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
10 Mar 2023
Exit
HUYA
NYSE · HUYA Inc
1.61
20% entry drawdown
-22.37%
Entry 10 Feb 2023
2.07
10 Mar 2023
Exit
IAG
NYSE · IAMGold Corporation
2.13
20% entry drawdown
-23.10%
Entry 13 Jan 2023
2.77
10 Mar 2023
Exit
JANX
NASDAQ · Janux Therapeutics Inc
14.09
20% entry drawdown
-20.22%
Entry 17 Feb 2023
17.66
10 Mar 2023
Exit
JOYY
NASDAQ · JOYY Inc
24.84
20% entry drawdown
-27.00%
Entry 13 Jan 2023
34.03
10 Mar 2023
Entry
LBTYB
NASDAQ · Liberty Global PLC Class B
21.46
Trend inclusion
-
5 signals
MA 42.75 · ROC 0.01% · RS 3.83
10 Mar 2023
Entry
LEXX
NASDAQ · Lexaria Bioscience Corp
2.94
Trend inclusion
-
4 signals
MA 44.28 · ROC 0.64% · RS 11.38
10 Mar 2023
Exit
LIND
NASDAQ · Lindblad Expeditions Holdings Inc
8.66
20% entry drawdown
-27.95%
Entry 3 Feb 2023
12.02
10 Mar 2023
Exit
LOGI
NASDAQ · Logitech International SA
48.80
20% entry drawdown
-20.30%
Entry 6 Jan 2023
61.24
10 Mar 2023
Exit
LX
NASDAQ · Lexinfintech Holdings Ltd
1.64
20% entry drawdown
-27.21%
Entry 10 Feb 2023
2.25
10 Mar 2023
Entry
LZB
NYSE · La-Z-Boy Incorporated
27.28
Trend inclusion
-
4 signals
MA 96.85 · ROC 1.52% · RS 17.56
10 Mar 2023
Entry
MDRR
NASDAQ · Medalist Diversified Reit Inc
13.32
Trend inclusion
-
5 signals
MA 36.82 · ROC 0.73% · RS 5.53
10 Mar 2023
Entry
MDXG
NASDAQ · MiMedx Group Inc
3.85
Trend inclusion
-
4 signals
MA 78.08 · ROC 2.62% · RS 9.78
10 Mar 2023
Exit
MGNI
NASDAQ · Magnite Inc
8.75
20% entry drawdown
-24.50%
Entry 27 Jan 2023
11.59
10 Mar 2023
Entry
MSGM
NASDAQ · Motorsport Gaming Us LLC
10.24
Trend inclusion
-
4 signals
MA 63.53 · ROC 7.74% · RS 40.32
10 Mar 2023
Exit
NAGE
NASDAQ · Niagen Bioscience, Inc.
1.48
20% entry drawdown
-20.64%
Entry 10 Feb 2023
1.87
10 Mar 2023
Exit
NVCR
NASDAQ · Novocure Ltd
66.21
20% entry drawdown
-27.16%
Entry 27 Jan 2023
90.90
10 Mar 2023
Exit
OM
NASDAQ · Outset Medical Inc
307.50
20% entry drawdown
-20.02%
Entry 6 Jan 2023
384.45
10 Mar 2023
Entry
PEGA
NASDAQ · Pegasystems Inc
22.06
Trend inclusion
-
4 signals
MA 91.69 · ROC 1.38% · RS 0.79
10 Mar 2023
Entry
PNR
NYSE · Pentair PLC
50.72
Trend inclusion
-
7 signals
MA 72.26 · ROC 2.01% · RS 13.32
10 Mar 2023
Entry
RBBN
NASDAQ · Ribbon Communications Inc
4.25
Trend inclusion
-
4 signals
MA 98.68 · ROC 4.46% · RS 41.15
10 Mar 2023
Entry
RDY
NYSE · Dr. Reddy’s Laboratories Ltd ADR
10.40
Trend inclusion
-
5 signals
MA 10.90 · ROC 0.30% · RS 2.28
10 Mar 2023
Entry
RERE
NYSE · ATRenew Inc DRC
2.83
Trend inclusion
-
6 signals
MA 3.69 · ROC 0.59% · RS 8.86
10 Mar 2023
Entry
RGR
NYSE · Sturm Ruger & Company Inc
53.13
Trend inclusion
-
6 signals
MA 45.99 · ROC 0.59% · RS 5.46
10 Mar 2023
Entry
RJET
NASDAQ · Republic Airways Holdings Inc
48.60
Trend inclusion
-
4 signals
MA 89.19 · ROC 5.17% · RS 36.26
10 Mar 2023
Entry
RRGB
NASDAQ · Red Robin Gourmet Burgers Inc
11.31
Trend inclusion
-
4 signals
MA 67.32 · ROC 2.38% · RS 26.92
10 Mar 2023
Entry
SKYH
NYSE · Sky Harbour Group Corporation
7.69
Trend inclusion
-
4 signals
MA 96.93 · ROC 6.84% · RS 28.69
10 Mar 2023
Entry
SSTK
NYSE · Shutterstock
59.52
Trend inclusion
-
6 signals
MA 76.85 · ROC 3.46% · RS 17.66
10 Mar 2023
Entry
STEX
NASDAQ · Streamex Corp
10.50
Trend inclusion
-
4 signals
MA 96.41 · ROC 10.77% · RS 34.92
10 Mar 2023
Entry
SWKS
NASDAQ · Skyworks Solutions Inc
99.81
Trend inclusion
-
4 signals
MA 73.60 · ROC 0.64% · RS 12.39
10 Mar 2023
Exit
SY
NASDAQ · So-Young International Inc
1.85
20% entry drawdown
-23.40%
Entry 27 Jan 2023
2.41