Universe
Active US equities only. ETFs, crypto, commodities, index benchmark records, and listings outside the US market are excluded from this index.
Signal Validation
Market Dynamics Performance Index
A concept-validation index for US equities, testing whether first Market Dynamics Buy signals identify productive weekly setups. Entries and exits are research pointers for a shortlist, not a follow-along strategy.
Index Value
487.74
Total Return
387.74%
CAGR
57.51%
Annualized from first index week
Edge vs Market
+35.40%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.70
Sortino 5.25
Current Holdings
1105
Transactions
10675
Avg 3060.4/yr ·
255.0/mo ·
58.9/wk
Exit Mix
4785
Stop 41.3% ·
Warning 58.5%
· Other 0.2%
Method
How The Index Works
The index is a weekly, equal-weighted signal-validation model for US equities. It starts at 100.00 on the first transaction week after 1 Jan 2023 and is rebuilt from stored weekly closes, Market Dynamics buy signals, and Smart Money warning data to test the Market Dynamics concept over time.
Entry Rule
A stock enters at that week’s stored weekly close on the first Market Dynamics Buy signal while the stock is not already held. New entries are blocked if that same week has a Reversal Risk or Reversal Danger Warning.
Exit Rule
A position exits at the weekly close on the first Reversal Risk 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
- This index is designed to validate the Market Dynamics signal concept, not to serve as a mechanical follow-along strategy.
- Only the first actionable Market Dynamics Buy signal opens a position while the stock is flat.
- Weekly entries and exits may help identify stocks for a research shortlist, but they are not portfolio instructions.
- New positions are not opened on weeks with Reversal Risk or Reversal Danger Warnings.
- Reversal Danger blocks new entries, but the Market Dynamics index exits only on Reversal Risk or the 20% entry drawdown rule.
- 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 close
ABT
NYSE · Abbott Laboratories
95.40
MD 0.06 · Market Dynamics Buy Signal
ACET
NASDAQ · Adicet Bio Inc
9.00
MD 0.90 · Market Dynamics Buy Signal
AKBA
NASDAQ · Akebia Ther
1.24
MD 0.04 · Market Dynamics Buy Signal
ALDX
NASDAQ · Aldeyra The
2.27
MD 0.20 · Market Dynamics Buy Signal
ALIT
NYSE · Alight Inc
14.26
MD 0.88 · Market Dynamics Buy Signal
ANGI
NASDAQ · ANGI Homeservices Inc
6.06
MD 0.09 · Market Dynamics Buy Signal
AVXL
NASDAQ · Anavex Life Sciences Corp
2.76
MD 0.10 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
10.93
MD 0.02 · Market Dynamics Buy Signal
BILL
NYSE · Bill Com Holdings Inc
40.48
MD 0.02 · Market Dynamics Buy Signal
BTMD
NASDAQ · biote Corp
2.17
MD 0.93 · Market Dynamics Buy Signal
BYRN
NASDAQ · Byrna Technologies Inc
6.97
MD 0.51 · Market Dynamics Buy Signal
CIGI
NASDAQ · Colliers International Group Inc Bats
98.51
MD 0.06 · Market Dynamics Buy Signal
CLRO
NASDAQ · ClearOne Inc
6.48
MD 0.63 · Market Dynamics Buy Signal
CRAC
NASDAQ · Crown Reserve Acquisition Corp. I Class A Ordinary Shares
10.12
MD 1.89 · Market Dynamics Buy Signal
DEFT
NASDAQ · DeFi Technologies Inc.
0.53
MD 0.47 · Market Dynamics Buy Signal
DNMX
NASDAQ · Dynamix Corporation III Class A Ordinary Shares
10.01
MD 1.48 · Market Dynamics Buy Signal
DYAI
NASDAQ · Dyadic International Inc
0.94
MD 0.21 · Market Dynamics Buy Signal
ELBM
NASDAQ · Electra Battery Materials Corp
0.56
MD 0.28 · Market Dynamics Buy Signal
ESBA
NYSE · Empire State Realty OP LP ES
5.64
MD 0.68 · Market Dynamics Buy Signal
EVO
NASDAQ · Evotec SE ADR
2.90
MD 0.20 · Market Dynamics Buy Signal
EVTC
NYSE · Evertec Inc
29.63
MD 0.27 · Market Dynamics Buy Signal
FISK
NYSE · Empire State Realty OP LP 250
5.61
MD 0.63 · Market Dynamics Buy Signal
FOUR
NYSE · Shift4 Payments Inc
51.35
MD 0.87 · Market Dynamics Buy Signal
GHI
NYSE · Greystone Housing Impact Investors LP
5.96
MD 0.27 · Market Dynamics Buy Signal
GIS
NYSE · General Mills Inc
37.57
MD 0.41 · Market Dynamics Buy Signal
HELP
NASDAQ · Cybin Inc. Common Stock
6.24
MD 0.51 · Market Dynamics Buy Signal
INCR
NASDAQ · InterCure Ltd.
