Universe
Active US ETFs only. Equities, crypto, commodities, index benchmark records, and ETFs outside the US market are excluded from this index.
Signal Validation
US ETF Trend Performance Index
US ETFs 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
237.04
Total Return
137.04%
CAGR
28.07%
Annualized from first index week
Edge vs Market
+7.49%/yr
Beats ^GSPC on CAGR
Risk Adjusted
Sharpe 1.85
Sortino 3.10
Current Holdings
28
Transactions
1322
Avg 379.0/yr ·
31.6/mo ·
7.3/wk
Exit Mix
647
Stop 20.7% ·
Warning 79.3%
Method
How The Index Works
The index is a weekly, equal-weighted performance model for US ETFs. 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
An ETF 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 closePositions Out
Closed at weekly close
VXZ
CBOE · iPath Series B S&P 500 VIX Mid-Term Futures ETN
50.36
20% entry drawdown · -21.90%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signals
Activity
ROC
RS
ACES
NYSEARCA · ALPS ETF TRUST CLEAN ENERGY ETF
22 Aug 202529.32
34.13
16.41%
6
31.62
0.53%
2.35
BDRY
NYSEARCA · AMPLIFY COMMODITY TRUST BREAKWAVE DRY BULK SHIPPING ETF
15 Aug 20258.02
12.27
52.99%
4
61.37
3.14%
2.83
BITI
NYSEARCA · PROSHARES SHORT BITCOIN ETF
3 Jul 202626.31
26.31
New
Entry week
4
68.64
3.09%
14.47
BTCZ
CBOE · T-REX 2X INVERSE BITCOIN DAILY TARGET ETF
3 Jul 20266.04
6.04
New
Entry week
4
79.97
5.26%
32.99
CORN
NYSEARCA · TEUCRIUM COMMODITY TRUST CORN FD SHS
27 Mar 202618.58
16.86
-9.26%
4
54.95
1.05%
3.18
DOO
NASDAQ · WISDOMTREE INTERNATIONAL DIVIDEND EX-FINANCIALS FUND N/A
15 Aug 202556.03
57.87
3.27%
4
52.78
0.35%
3.34
EMTY
NYSEARCA · PROSHARES TRUST DECLINE RETAIL STORE ETF (OST REV SPLIT)
2 May 202525.70
23.72
-7.71%
8
40.21
0.93%
0.71
ETHD
NYSEARCA · PROSHARES ULTRASHORT ETHER ETF
26 Jun 202692.05
77.58
-15.72%
4
80.97
8.40%
50.11
EUO
NYSEARCA · PROSHARES TRUST II PROSHARES ULTRASHORT EURO
3 Apr 202629.73
30.63
3.02%
4
64.45
0.84%
0.49
FXP
NYSEARCA · PROSHARES TRUST ULTRASHORT FTSE CHINA 50 NEW (REV/SPT)
27 Mar 202621.69
25.32
16.73%
4
91.00
1.85%
10.24
HDGE
NYSEARCA · ADVISORSHARES TRUST RANGER EQUITY BEAR ETF NEW(POST REV SPLT
25 Apr 202518.19
15.97
-12.21%
4
72.40
1.04%
8.87
MRNY
NYSEARCA · TIDAL TRUST II YIELDMAX MRNA OPTION INCOME STRATEGY ETF
13 Feb 202613.57
21.03
55.00%
4
92.95
3.30%
17.06
MSFD
NASDAQ · DIREXION DAILY MSFT BEAR 1X SHARES
6 Feb 202613.65
13.56
-0.65%
7
85.34
1.81%
2.36
MSOS
NYSEARCA · ADVISORSHARES TRUST PURE US CANNABIS ETF
19 Jun 20264.99
4.89
-2.00%
4
55.10
3.92%
6.64
NRGU
NYSEARCA · MICROSECTORS U.S. BIG OIL 3 LEVERAGED ETNS DUE FEBRUARY 17, 2045
13 Feb 202628.66
29.75
3.80%
5
55.67
5.02%
39.88
OIO
NASDAQ · OIO Group.
