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
4 Aug 2023
Entry
GP
NASDAQ · GreenPower Motor Company Inc
40.40
Trend inclusion
-
5 signals
MA 88.86 · ROC 10.90% · RS 22.90
4 Aug 2023
Exit
GRCL
NASDAQ · Gracell Biotechnologies Inc.
3.42
20% entry drawdown
-25.00%
Entry 7 Jul 2023
4.56
4 Aug 2023
Entry
GYRE
NASDAQ · Gyre Therapeutics Inc.
4.98
Trend inclusion
-
4 signals
MA 80.92 · ROC 5.15% · RS 1.36
4 Aug 2023
Entry
HFFG
NASDAQ · Hf Foods Group Inc
5.30
Trend inclusion
-
5 signals
MA 95.70 · ROC 3.55% · RS 1.42
4 Aug 2023
Exit
LASR
NASDAQ · nLIGHT Inc
11.83
20% entry drawdown
-22.63%
Entry 16 Jun 2023
15.29
4 Aug 2023
Exit
LMND
NYSE · Lemonade Inc
17.13
20% entry drawdown
-26.70%
Entry 21 Jul 2023
23.37
4 Aug 2023
Exit
MESO
NASDAQ · Mesoblast Ltd
3.28
20% entry drawdown
-55.19%
Entry 3 Feb 2023
7.32
4 Aug 2023
Entry
MRKR
NASDAQ · Marker Therapeutics Inc
5.17
Trend inclusion
-
4 signals
MA 84.53 · ROC 18.20% · RS 42.08
4 Aug 2023
Entry
MUX
NYSE · McEwen Mining Inc.
7.75
Trend inclusion
-
4 signals
MA 19.78 · ROC 4.22% · RS 13.35
4 Aug 2023
Entry
MVST
NASDAQ · Microvast Holdings Inc
2.48
Trend inclusion
-
4 signals
MA 93.42 · ROC 8.06% · RS 11.71
4 Aug 2023
Entry
NCLH
NYSE · Norwegian Cruise Line Holdings Ltd
17.95
Trend inclusion
-
7 signals
MA 65.04 · ROC 6.19% · RS 4.93
4 Aug 2023
Exit
NRDY
NYSE · Nerdy Inc
5.27
Reversal Risk Warning
27.29%
Entry 7 Jul 2023
4.14
4 Aug 2023
Entry
RH
NYSE · RH
392.85
Trend inclusion
-
4 signals
MA 93.66 · ROC 5.49% · RS 26.17
4 Aug 2023
Exit
SOPH
NASDAQ · Sophia Genetics SA
3.64
20% entry drawdown
-22.39%
Entry 7 Apr 2023
4.69
4 Aug 2023
Exit
T
NYSE · AT&T Inc.
12.11
20% entry drawdown
-21.59%
Entry 10 Mar 2023
15.44
4 Aug 2023
Exit
TMC
NASDAQ · TMC the metals company Inc
1.11
20% entry drawdown
-23.45%
Entry 28 Jul 2023
1.45
4 Aug 2023
Exit
U
NYSE · Unity Software Inc
40.17
Reversal Danger Warning
-9.71%
Entry 21 Jul 2023
44.49
4 Aug 2023
Exit
VRCA
NASDAQ · Verrica Pharmaceuticals Inc
52.50
20% entry drawdown
-26.06%
Entry 10 Feb 2023
71.00
4 Aug 2023
Exit
VRM
NASDAQ · Vroom, Inc. Common Stock
164.80
Reversal Danger Warning
-3.29%
Entry 28 Jul 2023
170.40
28 Jul 2023
Exit
ANSS
NASDAQ · ANSYS Inc
338.23
Reversal Risk Warning
14.26%
Entry 10 Mar 2023
296.03
28 Jul 2023
Exit
ARAY
NASDAQ · Accuray Incorporated
4.20
Reversal Risk Warning
47.37%
Entry 24 Feb 2023
2.85
28 Jul 2023
Exit
BDTX
NASDAQ · Black Diamond Therapeutics Inc
3.60
20% entry drawdown
-20.00%
Entry 21 Jul 2023
4.50
28 Jul 2023
Exit
BIDU
NASDAQ · Baidu Inc
155.36
Reversal Risk Warning
5.80%
Entry 17 Mar 2023
146.84
28 Jul 2023
Exit
BZH
NYSE · Beazer Homes USA Inc
35.43
Reversal Risk Warning
142.17%
Entry 24 Feb 2023
14.63
28 Jul 2023
Exit
CLB
NYSE · Core Laboratories NV
25.90
Reversal Risk Warning
9.53%
Entry 17 Feb 2023
23.64
28 Jul 2023
Entry
CRDL
NASDAQ · Cardiol Therapeutics Inc Class A
1.09
Trend inclusion
-
8 signals
MA 70.08 · ROC 6.44% · RS 18.50
28 Jul 2023
Entry
DLR
NYSE · Digital Realty Trust Inc
111.90
Trend inclusion
-
4 signals
MA 95.73 · ROC 2.51% · RS 3.60
28 Jul 2023
Exit
DMRA
NASDAQ · Damora Therapeutics, Inc.
75.50
Reversal Risk Warning
24.28%
Entry 19 May 2023
60.75
28 Jul 2023
Exit
ETON
NASDAQ · Eton Pharmaceuticals Inc
2.55
20% entry drawdown
-27.14%
Entry 13 Jan 2023
3.50
28 Jul 2023
Entry
EVGN
NASDAQ · Evogene
10.40
Trend inclusion
-
4 signals
MA 96.13 · ROC 8.63% · RS 3.57