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
27 Oct 2023
Exit
WLDN
NASDAQ · Willdan Group Inc
17.18
20% entry drawdown
-21.87%
Entry 18 Aug 2023
21.99
27 Oct 2023
Exit
XRX
NASDAQ · Xerox Corp
10.30
20% entry drawdown
-23.16%
Entry 10 Feb 2023
13.41
20 Oct 2023
Exit
ARCT
NASDAQ · Arcturus Therapeutics Holdings Inc
20.18
20% entry drawdown
-27.10%
Entry 21 Apr 2023
27.68
20 Oct 2023
Entry
AVAL
NYSE · Grupo Aval
2.07
Trend inclusion
-
6 signals
MA 7.33 · ROC 1.48% · RS 1.90
20 Oct 2023
Exit
CINT
NYSE · Ci&T Inc
4.57
20% entry drawdown
-29.69%
Entry 29 Sep 2023
6.50
20 Oct 2023
Exit
COF
NYSE · Capital One Financial Corporation
86.40
20% entry drawdown
-21.51%
Entry 21 Jul 2023
110.08
20 Oct 2023
Exit
FROG
NASDAQ · Jfrog Ltd
22.39
20% entry drawdown
-23.30%
Entry 14 Jul 2023
29.19
20 Oct 2023
Entry
GAP
NYSE · The Gap, Inc.
11.04
Trend inclusion
-
6 signals
MA 23.39 · ROC 1.25% · RS 8.92
20 Oct 2023
Entry
GLBS
NASDAQ · Globus Maritime Ltd
1.75
Trend inclusion
-
4 signals
MA 77.21 · ROC 11.96% · RS 38.76
20 Oct 2023
Entry
HCM
NASDAQ · HUTCHMED DRC
16.91
Trend inclusion
-
4 signals
MA 84.51 · ROC 2.23% · RS 5.85
20 Oct 2023
Entry
HELP
NASDAQ · Cybin Inc. Common Stock
18.43
Trend inclusion
-
4 signals
MA 94.16 · ROC 4.70% · RS 13.21
20 Oct 2023
Exit
ICHR
NASDAQ · Ichor Holdings Ltd
25.76
20% entry drawdown
-21.34%
Entry 3 Mar 2023
32.75
20 Oct 2023
Entry
LITS
NASDAQ · Lite Strategy, Inc.
5.46
Trend inclusion
-
4 signals
MA 25.74 · ROC 4.74% · RS 2.06
20 Oct 2023
Exit
MFA
NYSE · MFA Financial Inc
6.13
20% entry drawdown
-20.61%
Entry 30 Jun 2023
7.72
20 Oct 2023
Exit
MITT
NYSE · AG Mortgage Investment Trust Inc
3.73
20% entry drawdown
-22.50%
Entry 28 Jul 2023
4.81
20 Oct 2023
Entry
MLKN
NASDAQ · MillerKnoll Inc
20.95
Trend inclusion
-
4 signals
MA 93.23 · ROC 1.82% · RS 6.67
20 Oct 2023
Exit
NCLH
NYSE · Norwegian Cruise Line Holdings Ltd
13.58
20% entry drawdown
-24.35%
Entry 4 Aug 2023
17.95
20 Oct 2023
Exit
PAR
NYSE · PAR Technology Corporation
33.79
20% entry drawdown
-22.78%
Entry 8 Sep 2023
43.76
20 Oct 2023
Exit
RKT
NYSE · Rocket Companies Inc
6.92
20% entry drawdown
-20.80%
Entry 7 Apr 2023
8.74
20 Oct 2023
Exit
SNN
NYSE · Smith & Nephew SNATS Inc
20.95
20% entry drawdown
-20.09%
Entry 3 Feb 2023
26.22
20 Oct 2023
Entry
SSSS
NASDAQ · SuRo Capital Corp
3.85
Trend inclusion
-
8 signals
MA 23.11 · ROC 1.88% · RS 0.61
20 Oct 2023
Entry
SWBI
NASDAQ · Smith & Wesson Brands Inc
12.50
Trend inclusion
-
4 signals
MA 34.33 · ROC 2.99% · RS 10.96
13 Oct 2023
Exit
ARTW
NASDAQ · Arts-Way Manufacturing Co Inc
2.04
20% entry drawdown
-23.60%
Entry 28 Apr 2023
2.67
13 Oct 2023
Exit
CGNX
NASDAQ · Cognex Corporation
37.45
20% entry drawdown
-22.95%
Entry 6 Jan 2023
48.60
13 Oct 2023
Exit
CLRO
NASDAQ · ClearOne Inc
7.35
20% entry drawdown
-21.33%
Entry 9 Jun 2023
9.34
13 Oct 2023
Exit
DVA
NYSE · DaVita HealthCare Partners Inc
73.20
20% entry drawdown
-21.90%
Entry 12 May 2023
93.72
13 Oct 2023
Exit
FCAP
NASDAQ · First Capital Inc
23.89
20% entry drawdown
-21.80%
Entry 7 Jul 2023
30.55
13 Oct 2023
Exit
KN
NYSE · Knowles Cor
13.77
20% entry drawdown
-21.45%
Entry 17 Feb 2023
17.53
13 Oct 2023
Exit
OSCR
NYSE · Oscar Health Inc
4.93
20% entry drawdown
-26.75%
Entry 28 Apr 2023
6.73
13 Oct 2023
Entry
RPD
NASDAQ · Rapid7 Inc
49.33
Trend inclusion
-
6 signals
MA 2.10 · ROC 0.79% · RS 1.25