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
FGBI
NASDAQ · First Guaranty Bancshares, Inc.
27 Mar 20268.12
9.94
22.38%
4
18.96
0.38%
2.78
FIVN
NASDAQ · Five9 Inc
10 Jul 202625.42
25.42
New
Entry week
6
41.93
1.63%
2.87
FLG
NYSE · Flagstar Financial, Inc.
14 Mar 202511.81
15.09
27.73%
4
52.26
1.89%
11.94
FLYW
NASDAQ · Flywire Corp
26 Jun 202617.54
17.62
0.46%
6
43.44
1.89%
15.19
FNKO
NASDAQ · Funko Inc
8 May 20265.26
5.58
6.08%
4
56.21
4.79%
14.62
FOR
NYSE · Forestar Group Inc
6 Mar 202625.96
30.51
17.53%
4
49.13
2.15%
1.10
FUN
NYSE · Six Flags Entertainment Corporation
12 Jun 202623.44
19.46
-16.98%
6
80.97
0.70%
1.12
GCTS
NYSE · GCT Semiconductor Holding Inc
12 Jun 20262.52
2.46
-2.38%
5
81.99
16.22%
55.51
GFR
NYSE · Greenfire Resources Ltd.
6 Feb 20265.74
5.57
-2.96%
4
65.60
2.23%
5.39
GMAB
NASDAQ · Genmab AS
29 Aug 202524.87
29.00
16.61%
6
64.19
1.67%
1.72
GOOS
NYSE · Canada Goose Holdings Inc
1 Aug 202511.27
9.66
-14.29%
7
98.00
4.60%
1.27
GPRE
NASDAQ · Green Plains Renewable Energy Inc
5 Sep 202510.64
16.89
58.74%
4
90.39
2.21%
16.49
GRCL
NASDAQ · Gracell Biotechnologies Inc.
1 Dec 20235.29
10.25
93.76%
4
67.56
12.45%
54.93
GRDX
NASDAQ · GridAI Technologies Corp.
19 Jun 20265.40
4.50
-16.67%
4
65.78
8.79%
44.27
GTN
NYSE · Gray Television Inc
4 Jul 20254.60
3.78
-17.79%
6
75.65
1.02%
7.54
HELE
NASDAQ · Helen of Troy Ltd
12 Jun 202629.86
26.34
-11.79%
5
72.22
5.26%
17.71
HLX
NYSE · Helix Energy Solutions Group Inc
30 Jan 20267.94
9.22
16.12%
4
39.82
1.31%
3.94
HOFT
NASDAQ · Hooker Furniture Corporation
9 Jan 202611.62
14.99
29.00%
5
47.27
2.40%
0.20
HPP
NYSE · Hudson Pacific Properties Inc
10 Jul 202615.18
15.18
New
Entry week
4
83.69
3.64%
4.60
HQI
NASDAQ · Hirequest Inc
20 Feb 202611.47
12.41
8.20%
4
45.12
1.66%
3.40
HTO
NASDAQ · H2O America
13 Feb 202654.47
61.47
12.85%
4
86.34
0.66%
0.70
HURA
NASDAQ · TuHURA Biosciences Inc
19 Jun 20262.57
2.39
-7.00%
7
44.88
0.52%
5.58
HVT
NYSE · Haverty Furniture Companies Inc
5 Sep 202522.99
25.10
9.17%
4
48.06
1.04%
2.61
HVT-A
NYSE · Haverty Furniture Companies Inc
5 Sep 202522.61
28.60
26.47%
4
39.34
0.79%
0.55
IART
NASDAQ · Integra LifeSciences Holdings
26 Jun 202618.76
18.79
0.16%
4
96.31
6.21%
25.99
IBTA
NYSE · Ibotta, Inc.
29 May 202634.25
30.86
-9.90%
6
49.47
0.47%
1.93
IEP
NASDAQ · Icahn Enterprises LP
3 Apr 20267.25
7.49
3.38%
5
21.07
0.07%
2.70
IFBD
NASDAQ · Infobird Co Ltd
10 Jul 20261.21
1.21
New
Entry week
4
0.63
1.78%
2.44
IFF
NYSE · International Flavors & Fragrances Inc
27 Mar 202670.64
77.53
9.75%
8
15.87
1.00%
1.68
IFRX
NASDAQ · InflaRx N.V.
12 Jun 20261.60
2.05
28.13%
6
62.45
8.20%
10.39
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
8 Mar 2024
Entry
TARA
NASDAQ · Protara Therapeutics Inc
3.80
Trend inclusion
-
4 signals
MA 99.15 · ROC 11.27% · RS 28.39
8 Mar 2024
Entry
TLPH
NASDAQ · Talphera Inc.
