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
470.81
Total Return
370.81%
CAGR
54.44%
Annualized from first index week
Edge vs Market
+32.75%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.59
Sortino 5.03
Current Holdings
1067
Transactions
10881
Avg 3052.4/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4907
Stop 42.0% ·
Warning 57.4%
· Other 0.6%
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
BR
NYSE · Broadridge Financial Solutions Inc
153.95
MD 0.49 · Market Dynamics Buy Signal
BZFD
NASDAQ · BuzzFeed Inc
1.19
MD 0.22 · Market Dynamics Buy Signal
CMCO
NASDAQ · Columbus McKinnon Corporation
19.17
MD 0.48 · Market Dynamics Buy Signal
CNET
NASDAQ · ZW Data Action Technologies Inc
1.60
MD 1.12 · Market Dynamics Buy Signal
CRM
NYSE · Salesforce.com Inc
184.02
MD 0.35 · Market Dynamics Buy Signal
DPZ
NASDAQ · Domino's Pizza Inc Common Stock
347.44
MD 0.32 · Market Dynamics Buy Signal
DXC
NYSE · DXC Technology Co
11.24
MD 0.02 · Market Dynamics Buy Signal
EFOR
NYSE · Everforth, Inc.
28.44
MD 0.09 · Market Dynamics Buy Signal
GEHC
NASDAQ · GE HealthCare Technologies Inc.
68.02
MD 0.24 · Market Dynamics Buy Signal
GOGO
NASDAQ · Gogo Inc
4.18
MD 0.11 · Market Dynamics Buy Signal
HLNE
NASDAQ · Hamilton Lane Inc
88.91
MD 0.13 · Market Dynamics Buy Signal
HUBS
NYSE · HubSpot Inc
237.36
MD 1.24 · Market Dynamics Buy Signal
HURN
NASDAQ · Huron Consulting Group Inc
151.77
MD 0.52 · Market Dynamics Buy Signal
INFY
NYSE · Infosys Ltd ADR
12.03
MD 0.30 · Market Dynamics Buy Signal
INTA
NASDAQ · Intapp Inc
32.69
MD 1.29 · Market Dynamics Buy Signal
LVWR
NYSE · LiveWire Group Inc.
1.81
MD 0.42 · Market Dynamics Buy Signal
NICE
NASDAQ · Nice Ltd ADR
98.79
MD 0.36 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.48
MD 0.20 · Market Dynamics Buy Signal
PTC
NASDAQ · PTC Inc
137.20
MD 0.02 · Market Dynamics Buy Signal
SGRP
NASDAQ · SPAR Group Inc
0.60
MD 0.30 · Market Dynamics Buy Signal
SPOK
NASDAQ · Spok Holdings Inc
10.90
MD 0.50 · Market Dynamics Buy Signal
TAP
NYSE · Molson Coors Brewing Co Class B
41.56
MD 0.07 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.45
MD 0.50 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
98.13
MD 1.47 · Market Dynamics Buy Signal
WK
NYSE · Workiva Inc
59.80
MD 0.70 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACDC
NASDAQ · ProFrac Holding Corp.
4.04
20% entry drawdown · -20.00%
ADXN
NASDAQ · Addex Therapeutics Ltd
5.20
20% entry drawdown · -23.64%
AVD
NYSE · American Vanguard Corporation
2.39
20% entry drawdown · -24.37%
BLDR
NYSE · Builders FirstSource Inc
66.44
20% entry drawdown · -25.47%
CJMB
NASDAQ · Callan JMB Inc. Common Stock
1.35
20% entry drawdown · -47.06%
CLRO
NASDAQ · ClearOne Inc
4.08
20% entry drawdown · -37.04%
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
2.92
20% entry drawdown · -26.45%
DBX
NASDAQ · Dropbox Inc
32.56
Reversal Risk Warning · 12.66%
DFH
NYSE · Dream Finders Homes Inc
12.79
20% entry drawdown · -25.64%
EVH
NYSE · Evolent Health Inc
3.09
20% entry drawdown · -35.63%
JMSB
NASDAQ · John Marshall Bancorp Inc
23.20
Reversal Risk Warning · 36.35%
KFFB
NASDAQ · Kentucky First Federal Bancorp
5.48
Reversal Risk Warning · 113.87%
KPTI
NASDAQ · Karyopharm Therapeutics Inc
1.92
20% entry drawdown · -67.57%
KRRO
NASDAQ · Korro Bio, Inc.