1.09
MD 1.06 · Market Dynamics Buy Signal
KNSL
NYSE · Kinsale Capital Group Inc
354.85
MD 0.09 · Market Dynamics Buy Signal
LAB
NASDAQ · Standard Biotools Inc
0.91
MD 0.26 · Market Dynamics Buy Signal
LZ
NASDAQ · LegalZoom.com Inc
6.92
MD 0.38 · Market Dynamics Buy Signal
MRSH
NYSE · Marsh & McLennan Companies, Inc.
178.54
MD 0.32 · Market Dynamics Buy Signal
MSTR
NASDAQ · MicroStrategy Incorporated
100.77
MD 0.01 · Market Dynamics Buy Signal
NKE
NYSE · Nike Inc
44.09
MD 0.29 · Market Dynamics Buy Signal
OI
NYSE · O-I Glass Inc
9.79
MD 0.11 · Market Dynamics Buy Signal
OWLT
NYSE · Owlet Inc
5.76
MD 0.26 · Market Dynamics Buy Signal
OXBR
NASDAQ · Oxbridge Re Holdings Ltd
1.28
MD 1.07 · Market Dynamics Buy Signal
PGY
NASDAQ · Pagaya Technologies Ltd.
17.79
MD 1.04 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.17
MD 0.08 · Market Dynamics Buy Signal
SLNG
NASDAQ · Stabilis Solutions Inc
4.19
MD 0.43 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
1.04
MD 0.50 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.06
MD 1.64 · Market Dynamics Buy Signal
UTZ
NYSE · Utz Brands Inc
8.27
MD 0.58 · Market Dynamics Buy Signal
WAY
NASDAQ · Waystar Holding Corp. Common Stock
23.46
MD 0.10 · Market Dynamics Buy Signal
WING
NASDAQ · Wingstop Inc
177.99
MD 0.22 · Market Dynamics Buy Signal
YSG
NYSE · Yatsen Holding
3.47
MD 1.35 · Market Dynamics Buy Signal
ZBH
NYSE · Zimmer Biomet Holdings Inc
87.47
MD 0.13 · Market Dynamics Buy Signal
ZS
NASDAQ · Zscaler Inc
147.33
MD 0.40 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ABCL
NASDAQ · Abcellera Biologics Inc
8.11
Reversal Risk Warning · 137.83%
ABX
NYSE · Abacus Global Management, Inc.
11.86
Reversal Risk Warning · 89.60%
AIRT
NASDAQ · Air T Inc
28.87
Reversal Risk Warning · 60.30%
ALAR
NASDAQ · Alarum Technologies Ltd.
6.35
20% entry drawdown · -34.06%
ALGT
NASDAQ · Allegiant Travel Company
118.67
Reversal Risk Warning · 113.01%
ASTL
NASDAQ · Algoma Steel Group Inc
3.77
20% entry drawdown · -20.46%
BGDE
NASDAQ · Big Digital Energy, Inc.
7.45
20% entry drawdown · -30.18%
ENVX
NASDAQ · Enovix Corp
5.36
20% entry drawdown · -20.83%
FA
NASDAQ · First Advantage Corp
20.53
Reversal Risk Warning · 58.29%
GCBC
NASDAQ · Greene County Bancorp Inc
34.66
Reversal Risk Warning · 41.97%
ILMN
NASDAQ · Illumina Inc
188.68
Reversal Risk Warning · 117.05%
LFVN
NASDAQ · Lifevantage Corporation
6.22
20% entry drawdown · -20.55%
MB
NASDAQ · MasterBeef Group Ordinary Shares
4.51
20% entry drawdown · -26.31%
MOVE
NASDAQ · Movano Inc
17.37
20% entry drawdown · -24.12%
NEUP
NASDAQ · Neuphoria Therapeutics Inc
3.38
20% entry drawdown · -32.94%
OPTU
NYSE · Optimum Communications, Inc.
1.16
20% entry drawdown · -30.12%
RDZN
NASDAQ · Roadzen Inc.
