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
27 Jun 2025
Exit
HYBB
NYSEARCA · ISHARES TRUST BB RTD CORP BD ETF
44.21
Reversal Risk Warning
19.94%
Entry 20 Jan 2023
36.86
27 Jun 2025
Exit
MSFD
NASDAQ · DIREXION DAILY MSFT BEAR 1X SHARES
11.03
20% entry drawdown
-22.16%
Entry 21 Mar 2025
14.17
27 Jun 2025
Entry
PALL
NYSEARCA · ABRDN PALLADIUM ETF TR ABRDN PHYSICAL PALLADIUM SHARES ETF
20.71
Trend inclusion
-
4 signals
MA 64.21 · ROC 1.10% · RS 6.86
27 Jun 2025
Exit
SDOW
NYSEARCA · PROSHARES ULTRAPRO SHORT DOW30
40.89
20% entry drawdown
-23.19%
Entry 25 Apr 2025
53.24
27 Jun 2025
Exit
VIXY
CBOE · ProShares VIX Short-Term Futures ETF
47.13
20% entry drawdown
-23.87%
Entry 25 Apr 2025
61.91
27 Jun 2025
Exit
VXX
CBOE · iPath Series B S&P 500 VIX Short-Term Futures ETN
48.27
20% entry drawdown
-23.79%
Entry 25 Apr 2025
63.34
20 Jun 2025
Exit
JPIE
NYSEARCA · JP MORGAN ETF TRUST INCOME ETF USD
43.54
Reversal Risk Warning
16.95%
Entry 24 Feb 2023
37.23
13 Jun 2025
Entry
BRAZ
NYSEARCA · GLOBAL X FDS BRAZIL ACTIVE ETF
22.91
Trend inclusion
-
5 signals
MA 50.25 · ROC 0.42% · RS 0.50
13 Jun 2025
Entry
BRZU
NYSEARCA · DIREXION DAILY MSCI BRAZIL BULL 2X ETF
59.31
Trend inclusion
-
5 signals
MA 46.00 · ROC 0.29% · RS 2.11
13 Jun 2025
Exit
DRIP
NYSEARCA · DIREXION DAILY S&P OIL & GAS EXP. & PROD. BEAR 2X ETF
8.75
20% entry drawdown
-20.71%
Entry 9 May 2025
11.04
13 Jun 2025
Exit
EFAD
CBOE · PROSHARES MSCI EAFE DIVIDEND GROWERS ETF
41.63
Reversal Risk Warning
19.52%
Entry 27 Jan 2023
34.83
13 Jun 2025
Exit
SBND
NYSEARCA · COLUMBIA ETF TR I SHORT DURATION BD ETF
17.83
Reversal Risk Warning
15.37%
Entry 24 Feb 2023
15.45
13 Jun 2025
Exit
SCO
NYSEARCA · PROSHARES TRUST II ULTRASHORT BLOOMBERG CRUDE OIL 2026 (R/S
63.76
20% entry drawdown
-22.70%
Entry 9 May 2025
82.48
13 Jun 2025
Entry
UBR
NYSEARCA · PROSHARES TRUST ULTRA MSCI BRAZIL CAPD (POST REV SPLIT)
19.68
Trend inclusion
-
5 signals
MA 46.74 · ROC 0.27% · RS 2.01
13 Jun 2025
Exit
ULE
NYSEARCA · PROSHARES TRUST II PROSHARES ULTRA EURO
12.86
Reversal Risk Warning
11.15%
Entry 27 Jan 2023
11.57
6 Jun 2025
Exit
IVOL
NYSEARCA · KRANESHARES TRUST QUADRATIC INT RTE VOL & INF HDG ETF
18.45
Reversal Danger Warning
-1.80%
Entry 9 May 2025
18.79
6 Jun 2025
Entry
MOO
NYSEARCA · VANECK ETF TR VANECK AGRIBUSINESS ETF
71.16
Trend inclusion
-
4 signals
MA 67.74 · ROC 0.56% · RS 0.66
30 May 2025
Exit
EMTL
CBOE · SPDR DOUBLELINE EMERGING MARKETS FIXED INCOME ETF
40.49
Reversal Risk Warning
18.16%
Entry 24 Feb 2023
34.26
30 May 2025
Exit
HYLS
NASDAQ · FIRST TRUST TACTICAL HIGH YIELD ETF
38.70
Reversal Risk Warning
20.62%
Entry 24 Feb 2023
32.09
30 May 2025
Entry
KURE
NYSEARCA · KRANESHARES TRUST MSCI ALL CHINA HEALTH CARE INDEX ETF
15.71
Trend inclusion
-
5 signals
MA 40.60 · ROC 0.09% · RS 7.79
30 May 2025
Exit
PPT
NYSE · Putnam Premier Income Trust
3.40
Reversal Risk Warning
23.85%
Entry 24 Feb 2023
2.75
23 May 2025
Entry
CCOR
NYSEARCA · LISTED FUND TRUST CORE ALTERNATIVE ETF
26.84
Trend inclusion
-
5 signals
MA 58.47 · ROC 0.15% · RS 0.76
23 May 2025
Exit
EDV
NYSEARCA · VANGUARD WORLD FUND EXTENDED DURATION TREAS ETF
60.03
20% entry drawdown
-20.14%
Entry 6 Sep 2024
75.17
23 May 2025
Exit
EUDV
CBOE · PROSHARES MSCI EUROPE DIVIDEND GROWERS
52.55
Reversal Risk Warning
28.32%
Entry 27 Jan 2023
40.95
23 May 2025
Entry
MEXX
NYSEARCA · DIREXION DAILY MSCI MEXICO BULL 3X ETF
16.67
Trend inclusion
-
4 signals
MA 89.46 · ROC 2.48% · RS 22.95
23 May 2025
Entry
OIO
NASDAQ · OIO Group.
2.30
Trend inclusion
-
4 signals
MA 66.80 · ROC 1.61% · RS 41.35
23 May 2025
Entry
YCL
NYSEARCA · PROSHARES TRUST II ULTRA YEN
23.94
Trend inclusion
-
5 signals
MA 48.94 · ROC 0.37% · RS 4.58
16 May 2025
Exit
AFIF
CBOE · Anfield Universal Fixed Income ETF
8.91
Reversal Risk Warning
18.94%
Entry 24 Feb 2023
7.49
16 May 2025
Exit
IBHG
CBOE · ISHARES IBONDS 2027 TERM HIGH YIELD AND INCOME ETF
20.96
Reversal Risk Warning
18.52%
Entry 20 Jan 2023
17.68
16 May 2025
Exit
MZZ
NYSEARCA · PROSHARES TRUST ULTRASHORT MIDCAP 400 NEW APRIL 2021(R/S
8.89
20% entry drawdown
-22.41%
Entry 11 Apr 2025
11.46