10.37
20% entry drawdown · -20.17%
LKQ
NASDAQ · LKQ Corporation
22.45
20% entry drawdown · -23.71%
MRDN
NASDAQ · Meridian Holdings Inc
11.27
20% entry drawdown · -21.33%
MYGN
NASDAQ · Myriad Genetics Inc
2.86
20% entry drawdown · -51.36%
NAUT
NASDAQ · Nautilus Biotechnology Inc
0.98
20% entry drawdown · -26.54%
NXL
NASDAQ · Nexalin Technology Inc.
0.34
20% entry drawdown · -29.80%
OI
NYSE · O-I Glass Inc
7.15
20% entry drawdown · -26.97%
PDCC
NYSE · Pearl Diver Credit Company Inc.
8.60
20% entry drawdown · -22.67%
PSN
NYSE · Parsons Corp
44.21
20% entry drawdown · -21.46%
RADX
NASDAQ · Radiopharm Theranostics Limited American Depositary Shares
3.15
20% entry drawdown · -28.89%
SILO
NASDAQ · Silo Pharma Inc
4.19
20% entry drawdown · -23.78%
SKIN
NASDAQ · Beauty Health Co
0.69
20% entry drawdown · -24.64%
TULP
NASDAQ · Bloomia Holdings, Inc.
3.27
20% entry drawdown · -20.82%
TZOO
NASDAQ · Travelzoo
7.23
20% entry drawdown · -25.46%
WHD
NYSE · Cactus Inc
65.01
Reversal Risk Warning · 52.94%
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
1.00
20% entry drawdown · -52.04%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
AAP
NYSE · Advance Auto Parts Inc
30 May 202547.01
55.54
18.13%
Buy
0.27
-
-
ABAT
NASDAQ · American Battery Technology Company Common Stock
18 Jul 20252.40
2.09
-12.92%
Buy
1.26
-
-
ABEO
NASDAQ · Abeona Therapeutics Inc
16 Aug 20245.00
6.42
28.40%
Buy
0.07
-
-
ABG
NYSE · Asbury Automotive Group Inc
19 Jun 2026197.05
231.70
17.58%
Buy
0.02
-
-
ABM
NYSE · ABM Industries Incorporated
12 Jun 202645.63
47.91
4.99%
Buy
0.32
-
-
ABOS
NASDAQ · Acumen Pharmaceuticals Inc
18 Jul 20251.50
2.15
43.33%
Buy
1.43
-
-
ABT
NYSE · Abbott Laboratories
10 Jul 202693.27
105.70
13.32%
Buy
0.37
-
-
ABVC
NASDAQ · ABVC Biopharma Inc
9 May 20251.21
1.01
-16.53%
Buy
1.62
-
-
ACAD
NASDAQ · ACADIA Pharmaceuticals Inc
12 Jul 202417.77
25.87
45.58%
Buy
0.30
-
-
ACHC
NASDAQ · Acadia Healthcare Company Inc
13 Feb 202616.77
29.62
76.62%
Buy
0.08
-
-
ACIU
NASDAQ · AC Immune Ltd
20 Jun 20251.88
2.19
16.49%
Buy
0.25
-
-
ACOG
NASDAQ · Alpha Cognition Inc
27 Feb 20266.00
8.28
38.00%
Buy
0.23
-
-
ACRE
NYSE · Ares Commercial Real Estate
30 May 20254.07
4.26
4.75%
Buy
0.36
-
-
ACRS
NASDAQ · Aclaris Therapeutics Inc
31 Oct 20252.52
5.20
106.35%
Buy
1.28
-
-
ACTG
NASDAQ · Acacia Research Corporation
30 May 20253.73
4.43
18.77%
Buy
0.35
-
-
ACVA
NYSE · ACV Auctions Inc.
15 May 20265.92
7.49
26.52%
Buy
0.29
-
-
ADBE
NASDAQ · Adobe Systems Incorporated
17 Jul 2026237.25
250.41
5.55%
Buy
0.17
-
-
ADNT
NYSE · Adient PLC
16 May 202515.82
21.04
33.00%
Buy
0.17
-
-
ADP
NASDAQ · Automatic Data Processing Inc
22 May 2026223.63
266.46
19.15%
Buy
0.48
-
-
ADV
NASDAQ · Advantage Solutions Inc
20 Mar 202619.23
39.24
104.11%
Buy
0.17
-
-
ADVB
NASDAQ · Advanced Biomed Inc. Common Stock
29 May 20265.01
8.00
59.68%
Buy
1.68
-
-
AEBI
NASDAQ · Aebi Schmidt Holding AG - Common Stock
26 Jun 202613.08
12.89
-1.45%
Buy
0.22
-
-
AES
NYSE · The AES Corporation
14 Mar 202511.51
14.68
27.58%
Buy
0.19
-
-
AESI
NYSE · Atlas Energy Solutions Inc.
