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
483.76
Total Return
383.76%
CAGR
56.75%
Annualized from first index week
Edge vs Market
+34.30%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.67
Sortino 5.20
Current Holdings
1117
Transactions
10719
Avg 3056.2/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4801
Stop 41.3% ·
Warning 58.4%
· 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
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.03 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.48
MD 0.27 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.03 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ARAI
NASDAQ · Arrive AI Inc.
0.42
MD 0.40 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.19
MD 0.14 · Market Dynamics Buy Signal
GIB
NYSE · CGI Inc
67.06
MD 0.07 · Market Dynamics Buy Signal
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.46
MD 0.15 · Market Dynamics Buy Signal
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10.12
MD 1.35 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.44 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 1.51 · Market Dynamics Buy Signal
MKC-V
NYSE · McCormick & Company Incorporated
50.81
MD 0.15 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.15
MD 2.50 · Market Dynamics Buy Signal
MNDO
NASDAQ · MIND CTI Ltd
1.06
MD 0.16 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.96
MD 0.21 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.18 · Market Dynamics Buy Signal
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.55
MD 0.24 · Market Dynamics Buy Signal
SKIN
NASDAQ · Beauty Health Co
0.91
MD 0.21 · Market Dynamics Buy Signal
SKYX
NASDAQ · SKYX Platforms Corp
1.27
MD 0.09 · Market Dynamics Buy Signal
STIM
NASDAQ · Neuronetics Inc
1.76
MD 0.50 · Market Dynamics Buy Signal
TTEK
NASDAQ · Tetra Tech Inc
30.99
MD 0.06 · Market Dynamics Buy Signal
USPH
NYSE · U.S. Physical Therapy, Inc.
72.54
MD 0.07 · Market Dynamics Buy Signal
VRDN
NASDAQ · Viridian Therapeutics Inc
19.74
MD 0.12 · Market Dynamics Buy Signal
WRAP
NASDAQ · Wrap Technologies Inc
2.46
MD 0.26 · Market Dynamics Buy Signal
WVVI
NASDAQ · Willamette Valley Vineyards Inc
2.93
MD 1.08 · Market Dynamics Buy Signal
XTLB
NASDAQ · XTL Biopharmaceuticals Ltd ADR
2.91
MD 0.77 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.53
20% entry drawdown · -23.12%
BIRD
NASDAQ · Allbirds Inc
3.13
20% entry drawdown · -33.15%
BLLN
NASDAQ · BillionToOne, Inc. Class A Common Stock
126.77
Reversal Risk Warning · 28.06%
BYRN
NASDAQ · Byrna Technologies Inc
3.87
20% entry drawdown · -44.55%
CE
NYSE · Celanese Corporation
46.92
20% entry drawdown · -20.19%
CHGG
NYSE · Chegg Inc
0.85
20% entry drawdown · -23.79%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
GKOS
NYSE · Glaukos Corp
152.72
Reversal Risk Warning · 82.11%
JEM
NASDAQ · 707 Cayman Holdings Limited Ordinary Shares
0.54
20% entry drawdown · -64.86%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 75.74%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
NEWT
NASDAQ · NewtekOne, Inc.
14.78
Reversal Risk Warning · 52.99%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
TLPH
NASDAQ · Talphera Inc.
1.46
Reversal Risk Warning · 196.33%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
AAP
NYSE · Advance Auto Parts Inc
30 May 202547.01
57.95
23.26%
Buy
0.27
-
-
ABAT
NASDAQ · American Battery Technology Company Common Stock
18 Jul 20252.40
2.63
9.58%
Buy
1.26
-
-
ABEO
NASDAQ · Abeona Therapeutics Inc
16 Aug 20245.00
6.98
39.60%
Buy
0.07
-
-
ABG
NYSE · Asbury Automotive Group Inc
19 Jun 2026197.05
211.97
7.57%
Buy
0.02
-
-
ABM
NYSE · ABM Industries Incorporated
12 Jun 202645.63
44.60
-2.26%
Buy
0.32
-
-
ABOS
NASDAQ · Acumen Pharmaceuticals Inc
18 Jul 20251.50
2.63
75.33%
Buy
1.43
-
-
ABT
NYSE · Abbott Laboratories
3 Jul 202695.40
93.93
-1.54%
Buy
0.06
-
-
ABVC
NASDAQ · ABVC Biopharma Inc
9 May 20251.21
1.51
24.79%
Buy
1.62
-
-
ACAD
NASDAQ · ACADIA Pharmaceuticals Inc
12 Jul 202417.77
26.22
47.55%
Buy
0.30
-
-
ACB
NASDAQ · Aurora Cannabis Inc
15 May 20263.32
2.71
-18.37%
Buy
0.04
-
-
ACDC
NASDAQ · ProFrac Holding Corp.
