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
6 Jan 2023
Entry
GAMB
NASDAQ · Gambling.com Group Ltd
9.09
Trend inclusion
-
7 signals
MA 16.91 · ROC 0.89% · RS 18.78
6 Jan 2023
Entry
GAP
NYSE · The Gap, Inc.
10.48
Trend inclusion
-
8 signals
MA 18.42 · ROC 2.20% · RS 6.36
6 Jan 2023
Entry
GLSI
NASDAQ · Greenwich Lifesciences Inc
14.78
Trend inclusion
-
8 signals
MA 80.41 · ROC 7.90% · RS 33.36
6 Jan 2023
Entry
GRAB
NASDAQ · Grab Holdings Ltd
3.47
Trend inclusion
-
6 signals
MA 65.21 · ROC 2.65% · RS 18.75
6 Jan 2023
Entry
HIHO
NASDAQ · Highway Holdings Limited
2.06
Trend inclusion
-
8 signals
MA 23.59 · ROC 1.34% · RS 18.79
6 Jan 2023
Entry
HIMS
NYSE · Hims Hers Health Inc
6.13
Trend inclusion
-
7 signals
MA 27.64 · ROC 6.30% · RS 20.95
6 Jan 2023
Entry
HOFT
NASDAQ · Hooker Furniture Corporation
16.06
Trend inclusion
-
5 signals
MA 55.58 · ROC 2.07% · RS 29.88
6 Jan 2023
Entry
ICE
NYSE · Intercontinental Exchange Inc
100.23
Trend inclusion
-
7 signals
MA 13.91 · ROC 0.56% · RS 1.70
6 Jan 2023
Entry
IDXX
NASDAQ · IDEXX Laboratories Inc
447.77
Trend inclusion
-
7 signals
MA 28.57 · ROC 1.65% · RS 22.05
6 Jan 2023
Entry
KMPR
NYSE · Kemper Corporation
49.92
Trend inclusion
-
8 signals
MA 17.05 · ROC 0.57% · RS 13.59
6 Jan 2023
Entry
KRKR
NASDAQ · 36Kr Holdings Inc
23.80
Trend inclusion
-
7 signals
MA 23.09 · ROC 3.02% · RS 33.96
6 Jan 2023
Entry
LOGI
NASDAQ · Logitech International SA
61.24
Trend inclusion
-
4 signals
MA 48.11 · ROC 1.20% · RS 25.49
6 Jan 2023
Entry
MAC
NYSE · Macerich Company
10.00
Trend inclusion
-
7 signals
MA 16.68 · ROC 0.91% · RS 4.04
6 Jan 2023
Entry
MGNX
NASDAQ · MacroGenics Inc
5.70
Trend inclusion
-
8 signals
MA 34.92 · ROC 8.71% · RS 8.15
6 Jan 2023
Entry
MLR
NYSE · Miller Industries Inc
25.81
Trend inclusion
-
8 signals
MA 31.65 · ROC 1.60% · RS 11.22
6 Jan 2023
Entry
MNPR
NASDAQ · Monopar Therapeutics Inc
12.85
Trend inclusion
-
7 signals
MA 12.68 · ROC 1.93% · RS 23.99
6 Jan 2023
Entry
MNSO
NYSE · Miniso Group Holding Ltd
11.26
Trend inclusion
-
7 signals
MA 82.49 · ROC 11.90% · RS 71.31
6 Jan 2023
Entry
MOMO
NASDAQ · Hello Group Inc
7.40
Trend inclusion
-
5 signals
MA 98.84 · ROC 8.74% · RS 86.08
6 Jan 2023
Entry
MSC
NYSE · Studio City International Holdings Ltd
7.54
Trend inclusion
-
5 signals
MA 70.32 · ROC 23.17% · RS 128.28
6 Jan 2023
Entry
MTN
NYSE · Vail Resorts Inc
211.88
Trend inclusion
-
5 signals
MA 24.74 · ROC 0.12% · RS 7.92
6 Jan 2023
Entry
NMTC
NASDAQ · Neuroone Medical Technologies Corp
8.76
Trend inclusion
-
5 signals
MA 33.19 · ROC 5.97% · RS 11.15
6 Jan 2023
Entry
OM
NASDAQ · Outset Medical Inc
384.45
Trend inclusion
-
4 signals
MA 53.36 · ROC 2.24% · RS 15.52
6 Jan 2023
Entry
OPRA
NASDAQ · Opera Ltd
4.72
Trend inclusion
-
4 signals
MA 65.20 · ROC 2.53% · RS 31.10
6 Jan 2023
Entry
OSUR
NASDAQ · OraSure Technologies Inc
4.87
Trend inclusion
-
7 signals
MA 44.15 · ROC 2.56% · RS 8.08
6 Jan 2023
Entry
PBYI
NASDAQ · Puma Biotechnology Inc
4.82
Trend inclusion
-
8 signals
MA 81.26 · ROC 10.38% · RS 85.99
6 Jan 2023
Entry
PLSE
NASDAQ · Pulse Biosciences Inc
2.83
Trend inclusion
-
6 signals
MA 66.94 · ROC 3.80% · RS 1.55
6 Jan 2023
Entry
PPG
NYSE · PPG Industries Inc
118.89
Trend inclusion
-
6 signals
MA 10.41 · ROC 0.58% · RS 5.17
6 Jan 2023
Entry
PSIX
NASDAQ · Power Solutions International, Inc. Common Stock
3.00
Trend inclusion
-
7 signals
MA 42.53 · ROC 6.32% · RS 44.14
6 Jan 2023
Entry
RCEL
NASDAQ · Avita Medical Ltd
6.86
Trend inclusion
-
7 signals
MA 28.96 · ROC 2.72% · RS 16.49
6 Jan 2023
Entry
RVMD
NASDAQ · Revolution Medicines Inc
22.40
Trend inclusion
-
7 signals
MA 22.86 · ROC 3.66% · RS 19.77