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
NXDT
NYSE · NexPoint Strategic Opportunities Fund
27 Feb 20264.31
5.62
30.39%
4
99.32
1.64%
15.27
OABI
NASDAQ · OmniAb Inc.
19 Jun 20262.34
2.12
-9.40%
4
96.28
6.61%
5.97
OGN
NYSE · Organon & Co
22 May 202613.43
13.52
0.67%
4
96.66
6.19%
33.08
OLN
NYSE · Olin Corporation
27 Feb 202624.98
21.99
-11.98%
4
39.93
3.06%
6.34
OMCL
NASDAQ · Omnicell Inc
5 Dec 202540.50
45.87
13.27%
7
76.92
3.29%
1.65
ONL
NYSE · Orion Office Reit Inc
22 May 20262.98
2.63
-11.73%
4
83.43
2.33%
10.69
OSUR
NASDAQ · OraSure Technologies Inc
22 May 20263.61
3.87
7.20%
7
36.02
0.62%
3.43
OVID
NASDAQ · Ovid Therapeutics Inc
12 Sep 20251.26
2.44
93.65%
4
98.62
15.63%
53.67
PALI
NASDAQ · Palisade Bio Inc
24 Oct 20251.74
1.97
13.22%
4
68.18
16.90%
24.71
PAMT
NASDAQ · PAMT CORP
26 Jun 202614.75
14.84
0.61%
4
95.50
5.97%
12.86
PII
NYSE · Polaris Industries Inc
5 Sep 202557.31
73.20
27.72%
5
98.81
2.82%
4.05
PIII
NASDAQ · P3 Health Partners Inc
19 Jun 202610.75
10.82
0.65%
4
48.73
13.67%
48.31
PKX
NYSE · POSCO Holdings Inc
14 Nov 202553.84
50.80
-5.65%
4
23.98
2.46%
0.90
POWW
NASDAQ · Ammo Inc
26 Dec 20251.83
2.26
23.50%
5
70.00
1.28%
3.33
PRKS
NYSE · United Parks & Resorts Inc
19 Jun 202646.64
45.11
-3.28%
4
70.35
2.06%
0.67
PTEN
NASDAQ · Patterson-UTI Energy Inc
16 Jan 20267.01
10.02
42.96%
7
32.04
1.63%
0.66
PUBM
NASDAQ · Pubmatic Inc
29 May 202611.68
12.73
8.99%
5
93.54
3.77%
2.76
PVH
NYSE · PVH Corp
22 May 202688.89
78.15
-12.08%
4
42.04
1.01%
4.36
PVL
NYSE · Permianville Royalty Trust
13 Jun 20251.67
1.73
3.36%
4
51.22
1.41%
17.57
PXS
NASDAQ · Pyxis Tankers Inc
13 Feb 20263.42
4.34
26.90%
6
57.16
1.67%
5.44
PYPD
NASDAQ · PolyPid
18 Jul 20253.62
5.37
48.34%
4
45.45
2.13%
0.85
QMCO
NASDAQ · Quantum Corporation
3 Jul 202610.16
10.63
4.63%
5
99.38
9.13%
7.75
RCI
NYSE · Rogers Communications Inc
15 Aug 202533.98
34.66
2.00%
5
99.19
2.66%
3.12
RDNW
NASDAQ · RideNow Group, Inc.
7 Nov 20254.40
5.94
35.00%
8
23.02
4.19%
6.01
REGN
NASDAQ · Regeneron Pharmaceuticals Inc
21 Nov 2025753.90
676.69
-10.24%
6
88.39
2.81%
10.49
RHI
NYSE · Robert Half International Inc
26 Jun 202632.76
41.80
27.59%
4
93.57
3.50%
4.61
RIG
NYSE · Transocean Ltd
24 Oct 20253.90
5.14
31.79%
7
31.95
1.35%
6.69
RILYL
NASDAQ · BRC Group Holdings, Inc.
6 Feb 202610.14
14.23
40.34%
4
79.81
21.07%
80.56
RIVN
NASDAQ · Rivian Automotive Inc
30 May 202514.53
17.46
20.13%
4
79.65
5.19%
6.43
RJET
NASDAQ · Republic Airways Holdings Inc
12 Sep 202520.55
17.21
-16.25%
4
61.34
0.56%
11.34
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
22 Sep 2023
Entry
GECC
NASDAQ · Great Elm Capital Corp
5.83
Trend inclusion
-
6 signals
MA 66.44 · ROC 1.81% · RS 1.34
22 Sep 2023
Exit
HOOD
NASDAQ · Robinhood Markets Inc
9.70
20% entry drawdown
-23.98%
Entry 21 Jul 2023
12.76
22 Sep 2023
Exit
LPTH
NASDAQ · LightPath Technologies Inc
1.40
20% entry drawdown
-20.00%
Entry 1 Sep 2023
1.75
22 Sep 2023
Exit
REAL
NASDAQ · TheRealReal Inc
2.14
20% entry drawdown
-20.74%
Entry 21 Jul 2023
2.70
22 Sep 2023
Exit
RKLB
NASDAQ · Rocket Lab USA Inc.
