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
16 May 2025
Exit
REW
NYSEARCA · PROSHARES TRUST ULTRASHORT TECHNOLOGY (P/S)
32.42
20% entry drawdown
-21.51%
Entry 25 Apr 2025
41.31
16 May 2025
Exit
SIJ
NYSEARCA · PROSHARES ULTRASHORT INDUSTRIALS
25.64
20% entry drawdown
-24.18%
Entry 18 Apr 2025
33.82
16 May 2025
Exit
TSI
NYSE · TCW Strategic Income Fund Inc
4.52
Reversal Risk Warning
21.00%
Entry 24 Mar 2023
3.74
16 May 2025
Exit
TWM
NYSEARCA · PROSHARES ULTRASHORT RUSSELL2000
44.41
20% entry drawdown
-23.13%
Entry 11 Apr 2025
57.78
16 May 2025
Exit
UVXY
CBOE · ProShares Ultra VIX Short-Term Futures ETF 2x Shares
107.55
20% entry drawdown
-22.37%
Entry 2 May 2025
138.55
16 May 2025
Exit
WTID
NYSEARCA · BANK OF MONTREAL MICROSECTORS ENERGY 3X INVERSE LEVERAGED
15.40
20% entry drawdown
-21.65%
Entry 3 Jan 2025
19.65
9 May 2025
Entry
DRIP
NYSEARCA · DIREXION DAILY S&P OIL & GAS EXP. & PROD. BEAR 2X ETF
11.04
Trend inclusion
-
6 signals
MA 18.74 · ROC 2.19% · RS 6.80
9 May 2025
Entry
DZZ
NYSE · PowerShares DB Gold Double Short ETN
1.84
Trend inclusion
-
4 signals
MA 74.96 · ROC 1.67% · RS 3.01
9 May 2025
Entry
FXY
NYSEARCA · INVESCO CCY SHS JAPANESE YEN TR JAPANESE YEN SHS ETF
63.45
Trend inclusion
-
4 signals
MA 76.86 · ROC 0.15% · RS 3.46
9 May 2025
Entry
GGLS
NASDAQ · DIREXION DAILY GOOGL BEAR 1X SHARES
14.09
Trend inclusion
-
4 signals
MA 8.19 · ROC 0.16% · RS 8.11
9 May 2025
Entry
IVOL
NYSEARCA · KRANESHARES TRUST QUADRATIC INT RTE VOL & INF HDG ETF
18.79
Trend inclusion
-
5 signals
MA 99.24 · ROC 0.64% · RS 6.75
9 May 2025
Entry
SCO
NYSEARCA · PROSHARES TRUST II ULTRASHORT BLOOMBERG CRUDE OIL 2026 (R/S
82.48
Trend inclusion
-
5 signals
MA 64.29 · ROC 1.98% · RS 16.03
2 May 2025
Exit
BNKD
NYSEARCA · MICROSECTORS U.S. BIG BANKS -3A INVERSE LEVERAGED ETNS DUE FEBRUARY 17, 2045
146.18
20% entry drawdown
-26.01%
Entry 18 Apr 2025
197.57
2 May 2025
Exit
DRV
NYSEARCA · DIREXION DAILY REAL ESTATE BEAR 3X ETF
24.30
20% entry drawdown
-22.34%
Entry 4 Apr 2025
31.29
2 May 2025
Entry
EMTY
NYSEARCA · PROSHARES TRUST DECLINE RETAIL STORE ETF (OST REV SPLIT)
25.70
Trend inclusion
-
8 signals
MA 40.21 · ROC 0.93% · RS 0.71
2 May 2025
Exit
SMDD
NYSEARCA · PROSHARES ULTRAPRO SHORT MIDCAP400
18.00
20% entry drawdown
-21.01%
Entry 11 Apr 2025
22.78
2 May 2025
Exit
SRTY
NYSEARCA · PROSHARES TRUST ULTRAPRO SHORT RUSSELL 2000 NEW(P/S)
83.65
20% entry drawdown
-22.75%
Entry 11 Apr 2025
108.28
2 May 2025
Exit
TZA
NYSEARCA · DIREXION DAILY SMALL CAP BEAR 3X ETF
14.74
20% entry drawdown
-22.65%
Entry 11 Apr 2025
19.06
2 May 2025
Entry
UVXY
CBOE · ProShares Ultra VIX Short-Term Futures ETF 2x Shares
138.55
Trend inclusion
-
4 signals
MA 1.35 · ROC 4.64% · RS 10.60
25 Apr 2025
Entry
AAPD
NASDAQ · DIREXION DAILY AAPL BEAR 1X SHARES
16.80
Trend inclusion
-
4 signals
MA 91.40 · ROC 1.43% · RS 3.52
25 Apr 2025
Entry
DUG
NYSEARCA · PROSHARES ULTRASHORT ENERGY
39.41
Trend inclusion
-
4 signals
MA 28.58 · ROC 0.81% · RS 9.25
25 Apr 2025
Entry
DXD
NYSEARCA · PROSHARES TRUST ULTRASHORT DOW 30 (POST REV SPLIT)
28.34
Trend inclusion
-
4 signals
MA 75.58 · ROC 1.49% · RS 6.94
25 Apr 2025
Entry
ERY
NYSEARCA · DIREXION DAILY ENERGY BEAR 2X ETF
24.07
Trend inclusion
-
4 signals
MA 29.26 · ROC 0.83% · RS 9.46
25 Apr 2025
Entry
EUM
NYSEARCA · PROSHARES SHORT MSCI EMERGING MARKETS
25.00
Trend inclusion
-
4 signals
MA 53.04 · ROC 0.55% · RS 1.55
25 Apr 2025
Entry
HDGE
NYSEARCA · ADVISORSHARES TRUST RANGER EQUITY BEAR ETF NEW(POST REV SPLT
18.19
Trend inclusion
-
4 signals
MA 72.40 · ROC 1.04% · RS 8.87
25 Apr 2025
Exit
HIBS
NYSEARCA · DIREXION DAILY S&P 500 HIGH BETA BEAR 3X ETF
178.87
20% entry drawdown
-23.76%
Entry 18 Apr 2025
234.61
25 Apr 2025
Entry
MYY
NYSEARCA · PROSHARES TRUST SHORT S&P MID CAP 400 ETF (POST SPLIT)
19.85
Trend inclusion
-
7 signals
MA 81.68 · ROC 1.64% · RS 9.36
25 Apr 2025
Entry
PSQ
NYSEARCA · PROSHARES TRUST SHORT QQQ POST REV SPLIT
37.87
Trend inclusion
-
4 signals
MA 90.62 · ROC 0.81% · RS 3.48
25 Apr 2025
Entry
REW
NYSEARCA · PROSHARES TRUST ULTRASHORT TECHNOLOGY (P/S)
41.31
Trend inclusion
-
4 signals
MA 60.21 · ROC 1.83% · RS 0.16
25 Apr 2025
Entry
SDD
NYSEARCA · PROSHARES TRUST ULTRASHORT SMALLCAP600 NEW APR 2021(R/S)
18.36
Trend inclusion
-
7 signals
MA 73.32 · ROC 4.26% · RS 18.73