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
11 Oct 2024
Exit
INSG
NASDAQ · Inseego Corp
19.54
Reversal Risk Warning
160.53%
Entry 24 May 2024
7.50
11 Oct 2024
Exit
LIEN
NASDAQ · Chicago Atlantic BDC, Inc.
10.60
Reversal Risk Warning
57.63%
Entry 27 Oct 2023
6.72
11 Oct 2024
Exit
MODD
NASDAQ · Modular Medical Inc
64.20
Reversal Danger Warning
-6.96%
Entry 4 Oct 2024
69.00
11 Oct 2024
Entry
PSNYW
NASDAQ · Polestar Automotive Holding UK PLC Class C-1 ADS (ADW)
7.50
Trend inclusion
-
4 signals
MA 64.84 · ROC 7.10% · RS 7.64
11 Oct 2024
Exit
SBGI
NASDAQ · Sinclair Broadcast Group Inc
15.71
Reversal Risk Warning
15.86%
Entry 27 Sep 2024
13.56
11 Oct 2024
Entry
VHC
NASDAQ · VirnetX Holding Corp Common Stock
7.14
Trend inclusion
-
6 signals
MA 22.90 · ROC 2.38% · RS 0.13
11 Oct 2024
Entry
VSCO
NYSE · Victoria's Secret & Co
26.05
Trend inclusion
-
5 signals
MA 45.19 · ROC 1.25% · RS 2.49
4 Oct 2024
Exit
AIOS
NASDAQ · AIOS Tech Inc.
400.00
Reversal Risk Warning
73.76%
Entry 2 Aug 2024
230.20
4 Oct 2024
Exit
BPYPP
NASDAQ · Brookfield Property Partners LP
15.00
Reversal Risk Warning
20.59%
Entry 29 Mar 2024
12.44
4 Oct 2024
Exit
CTSO
NASDAQ · Cytosorbents Crp
1.19
20% entry drawdown
-23.23%
Entry 20 Sep 2024
1.55
4 Oct 2024
Entry
FHTX
NASDAQ · Foghorn Therapeutics Inc
7.83
Trend inclusion
-
7 signals
MA 98.63 · ROC 5.26% · RS 20.05
4 Oct 2024
Entry
FOA
NYSE · Finance of America Companies Inc
10.21
Trend inclusion
-
4 signals
MA 88.83 · ROC 3.84% · RS 7.68
4 Oct 2024
Entry
GDYN
NASDAQ · Grid Dynamics Holdings Inc
14.33
Trend inclusion
-
5 signals
MA 28.98 · ROC 0.39% · RS 4.20
4 Oct 2024
Exit
GNSS
NASDAQ · Genasys Inc
3.75
Reversal Risk Warning
46.29%
Entry 19 Jul 2024
2.56
4 Oct 2024
Exit
KREF
NYSE · KKR Real Estate Finance Trust Inc
9.95
Reversal Danger Warning
-1.87%
Entry 13 Sep 2024
10.14
4 Oct 2024
Entry
KRNT
NASDAQ · Kornit Digital Ltd
26.31
Trend inclusion
-
4 signals
MA 95.28 · ROC 5.18% · RS 34.55
4 Oct 2024
Entry
LCFY
NASDAQ · Locafy Ltd
6.78
Trend inclusion
-
4 signals
MA 96.48 · ROC 1.12% · RS 5.76
4 Oct 2024
Exit
LU
NYSE · Lufax Holding Ltd
4.03
Reversal Risk Warning
75.98%
Entry 7 Jun 2024
2.29
4 Oct 2024
Exit
MKTX
NASDAQ · MarketAxess Holdings Inc
265.88
Reversal Risk Warning
6.42%
Entry 13 Sep 2024
249.83
4 Oct 2024
Entry
MODD
NASDAQ · Modular Medical Inc
69.00
Trend inclusion
-
4 signals
MA 47.28 · ROC 3.70% · RS 23.98
4 Oct 2024
Entry
NUTX
NASDAQ · Nutex Health Inc
21.87
Trend inclusion
-
4 signals
MA 82.96 · ROC 7.11% · RS 3.58
4 Oct 2024
Entry
SHC
NASDAQ · Sotera Health Co
15.80
Trend inclusion
-
5 signals
MA 94.86 · ROC 1.08% · RS 1.39
4 Oct 2024
Exit
SOHU
NASDAQ · Sohu.Com Inc
17.05
Reversal Risk Warning
42.56%
Entry 3 May 2024
11.96
4 Oct 2024
Exit
TIL
NASDAQ · Instil Bio Inc.
48.48
20% entry drawdown
-26.12%
Entry 27 Sep 2024
65.62
4 Oct 2024
Entry
UNFI
NYSE · United Natural Foods Inc
19.76
Trend inclusion
-
6 signals
MA 75.09 · ROC 2.33% · RS 23.34
4 Oct 2024
Exit
VSTD
NASDAQ · Vestand Inc.
1.44
20% entry drawdown
-24.27%
Entry 27 Sep 2024
1.90
4 Oct 2024
Exit
WLY
NYSE · John Wiley & Sons
47.31
Reversal Risk Warning
35.17%
Entry 19 Apr 2024
35.00
4 Oct 2024
Entry
ZLAB
NASDAQ · Zai Lab Ltd
26.36
Trend inclusion
-
5 signals
MA 85.60 · ROC 2.18% · RS 10.08
27 Sep 2024
Entry
ASIX
NYSE · AdvanSix Inc
28.97
Trend inclusion
-
5 signals
MA 17.00 · ROC 0.63% · RS 1.09
27 Sep 2024
Entry
BFLY
NYSE · Butterfly Network Inc
1.58
Trend inclusion
-
4 signals
MA 88.47 · ROC 8.64% · RS 30.84