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
27 Oct 2023
Exit
GF
NYSE · New Germany Fund Inc
7.13
20% entry drawdown
-20.41%
Entry 10 Feb 2023
8.96
27 Oct 2023
Exit
GGT
NYSE · Gabelli Multimedia Trust Inc
2.82
20% entry drawdown
-22.79%
Entry 16 Jun 2023
3.65
27 Oct 2023
Exit
IBUY
NYSEARCA · AMPLIFY ETF TRUST AMPLIFY ONLINE RETAIL ETF
40.53
20% entry drawdown
-20.42%
Entry 4 Aug 2023
50.93
27 Oct 2023
Entry
JDST
NYSEARCA · DIREXION DAILY JUNIOR GOLD MINERS INDEX BEAR 2X ETF
1272.92
Trend inclusion
-
7 signals
MA 37.07 · ROC 1.15% · RS 1.31
27 Oct 2023
Exit
KF
NYSE · Korea Fund Inc
17.70
20% entry drawdown
-22.61%
Entry 10 Feb 2023
22.87
27 Oct 2023
Exit
OIA
NYSE · Invesco Municipal Income Opportunities Trust
4.25
20% entry drawdown
-23.10%
Entry 10 Mar 2023
5.53
27 Oct 2023
Exit
UBOT
NYSEARCA · DIREXION DAILY ROBOTICS, ARTIFICIAL INTELLIGENCE & AUTOMATION INDEX BULL 2X ETF
12.63
20% entry drawdown
-22.09%
Entry 3 Mar 2023
16.21
20 Oct 2023
Exit
EURL
NYSEARCA · DIREXION DAILY FTSE EUROPE BULL 3X ETF
14.99
20% entry drawdown
-25.93%
Entry 27 Jan 2023
20.24
20 Oct 2023
Exit
SRS
NYSEARCA · PROSHARES ULTRASHORT REAL ESTATE
79.26
Reversal Risk Warning
30.89%
Entry 6 Jan 2023
60.55
20 Oct 2023
Exit
WANT
NYSEARCA · DIREXION DAILY CONSUMER DISCRETIONARY BULL 3X ETF
21.20
20% entry drawdown
-22.84%
Entry 9 Jun 2023
27.47
13 Oct 2023
Exit
JETS
NYSEARCA · ETF SERIES SOLUTIONS US GLOBAL JETS ETF
15.77
20% entry drawdown
-21.44%
Entry 20 Jan 2023
20.08
13 Oct 2023
Exit
TPOR
NYSEARCA · DIREXION DAILY TRANSPORTATION BULL 3X ETF
22.05
20% entry drawdown
-23.16%
Entry 18 Aug 2023
28.70
6 Oct 2023
Exit
GDXJ
NYSEARCA · VANECK ETF TR VANECK JUNIOR GOLD MINERS ETF
30.14
20% entry drawdown
-20.96%
Entry 20 Jan 2023
38.14
6 Oct 2023
Exit
PMM
NYSE · Putnam Managed Municipal Income Trust.
4.52
20% entry drawdown
-20.85%
Entry 24 Feb 2023
5.71
6 Oct 2023
Exit
SZK
NYSEARCA · PROSHARES TRUST ULTRASHORT CONSUMER STAPLES
32.24
Reversal Risk Warning
15.14%
Entry 6 Jan 2023
28.00
29 Sep 2023
Exit
GOEX
NYSEARCA · GLOBAL X FDS GOLD EXPLORERS ETF
20.95
20% entry drawdown
-22.01%
Entry 27 Jan 2023
26.87
29 Sep 2023
Exit
SGDJ
NYSEARCA · SPROTT ETF TR JUNIOR GOLD MINERS ETF
21.32
20% entry drawdown
-21.45%
Entry 27 Jan 2023
27.14
22 Sep 2023
Exit
ARKG
CBOE · ARK GENOMIC REVOLUTION ETF
27.91
20% entry drawdown
-24.79%
Entry 21 Jul 2023
37.11
18 Aug 2023
Exit
HIBL
NYSEARCA · DIREXION DAILY S&P 500 HIGH BETA BULL 3X ETF
30.75
20% entry drawdown
-21.94%
Entry 21 Jul 2023
39.39
18 Aug 2023
Exit
KORU
NYSEARCA · DIREXION DAILY MSCI SOUTH KOREA BULL 3X ETF
73.51
20% entry drawdown
-27.17%
Entry 16 Jun 2023
100.93
18 Aug 2023
Exit
SIL
NYSEARCA · GLOBAL X FDS GLOBAL X SILVER MINERS ETF (POST REV SPL
23.88
20% entry drawdown
-20.11%
Entry 20 Jan 2023
29.89
18 Aug 2023
Exit
SILJ
NYSEARCA · AMPLIFY ETF TRUST JUNIOR SILVER MINERS ETF
8.22
20% entry drawdown
-21.53%
Entry 20 Jan 2023
10.48
18 Aug 2023
Exit
SLVP
CBOE · ISHARES MSCI GLOBAL SILVER AND METALS MINERS ETF
8.85
20% entry drawdown
-20.67%
Entry 20 Jan 2023
11.15
18 Aug 2023
Entry
TPOR
NYSEARCA · DIREXION DAILY TRANSPORTATION BULL 3X ETF
28.70
Trend inclusion
-
8 signals
MA 52.07 · ROC 4.39% · RS 7.15
11 Aug 2023
Exit
KSTR
NYSEARCA · KRANESHARES TR SSE STAR MKT 50 INDEX ETF
13.63
20% entry drawdown
-21.94%
Entry 14 Apr 2023
17.46
11 Aug 2023
Exit
KURE
NYSEARCA · KRANESHARES TRUST MSCI ALL CHINA HEALTH CARE INDEX ETF
16.54
20% entry drawdown
-20.63%
Entry 17 Feb 2023
20.84
4 Aug 2023
Entry
CLIX
NYSEARCA · PROSHARES TRUST LONG ONLINE SHORT STORES ETF
37.45
Trend inclusion
-
8 signals
MA 88.30 · ROC 2.93% · RS 2.38
4 Aug 2023
Entry
IBUY
NYSEARCA · AMPLIFY ETF TRUST AMPLIFY ONLINE RETAIL ETF
50.93
Trend inclusion
-
4 signals
MA 73.88 · ROC 3.36% · RS 4.69
28 Jul 2023
Exit
EDUT
NASDAQ · Global X Education ETF
22.67
Reversal Risk Warning
0.86%
Entry 6 Jan 2023
22.48
21 Jul 2023
Entry
ARKG
CBOE · ARK GENOMIC REVOLUTION ETF
37.11
Trend inclusion
-
6 signals
MA 46.40 · ROC 2.01% · RS 0.78