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
4 Apr 2025
Entry
SJB
NYSEARCA · PROSHARES TRUST SHORT HIGH YIELD
15.95
Trend inclusion
-
4 signals
MA 52.51 · ROC 0.20% · RS 13.29
4 Apr 2025
Entry
TDI
NASDAQ · TOUCHSTONE DYNAMIC INTERNATIONAL ETF
26.75
Trend inclusion
-
4 signals
MA 26.59 · ROC 0.40% · RS 8.56
4 Apr 2025
Exit
TINT
NYSEARCA · PROSHARES TRUST SMART MATERIALS ETF
24.78
20% entry drawdown
-20.59%
Entry 24 Feb 2023
31.21
4 Apr 2025
Exit
TYA
CBOE · SIMPLIFY INTERMEDIATE TERM TREASURY FUTURES STRATEGY ETF
13.20
Reversal Risk Warning
-3.10%
Entry 6 Sep 2024
13.62
4 Apr 2025
Exit
UMDD
NYSEARCA · PROSHARES TRUST ULTRAPRO MIDCAP400
15.04
20% entry drawdown
-33.18%
Entry 16 Feb 2024
22.51
4 Apr 2025
Exit
UST
NYSEARCA · PROSHARES TRUST PROSHARES ULTRA 7-10 YR TREASURY
43.51
Reversal Risk Warning
-0.91%
Entry 6 Sep 2024
43.91
4 Apr 2025
Exit
UWM
NYSEARCA · PROSHARES TRUST PSHS ULTRUSS2000
27.06
20% entry drawdown
-29.35%
Entry 1 Mar 2024
38.31
4 Apr 2025
Entry
VXZ
CBOE · iPath Series B S&P 500 VIX Mid-Term Futures ETN
64.48
Trend inclusion
-
4 signals
MA 91.51 · ROC 1.37% · RS 37.38
4 Apr 2025
Exit
XBI
NYSEARCA · STATE STREET SPDR S&P BIOTECH ETF
73.40
20% entry drawdown
-20.81%
Entry 16 Feb 2024
92.68
4 Apr 2025
Entry
ZSB
NYSEARCA · USCF ETF TRUST SUSTAINABLE BATTERY METALS STRATEGY FUND
13.70
Trend inclusion
-
4 signals
MA 65.94 · ROC 1.56% · RS 9.57
28 Mar 2025
Exit
GHY
NYSE · PGIM Global High Yield Fund Inc
11.90
Reversal Risk Warning
46.49%
Entry 17 Feb 2023
8.12
28 Mar 2025
Exit
MINT
NYSEARCA · PIMCO ETF TRUST ENHANCED SHORT MATURITY ACTIVE ETF USD
95.26
Reversal Risk Warning
13.51%
Entry 6 Jan 2023
83.92
28 Mar 2025
Exit
UBOT
NYSEARCA · DIREXION DAILY ROBOTICS, ARTIFICIAL INTELLIGENCE & AUTOMATION INDEX BULL 2X ETF
17.88
20% entry drawdown
-22.34%
Entry 23 Feb 2024
23.02
21 Mar 2025
Entry
MSFD
NASDAQ · DIREXION DAILY MSFT BEAR 1X SHARES
14.17
Trend inclusion
-
4 signals
MA 73.33 · ROC 0.77% · RS 8.04
14 Mar 2025
Entry
DBC
NYSE · Invesco DB Commodity Index Tracking Fund
21.26
Trend inclusion
-
8 signals
MA 11.73 · ROC 0.70% · RS 0.42
14 Mar 2025
Entry
IPOS
NYSEARCA · RENAISSANCE CAP GREENWICH FUNDS INTERNATIONAL IPO ETF
13.29
Trend inclusion
-
5 signals
MA 35.32 · ROC 0.89% · RS 1.85
14 Mar 2025
Entry
PDBC
NASDAQ · INVESCO OPTIMUM YIELD DIVERSIFIED COMMODITY STRATEGY NO K-1 ETF
12.83
Trend inclusion
-
8 signals
MA 11.52 · ROC 0.67% · RS 1.19
14 Mar 2025
Exit
TNA
NYSEARCA · DIREXION DAILY SMALL CAP BULL 3X ETF
30.62
20% entry drawdown
-22.77%
Entry 16 Aug 2024
39.65
14 Mar 2025
Exit
URTY
NYSEARCA · PROSHARES TRUST ULTRAPRO RUSSELL2000
35.92
20% entry drawdown
-22.63%
Entry 16 Aug 2024
46.42
7 Mar 2025
Exit
BNKU
NYSEARCA · MICROSECTORS U.S. BIG BANKS 3 LEVERAGED ETNS DUE FEBRUARY 17, 2045
16.95
20% entry drawdown
-25.03%
Entry 12 Jan 2024
22.61
7 Mar 2025
Entry
DWSH
NASDAQ · ADVISORSHARES DORSEY WRIGHT SHORT ETF
6.73
Trend inclusion
-
6 signals
MA 34.13 · ROC 0.61% · RS 1.03
7 Mar 2025
Exit
EFU
NYSEARCA · PROSHARES ULTRASHORT MSCI EAFE
12.37
20% entry drawdown
-20.61%
Entry 10 Jan 2025
15.58
7 Mar 2025
Exit
EPV
NYSEARCA · PROSHARES ULTRASHORT FTSE EUROPE
29.93
20% entry drawdown
-24.80%
Entry 3 Jan 2025
39.80
7 Mar 2025
Exit
SWZ
NYSE · Swiss Helvetia Fund Inc
6.15
Reversal Risk Warning
36.21%
Entry 24 Feb 2023
4.52
7 Mar 2025
Entry
VEGI
NYSEARCA · ISHARES INC MSCI AGRICULTURE PRODUCERS ETF
36.68
Trend inclusion
-
7 signals
MA 12.68 · ROC 0.91% · RS 0.44
28 Feb 2025
Exit
FTSD
NYSEARCA · FRANKLIN ETF TR SHORT DURATION U S GOVERNMENT ETF
85.54
Reversal Risk Warning
9.54%
Entry 17 Mar 2023
78.08
28 Feb 2025
Exit
HIO
NYSE · Western Asset High Income Opportunity Fund Inc
3.51
Reversal Risk Warning
23.96%
Entry 27 Jan 2023
2.83
28 Feb 2025
Exit
IBHF
CBOE · ISHARES IBONDS 2026 TERM HIGH YIELD AND INCOME ETF
21.48
Reversal Risk Warning
19.61%
Entry 6 Jan 2023
17.96
28 Feb 2025
Entry
LABD
NYSEARCA · DIREXION DAILY S&P BIOTECH BEAR 3X ETF
71.92
Trend inclusion
-
8 signals
MA 19.29 · ROC 2.39% · RS 2.07
28 Feb 2025
Exit
LDUR
NYSEARCA · PIMCO ETF TRUST ENHANCED LOW DURATION ACTVE EXCH TRD FD
90.64
Reversal Risk Warning
10.18%
Entry 24 Mar 2023
82.26