1.34
20% entry drawdown · -25.56%
SMCI
NASDAQ · Super Micro Computer Inc
27.22
20% entry drawdown · -23.04%
TTRX
NASDAQ · Turn Therapeutics Inc. Common Stock
7.12
Reversal Risk Warning · 38.79%
USIO
NASDAQ · Usio Inc
2.48
Reversal Risk Warning · 63.16%
VGAS
NASDAQ · Verde Clean Fuels Inc.
1.00
20% entry drawdown · -34.21%
WXM
NASDAQ · WF International Limited Ordinary Shares
4.29
20% entry drawdown · -23.38%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
AAP
NYSE · Advance Auto Parts Inc
30 May 202547.01
61.53
30.87%
Buy
0.27
-
-
ABAT
NASDAQ · American Battery Technology Company Common Stock
18 Jul 20252.40
2.81
17.08%
Buy
1.26
-
-
ABEO
NASDAQ · Abeona Therapeutics Inc
16 Aug 20245.00
6.40
28.00%
Buy
0.07
-
-
ABG
NYSE · Asbury Automotive Group Inc
19 Jun 2026197.05
205.40
4.24%
Buy
0.02
-
-
ABM
NYSE · ABM Industries Incorporated
12 Jun 202645.63
44.27
-2.98%
Buy
0.32
-
-
ABOS
NASDAQ · Acumen Pharmaceuticals Inc
18 Jul 20251.50
2.74
82.67%
Buy
1.43
-
-
ABT
NYSE · Abbott Laboratories
3 Jul 202695.40
95.40
New
Entry week
Buy
0.06
-
-
ABVC
NASDAQ · ABVC Biopharma Inc
9 May 20251.21
1.80
48.76%
Buy
1.62
-
-
ACAD
NASDAQ · ACADIA Pharmaceuticals Inc
12 Jul 202417.77
25.97
46.15%
Buy
0.30
-
-
ACB
NASDAQ · Aurora Cannabis Inc
15 May 20263.32
2.84
-14.46%
Buy
0.04
-
-
ACDC
NASDAQ · ProFrac Holding Corp.
23 Jan 20265.05
5.15
1.98%
Buy
0.44
-
-
ACET
NASDAQ · Adicet Bio Inc
3 Jul 20269.00
9.00
New
Entry week
Buy
0.90
-
-
ACHC
NASDAQ · Acadia Healthcare Company Inc
13 Feb 202616.77
31.91
90.28%
Buy
0.08
-
-
ACIU
NASDAQ · AC Immune Ltd
20 Jun 20251.88
2.51
33.51%
Buy
0.25
-
-
ACOG
NASDAQ · Alpha Cognition Inc
27 Feb 20266.00
7.89
31.50%
Buy
0.23
-
-
ACRE
NYSE · Ares Commercial Real Estate
30 May 20254.07
4.52
11.14%
Buy
0.36
-
-
ACRS
NASDAQ · Aclaris Therapeutics Inc
31 Oct 20252.52
5.56
120.63%
Buy
1.28
-
-
ACTG
NASDAQ · Acacia Research Corporation
30 May 20253.73
4.54
21.72%
Buy
0.35
-
-
ACVA
NYSE · ACV Auctions Inc.
15 May 20265.92
7.30
23.31%
Buy
0.29
-
-
ADNT
NYSE · Adient PLC
16 May 202515.82
18.76
18.58%
Buy
0.17
-
-
ADP
NASDAQ · Automatic Data Processing Inc
22 May 2026223.63
242.27
8.34%
Buy
0.48
-
-
ADV
NASDAQ · Advantage Solutions Inc
20 Mar 202619.23
38.86
102.13%
Buy
0.17
-
-
ADVB
NASDAQ · Advanced Biomed Inc. Common Stock
29 May 20265.01
4.99
-0.40%
Buy
1.68
-
-
ADXN
NASDAQ · Addex Therapeutics Ltd
15 May 20266.81
5.79
-14.98%
Buy
0.03
-
-
AEBI
NASDAQ · Aebi Schmidt Holding AG - Common Stock
26 Jun 202613.08
12.09
-7.57%
Buy
0.22
-
-
AES
NYSE · The AES Corporation
14 Mar 202511.51
14.58
26.71%
Buy
0.19
-
-
AESI
NYSE · Atlas Energy Solutions Inc.
