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
RLYB
NASDAQ · Rallybio Corp
20 Mar 20268.87
16.42
85.12%
4
89.82
12.32%
91.55
RMAX
NYSE · Re Max Holding
12 Jun 20269.20
11.10
20.65%
4
59.46
2.39%
2.76
RXO
NYSE · RXO Inc.
15 May 202618.69
29.29
56.71%
4
94.71
3.17%
6.91
S
NYSE · SentinelOne Inc
10 Jul 202617.88
19.57
9.45%
6
36.44
1.09%
1.09
SABR
NASDAQ · Sabre Corpo
3 Jul 20262.09
1.73
-17.22%
7
77.04
2.51%
3.07
SAIH
NASDAQ · SAIHEAT Limited
15 May 202611.74
13.13
11.84%
4
87.09
2.75%
18.60
SEDG
NASDAQ · SolarEdge Technologies Inc
10 Apr 202641.76
53.47
28.04%
4
79.21
6.04%
28.78
SHLS
NASDAQ · Shoals Technologies Group Inc
22 Aug 20256.48
10.30
58.95%
7
35.11
0.28%
19.31
SIRI
NASDAQ · Sirius XM Holding Inc
24 Apr 202626.34
30.59
16.12%
4
70.31
1.35%
7.17
SKK
NASDAQ · SKK Holdings Limited
19 Jun 20264.63
4.87
5.08%
4
65.32
3.42%
1.46
SLN
NASDAQ · Silence Therapeutics PLC
26 Jun 202610.14
10.50
3.55%
5
46.57
1.89%
45.84
SM
NYSE · SM Energy Co
17 Apr 202625.79
31.32
21.42%
4
58.09
1.97%
0.36
SMHI
NYSE · SEACOR Marine Holdings Inc
26 Sep 20256.91
7.91
14.47%
5
63.72
0.75%
0.35
SOTK
NASDAQ · Sono-Tek Corp
7 Nov 20254.53
5.50
21.41%
6
49.76
3.02%
0.17
SPRU
NYSE · Spruce Power Holding Corp
7 Nov 20252.72
2.40
-11.76%
4
74.88
3.73%
9.56
SRI
NYSE · Stoneridge Inc
12 Jun 20267.67
6.96
-9.26%
5
52.80
1.85%
0.32
SSBI
NASDAQ · Summit State Bank
11 Apr 20258.15
13.62
67.12%
4
87.18
0.70%
3.04
STAA
NASDAQ · STAAR Surgical Company
12 Jun 202628.37
26.44
-6.80%
4
74.63
2.28%
1.70
STHO
NASDAQ · Star Holdings
6 Mar 20268.36
9.41
12.56%
4
46.86
1.71%
1.13
STRA
NASDAQ · Strategic Education Inc
3 Apr 202683.05
76.53
-7.85%
4
14.96
0.39%
0.94
STTK
NASDAQ · Shattuck Labs Inc
10 Oct 20251.84
7.53
309.24%
4
96.18
11.77%
39.24
STZ
NYSE · Constellation Brands Inc Class A
10 Apr 2026165.02
132.87
-19.48%
7
33.93
0.23%
0.63
SXC
NYSE · SunCoke Energy Inc
10 Jul 20268.22
8.37
1.82%
7
32.14
3.23%
1.72
TBI
NYSE · TrueBlue Inc
19 Jun 20266.70
8.49
26.72%
4
99.02
5.15%
12.25
TDC
NYSE · Teradata Corp
28 Nov 202528.64
30.52
6.56%
4
78.54
4.06%
5.35
TDOC
NYSE · Teladoc Inc
17 Jul 20269.43
9.43
New
Entry week
4
91.36
3.36%
22.61
TDW
NYSE · Tidewater Inc
5 Sep 202557.73
75.82
31.34%
4
66.42
1.09%
2.53
TENX
NASDAQ · Tenax Therapeutics Inc
10 Oct 20257.46
15.85
112.47%
4
48.64
1.85%
10.66
TFIN
NYSE · Triumph Financial, Inc.
