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
434.12
Total Return
334.12%
CAGR
51.64%
Annualized from first index week
Edge vs Market
+29.86%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.21
Sortino 3.76
Current Holdings
271
Transactions
5001
Avg 1418.2/yr ·
118.2/mo ·
27.3/wk
Exit Mix
2365
Stop 57.3% ·
Warning 42.3%
· Other 0.4%
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
ACCO
NYSE · Acco Brands Corporation
4.08
8 signals · MA 74.29 · ROC 2.23% · RS 3.33
BHVN
NYSE · Biohaven Ltd.
15.44
4 signals · MA 87.92 · ROC 6.50% · RS 14.78
BOC
NYSE · Boston Omaha Corp
14.14
4 signals · MA 88.83 · ROC 1.32% · RS 0.95
FATN
NASDAQ · FatPipe, Inc. Common Stock
4.54
8 signals · MA 39.45 · ROC 12.74% · RS 2.11
HOG
NYSE · Harley-Davidson Inc
26.58
8 signals · MA 56.36 · ROC 2.03% · RS 3.60
JHX
NYSE · James Hardie Industries PLC ADR
25.82
4 signals · MA 74.43 · ROC 3.39% · RS 7.54
LGIH
NASDAQ · LGI Homes
58.48
4 signals · MA 96.98 · ROC 3.50% · RS 2.72
TDOC
NYSE · Teladoc Inc
9.43
4 signals · MA 91.36 · ROC 3.36% · RS 22.61
TMCI
NASDAQ · Treace Medical Concepts Inc
4.30
5 signals · MA 93.79 · ROC 8.69% · RS 0.15
UPBD
NASDAQ · Upbound Group Inc.
22.16
4 signals · MA 57.32 · ROC 2.83% · RS 2.64
Positions Out
Closed at weekly close
AIRJ
NASDAQ · AirJoule Technologies Corporation
3.74
20% entry drawdown · -22.65%
CE
NYSE · Celanese Corporation
45.70
20% entry drawdown · -20.82%
FUN
NYSE · Six Flags Entertainment Corporation
17.53
20% entry drawdown · -25.21%
GRDX
NASDAQ · GridAI Technologies Corp.
3.82
20% entry drawdown · -29.26%
INV
NASDAQ · Innventure, Inc.
3.37
20% entry drawdown · -42.39%
MX
NYSE · MagnaChip Semiconductor
3.42
20% entry drawdown · -24.50%
NTLA
NASDAQ · Intellia Therapeutics Inc
11.38
20% entry drawdown · -27.41%
PBF
NYSE · PBF Energy Inc
62.75
Reversal Risk Warning · 133.59%
SG
NYSE · Sweetgreen Inc
7.08
20% entry drawdown · -21.94%
SHEN
NASDAQ · Shenandoah Telecommunications Co
11.38
20% entry drawdown · -24.83%
STFS
NASDAQ · Star Fashion Culture Holdings Limited
9.14
20% entry drawdown · -50.03%
VLN
NYSE · Valens
1.71
20% entry drawdown · -22.62%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signals
Activity
ROC
RS
IMVT
NASDAQ · Immunovant Inc
7 Nov 202523.35
40.26
72.42%
5
64.71
3.59%
6.32
IPSC
NASDAQ · Century Therapeutics Inc
9 Jan 20261.94
2.25
15.98%
4
75.08
16.21%
170.56
IRWD
NASDAQ · Ironwood Pharmaceuticals Inc
14 Nov 20253.14
3.86
22.93%
8
98.96
14.26%
56.91
JAKK
NASDAQ · JAKKS Pacific Inc
6 Mar 202620.09
24.23
20.59%
5
74.12
2.33%
2.04
JHX
NYSE · James Hardie Industries PLC ADR
17 Jul 202625.82
25.82
New
Entry week
4
74.43
3.39%
7.54
JWEL
NASDAQ · Jowell Global Ltd.
25 Oct 20241.74
2.05
17.51%
4
48.67
2.74%
0.12
JXG
NASDAQ · JX Luxventure Group Inc.
3 Jul 202610.84
9.00
-16.97%
4
86.34
12.88%
8.46
KELYA
NASDAQ · Kelly Services A Inc
26 Jun 202612.73
15.32
20.35%
6
97.97
4.92%
3.10
KFFB
NASDAQ · Kentucky First Federal Bancorp
12 Sep 20253.40
5.20
52.94%
4
60.29
0.53%
2.25
KFRC
NYSE · Kforce Inc.
