVN
NYSE · Biohaven Ltd.
17 Jul 202615.44
15.44
New
Entry week
4
87.92
6.50%
14.78
BLMN
NASDAQ · Bloomin Brands Inc
26 Jun 20268.97
8.54
-4.79%
5
62.48
2.84%
8.83
BNED
NYSE · Barnes & Noble Education Inc
5 Jun 202610.37
12.60
21.50%
8
13.54
1.19%
1.08
BOC
NYSE · Boston Omaha Corp
17 Jul 202614.14
14.14
New
Entry week
4
88.83
1.32%
0.95
BORR
NYSE · Borr Drilling Ltd
31 Oct 20253.10
4.16
34.19%
8
25.02
3.92%
2.01
CAL
NYSE · Caleres Inc
29 May 202614.49
11.85
-18.23%
5
19.73
1.45%
0.01
CAVA
NYSE · CAVA Group, Inc.
27 Mar 202675.42
68.85
-8.71%
4
65.59
1.55%
3.45
CBRL
NASDAQ · Cracker Barrel Old Country Store
12 Jun 202646.47
53.61
15.36%
5
78.06
1.99%
0.04
CC
NYSE · Chemours Co
27 Feb 202618.17
17.52
-3.58%
4
93.46
5.29%
25.71
CCCC
NASDAQ · C4 Therapeutics Inc
1 May 20262.92
3.69
26.37%
4
36.56
1.30%
12.68
CCM
NYSE · Concord Medical Services Holdings
19 Jun 20265.32
4.27
-19.74%
4
38.40
0.63%
0.59
CCRN
NASDAQ · Cross Country Healthcare Inc
26 Jun 202613.22
13.24
0.15%
6
66.25
2.64%
2.69
CDXS
NASDAQ · Codexis Inc
5 Jun 20262.56
2.24
-12.50%
5
58.49
1.61%
1.50
CGEM
NASDAQ · Cullinan Oncology LLC
26 Dec 202510.37
17.69
70.59%
5
88.22
4.73%
5.45
CHCT
NYSE · Community Healthcare Trust Inc
30 Jan 202616.32
18.81
15.23%
4
97.49
1.07%
0.02
CHD
NYSE · Church & Dwight Company Inc
27 Mar 202694.38
98.07
3.91%
6
35.98
0.70%
1.44
CHRN
NASDAQ · ChronoScale Corporation
2 Jan 20267.84
26.43
237.12%
6
50.51
3.42%
24.90
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
28 Jul 2023
Entry
FTCI
NASDAQ · FTC Solar Inc
36.80
Trend inclusion
-
5 signals
MA 62.49 · ROC 4.08% · RS 1.00
28 Jul 2023
Exit
FTHM
NASDAQ · Fathom Holdings Inc
8.10
Reversal Risk Warning
13.45%
Entry 30 Jun 2023
7.14
28 Jul 2023
Exit
GHG
NYSE · GreenTree Hospitality Group Ltd
6.22
Reversal Risk Warning
46.89%
Entry 7 Apr 2023
4.23
28 Jul 2023
Entry
GHRS
NASDAQ · GH Research PLC
14.07
Trend inclusion
-
6 signals
MA 72.43 · ROC 4.36% · RS 2.13
28 Jul 2023
Entry
GRC
NYSE · Gorman-Rupp Company
29.14
Trend inclusion
-
4 signals
MA 53.31 · ROC 1.70% · RS 3.30
28 Jul 2023
Exit
GRNQ
NASDAQ · GreenPro Capital Corp
1.43
20% entry drawdown
-26.29%
Entry 5 May 2023
1.94
28 Jul 2023
Exit
INMB
NASDAQ · INmune Bio Inc
8.43
20% entry drawdown
-22.66%
Entry 14 Jul 2023
10.90
28 Jul 2023
Exit
LZ
NASDAQ · LegalZoom.com Inc
14.87
Reversal Risk Warning
35.30%
Entry 19 May 2023
10.99
28 Jul 2023
Entry
MITT
NYSE · AG Mortgage Investment Trust Inc
4.81
Trend inclusion
-
4 signals
MA 90.59 · ROC 2.57% · RS 7.02
28 Jul 2023
Entry
NNBR
NASDAQ · NN Inc
3.04
Trend inclusion
-
4 signals
MA 98.79 · ROC 9.80% · RS 28.94
28 Jul 2023
Exit
ODV
NYSE · Osisko Development Corp.
