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
14 Feb 2025
Exit
ASAN
NYSE · Asana Inc
23.27
Reversal Risk Warning
12.91%
Entry 3 Jan 2025
20.61
14 Feb 2025
Exit
AUR
NASDAQ · Aurora Innovation Inc
10.19
Reversal Risk Warning
179.95%
Entry 16 Aug 2024
3.64
14 Feb 2025
Exit
BIO
NYSE · Bio-Rad Laboratories Inc
277.16
20% entry drawdown
-24.77%
Entry 1 Nov 2024
368.42
14 Feb 2025
Entry
BMRA
NASDAQ · Biomerica Inc
6.64
Trend inclusion
-
5 signals
MA 95.80 · ROC 8.45% · RS 38.47
14 Feb 2025
Exit
BROS
NYSE · Dutch Bros Inc
81.97
Reversal Risk Warning
144.18%
Entry 22 Mar 2024
33.57
14 Feb 2025
Entry
BRTX
NASDAQ · BioRestorative Therapies Inc
2.29
Trend inclusion
-
4 signals
MA 79.71 · ROC 4.07% · RS 27.25
14 Feb 2025
Exit
BYRN
NASDAQ · Byrna Technologies Inc
32.80
Reversal Risk Warning
376.05%
Entry 26 Jan 2024
6.89
14 Feb 2025
Entry
CPSH
NASDAQ · Cps Technologies
1.92
Trend inclusion
-
5 signals
MA 35.80 · ROC 1.16% · RS 1.59
14 Feb 2025
Entry
CUE
NASDAQ · Cue Biopharma
44.70
Trend inclusion
-
8 signals
MA 79.57 · ROC 5.91% · RS 0.05
14 Feb 2025
Exit
CYCN
NASDAQ · Cyclerion Therapeutics Inc
3.12
20% entry drawdown
-20.41%
Entry 31 Jan 2025
3.92
14 Feb 2025
Exit
DKNG
NASDAQ · DraftKings Inc
53.49
Reversal Risk Warning
176.29%
Entry 31 Mar 2023
19.36
14 Feb 2025
Entry
ELTX
NASDAQ · Elicio Therapeutics Inc.
8.17
Trend inclusion
-
6 signals
MA 91.84 · ROC 12.06% · RS 18.84
14 Feb 2025
Exit
FNUC
NASDAQ · Frontier Nuclear and Minerals Inc.
7.89
20% entry drawdown
-22.79%
Entry 7 Feb 2025
10.22
14 Feb 2025
Exit
ICCM
NASDAQ · Icecure Medical
40.80
Reversal Risk Warning
11.48%
Entry 17 Jan 2025
36.60
14 Feb 2025
Exit
INVZ
NASDAQ · Innoviz Technologies
0.98
20% entry drawdown
-39.57%
Entry 17 Jan 2025
1.62
14 Feb 2025
Exit
JG
NASDAQ · Aurora Mobile Ltd
11.82
Reversal Risk Warning
122.18%
Entry 20 Sep 2024
5.32
14 Feb 2025
Exit
KOD
NASDAQ · Kodiak Sciences Inc
5.26
20% entry drawdown
-21.14%
Entry 29 Nov 2024
6.67
14 Feb 2025
Entry
LEDS
NASDAQ · SemiLEDS Corporation
1.71
Trend inclusion
-
4 signals
MA 65.73 · ROC 2.64% · RS 8.06
14 Feb 2025
Exit
LUXE
NYSE · LuxExperience B.V.
11.10
Reversal Risk Warning
159.95%
Entry 3 May 2024
4.27
14 Feb 2025
Exit
MCO
NYSE · Moodys Corporation
516.51
Reversal Risk Warning
76.48%
Entry 17 Feb 2023
292.67
14 Feb 2025
Exit
MTLS
NASDAQ · Materialise NV
9.62
Reversal Risk Warning
39.62%
Entry 15 Nov 2024
6.89
14 Feb 2025
Exit
MVIS
NASDAQ · Microvision Inc
1.34
20% entry drawdown
-22.09%
Entry 24 Jan 2025
1.72
14 Feb 2025
Exit
NEXA
NYSE · Nexa Resources SA
5.43
20% entry drawdown
-20.86%
Entry 22 Dec 2023
6.86
14 Feb 2025
Entry
NRDY
NYSE · Nerdy Inc
1.95
Trend inclusion
-
6 signals
MA 75.73 · ROC 2.09% · RS 0.00
14 Feb 2025
Exit
NRGV
NYSE · Energy Vault Holdings Inc
1.63
20% entry drawdown
-20.87%
Entry 29 Nov 2024
2.06
14 Feb 2025
Exit
OPRT
NASDAQ · Oportun Financial Corp
7.57
Reversal Risk Warning
86.00%
Entry 27 Dec 2024
4.07
14 Feb 2025
Exit
OXBR
NASDAQ · Oxbridge Re Holdings Ltd
5.14
Reversal Risk Warning
135.78%
Entry 7 Jun 2024
2.18
14 Feb 2025
Entry
PCRX
NASDAQ · Pacira BioSciences, Inc.
25.44
Trend inclusion
-
4 signals
MA 98.01 · ROC 2.17% · RS 0.44
14 Feb 2025
Entry
PENN
NASDAQ · Penn National Gaming Inc
22.73
Trend inclusion
-
4 signals
MA 25.44 · ROC 1.18% · RS 7.14
14 Feb 2025
Exit
PETS
NASDAQ · PetMed Express Inc
4.25
20% entry drawdown
-22.87%
Entry 13 Dec 2024
5.51