2 Jan 20269.72
10.79
11.01%
Buy
0.12
-
-
AFCG
NASDAQ · AFC Gamma Inc
27 Mar 20262.61
2.69
2.92%
Buy
0.81
-
-
AFYA
NASDAQ · Afya Ltd
17 Oct 202514.28
14.27
-0.08%
Buy
0.12
-
-
AGL
NYSE · agilon health Inc
8 May 202654.23
91.61
68.93%
Buy
1.10
-
-
AGPU
NASDAQ · Axe Compute Inc.
24 Apr 20266.64
8.38
26.20%
Buy
0.93
-
-
AGYS
NASDAQ · Agilysys Inc
22 May 202679.84
105.16
31.71%
Buy
0.09
-
-
AHCO
NASDAQ · Adapthealth Corp
2 Feb 20247.47
10.80
44.58%
Buy
0.11
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
15 Sep 2023
Entry
XHR
NYSE · Xenia Hotels & Resorts Inc
11.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
8 Sep 2023
Entry
ARES
NYSE · Ares Management LP
95.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.12
8 Sep 2023
Entry
BRC
NYSE · Brady Corporation
53.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
8 Sep 2023
Entry
BX
NYSE · Blackstone Group Inc
103.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.21
8 Sep 2023
Entry
CME
NASDAQ · CME Group Inc
181.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.01
8 Sep 2023
Entry
CSTL
NASDAQ · Castle Biosciences Inc
18.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
8 Sep 2023
Entry
CWAN
NYSE · Clearwater Analytics Holdings Inc
19.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.52
8 Sep 2023
Entry
DAKT
NASDAQ · Daktronics Inc
9.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.49
8 Sep 2023
Entry
DERM
NASDAQ · Journey Medical Corp
2.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.22
8 Sep 2023
Entry
DWSN
NASDAQ · Dawson Geophysical Company
1.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
8 Sep 2023
Exit
EOSE
NASDAQ · Eos Energy Enterprises Inc
2.76
20% entry drawdown
-28.31%
Entry 1 Sep 2023
3.85
8 Sep 2023
Entry
EUDA
NASDAQ · EUDA Health Holdings Limited
30.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.85
8 Sep 2023
Entry
GIII
NASDAQ · G-III Apparel Group Ltd
23.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.68
8 Sep 2023
Entry
HITI
NASDAQ · High Tide Inc
1.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.12
8 Sep 2023
Entry
INTC
NASDAQ · Intel Corporation
37.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.82
8 Sep 2023
Entry
KNOP
NYSE · KNOT Offshore Partners LP
6.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.36
8 Sep 2023
Entry
PEBK
NASDAQ · Peoples Bancorp of North Carolina
20.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.55
8 Sep 2023
Entry
RSSS
NASDAQ · Research Solutions Inc
2.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.77
8 Sep 2023
Entry
SBFG
NASDAQ · SB Financial Group Inc
13.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.17
8 Sep 2023
Exit
SUPV
NYSE · Grupo Supervielle SA
2.50
20% entry drawdown
-22.62%
Entry 21 Jul 2023
3.23
8 Sep 2023
Entry
TDY
NYSE · Teledyne Technologies Incorporated
410.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
8 Sep 2023
Entry
TM
NYSE · Toyota Motor Corporation ADR
165.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.88
1 Sep 2023
Entry
ALSN
NYSE · Allison Transmission Holdings Inc
59.02
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.28
1 Sep 2023
Entry
ARDX
NASDAQ · Ardelyx Inc
4.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
1 Sep 2023
Entry
AVT
NASDAQ · Avnet Inc
47.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.61
1 Sep 2023
Entry
CBT
NYSE · Cabot Corporation
70.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
1 Sep 2023
Entry
CDRE
NYSE · Cadre Holdings Inc
25.26
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.74
1 Sep 2023
Entry
CG
NASDAQ · Carlyle Group Inc
30.08
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
1 Sep 2023
Entry
CLBT
NASDAQ · Cellebrite DI
8.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.49
1 Sep 2023
Entry
CNM
NYSE · Core & Main Inc
32.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.81