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
15 Nov 2024
Exit
MDXG
NASDAQ · MiMedx Group Inc
9.28
Reversal Risk Warning
141.04%
Entry 10 Mar 2023
3.85
15 Nov 2024
Entry
MIRA
NASDAQ · MIRA Pharmaceuticals, Inc. Common Stock
1.54
Trend inclusion
-
4 signals
MA 62.81 · ROC 7.11% · RS 8.42
15 Nov 2024
Exit
MLAB
NASDAQ · Mesa Laboratories Inc
101.25
20% entry drawdown
-23.38%
Entry 30 Aug 2024
132.14
15 Nov 2024
Entry
MP
NYSE · MP Materials Corp
18.28
Trend inclusion
-
4 signals
MA 47.31 · ROC 2.78% · RS 2.61
15 Nov 2024
Entry
MTLS
NASDAQ · Materialise NV
6.89
Trend inclusion
-
4 signals
MA 65.63 · ROC 3.20% · RS 11.28
15 Nov 2024
Entry
MYSE
NASDAQ · Myseum, Inc.
2.26
Trend inclusion
-
4 signals
MA 68.86 · ROC 6.05% · RS 34.16
15 Nov 2024
Exit
NBTX
NASDAQ · Nanobiotix
3.93
20% entry drawdown
-21.87%
Entry 2 Jun 2023
5.03
15 Nov 2024
Entry
ORGO
NASDAQ · Organogenesis Holdings Inc
3.86
Trend inclusion
-
7 signals
MA 26.94 · ROC 1.52% · RS 14.29
15 Nov 2024
Exit
PSNYW
NASDAQ · Polestar Automotive Holding UK PLC Class C-1 ADS (ADW)
4.61
20% entry drawdown
-38.56%
Entry 11 Oct 2024
7.50
15 Nov 2024
Exit
QURE
NASDAQ · Uniqure NV
6.21
20% entry drawdown
-20.35%
Entry 8 Nov 2024
7.79
15 Nov 2024
Entry
RPID
NASDAQ · Rapid Micro Biosystems Inc
1.04
Trend inclusion
-
4 signals
MA 64.14 · ROC 2.05% · RS 3.82
15 Nov 2024
Exit
SCWO
NASDAQ · 374Water Inc. Common Stock
10.30
20% entry drawdown
-28.97%
Entry 1 Nov 2024
14.50
15 Nov 2024
Entry
SNAL
NASDAQ · Snail, Inc. Class A Common Stock
5.95
Trend inclusion
-
5 signals
MA 56.84 · ROC 5.07% · RS 4.16
15 Nov 2024
Entry
TOUR
NASDAQ · Tuniu Corp
8.38
Trend inclusion
-
7 signals
MA 41.62 · ROC 4.90% · RS 8.09
15 Nov 2024
Entry
UNIT
NASDAQ · Uniti Group Inc
9.29
Trend inclusion
-
6 signals
MA 55.51 · ROC 0.76% · RS 6.54
8 Nov 2024
Entry
ADTN
NASDAQ · ADTRAN Inc
8.08
Trend inclusion
-
8 signals
MA 68.12 · ROC 3.92% · RS 19.49
8 Nov 2024
Exit
AGIO
NASDAQ · Agios Pharm
59.06
Reversal Risk Warning
100.14%
Entry 12 Apr 2024
29.51
8 Nov 2024
Exit
APAM
NYSE · Artisan Partners Asset Management Inc
41.00
Reversal Risk Warning
53.62%
Entry 28 Apr 2023
26.69
8 Nov 2024
Entry
BCYC
NASDAQ · Bicycle Therapeutics Ltd
24.96
Trend inclusion
-
5 signals
MA 20.10 · ROC 0.58% · RS 0.13
8 Nov 2024
Entry
BOF
NASDAQ · BranchOut Food Inc. Common Stock
1.80
Trend inclusion
-
4 signals
MA 26.93 · ROC 0.46% · RS 1.56
8 Nov 2024
Exit
BV
NYSE · BrightView Holdings
18.57
Reversal Risk Warning
125.36%
Entry 12 Jan 2024
8.24
8 Nov 2024
Entry
CNVS
NASDAQ · Cineverse Corp.
2.73
Trend inclusion
-
4 signals
MA 95.59 · ROC 15.08% · RS 96.27
8 Nov 2024
Exit
DTCX
NASDAQ · Datacentrex, Inc.
4.94
20% entry drawdown
-21.21%
Entry 11 Oct 2024
6.27
8 Nov 2024
Exit
EGBN
NASDAQ · Eagle Bancorp Inc
27.95
Reversal Risk Warning
9.67%
Entry 25 Oct 2024
25.49
8 Nov 2024
Exit
FIGS
NYSE · Figs Inc
4.78
20% entry drawdown
-29.50%
Entry 27 Sep 2024
6.78
8 Nov 2024
Exit
FMAO
NASDAQ · Farmers & Merchants Bancorp Inc
30.41
Reversal Risk Warning
35.01%
Entry 9 Aug 2024
22.53
8 Nov 2024
Exit
FRPT
NASDAQ · Freshpet Inc
156.45
Reversal Risk Warning
132.43%
Entry 17 Feb 2023
67.31
8 Nov 2024
Exit
GBCI
NYSE · Glacier Bancorp Inc
54.03
Reversal Risk Warning
33.12%
Entry 15 Dec 2023
40.59
8 Nov 2024
Entry
IONR
NASDAQ · ioneer Ltd American Depositary Shares
5.74
Trend inclusion
-
4 signals
MA 98.80 · ROC 7.17% · RS 9.61
8 Nov 2024
Exit
ITGR
NYSE · Integer Holdings Corp
136.76
Reversal Risk Warning
79.38%
Entry 17 Feb 2023
76.24