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
CMP
NYSE · Compass Minerals International Inc
13 Jun 202519.24
29.84
55.09%
4
95.91
6.53%
46.95
CODI
NYSE · Compass Diversified Holdings
1 May 202611.80
10.06
-14.75%
4
92.52
8.24%
54.02
COLD
NYSE · Americold Realty Trust
29 May 202615.46
15.51
0.30%
4
95.14
1.94%
3.67
COOK
NYSE · Traeger Inc
3 Jul 202673.83
72.47
-1.84%
4
83.62
9.24%
22.03
CRSP
NASDAQ · Crispr Therapeutics AG
29 Aug 202551.83
53.35
2.93%
8
37.64
4.23%
1.60
CRSR
NASDAQ · Corsair Gaming Inc
19 Jun 20268.95
9.66
7.93%
5
99.40
6.63%
0.92
CRT
NYSE · Cross Timbers Royalty Trust
6 Mar 20269.41
9.21
-2.19%
4
44.90
0.23%
0.83
CUE
NASDAQ · Cue Biopharma
5 Jun 202629.46
36.78
24.85%
4
55.52
0.99%
39.31
CVAC
NASDAQ · CureVac NV
30 May 20254.47
4.66
4.25%
4
79.16
4.76%
27.85
CVGI
NASDAQ · Commercial Vehicle Group Inc
3 Apr 20263.56
4.86
36.52%
4
90.80
12.91%
104.42
CYRX
NASDAQ · Cryoport Inc
29 Aug 20258.86
16.17
82.51%
5
71.93
1.22%
11.07
DCH
NYSE · Dauch Corporation
12 Sep 20255.87
5.13
-12.61%
4
97.24
1.62%
1.86
DDD
NYSE · 3D Systems Corporation
12 Jun 20263.01
3.07
1.99%
4
95.88
3.41%
20.65
DLHC
NASDAQ · DLH Holdings Corp
27 Feb 20266.00
5.03
-16.17%
6
2.65
0.35%
4.03
DLTH
NASDAQ · Duluth Holdings Inc
29 May 20263.35
4.03
20.30%
5
44.25
1.24%
0.75
DLTR
NASDAQ · Dollar Tree Inc
9 May 202585.47
124.91
46.14%
4
70.51
2.12%
3.34
DOW
NYSE · Dow Inc
20 Feb 202629.87
29.03
-2.80%
4
96.94
1.89%
4.06
DPRO
NASDAQ · Draganfly Inc
15 Aug 20254.26
4.78
12.21%
4
96.48
4.75%
20.76
DTIL
NASDAQ · Precision BioSciences Inc
22 May 20267.23
8.76
21.16%
4
74.98
2.99%
14.34
ECOR
NASDAQ · Electrocore LLC
13 Mar 20266.14
6.60
7.41%
5
45.46
1.51%
1.16
EDIT
NASDAQ · Editas Medicine Inc
3 Jul 20263.65
3.26
-10.68%
8
23.20
2.51%
18.52
ELV
NYSE · Elevance Health Inc
12 Jun 2026404.07
416.23
3.01%
5
98.33
3.19%
9.86
EMN
NYSE · Eastman Chemical Company
27 Mar 202670.41
67.57
-4.04%
8
13.96
0.94%
3.98
EPC
NYSE · Edgewell Personal Care Co
3 Jul 202627.21
26.48
-2.68%
4
81.28
5.52%
19.35
FATE
NASDAQ · Fate Therapeutics Inc
6 Mar 20261.33
3.10
133.08%
4
57.34
3.39%
8.35
FBIO
NASDAQ · Fortress Biotech Inc
22 Aug 20252.27
3.30
45.37%
5
36.10
0.13%
11.92
FC
NYSE · Franklin Covey Company
8 May 202622.15
20.97
-5.33%
4
95.03
2.36%
3.66
FCEL
NASDAQ · FuelCell Energy Inc
5 Jun 202617.33
21.03
21.35%
6
97.87
21.39%
81.93
FDMT
NASDAQ · 4D Molecular Therapeutics Inc
5 Sep 20257.27
12.31
69.33%
4
93.61
5.54%
9.40
FF
NYSE · FutureFuel Corp
27 Mar 20263.93
4.64
18.04%
4
39.56
1.38%
6.34
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
8 Nov 2024
Exit
JXG
NASDAQ · JX Luxventure Group Inc.
