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
CMP
NYSE · Compass Minerals International Inc
13 Jun 202519.24
29.46
53.12%
4
95.91
6.53%
46.95
CODI
NYSE · Compass Diversified Holdings
1 May 202611.80
10.33
-12.46%
4
92.52
8.24%
54.02
COLD
NYSE · Americold Realty Trust
29 May 202615.46
15.93
3.02%
4
95.14
1.94%
3.67
COOK
NYSE · Traeger Inc
3 Jul 202673.83
69.19
-6.28%
4
83.64
9.24%
22.03
CRSP
NASDAQ · Crispr Therapeutics AG
29 Aug 202551.83
47.78
-7.81%
8
37.64
4.23%
1.60
CRSR
NASDAQ · Corsair Gaming Inc
19 Jun 20268.95
9.75
8.94%
5
99.40
6.63%
0.92
CRT
NYSE · Cross Timbers Royalty Trust
6 Mar 20269.41
9.86
4.77%
4
44.90
0.23%
0.83
CUE
NASDAQ · Cue Biopharma
5 Jun 202629.46
31.16
5.77%
4
55.52
0.99%
39.31
CVGI
NASDAQ · Commercial Vehicle Group Inc
3 Apr 20263.56
4.53
27.25%
4
90.80
12.91%
104.42
CYRX
NASDAQ · Cryoport Inc
29 Aug 20258.86
16.51
86.34%
5
71.93
1.22%
11.07
DCH
NYSE · Dauch Corporation
12 Sep 20255.87
5.44
-7.33%
4
97.24
1.62%
1.86
DDD
NYSE · 3D Systems Corporation
12 Jun 20263.01
2.69
-10.63%
4
95.88
3.41%
20.65
DLHC
NASDAQ · DLH Holdings Corp
27 Feb 20266.00
5.50
-8.33%
6
2.65
0.35%
4.03
DLTH
NASDAQ · Duluth Holdings Inc
29 May 20263.35
4.27
27.46%
5
44.25
1.24%
0.75
DLTR
NASDAQ · Dollar Tree Inc
9 May 202585.47
125.94
47.35%
4
70.51
2.12%
3.34
DOW
NYSE · Dow Inc
20 Feb 202629.87
29.92
0.18%
4
96.94
1.89%
4.06
DPRO
NASDAQ · Draganfly Inc
15 Aug 20254.26
4.19
-1.64%
4
96.48
4.75%
20.76
DTIL
NASDAQ · Precision BioSciences Inc
22 May 20267.23
7.87
8.85%
4
74.98
2.99%
14.34
ECOR
NASDAQ · Electrocore LLC
13 Mar 20266.14
5.88
-4.23%
5
45.46
1.51%
1.16
EDIT
NASDAQ · Editas Medicine Inc
3 Jul 20263.65
2.98
-18.36%
8
23.20
2.51%
18.52
ELV
NYSE · Elevance Health Inc
12 Jun 2026404.07
373.11
-7.66%
5
98.31
3.19%
9.86
EMN
NYSE · Eastman Chemical Company
27 Mar 202670.41
68.60
-2.58%
8
13.96
0.94%
3.98
EPC
NYSE · Edgewell Personal Care Co
3 Jul 202627.21
29.66
9.00%
4
81.14
5.52%
19.35
FATE
NASDAQ · Fate Therapeutics Inc
6 Mar 20261.33
2.78
109.02%
4
57.34
3.39%
8.35
FATN
NASDAQ · FatPipe, Inc. Common Stock
17 Jul 20264.54
4.54
New
Entry week
8
39.45
12.74%
2.11
FBIO
NASDAQ · Fortress Biotech Inc
22 Aug 20252.27
3.36
48.02%
5
36.10
0.13%
11.92
FC
NYSE · Franklin Covey Company
8 May 202622.15
20.28
-8.44%
4
95.03
2.36%
3.66
FCEL
NASDAQ · FuelCell Energy Inc
5 Jun 202617.33
18.50
6.72%
6
97.87
21.39%
81.93
FDMT
NASDAQ · 4D Molecular Therapeutics Inc
5 Sep 20257.27
10.99
51.17%
4
93.61
5.54%
9.40
FF
NYSE · FutureFuel Corp
27 Mar 20263.93
4.80
22.11%
4
39.56
1.38%
6.34
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
25 Aug 2023
Entry
VYX
NYSE · NCR Voyix Corporation
18.23
Trend inclusion
-
4 signals
MA 89.25 · ROC 1.89% · RS 12.33
25 Aug 2023
Exit
WHG
NYSE · Westwood Holdings Group Inc
8.83
20% entry drawdown
-20.70%
Entry 26 May 2023
11.14
25 Aug 2023
Exit
YOU
NYSE · Clear Secure Inc
19.49
20% entry drawdown
-20.42%
Entry 6 Jan 2023
24.49
18 Aug 2023
Entry
ALTO
NASDAQ · Alto Ingredients Inc
3.63
Trend inclusion
-
4 signals
MA 69.72 · ROC 4.88% · RS 2.65
18 Aug 2023
Exit
AMTX
NASDAQ · Aemetis Inc
5.24
20% entry drawdown
-29.48%
Entry 21 Jul 2023
7.43
18 Aug 2023
Exit
ATOS
NASDAQ · Atossa Genetics Inc
13.35
20% entry drawdown
-29.37%
Entry 30 Jun 2023
18.90
18 Aug 2023
Entry
AUID
NASDAQ · authID Inc.