23 Jan 20265.05
4.92
-2.57%
Buy
0.44
-
-
ACET
NASDAQ · Adicet Bio Inc
3 Jul 20269.00
8.83
-1.89%
Buy
0.91
-
-
ACHC
NASDAQ · Acadia Healthcare Company Inc
13 Feb 202616.77
31.28
86.52%
Buy
0.08
-
-
ACIU
NASDAQ · AC Immune Ltd
20 Jun 20251.88
2.39
27.13%
Buy
0.25
-
-
ACOG
NASDAQ · Alpha Cognition Inc
27 Feb 20266.00
8.41
40.17%
Buy
0.23
-
-
ACRE
NYSE · Ares Commercial Real Estate
30 May 20254.07
4.43
8.93%
Buy
0.36
-
-
ACRS
NASDAQ · Aclaris Therapeutics Inc
31 Oct 20252.52
5.58
121.43%
Buy
1.28
-
-
ACTG
NASDAQ · Acacia Research Corporation
30 May 20253.73
4.42
18.50%
Buy
0.35
-
-
ACVA
NYSE · ACV Auctions Inc.
15 May 20265.92
6.67
12.67%
Buy
0.29
-
-
ADNT
NYSE · Adient PLC
16 May 202515.82
19.96
26.17%
Buy
0.17
-
-
ADP
NASDAQ · Automatic Data Processing Inc
22 May 2026223.63
241.92
8.18%
Buy
0.48
-
-
ADV
NASDAQ · Advantage Solutions Inc
20 Mar 202619.23
39.89
107.49%
Buy
0.17
-
-
ADVB
NASDAQ · Advanced Biomed Inc. Common Stock
29 May 20265.01
5.16
2.99%
Buy
1.68
-
-
ADXN
NASDAQ · Addex Therapeutics Ltd
15 May 20266.81
6.34
-6.90%
Buy
0.03
-
-
AEBI
NASDAQ · Aebi Schmidt Holding AG - Common Stock
26 Jun 202613.08
11.71
-10.47%
Buy
0.22
-
-
AES
NYSE · The AES Corporation
14 Mar 202511.51
14.78
28.45%
Buy
0.19
-
-
AESI
NYSE · Atlas Energy Solutions Inc.
2 Jan 20269.72
14.39
48.05%
Buy
0.12
-
-
AFCG
NASDAQ · AFC Gamma Inc
27 Mar 20262.61
2.87
9.81%
Buy
0.81
-
-
AFYA
NASDAQ · Afya Ltd
17 Oct 202514.28
14.38
0.69%
Buy
0.12
-
-
AGL
NYSE · agilon health Inc
8 May 202654.23
114.85
111.78%
Buy
1.10
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
15 May 2026
Entry
ATRA
NASDAQ · Atara Biotherapeutics Inc
9.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.58
15 May 2026
Exit
ATYR
NASDAQ · aTyr Pharma, Inc.