1.13
Trend inclusion
-
4 signals
MA 98.21 · ROC 5.44% · RS 10.62
8 Mar 2024
Entry
TNYA
NASDAQ · Tenaya Therapeutics Inc
6.40
Trend inclusion
-
4 signals
MA 98.10 · ROC 5.80% · RS 29.07
8 Mar 2024
Exit
VTEX
NYSE · VTEX
9.21
Reversal Risk Warning
81.66%
Entry 14 Jul 2023
5.07
8 Mar 2024
Entry
XYZ
NYSE · Block, Inc
80.74
Trend inclusion
-
8 signals
MA 65.92 · ROC 1.45% · RS 11.73
8 Mar 2024
Entry
Z
NASDAQ · Zillow Group Inc Class C
57.88
Trend inclusion
-
6 signals
MA 19.98 · ROC 0.32% · RS 0.71
1 Mar 2024
Exit
ABNB
NASDAQ · Airbnb Inc
159.72
Reversal Risk Warning
28.39%
Entry 31 Mar 2023
124.40
1 Mar 2024
Entry
ADCT
NYSE · ADC Therapeutics SA
4.86
Trend inclusion
-
6 signals
MA 92.06 · ROC 34.02% · RS 121.43
1 Mar 2024
Exit
APRE
NASDAQ · Aprea Therapeutics Inc
8.00
Reversal Risk Warning
39.86%
Entry 2 Feb 2024
5.72
1 Mar 2024
Entry
AVIR
NASDAQ · Atea Pharmaceuticals Inc
4.45
Trend inclusion
-
4 signals
MA 85.53 · ROC 2.92% · RS 5.24
1 Mar 2024
Entry
BAND
NASDAQ · Bandwidth Inc
20.69
Trend inclusion
-
4 signals
MA 40.63 · ROC 0.76% · RS 29.11
1 Mar 2024
Entry
BYSI
NASDAQ · BeyondSpring Inc
1.50
Trend inclusion
-
4 signals
MA 77.46 · ROC 4.10% · RS 17.46
1 Mar 2024
Exit
CCCC
NASDAQ · C4 Therapeutics Inc
10.99
Reversal Risk Warning
100.91%
Entry 26 Jan 2024
5.47
1 Mar 2024
Entry
CDXS
NASDAQ · Codexis Inc
4.61
Trend inclusion
-
6 signals
MA 75.50 · ROC 0.47% · RS 34.70
1 Mar 2024
Exit
CMPR
NASDAQ · Cimpress NV
99.64
Reversal Risk Warning
139.69%
Entry 7 Apr 2023
41.57
1 Mar 2024
Entry
CMPS
NASDAQ · Compass Pathways Plc
11.48
Trend inclusion
-
4 signals
MA 87.21 · ROC 2.88% · RS 12.71
1 Mar 2024
Exit
CRL
NYSE · Charles River Laboratories
264.38
Reversal Risk Warning
7.93%
Entry 16 Feb 2024
244.96
1 Mar 2024
Entry
DCPH
NASDAQ · Deciphera Pharmaceuticals LLC
17.36
Trend inclusion
-
8 signals
MA 44.18 · ROC 2.65% · RS 1.30
1 Mar 2024
Exit
EFOR
NYSE · Everforth, Inc.
100.76
Reversal Risk Warning
17.85%
Entry 3 Nov 2023
85.50
1 Mar 2024
Entry
EQ
NASDAQ · Equillium Inc
2.50
Trend inclusion
-
4 signals
MA 96.40 · ROC 28.27% · RS 154.63
1 Mar 2024
Exit
FATE
NASDAQ · Fate Therapeutics Inc
7.74
Reversal Risk Warning
11.21%
Entry 23 Feb 2024
6.96
1 Mar 2024
Entry
GM
NYSE · General Motors Company
40.09
Trend inclusion
-
4 signals
MA 69.25 · ROC 0.57% · RS 2.79
1 Mar 2024
Entry
INO
NASDAQ · Inovio Pharmaceuticals Inc
9.55
Trend inclusion
-
8 signals
MA 57.51 · ROC 4.66% · RS 12.02
1 Mar 2024
Exit
IOVA
NASDAQ · Iovance Biotherapeutics Inc
16.79
Reversal Risk Warning
82.90%
Entry 9 Feb 2024
9.18
1 Mar 2024
Exit
JHX
NYSE · James Hardie Industries PLC ADR
40.30
Reversal Risk Warning
73.56%
Entry 5 May 2023
23.22
1 Mar 2024
Entry
KOD
NASDAQ · Kodiak Sciences Inc
6.01
Trend inclusion
-
4 signals
MA 94.07 · ROC 2.09% · RS 15.80
1 Mar 2024
Entry
LENZ
NASDAQ · LENZ Therapeutics Inc
17.05
Trend inclusion
-
6 signals
MA 61.94 · ROC 2.64% · RS 6.37
1 Mar 2024
Entry
LNSR
NASDAQ · LENSAR Inc
4.70
Trend inclusion
-
4 signals
MA 96.48 · ROC 5.61% · RS 21.04
1 Mar 2024
Entry
LONA
NASDAQ · LeonaBio, Inc.
39.40
Trend inclusion
-
4 signals
MA 99.06 · ROC 3.83% · RS 26.29
1 Mar 2024
Entry
MHK
NYSE · Mohawk Industries Inc
121.41
Trend inclusion
-
4 signals
MA 82.41 · ROC 0.94% · RS 6.65