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
10 Jan 2025
Exit
CRNC
NASDAQ · Cerence Inc
15.15
20% entry drawdown
-21.62%
Entry 3 Jan 2025
19.33
10 Jan 2025
Exit
ERAS
NASDAQ · Erasca Inc
2.37
20% entry drawdown
-20.37%
Entry 12 Jul 2024
2.97
10 Jan 2025
Entry
FBRX
NASDAQ · Forte Biosciences Inc
17.78
Trend inclusion
-
4 signals
MA 59.94 · ROC 7.87% · RS 15.14
10 Jan 2025
Entry
GDTC
NASDAQ · CytoMed Therapeutics Limited Ordinary Shares
2.76
Trend inclusion
-
8 signals
MA 98.47 · ROC 5.92% · RS 13.82
10 Jan 2025
Entry
GGRP
NASDAQ · The Glimpse Group, Inc.
2.09
Trend inclusion
-
4 signals
MA 56.66 · ROC 27.02% · RS 66.90
10 Jan 2025
Exit
JBGS
NYSE · JBG SMITH Properties
13.54
20% entry drawdown
-20.07%
Entry 13 Sep 2024
16.94
10 Jan 2025
Entry
MATW
NASDAQ · Matthews International Corporation
27.91
Trend inclusion
-
5 signals
MA 20.09 · ROC 0.51% · RS 2.09
10 Jan 2025
Exit
RMAX
NYSE · Re Max Holding
9.65
20% entry drawdown
-25.25%
Entry 13 Sep 2024
12.91
10 Jan 2025
Exit
SBAC
NASDAQ · SBA Communications Corp
186.42
20% entry drawdown
-21.76%
Entry 18 Oct 2024
238.27
10 Jan 2025
Exit
SRFM
NYSE · Surf Air Mobility Inc.
4.36
20% entry drawdown
-22.28%
Entry 27 Dec 2024
5.61
10 Jan 2025
Exit
STOK
NASDAQ · Stoke Therapeutics Inc
9.00
20% entry drawdown
-33.33%
Entry 29 Mar 2024
13.50
10 Jan 2025
Entry
TASK
NASDAQ · Taskus Inc
7.28
Trend inclusion
-
5 signals
MA 78.67 · ROC 2.24% · RS 2.52
10 Jan 2025
Entry
VLRS
NYSE · Volaris
8.12
Trend inclusion
-
6 signals
MA 20.91 · ROC 0.78% · RS 4.57
10 Jan 2025
Entry
VNCE
NASDAQ · Vince Holding Corp. Common Stock
4.06
Trend inclusion
-
4 signals
MA 93.45 · ROC 19.92% · RS 60.17
10 Jan 2025
Entry
VUZI
NASDAQ · Vuzix Corp Cmn Stk
3.41
Trend inclusion
-
7 signals
MA 98.72 · ROC 29.08% · RS 96.79
10 Jan 2025
Entry
WIMI
NASDAQ · WiMi Hologram Cloud Inc
12.15
Trend inclusion
-
4 signals
MA 66.76 · ROC 11.28% · RS 20.59
10 Jan 2025
Entry
XLO
NASDAQ · Xilio Development Inc
15.40
Trend inclusion
-
4 signals
MA 35.31 · ROC 0.89% · RS 8.44
10 Jan 2025
Exit
ZTO
NYSE · ZTO Express (Cayman) Inc
17.04
20% entry drawdown
-22.35%
Entry 1 Nov 2024
21.94
3 Jan 2025
Exit
AENT
NASDAQ · Alliance Entertainment Holding Corporation Class A Common Stock
9.69
Reversal Risk Warning
93.80%
Entry 22 Nov 2024
5.00
3 Jan 2025
Exit
AMBP
NYSE · Ardagh Metal Packaging SA
2.51
20% entry drawdown
-20.29%
Entry 26 Apr 2024
3.15
3 Jan 2025
Entry
ASAN
NYSE · Asana Inc
20.61
Trend inclusion
-
5 signals
MA 97.39 · ROC 7.65% · RS 21.49
3 Jan 2025
Exit
ATOM
NASDAQ · Atomera Inc
16.55
Reversal Risk Warning
121.26%
Entry 13 Dec 2024
7.48
3 Jan 2025
Entry
BEEP
NASDAQ · Mobile Infrastructure Corporation
4.18
Trend inclusion
-
4 signals
MA 44.47 · ROC 4.10% · RS 7.39
3 Jan 2025
Entry
BKKT
NYSE · Bakkt Holdings Inc
27.11
Trend inclusion
-
4 signals
MA 89.71 · ROC 9.75% · RS 38.05
3 Jan 2025
Entry
BKSY
NYSE · Blacksky Technology Inc
11.87
Trend inclusion
-
4 signals
MA 74.34 · ROC 3.49% · RS 16.20
3 Jan 2025
Exit
CMMB
NASDAQ · Chemomab Therapeutics Ltd DRC
8.52
Reversal Risk Warning
99.08%
Entry 31 May 2024
4.28
3 Jan 2025
Entry
CRNC
NASDAQ · Cerence Inc
19.33
Trend inclusion
-
6 signals
MA 98.66 · ROC 27.71% · RS 112.45
3 Jan 2025
Exit
DMRC
NASDAQ · Digimarc Corporation
46.81
Reversal Risk Warning
157.76%
Entry 6 Jan 2023
18.16
3 Jan 2025
Exit
FNKO
NASDAQ · Funko Inc
13.99
Reversal Risk Warning
36.89%
Entry 21 Jun 2024
10.22
3 Jan 2025
Exit
FOA
NYSE · Finance of America Companies Inc
29.81
Reversal Risk Warning
191.97%
Entry 4 Oct 2024
10.21