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
PYPD
NASDAQ · PolyPid
18 Jul 20253.62
5.23
44.48%
4
45.45
2.13%
0.85
QMCO
NASDAQ · Quantum Corporation
3 Jul 202610.16
10.02
-1.38%
5
99.41
9.13%
7.75
RCI
NYSE · Rogers Communications Inc
15 Aug 202533.98
32.93
-3.10%
5
99.19
2.66%
3.12
RDNW
NASDAQ · RideNow Group, Inc.
7 Nov 20254.40
5.88
33.64%
8
23.02
4.19%
6.01
REGN
NASDAQ · Regeneron Pharmaceuticals Inc
21 Nov 2025753.90
664.52
-11.86%
6
88.39
2.81%
10.49
RHI
NYSE · Robert Half International Inc
26 Jun 202632.76
32.40
-1.10%
4
93.84
3.50%
4.61
RIG
NYSE · Transocean Ltd
24 Oct 20253.90
5.20
33.33%
7
31.95
1.35%
6.69
RILY
NASDAQ · BRC Group Holdings, Inc.
6 Feb 20267.88
7.18
-8.88%
4
93.99
14.06%
50.24
RILYL
NASDAQ · BRC Group Holdings, Inc.
6 Feb 202610.14
14.39
41.91%
4
79.81
21.07%
80.56
RIVN
NASDAQ · Rivian Automotive Inc
30 May 202514.53
17.48
20.30%
4
79.65
5.19%
6.43
RJET
NASDAQ · Republic Airways Holdings Inc
12 Sep 202520.55
18.77
-8.66%
4
61.34
0.56%
11.34
RLYB
NASDAQ · Rallybio Corp
20 Mar 20268.87
15.73
77.34%
4
89.82
12.32%
91.55
RMAX
NYSE · Re Max Holding
12 Jun 20269.20
10.58
15.00%
4
59.42
2.39%
2.76
RXO
NYSE · RXO Inc.
15 May 202618.69
26.25
40.45%
4
94.71
3.17%
6.91
S
NYSE · SentinelOne Inc
10 Jul 202617.88
17.88
New
Entry week
6
36.82
1.09%
1.09
SABR
NASDAQ · Sabre Corpo
3 Jul 20262.09
1.85
-11.48%
7
77.09
2.51%
3.07
SAIH
NASDAQ · SAIHEAT Limited
15 May 202611.74
12.50
6.47%
4
87.09
2.75%
18.60
SEDG
NASDAQ · SolarEdge Technologies Inc
10 Apr 202641.76
55.18
32.14%
4
79.21
6.04%
28.78
SG
NYSE · Sweetgreen Inc
12 Jun 20269.07
8.36
-7.83%
4
84.35
5.50%
0.56
SHEN
NASDAQ · Shenandoah Telecommunications Co
10 Apr 202615.14
12.71
-16.05%
4
83.28
1.61%
10.56
SHLS
NASDAQ · Shoals Technologies Group Inc
22 Aug 20256.48
10.02
54.63%
7
35.11
0.28%
19.31
SIRI
NASDAQ · Sirius XM Holding Inc
24 Apr 202626.34
30.42
15.47%
4
70.31
1.35%
7.17
SKK
NASDAQ · SKK Holdings Limited
19 Jun 20264.63
4.73
2.16%
4
66.06
3.42%
1.46
SLN
NASDAQ · Silence Therapeutics PLC
26 Jun 202610.14
9.09
-10.36%
5
47.25
1.89%
45.84
SM
NYSE · SM Energy Co
17 Apr 202625.79
27.81
7.81%
4
58.09
1.97%
0.36
SMHI
NYSE · SEACOR Marine Holdings Inc
26 Sep 20256.91
7.80
12.88%
5
63.72
0.75%
0.35
SOTK
NASDAQ · Sono-Tek Corp
7 Nov 20254.53
5.54
22.30%
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
7.16
-6.65%
5
52.80
1.85%
0.32
SSBI
NASDAQ · Summit State Bank
11 Apr 20258.15
13.44
64.85%
4
87.18
0.70%
3.04
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
27 Sep 2024
Exit
ENTA
NASDAQ · Enanta Pharmaceuticals Inc
10.05
20% entry drawdown
-27.70%
Entry 2 Aug 2024
13.90
27 Sep 2024
Exit
EXFY
NASDAQ · Expensify Inc
2.00
20% entry drawdown
-20.63%
Entry 13 Sep 2024
2.52
27 Sep 2024
Entry
FIGS
NYSE · Figs Inc
6.78
Trend inclusion
-
6 signals
MA 24.44 · ROC 0.15% · RS 0.54
27 Sep 2024
Exit
LASE
NASDAQ · Laser Photonics Corporation Common Stock
14.34
Reversal Risk Warning
582.86%
Entry 26 Apr 2024
2.10
27 Sep 2024
Entry
LBRDA