22 May 202641.20
58.56
42.13%
4
93.52
6.61%
12.63
KLXE
NASDAQ · KLX Energy Services Holdings Inc
13 Feb 20262.54
2.12
-16.54%
4
79.97
4.26%
4.10
KMX
NYSE · CarMax Inc
26 Jun 202652.76
57.33
8.66%
4
86.19
5.19%
3.83
KOP
NYSE · Koppers Holdings Inc
20 Mar 202635.02
49.14
40.31%
5
94.22
3.29%
15.17
KPTI
NASDAQ · Karyopharm Therapeutics Inc
1 May 20268.77
9.51
8.44%
4
54.99
4.56%
23.02
KRO
NYSE · Kronos Worldwide Inc
17 Apr 20266.27
6.58
4.87%
4
74.90
1.06%
0.35
KTCC
NASDAQ · Key Tronic Corporation
5 Jun 20263.73
3.97
6.43%
5
74.39
0.76%
7.72
KZIA
NASDAQ · Kazia Therapeutics Ltd ADR
15 May 202613.16
13.34
1.37%
4
94.60
10.82%
35.61
LBTYB
NASDAQ · Liberty Global PLC Class B
27 Feb 202612.72
12.00
-5.66%
4
93.64
5.72%
5.87
LEE
NASDAQ · Lee Enterprises Incorporated
6 Mar 20269.68
7.86
-18.80%
4
96.98
9.40%
46.54
LEG
NYSE · Leggett & Platt Incorporated
26 Dec 202510.95
11.03
0.77%
4
93.26
3.13%
6.68
LGIH
NASDAQ · LGI Homes
17 Jul 202658.48
58.48
New
Entry week
4
96.98
3.50%
2.72
LINE
NASDAQ · Lineage, Inc. Common Stock
26 Jun 202643.45
44.59
2.64%
8
89.76
3.36%
0.23
LITB
NYSE · LightInTheBox Holding Co Ltd ARD
26 Sep 20251.91
3.18
66.93%
4
85.81
9.47%
10.70
LKFT
NASDAQ · Lakefront Biotherapeutics NV
11 Jul 202530.30
30.01
-0.96%
6
54.25
0.76%
0.66
LNTH
NASDAQ · Lantheus Holdings Inc
20 Mar 202676.43
107.59
40.77%
8
65.14
3.51%
3.69
LPL
NYSE · LG Display Co Ltd
25 Jul 20253.83
3.29
-14.10%
4
46.76
1.56%
1.01
LPRO
NASDAQ · Open Lending Corp
19 Jun 20263.11
3.14
0.96%
4
89.83
6.39%
36.31
LXRX
NASDAQ · Lexicon Pharmaceuticals Inc
15 Aug 20251.24
2.39
92.74%
6
86.78
7.03%
12.15
LYB
NYSE · LyondellBasell Industries NV
17 Apr 202665.60
59.17
-9.80%
8
97.33
5.97%
12.09
MAN
NYSE · ManpowerGroup Inc
3 Jul 202638.79
52.34
34.93%
4
91.92
3.87%
8.61
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
13 Oct 2023
Exit
OSCR
NYSE · Oscar Health Inc
4.93
20% entry drawdown
-26.75%
Entry 28 Apr 2023
6.73
13 Oct 2023
Entry
RPD
NASDAQ · Rapid7 Inc
49.33
Trend inclusion
-
6 signals
MA 2.10 · ROC 0.79% · RS 1.25
13 Oct 2023
Entry
SND
NASDAQ · Smart Sand Inc
1.97
Trend inclusion
-
7 signals
MA 51.90 · ROC 2.11% · RS 4.62
13 Oct 2023
Exit
SPRB
NASDAQ · Spruce Biosciences, Inc. Common Stock
119.25
20% entry drawdown
-27.73%
Entry 24 Feb 2023
165.00
13 Oct 2023
Exit
STNE
NASDAQ · StoneCo Ltd
8.04
20% entry drawdown
-20.80%
Entry 26 May 2023
10.16
13 Oct 2023
Entry
STX
NASDAQ · Seagate Technology PLC
64.57
Trend inclusion
-
7 signals
MA 8.61 · ROC 1.11% · RS 0.49
13 Oct 2023
Entry
TNGX
NASDAQ · Tango Therapeutics Inc
7.69
Trend inclusion
-