4.48
20% entry drawdown
-21.82%
Entry 7 Jul 2023
5.73
22 Sep 2023
Exit
ROKU
NASDAQ · Roku Inc
69.27
20% entry drawdown
-22.70%
Entry 28 Jul 2023
89.61
22 Sep 2023
Entry
SAM
NYSE · Boston Beer Company Inc
378.31
Trend inclusion
-
5 signals
MA 64.03 · ROC 0.69% · RS 3.39
22 Sep 2023
Exit
SG
NYSE · Sweetgreen Inc
11.48
20% entry drawdown
-24.87%
Entry 21 Jul 2023
15.28
22 Sep 2023
Exit
SIFY
NASDAQ · Sify Technologies Limited
10.26
20% entry drawdown
-23.66%
Entry 28 Jul 2023
13.44
22 Sep 2023
Entry
TAL
NYSE · TAL Education Group
7.23
Trend inclusion
-
4 signals
MA 25.64 · ROC 0.87% · RS 6.54
22 Sep 2023
Exit
TBCH
NASDAQ · Turtle Beach Corporation
9.25
20% entry drawdown
-21.68%
Entry 14 Apr 2023
11.81
22 Sep 2023
Entry
TIGR
NASDAQ · Up Fintech Holding Ltd
4.99
Trend inclusion
-
4 signals
MA 91.75 · ROC 5.03% · RS 16.61
22 Sep 2023
Exit
XBIT
NASDAQ · XBiotech Inc
4.36
20% entry drawdown
-20.00%
Entry 9 Jun 2023
5.45
22 Sep 2023
Exit
XERS
NASDAQ · Xeris Pharmaceuticals Inc
1.80
20% entry drawdown
-25.00%
Entry 5 May 2023
2.40
15 Sep 2023
Entry
AKR
NYSE · Acadia Realty Trust
14.35
Trend inclusion
-
7 signals
MA 10.05 · ROC 0.14% · RS 4.59
15 Sep 2023
Exit
AP
NYSE · Ampco-Pittsburgh Corporation
2.87
20% entry drawdown
-25.26%
Entry 21 Jul 2023
3.84
15 Sep 2023
Entry
CHTR
NASDAQ · Charter Communications Inc
447.95
Trend inclusion
-
6 signals
MA 75.03 · ROC 1.06% · RS 3.27
15 Sep 2023
Entry
DBI
NYSE · Designer Brands Inc
10.96
Trend inclusion
-
5 signals
MA 58.69 · ROC 1.42% · RS 3.33
15 Sep 2023
Exit
EVCM
NASDAQ · EverCommerce Inc
9.50
20% entry drawdown
-21.29%
Entry 28 Apr 2023
12.07
15 Sep 2023
Exit
HFFG
NASDAQ · Hf Foods Group Inc
4.11
20% entry drawdown
-22.45%
Entry 4 Aug 2023
5.30
15 Sep 2023
Entry
HNI
NYSE · HNI Corp
29.85
Trend inclusion
-
4 signals
MA 79.05 · ROC 0.81% · RS 5.91
15 Sep 2023
Exit
INDP
NASDAQ · Indaptus Therapeutics Inc
94.64
Reversal Risk Warning
14.97%
Entry 1 Sep 2023
82.32
15 Sep 2023
Entry
JOYY
NASDAQ · JOYY Inc
34.72
Trend inclusion
-
5 signals
MA 58.84 · ROC 0.76% · RS 6.54
15 Sep 2023
Exit
MARA
NASDAQ · Marathon Digital Holdings Inc
9.80
20% entry drawdown
-22.90%
Entry 23 Jun 2023
12.71
15 Sep 2023
Exit
MNSO
NYSE · Miniso Group Holding Ltd
25.73
Reversal Risk Warning
128.43%
Entry 6 Jan 2023
11.26
15 Sep 2023
Exit
NAUT
NASDAQ · Nautilus Biotechnology Inc
3.94
Reversal Risk Warning
39.22%
Entry 14 Apr 2023
2.83
15 Sep 2023
Exit
NKE
NYSE · Nike Inc
90.73
20% entry drawdown
-20.51%
Entry 10 Feb 2023
114.15
15 Sep 2023
Entry
NTZ
NYSE · Natuzzi SpA
7.05
Trend inclusion
-
7 signals
MA 14.09 · ROC 0.13% · RS 2.91
15 Sep 2023
Exit
PCT
NASDAQ · Purecycle Technologies Holdings Corp
6.18
20% entry drawdown
-40.17%
Entry 14 Jul 2023
10.33
15 Sep 2023
Entry
PSIX
NASDAQ · Power Solutions International, Inc. Common Stock
3.25
Trend inclusion
-
4 signals
MA 18.24 · ROC 0.94% · RS 1.48