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
19 May 2023
Entry
WRLD
NASDAQ · World Acceptance Corporation
112.65
Trend inclusion
-
5 signals
MA 83.27 · ROC 1.08% · RS 0.99
12 May 2023
Entry
AQST
NASDAQ · Aquestive Therapeutics Inc
1.97
Trend inclusion
-
4 signals
MA 92.86 · ROC 8.78% · RS 72.85
12 May 2023
Exit
ARIS
NYSE · Aris Mining Corporation
2.53
20% entry drawdown
-20.81%
Entry 10 Feb 2023
3.20
12 May 2023
Entry
BLRX
NASDAQ · BioLineRx Ltd
60.80
Trend inclusion
-
4 signals
MA 91.85 · ROC 5.89% · RS 33.91
12 May 2023
Exit
BURL
NYSE · Burlington Stores Inc
174.24
20% entry drawdown
-22.18%
Entry 6 Jan 2023
223.91
12 May 2023
Exit
CALY
NYSE · Callaway Golf Company
17.28
20% entry drawdown
-23.34%
Entry 10 Mar 2023
22.54
12 May 2023
Entry
CLIR
NASDAQ · ClearSign Combustion Corporation
10.90
Trend inclusion
-
6 signals
MA 77.79 · ROC 2.71% · RS 9.41
12 May 2023
Entry
CLSK
NASDAQ · CleanSpark Inc
4.28
Trend inclusion
-
4 signals
MA 66.36 · ROC 5.08% · RS 10.95
12 May 2023
Entry
CNTA
NASDAQ · Centessa Pharmaceuticals PLC ADR
4.65
Trend inclusion
-
4 signals
MA 69.09 · ROC 2.57% · RS 3.40
12 May 2023
Entry
DV
NYSE · DoubleVerify Holdings Inc
28.25
Trend inclusion
-
6 signals
MA 39.48 · ROC 0.92% · RS 3.89
12 May 2023
Entry
DVA
NYSE · DaVita HealthCare Partners Inc
93.72
Trend inclusion
-
5 signals
MA 74.11 · ROC 0.54% · RS 7.02
12 May 2023
Exit
GM
NYSE · General Motors Company
31.34
20% entry drawdown
-20.99%
Entry 3 Mar 2023
39.66
12 May 2023
Exit
IQ
NASDAQ · iQIYI Inc
5.66
20% entry drawdown
-23.62%
Entry 3 Feb 2023
7.41
12 May 2023
Entry
IREN
NASDAQ · IREN Ltd
3.69
Trend inclusion
-
4 signals
MA 58.85 · ROC 0.62% · RS 0.31
12 May 2023
Entry
LFST
NASDAQ · Lifestance Health Group Inc
8.54
Trend inclusion
-
4 signals
MA 92.59 · ROC 1.90% · RS 18.62
12 May 2023
Exit
LILA
NASDAQ · Liberty Latin America Ltd
4.73
20% entry drawdown
-20.95%
Entry 27 Jan 2023
5.98
12 May 2023
Exit
LILAK
NASDAQ · Liberty Latin America Ltd Class C
4.72
20% entry drawdown
-20.91%
Entry 27 Jan 2023
5.97
12 May 2023
Entry
LXRX
NASDAQ · Lexicon Pharmaceuticals Inc
2.87
Trend inclusion
-
6 signals
MA 56.60 · ROC 3.13% · RS 10.50
12 May 2023
Entry
MDB
NASDAQ · MongoDB
263.60
Trend inclusion
-
8 signals
MA 51.42 · ROC 3.79% · RS 3.11
12 May 2023
Entry
MDT
NYSE · Medtronic PLC
80.63
Trend inclusion
-
4 signals
MA 85.59 · ROC 1.40% · RS 0.53
12 May 2023
Exit
MYGN
NASDAQ · Myriad Genetics Inc
17.83
20% entry drawdown
-20.65%
Entry 21 Apr 2023
22.47
12 May 2023
Exit
NICE
NASDAQ · Nice Ltd ADR
180.05
20% entry drawdown
-20.12%
Entry 7 Apr 2023
225.40
12 May 2023
Exit
NOAH
NYSE · Noah Holdings Ltd
10.31
20% entry drawdown
-20.41%
Entry 24 Feb 2023
12.95
12 May 2023
Entry
NXPL
NASDAQ · Nextplat Corp
28.40
Trend inclusion
-
4 signals
MA 79.12 · ROC 2.80% · RS 27.71
12 May 2023
Entry
PLTR
NASDAQ · Palantir Technologies Inc.
9.50
Trend inclusion
-
8 signals
MA 6.24 · ROC 0.70% · RS 4.70
12 May 2023
Exit
QNTM
NASDAQ · Quantum BioPharma Ltd.
70.85
20% entry drawdown
-24.31%
Entry 3 Mar 2023
93.60
12 May 2023
Entry
RAMP
NYSE · Liveramp Holdings Inc
24.68
Trend inclusion
-
6 signals
MA 21.52 · ROC 3.68% · RS 2.09
12 May 2023
Exit
RNXT
NASDAQ · RenovoRx Inc
2.01
20% entry drawdown
-24.15%
Entry 27 Jan 2023
2.65
12 May 2023
Exit
SBH
NYSE · Sally Beauty Holdings Inc
11.34
20% entry drawdown
-20.98%
Entry 17 Mar 2023
14.35
12 May 2023
Exit
TFSL
NASDAQ · TFS Financial Corporation
8.49
20% entry drawdown
-24.09%
Entry 13 Jan 2023
11.18