0.50
20% entry drawdown
-46.74%
Entry 8 May 2026
0.95
15 May 2026
Exit
BEN
NYSE · Franklin Resources Inc
31.52
Reversal Risk Warning
48.74%
Entry 16 May 2025
21.19
15 May 2026
Exit
BUD
NYSE · Anheuser Busch Inbev NV ADR
80.92
Reversal Risk Warning
39.81%
Entry 28 Feb 2025
57.88
15 May 2026
Exit
BW
NYSE · Babcock & Wilcox Enterprises Inc
21.32
Reversal Risk Warning
289.48%
Entry 7 Nov 2025
5.47
15 May 2026
Exit
BYFC
NASDAQ · Broadway Financial Corporation
10.40
Reversal Risk Warning
102.29%
Entry 28 Jun 2024
5.14
15 May 2026
Entry
BZFD
NASDAQ · BuzzFeed Inc
1.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.36
15 May 2026
Exit
CCG
NASDAQ · Cheche Group Inc. Class A Ordinary Shares
0.64
20% entry drawdown
-20.01%
Entry 20 Sep 2024
0.80
15 May 2026
Exit
CGTL
NASDAQ · Creative Global Technology Holdings Limited Ordinary Shares
7.50
20% entry drawdown
-58.69%
Entry 2 Jan 2026
18.15
15 May 2026
Exit
CIEN
NYSE · Ciena Corp
554.46
Reversal Risk Warning
290.66%
Entry 26 Sep 2025
141.93
15 May 2026
Exit
CMI
NYSE · Cummins Inc
694.36
Reversal Risk Warning
119.48%
Entry 27 Sep 2024
316.37
15 May 2026
Exit
CNDT
NASDAQ · Conduent Inc
1.39
20% entry drawdown
-20.57%
Entry 1 May 2026
1.75
15 May 2026
Exit
COCP
NASDAQ · Cocrystal Pharma Inc
1.20
20% entry drawdown
-20.53%
Entry 3 Apr 2026
1.51
15 May 2026
Exit
CODX
NASDAQ · Co-Diagnostics, Inc. Common Stock
1.29
20% entry drawdown
-49.21%
Entry 8 May 2026
2.53
15 May 2026
Exit
COHR
NYSE · Coherent Inc
382.45
Reversal Risk Warning
371.00%
Entry 20 Jun 2025
81.20
15 May 2026
Exit
CSCO
NASDAQ · Cisco Systems Inc
118.21
Reversal Risk Warning
120.45%
Entry 1 Sep 2023
53.62
15 May 2026
Exit
CTEV
NYSE · Claritev Corporation
13.87
20% entry drawdown
-44.36%
Entry 1 May 2026
24.93
15 May 2026
Exit
CVEO
NYSE · Civeo Corp
34.01
Reversal Risk Warning
74.23%
Entry 15 Sep 2023
19.52
15 May 2026
Exit
CVKD
NASDAQ · Cadrenal Therapeutics, Inc. Common Stock
5.06
20% entry drawdown
-20.39%
Entry 1 May 2026
6.35
15 May 2026
Entry
DKNG
NASDAQ · DraftKings Inc
25.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
15 May 2026
Exit
DOCS
NYSE · Doximity Inc
18.97
20% entry drawdown
-26.98%
Entry 8 May 2026
25.98
15 May 2026
Exit
DRTS
NASDAQ · Alpha Tau Medical Ltd
10.36
Reversal Risk Warning
187.78%
Entry 5 Sep 2025
3.60
15 May 2026
Exit
EBAY
NASDAQ · eBay Inc
115.80
Reversal Risk Warning
138.10%
Entry 8 Mar 2024
48.64
15 May 2026
Exit
ECAT
NYSE · BlackRock ESG Capital Allocation Trust
14.81
Reversal Risk Warning
59.36%
Entry 14 Jul 2023
9.29
15 May 2026
Exit
ENB
NYSE · Enbridge Inc
55.31
Reversal Risk Warning
88.83%
Entry 24 Nov 2023
29.29
15 May 2026
Exit
ESOA
NASDAQ · Energy Services Of America Corp
18.39
Reversal Risk Warning
217.54%
Entry 5 Jan 2024
5.79
15 May 2026
Exit
EU
NASDAQ · enCore Energy Corp. Common Shares
1.52
20% entry drawdown
-24.38%
Entry 30 May 2025
2.01
15 May 2026
Exit
FATE
NASDAQ · Fate Therapeutics Inc
1.76
20% entry drawdown
-26.57%
Entry 8 May 2026
2.39
15 May 2026
Entry
FRMI
NASDAQ · Fermi Inc.
6.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
15 May 2026
Exit
FRPT
NASDAQ · Freshpet Inc
49.35
20% entry drawdown
-22.19%
Entry 12 Dec 2025
63.42