NASDAQ · Liberty Broadband Srs A
68.10
Trend inclusion
-
6 signals
MA 59.45 · ROC 0.75% · RS 3.23
27 Sep 2024
Entry
LBRDK
NASDAQ · Liberty Broadband Srs C
68.36
Trend inclusion
-
6 signals
MA 60.35 · ROC 0.98% · RS 3.39
27 Sep 2024
Entry
MD
NYSE · Mednax Inc
11.26
Trend inclusion
-
4 signals
MA 67.32 · ROC 2.82% · RS 5.07
27 Sep 2024
Entry
MNOV
NASDAQ · MediciNova Inc
1.91
Trend inclusion
-
4 signals
MA 89.66 · ROC 5.67% · RS 9.23
27 Sep 2024
Exit
NVNO
NASDAQ · enVVeno Medical Corp
113.40
20% entry drawdown
-40.44%
Entry 29 Mar 2024
190.40
27 Sep 2024
Exit
OGCP
NYSE · Empire State Realty OP LP
11.49
Reversal Risk Warning
57.83%
Entry 25 Aug 2023
7.28
27 Sep 2024
Entry
OOMA
NYSE · Ooma Inc
11.40
Trend inclusion
-
5 signals
MA 88.28 · ROC 1.37% · RS 1.12
27 Sep 2024
Exit
PHG
NYSE · Koninklijke Philips NV ADR
30.38
Reversal Risk Warning
72.04%
Entry 21 Apr 2023
17.66
27 Sep 2024
Exit
RVTY
NYSE · Revvity Inc.
125.46
Reversal Risk Warning
2.26%
Entry 2 Aug 2024
122.68
27 Sep 2024
Entry
SBGI
NASDAQ · Sinclair Broadcast Group Inc
13.56
Trend inclusion
-
6 signals
MA 41.26 · ROC 0.12% · RS 4.67
27 Sep 2024
Exit
SFIX
NASDAQ · Stitch Fix
2.84
20% entry drawdown
-30.56%
Entry 2 Aug 2024
4.09
27 Sep 2024
Exit
SMG
NYSE · Scotts Miracle-Gro Company
79.46
Reversal Risk Warning
28.15%
Entry 8 Mar 2024
62.01
27 Sep 2024
Entry
TIL
NASDAQ · Instil Bio Inc.
65.62
Trend inclusion
-
5 signals
MA 62.48 · ROC 53.53% · RS 336.36
27 Sep 2024
Entry
TKLF
NASDAQ · Yoshitsu Co Ltd ADR
6.00
Trend inclusion
-
8 signals
MA 20.84 · ROC 13.51% · RS 0.22
27 Sep 2024
Entry
VSTD
NASDAQ · Vestand Inc.
1.90
Trend inclusion
-
4 signals
MA 71.35 · ROC 4.28% · RS 49.31
20 Sep 2024
Exit
CIM
NYSE · Chimera Investment Corporation
13.68
Reversal Risk Warning
7.84%
Entry 6 Sep 2024
12.69
20 Sep 2024
Entry
CTSO
NASDAQ · Cytosorbents Crp
1.55
Trend inclusion
-
7 signals
MA 62.97 · ROC 2.39% · RS 21.67
20 Sep 2024
Exit
ESBA
NYSE · Empire State Realty OP LP ES
10.50
Reversal Risk Warning
40.18%
Entry 25 Aug 2023
7.49
20 Sep 2024
Exit
ESRT
NYSE · Empire State Realty Trust Inc
10.64
Reversal Risk Warning
38.95%
Entry 25 Aug 2023
7.66
20 Sep 2024
Exit
FBIN
NYSE · Fortune Brands Innovations Inc.
83.78
Reversal Risk Warning
40.57%
Entry 27 Jan 2023
59.60
20 Sep 2024
Exit
FISK
NYSE · Empire State Realty OP LP 250
10.62
Reversal Risk Warning
35.01%
Entry 25 Aug 2023
7.87
20 Sep 2024
Exit
HBB
NYSE · Hamilton Beach Brands Holding Co Class A
28.60
Reversal Risk Warning
146.19%
Entry 6 Oct 2023
11.61
20 Sep 2024
Entry
ILAG
NASDAQ · Intelligent Living Application Group Inc
10.00
Trend inclusion
-
7 signals
MA 90.83 · ROC 11.02% · RS 30.29
20 Sep 2024
Entry
JG
NASDAQ · Aurora Mobile Ltd
5.32
Trend inclusion
-
4 signals
MA 81.66 · ROC 5.86% · RS 56.23
20 Sep 2024
Entry
LIND
NASDAQ · Lindblad Expeditions Holdings Inc
10.26
Trend inclusion
-
4 signals
MA 54.45 · ROC 1.00% · RS 7.54
20 Sep 2024
Exit
MOLN
NASDAQ · Molecular Partners AG ADR
4.67
20% entry drawdown
-24.43%
Entry 12 Jul 2024
6.18