23 May 20252.30
2.41
4.81%
4
66.80
1.61%
41.35
SBIT
NYSEARCA · PROSHARES ULTRASHORT BITCOIN ETF
26 Jun 202667.02
62.79
-6.31%
4
72.75
6.86%
49.97
SEF
NYSEARCA · PROSHARES SHORT FINANCIALS
20 Mar 202634.42
30.27
-12.05%
4
90.18
0.91%
4.33
SETH
NYSEARCA · PROSHARES SHORT ETHER ETF
12 Jun 202653.97
51.96
-3.72%
4
56.13
5.52%
21.48
SJB
NYSEARCA · PROSHARES TRUST SHORT HIGH YIELD
4 Apr 202515.95
15.13
-5.14%
4
52.51
0.20%
13.29
SZK
NYSEARCA · PROSHARES TRUST ULTRASHORT CONSUMER STAPLES
11 Apr 202523.38
21.03
-10.04%
4
16.44
1.13%
2.42
TAGS
NYSEARCA · TEUCRIUM COMMODITY TRUST AGRICULTURAL FD
3 Apr 202624.76
24.06
-2.81%
4
71.56
0.72%
0.28
TAIL
CBOE · CAMBRIA TAIL RISK ETF
25 Apr 202512.25
10.62
-13.31%
4
45.25
1.21%
11.14
TILL
NYSEARCA · LISTED FUND TRUST TEUCRIUM AGRICULTURL STRATEGY NO K 1 ETF
3 Apr 202618.14
17.47
-3.69%
4
85.45
0.82%
1.49
WEAT
NYSEARCA · TEUCRIUM COMMODITY TRUST WHEAT FD NEW (REV SPT)
20 Mar 202622.85
22.41
-1.93%
4
91.52
1.16%
1.79
WEED
CBOE · ROUNDHILL CANNABIS ETF
12 Jun 202621.74
21.43
-1.42%
4
48.70
2.76%
10.21
WTIU
NYSEARCA · BANK OF MONTREAL MICROSECTORS ENERGY 3X LEVERAGED ETNS
6 Feb 202614.40
13.28
-7.78%
4
62.69
2.75%
28.47
YXI
NYSEARCA · PROSHARES TRUST SHORT FTSE CHINA 50 NEW(P/S)
20 Mar 202622.21
24.34
9.60%
4
79.60
0.73%
3.62
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Aug 2025
Entry
IDRV
NYSEARCA · ISHARES TRUST SELF DRIVING EV AND TECH ETF
31.62
Trend inclusion
-
6 signals
MA 73.45 · ROC 1.62% · RS 0.69
1 Aug 2025
Entry
KARS
NYSEARCA · KRANESHARES TRUST ELECTRIC VEHICLES AND FUTR MBLTY IDX ETF
23.57
Trend inclusion
-
4 signals
MA 69.58 · ROC 1.52% · RS 2.86
1 Aug 2025
Exit
PDI
NYSE · PIMCO Dynamic Income Fund
16.82
Reversal Risk Warning
38.17%
Entry 24 Feb 2023
12.18
25 Jul 2025
Exit
FDN
NYSEARCA · FIRST TRUST EXCHANGE TRADED FUND DOW JONES INTERNET INDEX USD DIS
272.41
Reversal Risk Warning
88.41%
Entry 7 Apr 2023
144.58
25 Jul 2025
Exit
GGLS
NASDAQ · DIREXION DAILY GOOGL BEAR 1X SHARES
11.10
20% entry drawdown
-21.18%
Entry 9 May 2025
14.09
25 Jul 2025
Exit
GGME
NYSEARCA · INVESCO EXCHANGE TRADED FD TR NEXT GEN MEDIA AND GAMING ETF
61.73
Reversal Risk Warning
60.00%
Entry 29 Dec 2023
38.58
25 Jul 2025
Exit
ISHP
NASDAQ · FIRST TRUST S-NETWORK E-COMMERCE ETF
40.41
Reversal Risk Warning
60.55%
Entry 17 Feb 2023
25.17
25 Jul 2025
Entry
NIKL
NASDAQ · Sprott Nickel Miners ETF
12.34
Trend inclusion
-
4 signals
MA 74.54 · ROC 1.65% · RS 1.85
25 Jul 2025
Exit
PFN
NYSE · Pimco Income Strategy Fund II
6.73
Reversal Risk Warning
35.44%
Entry 24 Feb 2023
4.97
25 Jul 2025
Exit
UNG
NYSE · United States Natural Gas Fund
13.83
20% entry drawdown
-20.88%
Entry 7 Feb 2025
17.48
18 Jul 2025
Exit
ARKF
