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
26 Jan 2024
Entry
CCCC
NASDAQ · C4 Therapeutics Inc
5.47
Trend inclusion
-
4 signals
MA 98.02 · ROC 14.58% · RS 29.43
26 Jan 2024
Exit
CDIO
NASDAQ · Cardio Diagnostics Holdings Inc
62.40
20% entry drawdown
-20.61%
Entry 12 Jan 2024
78.60
26 Jan 2024
Entry
CENX
NASDAQ · Century Aluminum Company
11.58
Trend inclusion
-
5 signals
MA 50.72 · ROC 3.27% · RS 8.85
26 Jan 2024
Entry
CGNT
NASDAQ · Cognyte Software Ltd
6.60
Trend inclusion
-
4 signals
MA 43.85 · ROC 0.75% · RS 15.91
26 Jan 2024
Exit
COLB
NASDAQ · Columbia Banking System Inc
17.65
20% entry drawdown
-21.32%
Entry 5 Jan 2024
22.44
26 Jan 2024
Exit
DBRG
NYSE · Digitalbridge Group Inc
20.26
Reversal Risk Warning
25.22%
Entry 21 Jul 2023
16.18
26 Jan 2024
Exit
DT
NYSE · Dynatrace Holdings LLC
58.26
Reversal Risk Warning
35.68%
Entry 24 Feb 2023
42.94
26 Jan 2024
Entry
EEIQ
NASDAQ · Elite Education Group International Ltd
31.44
Trend inclusion
-
4 signals
MA 78.57 · ROC 4.05% · RS 13.47
26 Jan 2024
Exit
ELTK
NASDAQ · Eltek Ltd
19.06
Reversal Risk Warning
342.98%
Entry 20 Jan 2023
4.30
26 Jan 2024
Exit
HCM
NASDAQ · HUTCHMED DRC
13.14
20% entry drawdown
-22.29%
Entry 20 Oct 2023
16.91
26 Jan 2024
Entry
HOWL
NASDAQ · Werewolf Therapeutics Inc
4.35
Trend inclusion
-
4 signals
MA 94.76 · ROC 7.94% · RS 24.75
26 Jan 2024
Entry
HRTX
NASDAQ · Heron Therapeuti
2.49
Trend inclusion
-
4 signals
MA 93.59 · ROC 9.73% · RS 24.42
26 Jan 2024
Exit
IBRX
NASDAQ · Immunitybio Inc
3.29
20% entry drawdown
-25.90%
Entry 22 Dec 2023
4.44
26 Jan 2024
Entry
ISTR
NASDAQ · Investar Holding Corp
16.82
Trend inclusion
-
4 signals
MA 98.12 · ROC 5.68% · RS 8.46
26 Jan 2024
Entry
JELD
NYSE · Jeld-Wen Holding Inc
18.39
Trend inclusion
-
4 signals
MA 46.92 · ROC 1.71% · RS 10.60
26 Jan 2024
Entry
LNC
NYSE · Lincoln National Corporation
25.13
Trend inclusion
-
4 signals
MA 62.24 · ROC 2.65% · RS 3.86
26 Jan 2024
Entry
NGNE
NASDAQ · Neurogene Inc
31.70
Trend inclusion
-
4 signals
MA 93.46 · ROC 11.62% · RS 69.70
26 Jan 2024
Entry
OMEX
NASDAQ · Odyssey Marine Exploration Inc
4.60
Trend inclusion
-
4 signals
MA 65.31 · ROC 3.38% · RS 7.28
26 Jan 2024
Entry
ONDS
NASDAQ · Ondas Holdings Inc.
1.41
Trend inclusion
-
4 signals
MA 56.06 · ROC 7.62% · RS 0.39
26 Jan 2024
Entry
PRAX
NASDAQ · Praxis Precision Medicines Inc
37.45
Trend inclusion
-
4 signals
MA 85.42 · ROC 14.16% · RS 40.94
26 Jan 2024
Entry
RLMD
NASDAQ · Relmada Therapeutics Inc
3.63
Trend inclusion
-
5 signals
MA 34.36 · ROC 3.82% · RS 1.24
26 Jan 2024
Entry
SOPH
NASDAQ · Sophia Genetics SA
4.90
Trend inclusion
-
5 signals
MA 85.56 · ROC 2.69% · RS 6.48
26 Jan 2024
Entry
STIM
NASDAQ · Neuronetics Inc
3.35
Trend inclusion
-
4 signals
MA 87.22 · ROC 7.39% · RS 10.15
26 Jan 2024
Entry
SWVL
NASDAQ · Swvl Holdings Corp
3.92
Trend inclusion
-
4 signals
MA 68.85 · ROC 33.79% · RS 128.59
26 Jan 2024
Entry
TREE
NASDAQ · Lendingtree Inc
33.62
Trend inclusion
-
4 signals
MA 75.56 · ROC 5.32% · RS 18.91
19 Jan 2024
Entry
AAME
NASDAQ · Atlantic American Corporation
2.57
Trend inclusion
-
4 signals
MA 89.27 · ROC 2.87% · RS 2.32
19 Jan 2024
Entry
AQST
NASDAQ · Aquestive Therapeutics Inc
2.44
Trend inclusion
-
4 signals
MA 46.77 · ROC 1.98% · RS 26.62
19 Jan 2024
Entry
AUR
NASDAQ · Aurora Innovation Inc
3.10
Trend inclusion
-
4 signals
MA 50.27 · ROC 7.09% · RS 14.38
19 Jan 2024
Entry
C
NYSE · Citigroup Inc.
47.84
Trend inclusion
-
5 signals
MA 81.05 · ROC 1.94% · RS 0.75
19 Jan 2024
Entry
CARG
NASDAQ · CarGurus
23.34
Trend inclusion
-
4 signals
MA 56.97 · ROC 1.62% · RS 0.91