6 Feb 202668.34
80.61
17.95%
5
41.90
1.77%
4.66
TFX
NYSE · Teleflex Incorporated
26 Jun 2026129.86
134.61
3.66%
8
45.87
2.25%
0.49
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Dec 2023
Exit
TISI
NYSE · Team Inc
6.62
20% entry drawdown
-23.16%
Entry 8 Sep 2023
8.62
1 Dec 2023
Entry
TLS
NASDAQ · Telos Corp
4.25
Trend inclusion
-
4 signals
MA 68.23 · ROC 11.39% · RS 12.96
1 Dec 2023
Entry
WIX
NASDAQ · Wix.Com Ltd
105.70
Trend inclusion
-
4 signals
MA 46.88 · ROC 1.69% · RS 4.26
24 Nov 2023
Exit
COUR
NYSE · Coursera Inc
19.61
Reversal Risk Warning
16.10%
Entry 25 Aug 2023
16.89
24 Nov 2023
Entry
DASH
NASDAQ · DoorDash, Inc. Class A Common Stock
93.81
Trend inclusion
-
4 signals
MA 66.88 · ROC 5.59% · RS 17.06
24 Nov 2023
Entry
GALT
NASDAQ · Galectin Therapeutics Inc
2.12
Trend inclusion
-
6 signals
MA 23.57 · ROC 0.82% · RS 8.78
24 Nov 2023
Exit
GTEC
NASDAQ · Greenland Acquisition Corp
2.41
20% entry drawdown
-22.76%
Entry 29 Sep 2023
3.12
24 Nov 2023
Entry
MCY
NYSE · Mercury General Corporation
34.87
Trend inclusion
-
4 signals
MA 80.51 · ROC 2.72% · RS 7.58
24 Nov 2023
Entry
PBI
NYSE · Pitney Bowes Inc
3.63
Trend inclusion
-
4 signals
MA 57.96 · ROC 1.76% · RS 0.34
24 Nov 2023
Entry
PINS
NYSE · Pinterest Inc
31.67
Trend inclusion
-
4 signals
MA 57.01 · ROC 2.30% · RS 10.68
24 Nov 2023
Entry
PRSU
NYSE · Pursuit Attractions and Hospitality, Inc.
31.95
Trend inclusion
-
4 signals
MA 60.15 · ROC 6.29% · RS 14.34
24 Nov 2023
Entry
ROKU
NASDAQ · Roku Inc
94.93
Trend inclusion
-
4 signals
MA 58.48 · ROC 5.58% · RS 24.89
24 Nov 2023
Entry
SRRK
NASDAQ · Scholar Rock Holding Corp
11.74
Trend inclusion
-
4 signals
MA 74.18 · ROC 7.50% · RS 17.49
24 Nov 2023
Entry
TPST
NASDAQ · Tempest Therapeutics Inc
50.96
Trend inclusion
-
4 signals
MA 70.93 · ROC 9.69% · RS 92.34
24 Nov 2023
Entry
UPWK
NASDAQ · Upwork Inc
14.25
Trend inclusion
-
4 signals
MA 38.03 · ROC 3.95% · RS 6.90
17 Nov 2023
Entry
ASPN
NYSE · Aspen Aerogels Inc
10.64
Trend inclusion
-
6 signals
MA 45.86 · ROC 5.16% · RS 14.50
17 Nov 2023
Entry
AWI
NYSE · Armstrong World Industries Inc
81.37
Trend inclusion
-
4 signals
MA 52.44 · ROC 1.84% · RS 6.15
17 Nov 2023
Exit
FEMY
NASDAQ · Femasys Inc
19.30
20% entry drawdown
-30.58%
Entry 3 Nov 2023
27.80
17 Nov 2023
Exit
IREN
NASDAQ · IREN Ltd
2.83
20% entry drawdown
-23.31%
Entry 12 May 2023
3.69
17 Nov 2023
Exit
VRA
NASDAQ · Vera Bradley Inc
8.12
Reversal Risk Warning
42.46%
Entry 3 Feb 2023
5.70
17 Nov 2023
Entry
WRAP
NASDAQ · Wrap Technologies Inc
3.02
Trend inclusion
-
4 signals
MA 86.02 · ROC 10.10% · RS 40.59
10 Nov 2023
Exit
AIRS
NASDAQ · Airsculpt Technologies Inc
5.58
20% entry drawdown
-25.90%
Entry 26 May 2023
7.53
10 Nov 2023
Exit
ALTO
NASDAQ · Alto Ingredients Inc
2.09
20% entry drawdown
-42.42%
Entry 18 Aug 2023
3.63
10 Nov 2023
Exit
CPNG
NYSE · Coupang LLC
15.32
20% entry drawdown
-20.66%
Entry 11 Aug 2023
19.31
10 Nov 2023
Entry
CRVO
NASDAQ · CervoMed Inc.
9.85
Trend inclusion
-
4 signals
MA 94.34 · ROC 8.13% · RS 16.60
10 Nov 2023
Exit
GPGI
NYSE · GPGI, Inc.
4.08
20% entry drawdown
-26.88%
Entry 17 Mar 2023
5.58
10 Nov 2023
Exit
GRPN
NASDAQ · Groupon Inc
8.83
20% entry drawdown
-26.70%
Entry 8 Sep 2023
12.04
10 Nov 2023
Exit
WRBY
NYSE · Warby Parker Inc
10.06
20% entry drawdown
-28.45%
Entry 6 Oct 2023
14.06
10 Nov 2023
Exit
YHGJ
NASDAQ · Yunhong Green CTI Ltd.
29.90
Reversal Risk Warning
145.08%
Entry 6 Jan 2023
12.20
10 Nov 2023
Exit
Z
NASDAQ · Zillow Group Inc Class C
36.70
20% entry drawdown
-20.48%
Entry 3 Feb 2023
46.15