77.40
20% entry drawdown
-21.82%
Entry 13 Sep 2024
99.00
8 Nov 2024
Exit
LBRDA
NASDAQ · Liberty Broadband Srs A
84.84
Reversal Risk Warning
24.58%
Entry 27 Sep 2024
68.10
8 Nov 2024
Exit
LBRDK
NASDAQ · Liberty Broadband Srs C
85.56
Reversal Risk Warning
25.17%
Entry 27 Sep 2024
68.36
8 Nov 2024
Exit
MLR
NYSE · Miller Industries Inc
72.86
Reversal Risk Warning
182.23%
Entry 6 Jan 2023
25.81
8 Nov 2024
Exit
NCNO
NASDAQ · nCino Inc
42.53
Reversal Risk Warning
21.24%
Entry 12 Jan 2024
35.08
8 Nov 2024
Entry
NCTY
NASDAQ · The9 Ltd ADR
8.40
Trend inclusion
-
4 signals
MA 61.55 · ROC 4.30% · RS 3.53
8 Nov 2024
Entry
NEWT
NASDAQ · NewtekOne, Inc.
12.75
Trend inclusion
-
4 signals
MA 54.66 · ROC 2.95% · RS 0.06
8 Nov 2024
Exit
NGNE
NASDAQ · Neurogene Inc
68.21
Reversal Risk Warning
115.17%
Entry 26 Jan 2024
31.70
8 Nov 2024
Exit
OCFC
NASDAQ · OceanFirst Financial Corp.
18.85
Reversal Risk Warning
19.29%
Entry 6 Sep 2024
15.80
8 Nov 2024
Exit
OLPX
NASDAQ · Olaplex Holdings Inc
1.71
20% entry drawdown
-24.00%
Entry 20 Sep 2024
2.25
8 Nov 2024
Entry
PRA
NYSE · ProAssurance Corporation
16.99
Trend inclusion
-
6 signals
MA 78.58 · ROC 2.94% · RS 10.09
8 Nov 2024
Entry
QURE
NASDAQ · Uniqure NV
7.79
Trend inclusion
-
4 signals
MA 36.38 · ROC 3.69% · RS 13.94
8 Nov 2024
Exit
RVNC
NASDAQ · Revance Therapeutics, Inc.
3.70
20% entry drawdown
-36.21%
Entry 1 Nov 2024
5.80
8 Nov 2024
Exit
SFBS
NYSE · ServisFirst Bancshares Inc
93.43
Reversal Risk Warning
50.27%
Entry 15 Dec 2023
62.18
8 Nov 2024
Exit
TASK
NASDAQ · Taskus Inc
9.06
Reversal Risk Warning
32.35%
Entry 7 Jun 2024
6.84
8 Nov 2024
Exit
TISI
NYSE · Team Inc
22.52
Reversal Risk Warning
153.60%
Entry 28 Jun 2024
8.88
8 Nov 2024
Entry
UA
NYSE · Under Armour Inc C
8.76
Trend inclusion
-
8 signals
MA 44.13 · ROC 3.02% · RS 2.67
8 Nov 2024
Exit
UAA
NYSE · Under Armour Inc A
9.68
Reversal Risk Warning
3.42%
Entry 18 Oct 2024
9.36
8 Nov 2024
Exit
UFI
NYSE · Unifi Inc
6.00
20% entry drawdown
-22.08%
Entry 20 Sep 2024
7.70
8 Nov 2024
Exit
UIS
NYSE · Unisys Corporation
8.07
Reversal Risk Warning
17.13%
Entry 18 Oct 2024
6.89
8 Nov 2024
Exit
UPST
NASDAQ · Upstart Holdings Inc
81.00
Reversal Risk Warning
112.99%
Entry 13 Sep 2024
38.03
8 Nov 2024
Entry
UXIN
NASDAQ · Uxin Ltd
4.71
Trend inclusion
-
6 signals
MA 43.76 · ROC 15.10% · RS 11.96
8 Nov 2024
Exit
VHI
NYSE · Valhi Inc
39.87
Reversal Risk Warning
142.08%
Entry 29 Mar 2024
16.47
8 Nov 2024
Entry
ZVIA
NYSE · Zevia Pbc
1.53
Trend inclusion
-
6 signals
MA 68.35 · ROC 2.06% · RS 3.12
1 Nov 2024
Entry
ATRC
NASDAQ · AtriCure Inc
33.51
Trend inclusion
-
5 signals
MA 60.74 · ROC 0.11% · RS 4.82
1 Nov 2024
Entry
AUBN
NASDAQ · Auburn National Bancorporation Inc
20.12
Trend inclusion
-
7 signals
MA 50.26 · ROC 1.78% · RS 2.94
1 Nov 2024
Entry
AURA
NASDAQ · Aura Biosciences Inc
10.15
Trend inclusion
-
8 signals
MA 97.77 · ROC 4.68% · RS 10.90
1 Nov 2024
Exit
AWRE
NASDAQ · Aware Inc
1.54
20% entry drawdown
-21.83%
Entry 16 Feb 2024
1.97
1 Nov 2024
Entry
BIO
NYSE · Bio-Rad Laboratories Inc
368.42
Trend inclusion
-
7 signals
MA 51.75 · ROC 0.19% · RS 5.48
1 Nov 2024
Entry
BMY
NYSE · Bristol-Myers Squibb Company
50.60
Trend inclusion
-
5 signals
MA 91.82 · ROC 0.66% · RS 3.44