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
IHS
NYSE · IHS Holding Ltd
7 Feb 20253.79
8.28
118.47%
4
52.72
1.34%
8.33
IIPR
NYSE · Innovative Industrial Properties Inc
8 May 202655.59
64.44
15.93%
5
51.06
1.20%
0.90
IMRX
NASDAQ · Immuneering Corp
25 Jul 20254.06
5.11
25.86%
4
97.64
14.41%
81.13
IMVT
NASDAQ · Immunovant Inc
7 Nov 202523.35
39.71
70.06%
5
64.71
3.59%
6.32
INV
NASDAQ · Innventure, Inc.
5 Jun 20265.85
5.01
-14.36%
7
65.96
8.77%
8.65
IPSC
NASDAQ · Century Therapeutics Inc
9 Jan 20261.94
2.25
15.98%
4
75.08
16.21%
170.56
IRDM
NASDAQ · Iridium Communications Inc
27 Mar 202627.87
50.06
79.63%
4
97.10
0.93%
24.59
IRWD
NASDAQ · Ironwood Pharmaceuticals Inc
14 Nov 20253.14
4.47
42.36%
8
98.96
14.26%
56.91
JAKK
NASDAQ · JAKKS Pacific Inc
6 Mar 202620.09
22.73
13.13%
5
74.12
2.33%
2.04
JWEL
NASDAQ · Jowell Global Ltd.
25 Oct 20241.74
2.01
15.21%
4
48.67
2.74%
0.12
JXG
NASDAQ · JX Luxventure Group Inc.
3 Jul 202610.84
11.16
2.95%
4
85.82
12.88%
8.46
KELYA
NASDAQ · Kelly Services A Inc
26 Jun 202612.73
13.55
6.44%
6
97.98
4.92%
3.10
KFFB
NASDAQ · Kentucky First Federal Bancorp
12 Sep 20253.40
5.00
47.06%
4
60.29
0.53%
2.25
KFRC
NYSE · Kforce Inc.
22 May 202641.20
54.63
32.60%
4
93.52
6.61%
12.63
KLXE
NASDAQ · KLX Energy Services Holdings Inc
13 Feb 20262.54
2.46
-3.15%
4
79.97
4.26%
4.10
KMX
NYSE · CarMax Inc
26 Jun 202652.76
53.49
1.38%
4
86.72
5.19%
3.83
KOP
NYSE · Koppers Holdings Inc
20 Mar 202635.02
47.56
35.80%
5
94.22
3.29%
15.17
KPTI
NASDAQ · Karyopharm Therapeutics Inc
1 May 20268.77
10.34
17.90%
4
54.99
4.56%
23.02
KRO
NYSE · Kronos Worldwide Inc
17 Apr 20266.27
5.89
-6.12%
4
74.90
1.06%
0.35
KTCC
NASDAQ · Key Tronic Corporation
5 Jun 20263.73
4.09
9.65%
5
74.39
0.76%
7.72
KW
NYSE · Kennedy-Wilson Holdings Inc
7 Nov 20259.08
10.92
20.22%
8
24.09
1.07%
4.38
KZIA
NASDAQ · Kazia Therapeutics Ltd ADR
15 May 202613.16
13.56
3.04%
4
94.60
10.82%
35.61
LBTYB
NASDAQ · Liberty Global PLC Class B
27 Feb 202612.72
11.65
-8.41%
4
93.64
5.72%
5.87
LEE
NASDAQ · Lee Enterprises Incorporated
6 Mar 20269.68
8.11
-16.22%
4
96.98
9.40%
46.54
LEG
NYSE · Leggett & Platt Incorporated
26 Dec 202510.95
10.94
-0.05%
4
93.26
3.13%
6.68
LINE
NASDAQ · Lineage, Inc. Common Stock
26 Jun 202643.45
43.12
-0.75%
8
90.19
3.36%
0.23
LITB
NYSE · LightInTheBox Holding Co Ltd ARD
26 Sep 20251.91
3.05
60.10%
4
85.81
9.47%
10.70
LKFT
NASDAQ · Lakefront Biotherapeutics NV
11 Jul 202530.30
30.27
-0.10%
6
54.25
0.76%
0.66
LNTH
NASDAQ · Lantheus Holdings Inc
20 Mar 202676.43
105.64
38.22%
8
65.14
3.51%
3.69
LPL
NYSE · LG Display Co Ltd
25 Jul 20253.83
3.71
-3.13%
4
46.76
1.56%
1.01
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
10 May 2024
Exit
JYNT
NASDAQ · The Joint Corp
16.44
Reversal Risk Warning
34.98%
Entry 19 Apr 2024
12.18
10 May 2024
Exit
LDI
NYSE · Loandepot Inc
2.12
20% entry drawdown
-20.30%
Entry 19 Jan 2024
2.66
10 May 2024
Entry
LIVN
NASDAQ · LivaNova PLC
62.10
Trend inclusion
-
8 signals
MA 64.72 · ROC 1.63% · RS 5.78
