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
9 Feb 2024
Exit
MDB
NASDAQ · MongoDB
500.90
Reversal Risk Warning
90.02%
Entry 12 May 2023
263.60
9 Feb 2024
Entry
ORGO
NASDAQ · Organogenesis Holdings Inc
3.65
Trend inclusion
-
4 signals
MA 18.97 · ROC 0.45% · RS 0.84
9 Feb 2024
Entry
RBLX
NYSE · Roblox Corp
44.40
Trend inclusion
-
7 signals
MA 16.61 · ROC 0.17% · RS 1.04
9 Feb 2024
Entry
RKT
NYSE · Rocket Companies Inc
10.94
Trend inclusion
-
8 signals
MA 30.19 · ROC 3.87% · RS 3.55
9 Feb 2024
Exit
ROOT
NASDAQ · Root Inc
7.58
20% entry drawdown
-23.05%
Entry 14 Jul 2023
9.85
9 Feb 2024
Exit
S
NYSE · SentinelOne Inc
29.70
Reversal Risk Warning
12.67%
Entry 15 Dec 2023
26.36
9 Feb 2024
Exit
TUYA
NYSE · Tuya Inc ADR
1.55
20% entry drawdown
-24.55%
Entry 5 Jan 2024
2.06
9 Feb 2024
Exit
WRAP
NASDAQ · Wrap Technologies Inc
4.57
Reversal Risk Warning
51.32%
Entry 17 Nov 2023
3.02
2 Feb 2024
Entry
ACR
NYSE · Acres Commercial Realty Corp
10.12
Trend inclusion
-
4 signals
MA 74.26 · ROC 2.07% · RS 1.03
2 Feb 2024
Entry
APRE
NASDAQ · Aprea Therapeutics Inc
5.72
Trend inclusion
-
6 signals
MA 31.97 · ROC 7.91% · RS 9.58
2 Feb 2024
Exit
BDSX
NASDAQ · Biodesix Inc
42.40
Reversal Risk Warning
7.61%
Entry 5 Jan 2024
39.40
2 Feb 2024
Entry
CGEN
NASDAQ · Compugen
2.27
Trend inclusion
-
4 signals
MA 98.62 · ROC 11.59% · RS 87.48
2 Feb 2024
Exit
CHTR
NASDAQ · Charter Communications Inc
319.21
20% entry drawdown
-28.74%
Entry 15 Sep 2023
447.95
2 Feb 2024
Entry
CRNT
NASDAQ · Ceragon Networks Ltd
2.43
Trend inclusion
-
4 signals
MA 88.02 · ROC 3.19% · RS 4.06
2 Feb 2024
Entry
ELUT
NASDAQ · Elutia Inc.
3.63
Trend inclusion
-
4 signals
MA 88.33 · ROC 8.84% · RS 29.73
2 Feb 2024
Exit
ESTC
NYSE · Elastic NV
124.60
Reversal Risk Warning
56.61%
Entry 22 Sep 2023
79.56
2 Feb 2024
Entry
GOTU
NYSE · Gaotu Techedu Inc DRC
4.03
Trend inclusion
-
4 signals
MA 9.66 · ROC 1.99% · RS 8.33
2 Feb 2024
Exit
JBI
NYSE · Janus International Group Inc
14.71
Reversal Risk Warning
42.82%
Entry 24 Feb 2023
10.30
2 Feb 2024
Entry
KYMR
NASDAQ · Kymera Therapeutics Inc
32.97
Trend inclusion
-
4 signals
MA 86.47 · ROC 4.23% · RS 10.53
2 Feb 2024
Entry
LRMR
NASDAQ · Larimar Therapeutics Inc
6.15
Trend inclusion
-
6 signals
MA 70.64 · ROC 6.47% · RS 20.49
2 Feb 2024
Exit
OWLT
NYSE · Owlet Inc
4.49
20% entry drawdown
-21.23%
Entry 22 Dec 2023
5.70
2 Feb 2024
Entry
SLDB
NASDAQ · Solid Biosciences LLC
7.02
Trend inclusion
-
4 signals
MA 98.92 · ROC 6.69% · RS 22.36
2 Feb 2024
Exit
SND
NASDAQ · Smart Sand Inc
1.56
20% entry drawdown
-20.98%
Entry 13 Oct 2023
1.97
2 Feb 2024
Entry
WD
NYSE · Walker & Dunlop Inc
86.63
Trend inclusion
-
8 signals
MA 27.56 · ROC 3.35% · RS 2.12
2 Feb 2024
Exit
ZEPP
NYSE · Zepp Health Corp
4.76
20% entry drawdown
-25.63%
Entry 12 Jan 2024
6.40
26 Jan 2024
Entry
ALT
NASDAQ · Altimmune Inc
9.33
Trend inclusion
-
7 signals
MA 85.79 · ROC 23.67% · RS 36.19
26 Jan 2024
Entry
BANC
NYSE · Banc of California, Inc.
13.63
Trend inclusion
-
8 signals
MA 18.57 · ROC 1.41% · RS 0.84
26 Jan 2024
Entry
BBWI
NYSE · Bath & Body Works Inc.
39.46
Trend inclusion
-
4 signals
MA 77.34 · ROC 1.68% · RS 2.44
26 Jan 2024
Entry
BURL
NYSE · Burlington Stores Inc
198.02
Trend inclusion
-
5 signals
MA 77.76 · ROC 3.49% · RS 0.86
26 Jan 2024
Entry
BYRN
NASDAQ · Byrna Technologies Inc
6.89
Trend inclusion
-
8 signals
MA 51.41 · ROC 4.07% · RS 2.65