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
6 Sep 2024
Entry
VGLT
NASDAQ · VANGUARD LONG-TERM TREASURY INDEX FUND ETF SHARES
57.60
Trend inclusion
-
6 signals
MA 93.71 · ROC 0.82% · RS 3.12
6 Sep 2024
Entry
ZROZ
NYSEARCA · PIMCO ETF TRUST 25+ YR ZERO CPN US TREAS INDEX FD ETF
77.89
Trend inclusion
-
5 signals
MA 91.65 · ROC 1.00% · RS 2.33
23 Aug 2024
Entry
DRN
NYSEARCA · DIREXION DAILY REAL ESTATE BULL 3X ETF
11.78
Trend inclusion
-
4 signals
MA 89.17 · ROC 2.64% · RS 22.60
16 Aug 2024
Entry
DPST
NYSEARCA · DIREXION DAILY REGIONAL BANKS BULL 3X ETF
89.54
Trend inclusion
-
4 signals
MA 64.65 · ROC 1.11% · RS 14.75
16 Aug 2024
Entry
TNA
NYSEARCA · DIREXION DAILY SMALL CAP BULL 3X ETF
39.65
Trend inclusion
-
5 signals
MA 28.76 · ROC 1.92% · RS 1.74
16 Aug 2024
Entry
URTY
NYSEARCA · PROSHARES TRUST ULTRAPRO RUSSELL2000
46.42
Trend inclusion
-
5 signals
MA 28.41 · ROC 1.91% · RS 1.63
2 Aug 2024
Exit
FCAL
NASDAQ · FIRST TRUST CALIFORNIA MUNICIPAL HIGH INCOME ETF
47.19
Reversal Risk Warning
5.71%
Entry 10 Feb 2023
44.64
2 Aug 2024
Exit
FMB
NASDAQ · FIRST TRUST MANAGED MUNICIPAL ETF
48.72
Reversal Risk Warning
7.98%
Entry 24 Feb 2023
45.12
2 Aug 2024
Exit
PGJ
NASDAQ · INVESCO GOLDEN DRAGON CHINA ETF
19.96
20% entry drawdown
-21.47%
Entry 24 Feb 2023
25.41
19 Jul 2024
Exit
NXP
NYSE · Nuveen Select Tax-Free Income Portfolio
13.54
Reversal Risk Warning
6.75%
Entry 10 Feb 2023
12.69
12 Jul 2024
Exit
GDOC
NYSEARCA · GOLDMAN SACHS ETF TRUST FUTURE HEALTH CARE EQUITY ETF USD
35.94
Reversal Risk Warning
14.61%
Entry 6 Jan 2023
31.36
14 Jun 2024
Entry
BZQ
NYSEARCA · PROSHARES TRUST ULTRASHORT MSCI BRAZIL CAPPED
54.28
Trend inclusion
-
5 signals
MA 74.79 · ROC 1.33% · RS 4.94
24 May 2024
Exit
MSOX
NYSEARCA · ADVISORSHARES MSOS DAILY LEVERAGED ETF
73.60
20% entry drawdown
-31.34%
Entry 16 Feb 2024
107.20
3 May 2024
Entry
SILJ
NYSEARCA · AMPLIFY ETF TRUST JUNIOR SILVER MINERS ETF
10.07
Trend inclusion
-
6 signals
MA 70.52 · ROC 3.60% · RS 4.28
3 May 2024
Entry
UPW
NYSEARCA · PROSHARES TRUST PSHS ULTRA UTIL
14.57
Trend inclusion
-
7 signals
MA 62.03 · ROC 1.79% · RS 1.17
3 May 2024
Entry
UTSL
NYSEARCA · DIREXION DAILY UTILITIES BULL 3X ETF
24.45
Trend inclusion
-
6 signals
MA 57.08 · ROC 2.25% · RS 4.73
26 Apr 2024
Entry
JNUG
NYSEARCA · DIREXION DAILY JUNIOR GOLD MINERS INDEX BULL 2X ETF
37.82
Trend inclusion
-
4 signals
MA 78.30 · ROC 5.04% · RS 11.57
26 Apr 2024
Entry
NUGT
NYSEARCA · DIREXION DAILY GOLD MINERS INDEX BULL 2X ETF
39.86
Trend inclusion
-
4 signals
MA 76.25 · ROC 4.45% · RS 10.84
19 Apr 2024
Exit
TNA
NYSEARCA · DIREXION DAILY SMALL CAP BULL 3X ETF
32.10
20% entry drawdown
-20.04%
Entry 8 Mar 2024
40.14
19 Apr 2024
Exit
URTY
NYSEARCA · PROSHARES TRUST ULTRAPRO RUSSELL2000
37.61
20% entry drawdown
-20.00%
Entry 8 Mar 2024
47.01
12 Apr 2024
Entry
ASA
NYSE · ASA Gold and Precious Metals Ltd
16.90
Trend inclusion
-
5 signals
MA 50.49 · ROC 1.49% · RS 0.49
12 Apr 2024
Exit
LABU
NYSEARCA · DIREXION DAILY S&P BIOTECH BULL 3X ETF
103.01
20% entry drawdown
-23.88%
Entry 23 Feb 2024
135.32
29 Mar 2024
Exit
CNBS
NYSEARCA · AMPLIFY SEYMOUR CANNABIS ETF
46.91
Reversal Risk Warning
16.10%
Entry 26 Jan 2024
40.40
29 Mar 2024
Exit
MJ
NYSEARCA · AMPLIFY ALTERNATIVE HARVEST ETF
45.58
Reversal Risk Warning
4.65%
Entry 22 Mar 2024
43.56
29 Mar 2024
Exit
RETL
NYSEARCA · DIREXION DAILY RETAIL BULL 3X ETF
11.03
Reversal Risk Warning
38.88%
Entry 26 Jan 2024
7.94
29 Mar 2024
Exit
YOLO
NYSEARCA · ADVISORSHARES TRUST PURE CANNABIS ETF
4.01
Reversal Risk Warning
24.75%
Entry 5 Jan 2024
3.21
22 Mar 2024
Entry
MJ
NYSEARCA · AMPLIFY ALTERNATIVE HARVEST ETF
43.56
Trend inclusion
-
8 signals
MA 1.21 · ROC 1.92% · RS 4.45
8 Mar 2024
Entry
TNA
NYSEARCA · DIREXION DAILY SMALL CAP BULL 3X ETF
40.14
Trend inclusion
-
5 signals
MA 53.22 · ROC 0.34% · RS 9.16
8 Mar 2024
Entry
URTY
NYSEARCA · PROSHARES TRUST ULTRAPRO RUSSELL2000
47.01
Trend inclusion
-
5 signals
MA 52.45 · ROC 0.27% · RS 8.75
1 Mar 2024
Exit
BDRY
NYSEARCA · AMPLIFY COMMODITY TRUST BREAKWAVE DRY BULK SHIPPING ETF
16.10
Reversal Risk Warning
54.21%
Entry 22 Dec 2023
10.44