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
LPRO
NASDAQ · Open Lending Corp
19 Jun 20263.11
3.12
0.32%
4
89.96
6.39%
36.31
LXRX
NASDAQ · Lexicon Pharmaceuticals Inc
15 Aug 20251.24
2.22
79.03%
6
86.78
7.03%
12.15
LYB
NYSE · LyondellBasell Industries NV
17 Apr 202665.60
56.35
-14.10%
8
97.33
5.97%
12.09
MAN
NYSE · ManpowerGroup Inc
3 Jul 202638.79
38.71
-0.21%
4
92.24
3.87%
8.61
MASS
NASDAQ · 908 Devices Inc
2 May 20255.60
8.10
44.64%
4
99.11
6.19%
39.45
MCFT
NASDAQ · MCBC Holdings Inc
22 Aug 202521.40
24.15
12.85%
6
32.34
1.17%
3.22
MEI
NYSE · Methode Electronics Inc
29 May 202611.54
15.80
36.92%
4
93.32
7.34%
34.93
MGNX
NASDAQ · MacroGenics Inc
27 Feb 20261.99
4.33
117.59%
4
13.14
1.69%
13.01
MKDW
NASDAQ · MKDWELL Tech Inc. Ordinary Share
5 Jun 20268.49
11.70
37.81%
4
76.53
5.56%
24.70
MKTW
NASDAQ · Marketwise Inc
9 May 202513.38
20.16
50.65%
5
70.14
2.01%
4.38
MLR
NYSE · Miller Industries Inc
13 Mar 202643.48
48.99
12.68%
4
46.41
0.87%
0.91
MMI
NYSE · Marcus & Millichap Inc
26 Jun 202631.41
30.68
-2.32%
4
60.27
0.61%
1.43
MOH
NYSE · Molina Healthcare Inc
12 Jun 2026200.28
233.31
16.49%
5
78.00
2.98%
3.17
MRDN
NASDAQ · Meridian Holdings Inc
3 Jul 202613.57
14.08
3.76%
5
82.73
5.93%
2.64
MRNA
NASDAQ · Moderna Inc
30 Jan 202644.07
68.27
54.91%
4
86.83
7.09%
33.42
MRTN
NASDAQ · Marten Transport Ltd
27 Feb 202613.47
17.15
27.28%
4
95.83
1.03%
1.72
MRVI
NASDAQ · Maravai Lifesciences Holdings Inc
29 May 20264.80
6.09
26.88%
4
90.65
5.10%
25.04
MSGM
NASDAQ · Motorsport Gaming Us LLC
9 May 20252.49
4.61
85.14%
4
69.38
12.42%
52.82
MTC
NASDAQ · MMTEC Inc
28 Nov 20252.72
2.44
-10.29%
4
91.58
20.03%
92.27
MTUS
NYSE · Metallus, Inc
22 Aug 202516.60
19.06
14.82%
6
18.52
1.25%
3.02
MUR
NYSE · Murphy Oil Corporation
3 Oct 202529.54
33.75
14.27%
4
67.37
1.24%
3.44
MX
NYSE · MagnaChip Semiconductor
8 May 20264.53
4.02
-11.26%
4
90.75
4.68%
25.39
NAUT
NASDAQ · Nautilus Biotechnology Inc
7 Nov 20251.51
1.89
25.17%
4
89.88
7.35%
13.67
NBR
NYSE · Nabors Industries Ltd.
7 Nov 202551.55
82.09
59.24%
7
87.99
4.38%
7.62
NDLS
NASDAQ · Noodles & Company
10 Apr 20268.10
12.53
54.79%
4
89.67
5.88%
22.21
NERV
NASDAQ · Minerva Neurosciences Inc
10 Oct 20252.35
4.72
100.85%
8
10.24
3.56%
4.66
NKTX
NASDAQ · Nkarta Inc
20 Mar 20262.14
2.97
38.79%
4
50.05
1.29%
3.12
NNBR
NASDAQ · NN Inc
15 May 20262.22
3.48
56.76%
4
94.94
4.89%
0.87
NRC
NASDAQ · National Research Corp
22 May 202618.93
21.65
14.34%
8
82.86
5.64%
0.52
NRT
NYSE · North European Oil Royalty Trust
6 Jun 20254.45
7.31
64.21%
5
38.40
0.92%
4.51
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
10 May 2024
Exit
JYNT
NASDAQ · The Joint Corp
16.44
Reversal Risk Warning
34.98%
Entry 19 Apr 2024
12.18
10 May 2024
Exit
LDI
NYSE · Loandepot Inc
2.12
20% entry drawdown
-20.30%
Entry 19 Jan 2024
2.66
10 May 2024
Entry
LIVN
NASDAQ · LivaNova PLC
62.10
Trend inclusion
-
8 signals
MA 64.72 · ROC 1.63% · RS 5.78
10 May 2024
Exit
LZ
NASDAQ · LegalZoom.com Inc
