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
18 Oct 2024
Entry
HUT
NASDAQ · Hut 8 Corp. Common Stock
14.47
Trend inclusion
-
4 signals
MA 8.93 · ROC 5.55% · RS 19.09
18 Oct 2024
Entry
ILMN
NASDAQ · Illumina Inc
146.07
Trend inclusion
-
4 signals
MA 62.97 · ROC 1.03% · RS 6.30
18 Oct 2024
Entry
JD
NASDAQ · JD.com Inc Adr
37.48
Trend inclusion
-
4 signals
MA 92.32 · ROC 8.68% · RS 27.78
18 Oct 2024
Entry
LOVE
NASDAQ · The Lovesac Company
29.93
Trend inclusion
-
6 signals
MA 34.99 · ROC 2.79% · RS 12.13
18 Oct 2024
Entry
MNPR
NASDAQ · Monopar Therapeutics Inc
5.50
Trend inclusion
-
4 signals
MA 83.80 · ROC 6.97% · RS 58.24
18 Oct 2024
Exit
NTRP
NASDAQ · NextTrip Inc
2.40
20% entry drawdown
-20.00%
Entry 2 Aug 2024
3.00
18 Oct 2024
Exit
NVAX
NASDAQ · Novavax Inc
10.18
20% entry drawdown
-27.29%
Entry 21 Jun 2024
14.00
18 Oct 2024
Entry
PTON
NASDAQ · Peloton Interactive Inc
5.84
Trend inclusion
-
5 signals
MA 47.60 · ROC 2.13% · RS 14.36
18 Oct 2024
Entry
RCON
NASDAQ · Recon Technology Ltd
3.47
Trend inclusion
-
4 signals
MA 86.71 · ROC 3.36% · RS 3.62
18 Oct 2024
Entry
SBAC
NASDAQ · SBA Communications Corp
238.27
Trend inclusion
-
8 signals
MA 65.69 · ROC 1.63% · RS 0.16
18 Oct 2024
Entry
SFST
NASDAQ · Southern First Bancshares Inc
36.47
Trend inclusion
-
7 signals
MA 52.77 · ROC 1.33% · RS 2.12
18 Oct 2024
Exit
TKLF
NASDAQ · Yoshitsu Co Ltd ADR
4.39
20% entry drawdown
-26.94%
Entry 27 Sep 2024
6.00
18 Oct 2024
Exit
TRUP
NASDAQ · Trupanion Inc
54.84
Reversal Risk Warning
43.19%
Entry 9 Aug 2024
38.30
18 Oct 2024
Entry
UAA
NYSE · Under Armour Inc A
9.36
Trend inclusion
-
5 signals
MA 70.82 · ROC 1.77% · RS 7.07
18 Oct 2024
Entry
UIS
NYSE · Unisys Corporation
6.89
Trend inclusion
-
4 signals
MA 63.79 · ROC 3.06% · RS 14.40
18 Oct 2024
Entry
VLY
NASDAQ · Valley National Bancorp
8.72
Trend inclusion
-
8 signals
MA 72.83 · ROC 2.68% · RS 0.98
18 Oct 2024
Exit
WLYB
NYSE · John Wiley & Sons B
47.57
Reversal Risk Warning
29.99%
Entry 12 Apr 2024
36.59
18 Oct 2024
Entry
WRBY
NYSE · Warby Parker Inc
16.55
Trend inclusion
-
4 signals
MA 27.82 · ROC 3.40% · RS 3.09
11 Oct 2024
Exit
AIRG
NASDAQ · Airgain Inc
9.29
Reversal Risk Warning
70.46%
Entry 29 Mar 2024
5.45
11 Oct 2024
Exit
AKTX
NASDAQ · Akari Therapeutics PLC
108.00
20% entry drawdown
-25.21%
Entry 9 Aug 2024
144.40
11 Oct 2024
Exit
ATEX
NASDAQ · Anterix Inc
31.50
20% entry drawdown
-21.78%
Entry 26 Jul 2024
40.27
11 Oct 2024
Entry
ATYR
NASDAQ · aTyr Pharma, Inc.
2.23
Trend inclusion
-
5 signals
MA 13.72 · ROC 0.54% · RS 18.20
11 Oct 2024
Entry
BNTX
NASDAQ · BioNTech SE
120.52
Trend inclusion
-
4 signals
MA 76.76 · ROC 3.88% · RS 11.10
11 Oct 2024
Exit
CCOI
NASDAQ · Cogent Communications Group Inc
74.39
Reversal Risk Warning
44.09%
Entry 10 Mar 2023
51.63
11 Oct 2024
Entry
CEVA
NASDAQ · CEVA Inc
25.26
Trend inclusion
-
4 signals
MA 44.02 · ROC 0.72% · RS 4.14
11 Oct 2024
Entry
DTCX
NASDAQ · Datacentrex, Inc.
6.27
Trend inclusion
-
6 signals
MA 54.96 · ROC 1.92% · RS 5.05
11 Oct 2024
Entry
ELBM
NASDAQ · Electra Battery Materials Corp
2.48
Trend inclusion
-
4 signals
MA 65.90 · ROC 2.78% · RS 16.15
11 Oct 2024
Entry
ERII
NASDAQ · Energy Recovery Inc
18.65
Trend inclusion
-
8 signals
MA 57.85 · ROC 2.19% · RS 2.62
11 Oct 2024
Entry
GEVO
NASDAQ · Gevo Inc
2.06
Trend inclusion
-
4 signals
MA 96.63 · ROC 17.06% · RS 98.97
11 Oct 2024
Entry
HOUR
NASDAQ · Hour Loop Inc
1.50
Trend inclusion
-
4 signals
MA 90.59 · ROC 1.86% · RS 5.42