7 signals
MA 99.58 · ROC 16.63% · RS 12.24
13 Oct 2023
Entry
TOI
NASDAQ · Oncology Institute Inc
1.55
Trend inclusion
-
5 signals
MA 80.80 · ROC 6.99% · RS 2.87
13 Oct 2023
Exit
TSHA
NASDAQ · Taysha Gene Therapies Inc
2.26
20% entry drawdown
-31.31%
Entry 15 Sep 2023
3.29
13 Oct 2023
Exit
VICR
NASDAQ · Vicor Corporation
53.44
20% entry drawdown
-20.46%
Entry 18 Aug 2023
67.19
13 Oct 2023
Exit
W
NYSE · Wayfair Inc
47.31
20% entry drawdown
-31.94%
Entry 14 Jul 2023
69.51
6 Oct 2023
Exit
AUPH
NASDAQ · Aurinia Pharmaceuticals Inc
7.30
20% entry drawdown
-23.24%
Entry 17 Mar 2023
9.51
6 Oct 2023
Exit
CDZI
NASDAQ · Cadiz Inc
3.10
20% entry drawdown
-24.57%
Entry 10 Mar 2023
4.11
6 Oct 2023
Exit
CRDL
NASDAQ · Cardiol Therapeutics Inc Class A
0.85
20% entry drawdown
-22.02%
Entry 28 Jul 2023
1.09
6 Oct 2023
Exit
DBI
NYSE · Designer Brands Inc
10.90
Reversal Danger Warning
-0.53%
Entry 15 Sep 2023
10.96
6 Oct 2023
Exit
GDRX
NASDAQ · Goodrx Holdings Inc
5.15
20% entry drawdown
-23.36%
Entry 18 Aug 2023
6.72
6 Oct 2023
Entry
HBB
NYSE · Hamilton Beach Brands Holding Co Class A
11.61
Trend inclusion
-
4 signals
MA 66.92 · ROC 0.33% · RS 4.97
6 Oct 2023
Exit
LFCR
NASDAQ · Lifecore Biomedical Inc.
7.06
20% entry drawdown
-22.84%
Entry 18 Aug 2023
9.15
6 Oct 2023
Exit
LFST
NASDAQ · Lifestance Health Group Inc
6.62
20% entry drawdown
-22.48%
Entry 12 May 2023
8.54
6 Oct 2023
Entry
LOOP
NASDAQ · Loop Industries Inc
3.47
Trend inclusion
-
4 signals
MA 73.49 · ROC 4.77% · RS 5.04
6 Oct 2023
Exit
MRKR
NASDAQ · Marker Therapeutics Inc
3.98
20% entry drawdown
-23.02%
Entry 4 Aug 2023
5.17
6 Oct 2023
Entry
OSK
NYSE · Oshkosh Corporation
87.92
Trend inclusion
-
8 signals
MA 23.07 · ROC 1.13% · RS 0.15
6 Oct 2023
Exit
RSI
NYSE · Rush Street Interactive Inc
4.04
20% entry drawdown
-21.71%
Entry 15 Sep 2023
5.16
6 Oct 2023
Exit
SAM
NYSE · Boston Beer Company Inc
360.65
Reversal Danger Warning
-4.67%
Entry 22 Sep 2023
378.31
6 Oct 2023
Exit
TOST
NYSE · Toast Inc
17.08
20% entry drawdown
-24.32%
Entry 30 Jun 2023
22.57
6 Oct 2023
Entry
WRBY
NYSE · Warby Parker Inc
14.06
Trend inclusion
-
7 signals
MA 14.93 · ROC 0.48% · RS 0.48
6 Oct 2023
Exit
WULF
NASDAQ · Terawulf Inc
1.18
20% entry drawdown
-21.33%
Entry 26 May 2023
1.50
29 Sep 2023
Entry
ACCO
NYSE · Acco Brands Corporation
4.72
Trend inclusion
-
6 signals
MA 45.08 · ROC 0.19% · RS 4.76
29 Sep 2023
Exit
AUID
NASDAQ · authID Inc.
7.75
20% entry drawdown
-20.51%
Entry 18 Aug 2023
9.75
29 Sep 2023
Exit
AUR
NASDAQ · Aurora Innovation Inc
2.35
20% entry drawdown
-20.07%
Entry 30 Jun 2023
2.94