9.98
20% entry drawdown
-25.19%
Entry 29 Mar 2024
13.34
10 May 2024
Entry
MMLP
NASDAQ · Martin Midstream Partners LP
2.95
Trend inclusion
-
4 signals
MA 51.36 · ROC 1.04% · RS 6.50
10 May 2024
Entry
NCSM
NASDAQ · NCS Multistage Holdings Inc
18.60
Trend inclusion
-
8 signals
MA 33.55 · ROC 1.09% · RS 0.12
10 May 2024
Exit
NTZ
NYSE · Natuzzi SpA
5.35
20% entry drawdown
-24.11%
Entry 15 Sep 2023
7.05
10 May 2024
Exit
PINS
NYSE · Pinterest Inc
42.00
Reversal Risk Warning
32.62%
Entry 24 Nov 2023
31.67
10 May 2024
Entry
SEED
NASDAQ · Origin Agritech Ltd
4.80
Trend inclusion
-
5 signals
MA 55.39 · ROC 1.76% · RS 28.86
10 May 2024
Exit
SMWB
NYSE · SimilarWeb Ltd
7.03
20% entry drawdown
-20.83%
Entry 15 Mar 2024
8.88
10 May 2024
Exit
STIM
NASDAQ · Neuronetics Inc
2.51
20% entry drawdown
-25.07%
Entry 26 Jan 2024
3.35
10 May 2024
Entry
SWIM
NASDAQ · Latham Group Inc
3.70
Trend inclusion
-
8 signals
MA 17.38 · ROC 3.22% · RS 5.11
10 May 2024
Entry
TDAY
NYSE · USA TODAY Co., Inc.
3.21
Trend inclusion
-
4 signals
MA 66.29 · ROC 2.42% · RS 17.86
10 May 2024
Exit
TROX
NYSE · Tronox Holdings PLC
17.14
Reversal Risk Warning
28.46%
Entry 23 Feb 2024
13.34
10 May 2024
Exit
UEIC
NASDAQ · Universal Electronics Inc
12.63
Reversal Risk Warning
25.30%
Entry 19 Apr 2024
10.08
10 May 2024
Entry
W
NYSE · Wayfair Inc
70.72
Trend inclusion
-
7 signals
MA 4.08 · ROC 0.94% · RS 7.06
10 May 2024
Exit
XMAX
NASDAQ · XMax Inc.
1.95
20% entry drawdown
-30.11%
Entry 26 Apr 2024
2.79
3 May 2024
Exit
BDTX
NASDAQ · Black Diamond Therapeutics Inc
6.96
Reversal Risk Warning
71.43%
Entry 8 Mar 2024
4.06
3 May 2024
Entry
CSTE
NASDAQ · Caesarstone Ltd
6.39
Trend inclusion
-
4 signals
MA 80.28 · ROC 4.88% · RS 25.52
3 May 2024
Exit
CVS
NYSE · CVS Health Corp
51.58
20% entry drawdown
-30.06%
Entry 5 Jan 2024
73.74
3 May 2024
Exit
DCPH
NASDAQ · Deciphera Pharmaceuticals LLC
25.38
Reversal Risk Warning
46.20%
Entry 1 Mar 2024
17.36
3 May 2024
Exit
FSLY
NASDAQ · Fastly, Inc. Class A Common Stock
8.48
20% entry drawdown
-36.62%
Entry 10 Mar 2023
13.38
3 May 2024
Entry
GHRS
NASDAQ · GH Research PLC
11.68
Trend inclusion
-
5 signals
MA 71.34 · ROC 2.11% · RS 8.97
3 May 2024
Entry
IMNN
NASDAQ · Imunon Inc
17.35
Trend inclusion
-
4 signals
MA 74.28 · ROC 4.85% · RS 11.25
3 May 2024
Exit
INCR
NASDAQ · InterCure Ltd.
3.12
Reversal Risk Warning
22.83%
Entry 22 Mar 2024
2.54
3 May 2024
Entry
LUXE
NYSE · LuxExperience B.V.
4.27
Trend inclusion
-
4 signals
MA 57.08 · ROC 1.47% · RS 9.08
3 May 2024
Entry
MRNA
NASDAQ · Moderna Inc
125.00
Trend inclusion
-
7 signals
MA 25.19 · ROC 0.63% · RS 6.68
3 May 2024
Entry
OGN
NYSE · Organon & Co
18.20
Trend inclusion
-
7 signals
MA 54.73 · ROC 0.97% · RS 1.52
3 May 2024
Entry
PAAS
NYSE · Pan American Silver Corp.
17.61
Trend inclusion
-
4 signals
MA 84.87 · ROC 3.68% · RS 7.82
3 May 2024
Entry
QTTB
NASDAQ · Q32 Bio Inc
25.59
Trend inclusion
-
4 signals
MA 97.09 · ROC 4.85% · RS 30.26