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
29 Nov 2024
Exit
PTON
NASDAQ · Peloton Interactive Inc
10.34
Reversal Risk Warning
77.05%
Entry 18 Oct 2024
5.84
29 Nov 2024
Entry
QNCX
NASDAQ · Quince Therapeutics, Inc.
410.00
Trend inclusion
-
4 signals
MA 95.41 · ROC 13.89% · RS 75.30
29 Nov 2024
Exit
RVLV
NYSE · Revolve Group LLC
36.08
Reversal Risk Warning
72.80%
Entry 6 Sep 2024
20.88
29 Nov 2024
Entry
SEER
NASDAQ · Seer Inc
2.47
Trend inclusion
-
4 signals
MA 36.94 · ROC 3.53% · RS 18.07
29 Nov 2024
Entry
SGMT
NASDAQ · Sagimet Biosciences Inc. Series A Common Stock
5.69
Trend inclusion
-
4 signals
MA 53.12 · ROC 3.34% · RS 3.86
29 Nov 2024
Exit
SKYW
NASDAQ · SkyWest Inc
114.74
Reversal Risk Warning
385.16%
Entry 14 Apr 2023
23.65
29 Nov 2024
Exit
UNB
NASDAQ · Union Bankshares Inc
31.83
Reversal Risk Warning
44.66%
Entry 27 Oct 2023
22.00
29 Nov 2024
Entry
WB
NASDAQ · Weibo Corp
8.11
Trend inclusion
-
8 signals
MA 0.06 · ROC 0.58% · RS 0.27
29 Nov 2024
Entry
WBD
NASDAQ · Warner Bros Discovery Inc
10.48
Trend inclusion
-
4 signals
MA 60.42 · ROC 2.61% · RS 5.77
29 Nov 2024
Entry
XPOF
NYSE · Xponential Fitness Inc
15.24
Trend inclusion
-
4 signals
MA 58.11 · ROC 2.46% · RS 2.37
22 Nov 2024
Entry
AENT
NASDAQ · Alliance Entertainment Holding Corporation Class A Common Stock
5.00
Trend inclusion
-
4 signals
MA 96.49 · ROC 13.22% · RS 105.63
22 Nov 2024
Entry
AEVA
NASDAQ · Aeva Technologies, Inc. Common Stock
4.25
Trend inclusion
-
5 signals
MA 55.61 · ROC 2.58% · RS 0.63
22 Nov 2024
Exit
ALKT
NASDAQ · Alkami Technology Inc
40.69
Reversal Risk Warning
123.94%
Entry 1 Sep 2023
18.17
22 Nov 2024
Exit
AVNS
NYSE · Avanos Medical Inc
18.60
20% entry drawdown
-20.27%
Entry 16 Aug 2024
23.33
22 Nov 2024
Exit
AVPT
NASDAQ · Avepoint Inc
18.57
Reversal Risk Warning
185.25%
Entry 9 Jun 2023
6.51
22 Nov 2024
Entry
BBAI
NYSE · BigBearai Holdings Inc
2.45
Trend inclusion
-
4 signals
MA 29.91 · ROC 1.18% · RS 23.51
22 Nov 2024
Exit
BLND
NYSE · Blend Labs Inc
5.20
Reversal Risk Warning
276.81%
Entry 3 Nov 2023
1.38
22 Nov 2024
Entry
CAN
NASDAQ · Canaan Inc
1.97
Trend inclusion
-
4 signals
MA 68.45 · ROC 6.61% · RS 30.99
22 Nov 2024
Entry
DCGO
NASDAQ · DocGo Inc
4.25
Trend inclusion
-
5 signals
MA 62.30 · ROC 1.71% · RS 1.73
22 Nov 2024
Exit
ELBM
NASDAQ · Electra Battery Materials Corp
1.96
20% entry drawdown
-20.84%
Entry 11 Oct 2024
2.48
22 Nov 2024
Entry
FVRR
NYSE · Fiverr International Ltd
32.11
Trend inclusion
-
4 signals
MA 53.84 · ROC 5.67% · RS 14.57
22 Nov 2024
Exit
GSHD
NASDAQ · Goosehead Insurance Inc
119.69
Reversal Risk Warning
141.06%
Entry 14 Apr 2023
49.65
22 Nov 2024
Entry
HURC
NASDAQ · Hurco Companies Inc
22.66
Trend inclusion
-
6 signals
MA 86.03 · ROC 2.05% · RS 1.31
22 Nov 2024
Entry
IKT
NASDAQ · Inhibikase Therapeutics Inc
2.31
Trend inclusion
-
4 signals
MA 70.31 · ROC 3.74% · RS 17.79
22 Nov 2024
Exit
MSTR
NASDAQ · MicroStrategy Incorporated
421.88
Reversal Risk Warning
1354.26%
Entry 7 Apr 2023
29.01
22 Nov 2024
Exit
PAR
NYSE · PAR Technology Corporation
77.41
Reversal Risk Warning
77.79%
Entry 29 Dec 2023
43.54
22 Nov 2024
Entry
PLCE
NASDAQ · Children’s Place Inc
16.10
Trend inclusion
-
8 signals
MA 69.93 · ROC 9.47% · RS 3.05
22 Nov 2024
Exit
PNR
NYSE · Pentair PLC
105.27
Reversal Risk Warning
107.57%
Entry 10 Mar 2023
50.72
22 Nov 2024
Exit
PYPL
NASDAQ · PayPal Holdings Inc
86.01
Reversal Risk Warning
23.78%
Entry 13 Sep 2024
69.48
22 Nov 2024
Exit
QTWO
NYSE · Q2 Holdings
106.37
Reversal Risk Warning
226.59%
Entry 25 Aug 2023
32.57