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
6 Sep 2024
Entry
HAFC
NASDAQ · Hanmi Financial Corporation
17.25
Trend inclusion
-
7 signals
MA 58.53 · ROC 2.82% · RS 7.78
6 Sep 2024
Entry
HRMY
NASDAQ · Harmony Biosciences Holdings
35.59
Trend inclusion
-
4 signals
MA 69.12 · ROC 1.66% · RS 8.51
6 Sep 2024
Exit
IMNN
NASDAQ · Imunon Inc
13.57
20% entry drawdown
-21.80%
Entry 3 May 2024
17.35
6 Sep 2024
Entry
NFBK
NASDAQ · Northfield Bancorp Inc
10.70
Trend inclusion
-
4 signals
MA 74.47 · ROC 0.40% · RS 9.01
6 Sep 2024
Entry
OCFC
NASDAQ · OceanFirst Financial Corp.
15.80
Trend inclusion
-
6 signals
MA 51.29 · ROC 0.77% · RS 5.94
6 Sep 2024
Entry
PODD
NASDAQ · Insulet Corporation
214.75
Trend inclusion
-
7 signals
MA 23.54 · ROC 0.17% · RS 11.58
6 Sep 2024
Entry
RKLB
NASDAQ · Rocket Lab USA Inc.
5.81
Trend inclusion
-
7 signals
MA 56.64 · ROC 5.62% · RS 17.06
6 Sep 2024
Entry
RVLV
NYSE · Revolve Group LLC
20.88
Trend inclusion
-
4 signals
MA 62.29 · ROC 5.53% · RS 10.42
6 Sep 2024
Exit
SAFE
NYSE · Safehold Inc
22.74
Reversal Danger Warning
-2.27%
Entry 30 Aug 2024
23.26
6 Sep 2024
Entry
SRAD
NASDAQ · Sportradar Group AG
11.60
Trend inclusion
-
8 signals
MA 29.29 · ROC 1.12% · RS 4.68
6 Sep 2024
Entry
VISN
NASDAQ · CommScope Holding Company, Inc.
1.33
Trend inclusion
-
4 signals
MA 97.71 · ROC 15.12% · RS 84.62
30 Aug 2024
Exit
AAT
NYSE · American Assets Trust Inc
24.09
Reversal Risk Warning
23.43%
Entry 5 Jan 2024
19.52
30 Aug 2024
Entry
ADPT
NASDAQ · Adaptive Biotechnologies Corp
4.70
Trend inclusion
-
4 signals
MA 90.07 · ROC 2.57% · RS 1.08
30 Aug 2024
Exit
BBY
NYSE · Best Buy Co. Inc
90.78
Reversal Risk Warning
29.84%
Entry 6 Jan 2023
69.92
30 Aug 2024
Entry
BMRC
NASDAQ · Bank of Marin Bancorp
19.92
Trend inclusion
-
4 signals
MA 69.20 · ROC 0.45% · RS 7.73
30 Aug 2024
Entry
CCSI
NASDAQ · Consensus Cloud Solutions Inc
24.09
Trend inclusion
-
5 signals
MA 86.54 · ROC 1.37% · RS 6.38
30 Aug 2024
Exit
COO
NASDAQ · The Cooper Companies, Inc
105.73
Reversal Risk Warning
22.78%
Entry 27 Jan 2023
86.11
30 Aug 2024
Exit
DOLE
NYSE · Dole PLC
15.38
Reversal Risk Warning
62.38%
Entry 13 Jan 2023
9.47
30 Aug 2024
Exit
ESNT
NYSE · Essent Group Ltd
61.90
Reversal Risk Warning
66.34%
Entry 10 Mar 2023
37.21
30 Aug 2024
Exit
FEDU
NYSE · Four Seasons Education Cayman
17.01
Reversal Risk Warning
68.35%
Entry 14 Jun 2024
10.10
30 Aug 2024
Exit
GOTU
NYSE · Gaotu Techedu Inc DRC
3.18
20% entry drawdown
-21.09%
Entry 2 Feb 2024
4.03
30 Aug 2024
Entry
INDB
NASDAQ · Independent Bank
59.50
Trend inclusion
-
4 signals
MA 83.63 · ROC 0.74% · RS 5.02
30 Aug 2024
Entry
LUMN
NYSE · Lumen Technologies Inc
5.25
Trend inclusion
-
5 signals
MA 96.63 · ROC 40.51% · RS 162.73
30 Aug 2024
Entry
MCB
NYSE · Metropolitan Bank Holding
51.23
Trend inclusion
-
6 signals
MA 26.15 · ROC 0.39% · RS 7.04
30 Aug 2024
Entry
MLAB
NASDAQ · Mesa Laboratories Inc
132.14
Trend inclusion
-
4 signals
MA 89.52 · ROC 4.67% · RS 13.69
30 Aug 2024
Entry
MYFW
NASDAQ · First Western Financial Inc
19.24
Trend inclusion
-
7 signals
MA 21.86 · ROC 0.19% · RS 0.88
30 Aug 2024
Entry
NTGR
NASDAQ · NETGEAR Inc
16.23
Trend inclusion
-
6 signals
MA 24.37 · ROC 1.15% · RS 3.00
30 Aug 2024
Entry
OMCL
NASDAQ · Omnicell Inc
44.48
Trend inclusion
-
4 signals
MA 93.83 · ROC 4.38% · RS 14.30
30 Aug 2024
Entry
ONC
NASDAQ · BeiGene, Ltd.
191.78
Trend inclusion
-
4 signals
MA 76.43 · ROC 2.61% · RS 0.71
30 Aug 2024
Entry
SAFE
NYSE · Safehold Inc
23.26
Trend inclusion
-
5 signals
MA 92.91 · ROC 2.50% · RS 10.26