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
18 Oct 2024
Exit
PEZ
NASDAQ · INVESCO DORSEY WRIGHT CONSUMER CYCLICALS MOMENTUM ETF
106.74
Reversal Risk Warning
62.21%
Entry 20 Jan 2023
65.80
18 Oct 2024
Entry
XPP
NYSEARCA · PROSHARES TRUST ULTRA FTSE/XINHUA CHINA 50
20.18
Trend inclusion
-
5 signals
MA 93.06 · ROC 9.38% · RS 25.05
18 Oct 2024
Entry
YINN
NYSEARCA · DIREXION DAILY FTSE CHINA BULL 3X ETF
34.55
Trend inclusion
-
4 signals
MA 92.93 · ROC 13.81% · RS 34.55
11 Oct 2024
Exit
PAI
NYSE · Western Asset Investment Grade Income Fund Inc
11.98
Reversal Risk Warning
17.33%
Entry 24 Feb 2023
10.21
11 Oct 2024
Exit
RCS
NYSE · PIMCO Strategic Income Fund Inc
6.95
Reversal Risk Warning
84.69%
Entry 6 Jan 2023
3.76
4 Oct 2024
Exit
EMDV
CBOE · PROSHARES MSCI EMERGING MARKETS DIVIDEND GROWERS ETF
48.28
Reversal Risk Warning
7.82%
Entry 17 Feb 2023
44.78
4 Oct 2024
Exit
VGLT
NASDAQ · VANGUARD LONG-TERM TREASURY INDEX FUND ETF SHARES
55.74
Reversal Danger Warning
-3.23%
Entry 6 Sep 2024
57.60
27 Sep 2024
Exit
NAIL
NYSEARCA · DIREXION DAILY HOMEBUILDERS & SUPPLIES BULL 3X ETF
164.98
Reversal Risk Warning
280.03%
Entry 10 Feb 2023
43.41
27 Sep 2024
Exit
PCN
NYSE · PIMCO Corporate & Income Strategy Fund
11.80
Reversal Risk Warning
28.73%
Entry 10 Mar 2023
9.17
27 Sep 2024
Exit
UDN
NYSEARCA · INVESCO DB US DLR INDEX TR BEARISH FD ETF
17.56
Reversal Risk Warning
6.52%
Entry 27 Jan 2023
16.48
20 Sep 2024
Entry
BABX
NASDAQ · GRANITESHARES 2X LONG BABA DAILY ETF
18.84
Trend inclusion
-
8 signals
MA 34.29 · ROC 2.79% · RS 7.59
20 Sep 2024
Exit
SPTS
NYSEARCA · STATE STREET SPDR PORTFOLIO SHORT TERM TREASURY ETF
27.44
Reversal Risk Warning
6.44%
Entry 24 Mar 2023
25.78
20 Sep 2024
Exit
UBT
NYSEARCA · PROSHARES TRUST PROSHARES ULTRA 20+YR TREASURY
20.58
Reversal Danger Warning
-2.65%
Entry 13 Sep 2024
21.14
13 Sep 2024
Exit
AVMU
NYSEARCA · AMERICAN CENTURY ETF TRUST AVANTIS CORE MUN FXD INCOME ETF
44.05
Reversal Risk Warning
7.24%
Entry 24 Feb 2023
41.07
13 Sep 2024
Exit
DRN
NYSEARCA · DIREXION DAILY REAL ESTATE BULL 3X ETF
13.22
Reversal Risk Warning
12.15%
Entry 23 Aug 2024
11.78
13 Sep 2024
Exit
EPHE
NYSEARCA · ISHARES TRUST MSCI PHILIPPINES ETF
26.88
Reversal Risk Warning
5.34%
Entry 17 Feb 2023
25.52
13 Sep 2024
Exit
FXED
NYSE · SOUND ENHANCED FIXED INCOME ETF
17.11
Reversal Risk Warning
19.13%
Entry 24 Feb 2023
14.36
13 Sep 2024
Exit
SCHO
NYSEARCA · SCHWAB STRATEGIC TR SHORT-TERM US TREASURY ETF
22.83
Reversal Risk Warning
6.33%
Entry 24 Mar 2023
21.47
13 Sep 2024
Entry
TMF
NYSEARCA · DIREXION DAILY 20+ YEAR TREASURY BULL 3X ETF
58.78
Trend inclusion
-
4 signals
MA 67.17 · ROC 1.47% · RS 6.71
13 Sep 2024
Entry
UBT
NYSEARCA · PROSHARES TRUST PROSHARES ULTRA 20+YR TREASURY
21.14
Trend inclusion
-
5 signals
MA 82.20 · ROC 1.35% · RS 2.71
6 Sep 2024
Entry
EDV
NYSEARCA · VANGUARD WORLD FUND EXTENDED DURATION TREAS ETF
75.17
Trend inclusion
-
5 signals
MA 93.88 · ROC 0.97% · RS 2.29
6 Sep 2024
Exit
FMNY
NYSEARCA · FIRST TR EXCHANGE-TRADED FD III NEW YORK MUNICIPAL HIGH INCOME ETF
25.51
Reversal Risk Warning
8.49%
Entry 24 Feb 2023
23.51
6 Sep 2024
Exit
FSMB
NYSEARCA · FIRST TR EXCHANGE-TRADED FD III SHORT DURATION MANAGED MUNICIPAL ETF
18.98
Reversal Risk Warning
6.08%
Entry 24 Feb 2023
17.89
6 Sep 2024
Exit
HIBL
NYSEARCA · DIREXION DAILY S&P 500 HIGH BETA BULL 3X ETF
31.81
20% entry drawdown
-22.44%
Entry 16 Feb 2024
41.01
6 Sep 2024
Exit
JMUB
NYSEARCA · JPMORGAN MUNICIPAL ETF
48.03
Reversal Risk Warning
8.46%
Entry 24 Feb 2023
44.29
6 Sep 2024
Exit
JQC
NYSE · Nuveen Credit Strategies Income Fund
4.70
Reversal Risk Warning
35.48%
Entry 10 Mar 2023
3.47
6 Sep 2024
Entry
TYA
CBOE · SIMPLIFY INTERMEDIATE TERM TREASURY FUTURES STRATEGY ETF
13.62
Trend inclusion
-
5 signals
MA 83.58 · ROC 0.97% · RS 2.56
6 Sep 2024
Entry
TYD
NYSEARCA · DIREXION DAILY 7-10 YEAR TREASURY BULL 3X ETF
27.36
Trend inclusion
-
5 signals
MA 87.85 · ROC 0.88% · RS 3.45
6 Sep 2024
Entry
UFO
NASDAQ · PROCURE SPACE ETF
17.59
Trend inclusion
-
4 signals
MA 59.14 · ROC 1.56% · RS 1.66
6 Sep 2024
Entry
UST
NYSEARCA · PROSHARES TRUST PROSHARES ULTRA 7-10 YR TREASURY
43.91
Trend inclusion
-
5 signals
MA 91.13 · ROC 0.80% · RS 0.61