2 Jan 20269.72
14.47
48.87%
Buy
0.12
-
-
AFCG
NASDAQ · AFC Gamma Inc
27 Mar 20262.61
3.13
19.76%
Buy
0.81
-
-
AFYA
NASDAQ · Afya Ltd
17 Oct 202514.28
15.27
6.92%
Buy
0.12
-
-
AGL
NYSE · agilon health Inc
8 May 202654.23
111.01
104.70%
Buy
1.10
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
29 May 2026
Entry
INSE
NASDAQ · Inspired Entertainment Inc
7.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
29 May 2026
Entry
INVZ
NASDAQ · Innoviz Technologies
0.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
29 May 2026
Exit
ITRN
NASDAQ · Ituran Location and Control Ltd
65.02
Reversal Risk Warning
116.12%
Entry 3 Jan 2025
30.09
29 May 2026
Exit
JBHT
NASDAQ · JB Hunt Transport Services Inc
276.43
Reversal Risk Warning
92.02%
Entry 27 Jun 2025
143.96
29 May 2026
Entry
KRRO
NASDAQ · Korro Bio, Inc.
13.41
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
29 May 2026
Entry
KVYO
NYSE · Klaviyo, Inc.
15.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
29 May 2026
Entry
LFVN
NASDAQ · Lifevantage Corporation
7.83
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.60
29 May 2026
Entry
LIF
NASDAQ · Life360, Inc. Common Stock
42.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
29 May 2026
Entry
LKSP
NASDAQ · Lake Superior Acquisition Corp. Class A Ordinary Shares
10.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.60
29 May 2026
Exit
LSCC
NASDAQ · Lattice Semiconductor Corporation
147.08
Reversal Risk Warning
173.79%
Entry 11 Jul 2025
53.72
29 May 2026
Exit
LTRX
NASDAQ · Lantronix Inc
7.55
Reversal Risk Warning
150.83%
Entry 27 Jun 2025
3.01
29 May 2026
Exit
LUNR
NASDAQ · Intuitive Machines Inc.
43.83
Reversal Risk Warning
290.99%
Entry 5 Dec 2025
11.21
29 May 2026
Exit
MDAI
NASDAQ · Spectral AI Inc.
2.07
20% entry drawdown
-22.76%
Entry 22 May 2026
2.68
29 May 2026
Entry
MMYT
NASDAQ · MakeMyTrip Limited
46.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
29 May 2026
Entry
MNKD
NASDAQ · MannKind Corp
3.77
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
29 May 2026
Exit
MOV
NYSE · Movado Group Inc
37.86
Reversal Risk Warning
106.58%
Entry 5 Sep 2025
18.33
29 May 2026
Entry
MRM
NASDAQ · Medirom Healthcare Technologies Inc
1.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
29 May 2026
Exit
MSGS
NYSE · Madison Square Garden Sports Corp
374.29
Reversal Risk Warning
79.20%
Entry 23 Aug 2024
208.87
29 May 2026
Exit
MT
NYSE · ArcelorMittal SA ADR
69.41
Reversal Risk Warning
103.75%
Entry 11 Jul 2025
34.07
29 May 2026
Exit
NBXG
NYSE · Neuberger Berman Next Generation Connectivity Fund Inc
16.57
Reversal Risk Warning
99.61%
Entry 14 Jul 2023
8.30
29 May 2026
Exit
NTAP
NASDAQ · NetApp Inc
174.29
Reversal Risk Warning
100.55%
Entry 1 Dec 2023
86.90
29 May 2026
Entry
NTCL
NASDAQ · NETCLASS TECHNOLOGY INC Class A Ordinary Shares
0.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 3.06
29 May 2026
Exit
NTZ
NYSE · Natuzzi SpA
2.18
20% entry drawdown
-27.57%
Entry 16 Jan 2026
3.01
29 May 2026
Exit
NWL
NASDAQ · Newell Brands Inc
3.40
20% entry drawdown
-23.74%
Entry 1 May 2026
4.46
29 May 2026
Entry
NXL
NASDAQ · Nexalin Technology Inc.
0.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.54
29 May 2026
Exit
NXT
NASDAQ · Nextracker Inc. Class A Common Stock
156.40
Reversal Risk Warning
253.93%
Entry 17 Jan 2025
44.19
29 May 2026
Exit
NXXT
NASDAQ · NextNRG Inc.
0.64
20% entry drawdown
-25.38%
Entry 22 May 2026
0.86
29 May 2026
Exit
OKTA
NASDAQ · Okta Inc
123.27
Reversal Risk Warning
33.64%
Entry 22 May 2026
92.24
29 May 2026
Entry
OTGA
NASDAQ · OTG Acquisition Corp. I Class A Ordinary Share
10.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.27
29 May 2026
Exit
OUST
NASDAQ · Ouster, Inc. Common Stock
46.05
Reversal Risk Warning
315.61%
Entry 16 May 2025
11.08