9.75
Trend inclusion
-
7 signals
MA 99.03 · ROC 12.06% · RS 2.02
18 Aug 2023
Exit
BB
NYSE · BlackBerry Ltd
4.37
20% entry drawdown
-20.98%
Entry 30 Jun 2023
5.53
18 Aug 2023
Exit
BTMD
NASDAQ · biote Corp
4.73
20% entry drawdown
-23.59%
Entry 31 Mar 2023
6.19
18 Aug 2023
Entry
BV
NYSE · BrightView Holdings
8.35
Trend inclusion
-
4 signals
MA 93.99 · ROC 1.64% · RS 5.04
18 Aug 2023
Entry
BWAY
NASDAQ · Brainsway Ltd
1.60
Trend inclusion
-
4 signals
MA 78.80 · ROC 2.94% · RS 11.54
18 Aug 2023
Exit
CD
NASDAQ · Chaince Digital Holdings Inc.
1.13
20% entry drawdown
-23.13%
Entry 31 Mar 2023
1.47
18 Aug 2023
Exit
COHR
NYSE · Coherent Inc
34.45
20% entry drawdown
-25.12%
Entry 21 Jul 2023
46.01
18 Aug 2023
Exit
CTEV
NYSE · Claritev Corporation
63.60
20% entry drawdown
-21.29%
Entry 11 Aug 2023
80.80
18 Aug 2023
Exit
DOCN
NYSE · DigitalOcean Holdings Inc
32.72
20% entry drawdown
-21.04%
Entry 2 Jun 2023
41.44
18 Aug 2023
Entry
FEDU
NYSE · Four Seasons Education Cayman
9.69
Trend inclusion
-
5 signals
MA 59.16 · ROC 4.10% · RS 7.37
18 Aug 2023
Exit
FSM
NYSE · Fortuna Silver Mines Inc
2.86
20% entry drawdown
-21.43%
Entry 6 Jan 2023
3.64
18 Aug 2023
Exit
GBTG
NYSE · Global Business Travel Group Inc
6.23
20% entry drawdown
-20.84%
Entry 23 Jun 2023
7.87
18 Aug 2023
Entry
GDRX
NASDAQ · Goodrx Holdings Inc
6.72
Trend inclusion
-
7 signals
MA 67.34 · ROC 6.22% · RS 3.33
18 Aug 2023
Exit
GHRS
NASDAQ · GH Research PLC
10.90
20% entry drawdown
-22.53%
Entry 28 Jul 2023
14.07
18 Aug 2023
Exit
HCSG
NASDAQ · Healthcare Services Group Inc
12.40
20% entry drawdown
-20.56%
Entry 28 Apr 2023
15.61
18 Aug 2023
Entry
LFCR
NASDAQ · Lifecore Biomedical Inc.
9.15
Trend inclusion
-
8 signals
MA 76.42 · ROC 7.29% · RS 6.37
18 Aug 2023
Exit
MVST
NASDAQ · Microvast Holdings Inc
1.81
20% entry drawdown
-27.02%
Entry 4 Aug 2023
2.48
18 Aug 2023
Entry
NN
NASDAQ · Nextnav Acquisition Corp
4.00
Trend inclusion
-
4 signals
MA 76.16 · ROC 4.22% · RS 20.23
18 Aug 2023
Exit
NNBR
NASDAQ · NN Inc
2.05
20% entry drawdown
-32.57%
Entry 28 Jul 2023
3.04
18 Aug 2023
Exit
OPEN
NASDAQ · Opendoor Technologies Inc
3.06
20% entry drawdown
-21.39%
Entry 30 Jun 2023
3.89
18 Aug 2023
Entry
ORN
NYSE · Orion Group Holdings Inc
3.32
Trend inclusion
-
4 signals
MA 79.06 · ROC 4.45% · RS 14.16
18 Aug 2023
Exit
OVID
NASDAQ · Ovid Therapeutics Inc
3.88
Reversal Risk Warning
58.37%
Entry 24 Feb 2023
2.45
18 Aug 2023
Exit
RERE
NYSE · ATRenew Inc DRC
2.34
20% entry drawdown
-20.86%
Entry 9 Jun 2023
2.95
18 Aug 2023
Exit
USAU
NASDAQ · US Gold Corp
3.75
20% entry drawdown
-20.38%
Entry 21 Apr 2023
4.71