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
7 Jun 2024
Entry
LU
NYSE · Lufax Holding Ltd
2.29
Trend inclusion
-
6 signals
MA 61.04 · ROC 2.36% · RS 4.58
7 Jun 2024
Entry
MGNI
NASDAQ · Magnite Inc
12.93
Trend inclusion
-
4 signals
MA 63.60 · ROC 7.70% · RS 12.24
7 Jun 2024
Exit
NEON
NASDAQ · Neonode Inc
2.23
20% entry drawdown
-30.09%
Entry 31 May 2024
3.19
7 Jun 2024
Exit
NXXT
NASDAQ · NextNRG Inc.
4.88
20% entry drawdown
-25.57%
Entry 17 May 2024
6.55
7 Jun 2024
Entry
OXBR
NASDAQ · Oxbridge Re Holdings Ltd
2.18
Trend inclusion
-
4 signals
MA 93.32 · ROC 9.70% · RS 42.33
7 Jun 2024
Exit
PACK
NYSE · Ranpak Holdings Corp
5.73
20% entry drawdown
-22.46%
Entry 12 Apr 2024
7.39
7 Jun 2024
Entry
PSTV
NASDAQ · Plus Therapeutics Inc
58.75
Trend inclusion
-
5 signals
MA 57.91 · ROC 6.78% · RS 3.94
7 Jun 2024
Exit
QXO
NYSE · QXO, Inc.
220.00
Reversal Risk Warning
767.66%
Entry 11 Aug 2023
25.36
7 Jun 2024
Entry
RENT
NASDAQ · Rent the Runway Inc
23.22
Trend inclusion
-
4 signals
MA 81.57 · ROC 20.17% · RS 6.97
7 Jun 2024
Exit
SANA
NASDAQ · Sana Biotechnology Inc
6.98
20% entry drawdown
-21.40%
Entry 15 Mar 2024
8.88
7 Jun 2024
Exit
SILO
NASDAQ · Silo Pharma Inc
17.40
20% entry drawdown
-41.30%
Entry 19 Apr 2024
29.64
7 Jun 2024
Exit
STKE
NASDAQ · Sol Strategies Inc. Common Shares
0.50
20% entry drawdown
-25.88%
Entry 22 Dec 2023
0.68
7 Jun 2024
Exit
STNE
NASDAQ · StoneCo Ltd
10.97
20% entry drawdown
-22.57%
Entry 5 Jan 2024
14.17
7 Jun 2024
Entry
TASK
NASDAQ · Taskus Inc
6.84
Trend inclusion
-
4 signals
MA 92.68 · ROC 4.93% · RS 5.85
7 Jun 2024
Exit
VFF
NASDAQ · Village Farms International Inc
1.04
20% entry drawdown
-21.80%
Entry 19 Apr 2024
1.33
7 Jun 2024
Entry
VLN
NYSE · Valens
3.32
Trend inclusion
-
6 signals
MA 76.83 · ROC 3.68% · RS 20.91
7 Jun 2024
Entry
VNDA
NASDAQ · Vanda Pharmaceuticals Inc
6.12
Trend inclusion
-
8 signals
MA 97.86 · ROC 4.44% · RS 10.54
7 Jun 2024
Exit
VTVT
NASDAQ · vTv Therapeutics Inc
17.10
20% entry drawdown
-27.63%
Entry 3 May 2024
23.63
7 Jun 2024
Exit
W
NYSE · Wayfair Inc
56.45
20% entry drawdown
-20.18%
Entry 10 May 2024
70.72
31 May 2024
Entry
CDNA
NASDAQ · CareDx Inc
13.01
Trend inclusion
-
4 signals
MA 82.10 · ROC 13.46% · RS 22.13
31 May 2024
Entry
CMMB
NASDAQ · Chemomab Therapeutics Ltd DRC
4.28
Trend inclusion
-
6 signals
MA 73.36 · ROC 1.81% · RS 7.39
31 May 2024
Exit
CRDL
NASDAQ · Cardiol Therapeutics Inc Class A
2.62
Reversal Risk Warning
83.22%
Entry 16 Feb 2024
1.43
31 May 2024
Exit
ELTX
NASDAQ · Elicio Therapeutics Inc.
7.90
20% entry drawdown
-21.39%
Entry 17 May 2024
10.05
31 May 2024
Exit
GAP
NYSE · The Gap, Inc.
27.37
Reversal Risk Warning
147.95%
Entry 20 Oct 2023
11.04
31 May 2024
Exit
HRTX
NASDAQ · Heron Therapeuti
3.70
Reversal Risk Warning
48.59%
Entry 26 Jan 2024
2.49
31 May 2024
Entry
LILA
NASDAQ · Liberty Latin America Ltd
5.60
Trend inclusion
-
5 signals
MA 93.55 · ROC 3.20% · RS 4.23
31 May 2024
Entry
LILAK
NASDAQ · Liberty Latin America Ltd Class C
5.60
Trend inclusion
-
5 signals
MA 96.26 · ROC 3.15% · RS 4.25
31 May 2024
Entry
LNSR
NASDAQ · LENSAR Inc
4.70
Trend inclusion
-
4 signals
MA 42.96 · ROC 7.50% · RS 20.38
31 May 2024
Entry
LOVE
NASDAQ · The Lovesac Company
28.11
Trend inclusion
-
5 signals
MA 53.16 · ROC 6.43% · RS 7.33
31 May 2024
Exit
MRDN
NASDAQ · Meridian Holdings Inc
72.84
Reversal Risk Warning
60.58%
Entry 26 Apr 2024
45.36