CBOE · ARK BLOCKCHAIN & FINTECH INNOVATION ETF
54.68
Reversal Risk Warning
196.80%
Entry 14 Apr 2023
18.42
18 Jul 2025
Exit
JLS
NYSE · Nuveen Mortgage and Income Fund
17.34
Reversal Risk Warning
44.86%
Entry 24 Feb 2023
11.97
18 Jul 2025
Entry
PBD
NYSEARCA · INVESCO EXCHANGE TRADED FD TR II GLOBAL CLEAN ENERGY ETF
13.37
Trend inclusion
-
4 signals
MA 67.65 · ROC 1.66% · RS 3.80
11 Jul 2025
Exit
BITO
NYSEARCA · PROSHARES BITCOIN ETF
16.61
Reversal Risk Warning
267.75%
Entry 17 Mar 2023
4.52
11 Jul 2025
Exit
CRPT
NYSEARCA · FIRST TR EXCHANGE TRADED FD VIII SKYBRIDGE CRYPTO INDSTRY AND DIGTL ECONM
24.21
Reversal Risk Warning
222.91%
Entry 12 Jan 2024
7.50
4 Jul 2025
Exit
ACP
NYSE · abrdn Income Credit Strategies Fund
5.10
Reversal Risk Warning
23.72%
Entry 10 Mar 2023
4.13
4 Jul 2025
Exit
BETZ
NYSEARCA · LISTED FUND TRUST ROUNDHILL SPORTS BETTING AND IGAMING ETF
22.82
Reversal Risk Warning
43.35%
Entry 17 Feb 2023
15.92
4 Jul 2025
Exit
BKHY
NYSEARCA · BNY MELLON HIGH YIELD ETF
44.95
Reversal Risk Warning
22.90%
Entry 20 Jan 2023
36.57
4 Jul 2025
Exit
FMY
NYSE · First Trust Mortgage Income Fund
11.54
Reversal Risk Warning
28.39%
Entry 10 Mar 2023
8.98
4 Jul 2025
Entry
FRNW
CBOE · Fidelity Clean Energy ETF
16.49
Trend inclusion
-
4 signals
MA 85.77 · ROC 1.45% · RS 7.39
4 Jul 2025
Exit
GHYB
NYSEARCA · GOLDMAN SACHS ETF TRUST ACCESS HIGH YIELD CORPORATE BD ETF
42.56
Reversal Risk Warning
23.30%
Entry 20 Jan 2023
34.52
4 Jul 2025
Exit
IGV
CBOE · ISHARES EXPANDED TECH-SOFTWARE SECTOR ETF
111.25
Reversal Risk Warning
85.64%
Entry 7 Apr 2023
59.93
4 Jul 2025
Exit
PQDI
NYSE · PRINCIPAL SPECTRUM TAX-ADVANTAGED DIVIDEND ACTIVE ETF
18.39
Reversal Risk Warning
17.67%
Entry 24 Feb 2023
15.63
4 Jul 2025
Exit
PREF
NYSEARCA · PRINCIPAL EXCHANGE-TRADED FDS SPECTRUM PFD SECS ACTIVE ETF
18.03
Reversal Risk Warning
20.47%
Entry 24 Feb 2023
14.97
4 Jul 2025
Exit
SDD
NYSEARCA · PROSHARES TRUST ULTRASHORT SMALLCAP600 NEW APR 2021(R/S)
14.15
20% entry drawdown
-22.91%
Entry 25 Apr 2025
18.36
4 Jul 2025
Exit
SDS
NYSEARCA · PROSHARES TRUST ULTRASHORT S&P 500 (POST REV SPLIT)
78.71
20% entry drawdown
-21.88%
Entry 25 Apr 2025
100.75
4 Jul 2025
Exit
SIFI
NYSEARCA · HARBOR ARES SYSTEMATIC MULTI-SECTOR INCOME ETF
41.33
Reversal Risk Warning
18.34%
Entry 24 Feb 2023
34.92
27 Jun 2025
Exit
ANEW
NYSEARCA · PROSHARES TRUST MSCI TRANSFORMATIONAL CHANGES ETF
49.67
Reversal Risk Warning
50.68%
Entry 3 Mar 2023
32.96
27 Jun 2025
Exit
BTZ
NYSE · BlackRock Credit Allocation Income Trust
9.93
Reversal Risk Warning
29.55%
Entry 24 Feb 2023
7.67
27 Jun 2025
Exit
FXY
NYSEARCA · INVESCO CCY SHS JAPANESE YEN TR JAPANESE YEN SHS ETF
63.59
Reversal Risk Warning
0.22%
Entry 9 May 2025
63.45