10 May 2024
Exit
LZ
NASDAQ · LegalZoom.com Inc
9.98
20% entry drawdown
-25.19%
Entry 29 Mar 2024
13.34
10 May 2024
Entry
MMLP
NASDAQ · Martin Midstream Partners LP
2.95
Trend inclusion
-
4 signals
MA 51.36 · ROC 1.04% · RS 6.50
10 May 2024
Entry
NCSM
NASDAQ · NCS Multistage Holdings Inc
18.60
Trend inclusion
-
8 signals
MA 33.55 · ROC 1.09% · RS 0.12
10 May 2024
Exit
NTZ
NYSE · Natuzzi SpA
5.35
20% entry drawdown
-24.11%
Entry 15 Sep 2023
7.05
10 May 2024
Exit
PINS
NYSE · Pinterest Inc
42.00
Reversal Risk Warning
32.62%
Entry 24 Nov 2023
31.67
10 May 2024
Entry
SEED
NASDAQ · Origin Agritech Ltd
4.80
Trend inclusion
-
5 signals
MA 55.39 · ROC 1.76% · RS 28.86
10 May 2024
Exit
SMWB
NYSE · SimilarWeb Ltd
7.03
20% entry drawdown
-20.83%
Entry 15 Mar 2024
8.88
10 May 2024
Exit
STIM
NASDAQ · Neuronetics Inc
2.51
20% entry drawdown
-25.07%
Entry 26 Jan 2024
3.35
10 May 2024
Entry
SWIM
NASDAQ · Latham Group Inc
3.70
Trend inclusion
-
8 signals
MA 17.38 · ROC 3.22% · RS 5.11
10 May 2024
Entry
TDAY
NYSE · USA TODAY Co., Inc.
3.21
Trend inclusion
-
4 signals
MA 66.29 · ROC 2.42% · RS 17.86
10 May 2024
Exit
TROX
NYSE · Tronox Holdings PLC
17.14
Reversal Risk Warning
28.46%
Entry 23 Feb 2024
13.34
10 May 2024
Exit
UEIC
NASDAQ · Universal Electronics Inc
12.63
Reversal Risk Warning
25.30%
Entry 19 Apr 2024
10.08
10 May 2024
Entry
W
NYSE · Wayfair Inc
70.72
Trend inclusion
-
7 signals
MA 4.08 · ROC 0.94% · RS 7.06
10 May 2024
Exit
XMAX
NASDAQ · XMax Inc.
1.95
20% entry drawdown
-30.11%
Entry 26 Apr 2024
2.79
3 May 2024
Exit
BDTX
NASDAQ · Black Diamond Therapeutics Inc
6.96
Reversal Risk Warning
71.43%
Entry 8 Mar 2024
4.06
3 May 2024
Entry
CSTE
NASDAQ · Caesarstone Ltd
6.39
Trend inclusion
-
4 signals
MA 80.28 · ROC 4.88% · RS 25.52
3 May 2024
Exit
CVS
NYSE · CVS Health Corp
51.58
20% entry drawdown
-30.06%
Entry 5 Jan 2024
73.74
3 May 2024
Exit
DCPH
NASDAQ · Deciphera Pharmaceuticals LLC
25.38
Reversal Risk Warning
46.20%
Entry 1 Mar 2024
17.36
3 May 2024
Exit
FSLY
NASDAQ · Fastly, Inc. Class A Common Stock
8.48
20% entry drawdown
-36.62%
Entry 10 Mar 2023
13.38
3 May 2024
Entry
GHRS
NASDAQ · GH Research PLC
11.68
Trend inclusion
-
5 signals
MA 71.34 · ROC 2.11% · RS 8.97
3 May 2024
Entry
IMNN
NASDAQ · Imunon Inc
17.35
Trend inclusion
-
4 signals
MA 74.28 · ROC 4.85% · RS 11.25
3 May 2024
Exit
INCR
NASDAQ · InterCure Ltd.
3.12
Reversal Risk Warning
22.83%
Entry 22 Mar 2024
2.54
3 May 2024
Entry
LUXE
NYSE · LuxExperience B.V.
4.27
Trend inclusion
-
4 signals
MA 57.08 · ROC 1.47% · RS 9.08
3 May 2024
Entry
MRNA
NASDAQ · Moderna Inc
125.00
Trend inclusion
-
7 signals
MA 25.19 · ROC 0.63% · RS 6.68
3 May 2024
Entry
OGN
NYSE · Organon & Co
18.20
Trend inclusion
-
7 signals
MA 54.73 · ROC 0.97% · RS 1.52
3 May 2024
Entry
PAAS
NYSE · Pan American Silver Corp.
17.61
Trend inclusion
-
4 signals
MA 84.87 · ROC 3.68% · RS 7.82
3 May 2024
Entry
QTTB
NASDAQ · Q32 Bio Inc
25.59
Trend inclusion
-
4 signals
MA 97.09 · ROC 4.85% · RS 30.26