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
28 Feb 2025
Exit
MSD
NYSE · Morgan Stanley Emerging Markets Debt Fund Inc
7.35
Reversal Risk Warning
49.99%
Entry 3 Feb 2023
4.90
28 Feb 2025
Exit
STOT
CBOE · SPDR DOUBLELINE SHORT DURATION TOTAL RETURN TACTICAL ETF
44.54
Reversal Risk Warning
12.44%
Entry 24 Feb 2023
39.61
28 Feb 2025
Exit
VABS
NYSEARCA · VIRTUS ETF TRUST II VIRTUS NEWFLEET ABS/MBS ETF
22.97
Reversal Risk Warning
15.47%
Entry 10 Mar 2023
19.90
21 Feb 2025
Entry
BOIL
NYSEARCA · PROSHARES ULTRA BLOOMBERG NATURAL GAS
181.72
Trend inclusion
-
5 signals
MA 79.80 · ROC 3.35% · RS 34.91
14 Feb 2025
Exit
VICE
NYSEARCA · ADVISORSHARES TRUST VICE ETF USD DIS
34.24
Reversal Risk Warning
31.50%
Entry 6 Jan 2023
26.04
14 Feb 2025
Exit
WEBL
NYSEARCA · DIREXION DAILY DOW JONES INTERNET BULL 3X ETF
34.38
Reversal Risk Warning
279.85%
Entry 19 May 2023
9.05
7 Feb 2025
Exit
MIN
NYSE · MFS Intermediate Income Trust
2.39
Reversal Risk Warning
15.09%
Entry 24 Feb 2023
2.08
7 Feb 2025
Entry
UNG
NYSE · United States Natural Gas Fund
17.48
Trend inclusion
-
4 signals
MA 65.88 · ROC 0.60% · RS 2.93
7 Feb 2025
Entry
UNL
NYSE · United States 12 Month Natural Gas Fund
8.58
Trend inclusion
-
4 signals
MA 64.74 · ROC 0.87% · RS 0.34
31 Jan 2025
Exit
DBL
NYSE · DoubleLine Opportunistic Credit Fund
13.92
Reversal Risk Warning
25.15%
Entry 24 Feb 2023
11.12
31 Jan 2025
Exit
HYI
NYSE · Western Asset High Yield Defined Opportunity Fund Inc
10.58
Reversal Risk Warning
18.98%
Entry 6 Jan 2023
8.89
31 Jan 2025
Exit
PEX
CBOE · ProShares Global Listed Private Equity ETF
25.62
Reversal Risk Warning
34.65%
Entry 24 Feb 2023
19.02
31 Jan 2025
Exit
PTY
NYSE · PIMCO Corporate & Income Opportunity Fund
12.66
Reversal Risk Warning
35.79%
Entry 24 Feb 2023
9.33
24 Jan 2025
Exit
PSP
NYSEARCA · INVESCO EXCHANGE TRADED FD TR GLOBAL LISTED PRIVATE EQUTY ETF POST R/S
67.13
Reversal Risk Warning
56.17%
Entry 24 Feb 2023
42.98
10 Jan 2025
Exit
BABX
NASDAQ · GRANITESHARES 2X LONG BABA DAILY ETF
14.46
20% entry drawdown
-23.25%
Entry 20 Sep 2024
18.84
10 Jan 2025
Exit
BBC
NYSEARCA · VIRTUS BIOTECH CLINICAL TRIALS ETF
22.31
20% entry drawdown
-20.05%
Entry 16 Feb 2024
27.90
10 Jan 2025
Entry
BIS
NASDAQ · ProShares UltraShort Nasdaq Biotechnology -2x Shares
34.87
Trend inclusion
-
4 signals
MA 69.05 · ROC 0.93% · RS 2.53
10 Jan 2025
Exit
CHAU
NYSEARCA · DIREXION DAILY CSI 300 CHINA A SHARE BULL 2X ETF
12.56
20% entry drawdown
-20.32%
Entry 25 Oct 2024
15.76
10 Jan 2025
Exit
CWEB
NYSEARCA · DIREXION DAILY CSI CHINA INTERNET INDEX BULL 2X ETF
26.74
20% entry drawdown
-26.28%
Entry 25 Oct 2024
36.27
10 Jan 2025
Entry
EFU
NYSEARCA · PROSHARES ULTRASHORT MSCI EAFE
15.58
Trend inclusion
-
8 signals
MA 76.49 · ROC 1.56% · RS 2.11
10 Jan 2025
Exit
PILL
NYSEARCA · DIREXION DAILY PHARMACEUTICAL & MEDICAL BULL 3X ETF
6.83
20% entry drawdown
-21.34%
Entry 25 Oct 2024
8.68
10 Jan 2025
Entry
PSIL
NYSEARCA · ADVISORSHARES TRUST PSYCHEDELICS ETF
11.38
Trend inclusion
-
7 signals
MA 22.80 · ROC 0.42% · RS 1.47
10 Jan 2025
Exit
TYD
NYSEARCA · DIREXION DAILY 7-10 YEAR TREASURY BULL 3X ETF
21.77
20% entry drawdown
-20.41%
Entry 6 Sep 2024
27.36
10 Jan 2025
Exit
XPP
NYSEARCA · PROSHARES TRUST ULTRA FTSE/XINHUA CHINA 50
15.81
20% entry drawdown
-21.64%
Entry 18 Oct 2024
20.18
10 Jan 2025
Exit
ZROZ
NYSEARCA · PIMCO ETF TRUST 25+ YR ZERO CPN US TREAS INDEX FD ETF
62.12
20% entry drawdown
-20.25%
Entry 6 Sep 2024
77.89
3 Jan 2025
Entry
EPV
NYSEARCA · PROSHARES ULTRASHORT FTSE EUROPE
39.80
Trend inclusion
-
7 signals
MA 67.45 · ROC 2.13% · RS 0.11
3 Jan 2025
Entry
WTID
NYSEARCA · BANK OF MONTREAL MICROSECTORS ENERGY 3X INVERSE LEVERAGED
19.65
Trend inclusion
-
4 signals
MA 88.16 · ROC 4.20% · RS 0.84
27 Dec 2024
Exit
BZQ
NYSEARCA · PROSHARES TRUST ULTRASHORT MSCI BRAZIL CAPPED
70.67
Reversal Risk Warning
30.20%
Entry 14 Jun 2024
54.28
6 Dec 2024
Exit
DSL
NYSE · Doubleline Income Solutions Fund
10.87
Reversal Risk Warning
31.16%
Entry 17 Feb 2023
8.29
6 Dec 2024
Exit
HMOP
NYSEARCA · HARTFORD FUNDS EXCHANGE TRADED TR MUNICIPAL OPPORTUNITIES ETF
37.37
Reversal Risk Warning
10.53%
Entry 24 Feb 2023
33.81