4.23
20% entry drawdown
-21.52%
Entry 5 May 2023
5.39
28 Jul 2023
Exit
OMER
NASDAQ · Omeros Corporation
4.36
20% entry drawdown
-22.97%
Entry 21 Apr 2023
5.66
28 Jul 2023
Exit
QNCX
NASDAQ · Quince Therapeutics, Inc.
236.00
20% entry drawdown
-28.48%
Entry 19 May 2023
330.00
28 Jul 2023
Entry
RGTI
NASDAQ · Rigetti Computing Inc
2.20
Trend inclusion
-
4 signals
MA 89.71 · ROC 14.66% · RS 20.21
28 Jul 2023
Entry
ROKU
NASDAQ · Roku Inc
89.61
Trend inclusion
-
8 signals
MA 66.44 · ROC 6.94% · RS 18.50
28 Jul 2023
Exit
SERA
NASDAQ · Sera Prognostics Inc
2.82
20% entry drawdown
-25.00%
Entry 24 Mar 2023
3.76
28 Jul 2023
Entry
SIFY
NASDAQ · Sify Technologies Limited
13.44
Trend inclusion
-
4 signals
MA 94.29 · ROC 10.20% · RS 8.14
28 Jul 2023
Entry
TMC
NASDAQ · TMC the metals company Inc
1.45
Trend inclusion
-
6 signals
MA 98.08 · ROC 19.22% · RS 16.86
28 Jul 2023
Entry
VRM
NASDAQ · Vroom, Inc. Common Stock
170.40
Trend inclusion
-
4 signals
MA 58.61 · ROC 13.02% · RS 41.37
28 Jul 2023
Exit
ZTS
NYSE · Zoetis Inc
183.53
Reversal Risk Warning
12.89%
Entry 7 Apr 2023
162.57
21 Jul 2023
Entry
AMTX
NASDAQ · Aemetis Inc
7.43
Trend inclusion
-
4 signals
MA 83.79 · ROC 10.85% · RS 13.01
21 Jul 2023
Entry
AP
NYSE · Ampco-Pittsburgh Corporation
3.84
Trend inclusion
-
7 signals
MA 34.74 · ROC 3.12% · RS 5.86
21 Jul 2023
Exit
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
2.14
Reversal Risk Warning
38.16%
Entry 17 Feb 2023
1.55
21 Jul 2023
Exit
AZ
NASDAQ · A2Z Smart Technologies Corp
5.08
20% entry drawdown
-23.68%
Entry 23 Jun 2023
6.65
21 Jul 2023
Entry
BDTX
NASDAQ · Black Diamond Therapeutics Inc
4.50
Trend inclusion
-
4 signals
MA 93.98 · ROC 20.89% · RS 55.18
21 Jul 2023
Entry
COF
NYSE · Capital One Financial Corporation
110.08
Trend inclusion
-
5 signals
MA 30.14 · ROC 2.53% · RS 0.73
21 Jul 2023
Entry
COHR
NYSE · Coherent Inc
46.01
Trend inclusion
-
4 signals
MA 56.95 · ROC 5.05% · RS 1.59
21 Jul 2023
Exit
CRBP
NASDAQ · Corbus Pharmaceuticals Holding
6.84
20% entry drawdown
-22.10%
Entry 28 Apr 2023
8.78
21 Jul 2023
Exit
CZR
NASDAQ · Caesars Entertainment Corporation
57.73
Reversal Risk Warning
10.15%
Entry 27 Jan 2023
52.41
21 Jul 2023
Entry
DBRG
NYSE · Digitalbridge Group Inc
16.18
Trend inclusion
-
4 signals
MA 93.92 · ROC 3.33% · RS 3.88