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
21 Jul 2023
Exit
BNKD
NYSEARCA · MICROSECTORS U.S. BIG BANKS -3A INVERSE LEVERAGED ETNS DUE FEBRUARY 17, 2045
223.50
20% entry drawdown
-33.73%
Entry 26 May 2023
337.25
21 Jul 2023
Entry
COLO
NYSEARCA · GLOBAL X MSCI COLOMBIA ETF
18.76
Trend inclusion
-
7 signals
MA 57.27 · ROC 1.84% · RS 0.92
21 Jul 2023
Entry
HIBL
NYSEARCA · DIREXION DAILY S&P 500 HIGH BETA BULL 3X ETF
39.39
Trend inclusion
-
4 signals
MA 66.72 · ROC 5.47% · RS 19.57
14 Jul 2023
Exit
CTEC
NASDAQ · GLOBAL X CLEANTECH ETF
72.77
Reversal Risk Warning
-9.98%
Entry 3 Feb 2023
80.84
14 Jul 2023
Exit
EWEB
NASDAQ · Global X Emerging Markets Internet & E-commerce ETF
22.76
Reversal Risk Warning
-1.09%
Entry 17 Feb 2023
23.01
14 Jul 2023
Exit
FDRV
CBOE · Fidelity Electric Vehicles and Future Transportation ETF
19.78
Reversal Risk Warning
3.47%
Entry 7 Jul 2023
19.11
14 Jul 2023
Exit
GENZ
NASDAQ · VanEck Digital Native Economy ETF
43.52
Reversal Risk Warning
16.14%
Entry 6 Jan 2023
37.47
14 Jul 2023
Exit
MDEV
CBOE · FIRST TRUST INDXX MEDICAL DEVICES ETF
21.06
Reversal Risk Warning
6.10%
Entry 10 Feb 2023
19.85
7 Jul 2023
Exit
BSEA
NYSEARCA · ETFMG Breakwave Sea Decarbonization Tech ETF
19.82
Reversal Risk Warning
-10.73%
Entry 20 Jan 2023
22.20
7 Jul 2023
Exit
ENZL
NASDAQ · ISHARES MSCI NEW ZEALAND ETF
46.03
Reversal Risk Warning
-1.00%
Entry 13 Jan 2023
46.50
7 Jul 2023
Entry
FDRV
CBOE · Fidelity Electric Vehicles and Future Transportation ETF
19.11
Trend inclusion
-
4 signals
MA 73.33 · ROC 1.33% · RS 0.08
23 Jun 2023
Exit
AGQ
NYSEARCA · PROSHARES TRUST II PROSHARES ULTRA SILVER
26.14
20% entry drawdown
-24.41%
Entry 14 Apr 2023
34.58
16 Jun 2023
Entry
GGT
NYSE · Gabelli Multimedia Trust Inc
3.65
Trend inclusion
-
5 signals
MA 71.33 · ROC 1.27% · RS 0.20
16 Jun 2023
Entry
KORU
NYSEARCA · DIREXION DAILY MSCI SOUTH KOREA BULL 3X ETF
100.93
Trend inclusion
-
4 signals
MA 30.98 · ROC 4.27% · RS 14.47
9 Jun 2023
Entry
TESL
NYSEARCA · SIMPLIFY VOLT TSLA REVOLUTION ETF
7.28
Trend inclusion
-
8 signals
MA 63.74 · ROC 2.13% · RS 1.90
9 Jun 2023
Entry
WANT
NYSEARCA · DIREXION DAILY CONSUMER DISCRETIONARY BULL 3X ETF
27.47
Trend inclusion
-
7 signals
MA 55.91 · ROC 1.73% · RS 5.02
2 Jun 2023
Entry
SKYU
NASDAQ · PROSHARES ULTRA NASDAQ CLOUD COMPUTING
16.76
Trend inclusion
-
8 signals
MA 55.66 · ROC 2.84% · RS 2.15
26 May 2023
Entry
BNKD
NYSEARCA · MICROSECTORS U.S. BIG BANKS -3A INVERSE LEVERAGED ETNS DUE FEBRUARY 17, 2045
337.25
Trend inclusion
-
6 signals
MA 67.61 · ROC 2.27% · RS 5.71
26 May 2023
Exit
ECNS
NYSEARCA · ISHARES TRUST MSCI CHINA SMALL-CAP ETF
24.57
20% entry drawdown
-20.49%
Entry 17 Feb 2023
30.91
26 May 2023
Exit
GBTC
NYSEARCA · GRAYSCALE BITCOIN TRUST ETF
13.83
20% entry drawdown
-20.65%
Entry 14 Apr 2023
17.43
26 May 2023
Exit
NUGT
NYSEARCA · DIREXION DAILY GOLD MINERS INDEX BULL 2X ETF
34.78
20% entry drawdown
-23.58%
Entry 7 Apr 2023
45.51
26 May 2023
Exit
PSQ
NYSEARCA · PROSHARES TRUST SHORT QQQ POST REV SPLIT
48.04
20% entry drawdown
-21.92%
Entry 6 Jan 2023
61.53
26 May 2023
Entry
SFYF
NYSEARCA · TIDAL ETF TRUST SOFI SOCIAL 50 ETF
24.70
Trend inclusion
-
8 signals
MA 38.59 · ROC 1.36% · RS 2.01
19 May 2023
Entry
BITQ
NYSEARCA · BITWISE CRYPTO INDUSTRY INNOVATORS ETF
6.59
Trend inclusion
-
5 signals
MA 51.14 · ROC 0.73% · RS 4.14
19 May 2023
Exit
JNUG
NYSEARCA · DIREXION DAILY JUNIOR GOLD MINERS INDEX BULL 2X ETF
36.25
20% entry drawdown
-20.10%
Entry 14 Apr 2023
45.37
19 May 2023
Entry
LRNZ
NYSEARCA · TRUESHARES TECHNOLOGY AI & DEEP LEARNING ETF
28.69
Trend inclusion
-
7 signals
MA 9.13 · ROC 0.45% · RS 0.68
19 May 2023
Entry
WEBL
NYSEARCA · DIREXION DAILY DOW JONES INTERNET BULL 3X ETF
9.05
Trend inclusion
-
8 signals
MA 8.93 · ROC 1.82% · RS 2.05
12 May 2023
Entry
XDQQ
CBOE · Innovator Growth Accelerated ETF - Quarterly
23.37
Trend inclusion
-
8 signals
MA 51.04 · ROC 1.55% · RS 0.43
5 May 2023
Entry
BITW
NYSEARCA · BITWISE 10 CRYPTO INDEX ETF
11.20
Trend inclusion
-
4 signals
MA 50.93 · ROC 0.72% · RS 1.83
5 May 2023
Entry
DAPP
NASDAQ · VANECK DIGITAL TRANSFORMATION ETF
5.24
Trend inclusion
-
4 signals
MA 81.36 · ROC 1.25% · RS 0.62