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
18 Oct 2024
Entry
HUT
NASDAQ · Hut 8 Corp. Common Stock
14.47
Trend inclusion
-
4 signals
MA 8.93 · ROC 5.55% · RS 19.09
18 Oct 2024
Entry
ILMN
NASDAQ · Illumina Inc
146.07
Trend inclusion
-
4 signals
MA 62.97 · ROC 1.03% · RS 6.30
18 Oct 2024
Entry
JD
NASDAQ · JD.com Inc Adr
37.48
Trend inclusion
-
4 signals
MA 92.32 · ROC 8.68% · RS 27.78
18 Oct 2024
Entry
LOVE
NASDAQ · The Lovesac Company
29.93
Trend inclusion
-
6 signals
MA 34.99 · ROC 2.79% · RS 12.13
18 Oct 2024
Entry
MNPR
NASDAQ · Monopar Therapeutics Inc
5.50
Trend inclusion
-
4 signals
MA 83.80 · ROC 6.97% · RS 58.24
18 Oct 2024
Exit
NTRP
NASDAQ · NextTrip Inc
2.40
20% entry drawdown
-20.00%
Entry 2 Aug 2024
3.00
18 Oct 2024
Exit
NVAX
NASDAQ · Novavax Inc
10.18
20% entry drawdown
-27.29%
Entry 21 Jun 2024
14.00
18 Oct 2024
Entry
PTON
NASDAQ · Peloton Interactive Inc
5.84
Trend inclusion
-
5 signals
MA 47.60 · ROC 2.13% · RS 14.36
18 Oct 2024
Entry
RCON
NASDAQ · Recon Technology Ltd
3.47
Trend inclusion
-
4 signals
MA 86.71 · ROC 3.36% · RS 3.62
18 Oct 2024
Entry
SBAC
NASDAQ · SBA Communications Corp
238.27
Trend inclusion
-
8 signals
MA 65.69 · ROC 1.63% · RS 0.16
18 Oct 2024
Entry
SFST
NASDAQ · Southern First Bancshares Inc
36.47
Trend inclusion
-
7 signals
MA 52.77 · ROC 1.33% · RS 2.12
18 Oct 2024
Exit
TKLF
NASDAQ · Yoshitsu Co Ltd ADR
4.39
20% entry drawdown
-26.94%
Entry 27 Sep 2024
6.00
18 Oct 2024
Exit
TRUP
NASDAQ · Trupanion Inc
54.84
Reversal Risk Warning
43.19%
Entry 9 Aug 2024
38.30
18 Oct 2024
Entry
UAA
NYSE · Under Armour Inc A
9.36
Trend inclusion
-
5 signals
MA 70.82 · ROC 1.77% · RS 7.07
18 Oct 2024
Entry
UIS
NYSE · Unisys Corporation
6.89
Trend inclusion
-
4 signals
MA 63.79 · ROC 3.06% · RS 14.40
18 Oct 2024
Entry
VLY
NASDAQ · Valley National Bancorp
8.72
Trend inclusion
-
8 signals
MA 72.83 · ROC 2.68% · RS 0.98
18 Oct 2024
Exit
WLYB
NYSE · John Wiley & Sons B
47.57
Reversal Risk Warning
29.99%
Entry 12 Apr 2024
36.59
18 Oct 2024
Entry
WRBY
NYSE · Warby Parker Inc
16.55
Trend inclusion
-
4 signals
MA 27.82 · ROC 3.40% · RS 3.09
11 Oct 2024
Exit
AIRG
NASDAQ · Airgain Inc
9.29
Reversal Risk Warning
70.46%
Entry 29 Mar 2024
5.45
11 Oct 2024
Exit
AKTX
NASDAQ · Akari Therapeutics PLC
108.00
20% entry drawdown
-25.21%
Entry 9 Aug 2024
144.40
11 Oct 2024
Exit
ATEX
NASDAQ · Anterix Inc
31.50
20% entry drawdown
-21.78%
Entry 26 Jul 2024
40.27
11 Oct 2024
Entry
ATYR
NASDAQ · aTyr Pharma, Inc.
2.23
Trend inclusion
-
5 signals
MA 13.72 · ROC 0.54% · RS 18.20
11 Oct 2024
Entry
BNTX
NASDAQ · BioNTech SE
120.52
Trend inclusion
-
4 signals
MA 76.76 · ROC 3.88% · RS 11.10
11 Oct 2024
Exit
CCOI
NASDAQ · Cogent Communications Group Inc
74.39
Reversal Risk Warning
44.09%
Entry 10 Mar 2023
51.63
11 Oct 2024
Entry
CEVA
NASDAQ · CEVA Inc
25.26
Trend inclusion
-
4 signals
MA 44.02 · ROC 0.72% · RS 4.14
11 Oct 2024
Entry
DTCX
NASDAQ · Datacentrex, Inc.
6.27
Trend inclusion
-
6 signals
MA 54.96 · ROC 1.92% · RS 5.05
11 Oct 2024
Entry
ELBM
NASDAQ · Electra Battery Materials Corp
2.48
Trend inclusion
-
4 signals
MA 65.90 · ROC 2.78% · RS 16.15
11 Oct 2024
Entry
ERII
NASDAQ · Energy Recovery Inc
18.65
Trend inclusion
-
8 signals
MA 57.85 · ROC 2.19% · RS 2.62
11 Oct 2024
Entry
GEVO
NASDAQ · Gevo Inc
2.06
Trend inclusion
-
4 signals
MA 96.63 · ROC 17.06% · RS 98.97
11 Oct 2024
Entry
HOUR
NASDAQ · Hour Loop Inc
1.50
Trend inclusion
-
4 signals
MA 90.59 · ROC 1.86% · RS 5.42