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
469.57
Total Return
369.57%
CAGR
54.68%
Annualized from first index week
Edge vs Market
+33.24%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.60
Sortino 5.04
Current Holdings
1070
Transactions
10830
Avg 3054.5/yr ·
254.5/mo ·
58.7/wk
Exit Mix
4880
Stop 41.8% ·
Warning 57.6%
· Other 0.5%
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
ALC
NYSE · Alcon AG
67.91
MD 0.00 · Market Dynamics Buy Signal
BIXI
NASDAQ · Bitcoin Infrastructure Acquisition Corp Ltd. Class A Ordinary Shares
10.01
MD 1.18 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.14
MD 0.19 · Market Dynamics Buy Signal
CAG
NYSE · Conagra Brands, Inc.
14.77
MD 0.57 · Market Dynamics Buy Signal
CJMB
NASDAQ · Callan JMB Inc. Common Stock
2.55
MD 0.41 · Market Dynamics Buy Signal
FMST
NASDAQ · Foremost Lithium Resource & Technology Ltd. Common stock
1.65
MD 0.05 · Market Dynamics Buy Signal
GCL
NASDAQ · GCL Global Holdings Ltd Ordinary Shares
0.51
MD 0.67 · Market Dynamics Buy Signal
KNDI
NASDAQ · Kandi Technologies Group Inc
0.65
MD 0.31 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 0.90 · Market Dynamics Buy Signal
LVLU
NASDAQ · Lulu's Fashion Lounge Holdings Inc
19.20
MD 0.16 · Market Dynamics Buy Signal
LW
NYSE · Lamb Weston Holdings Inc
49.58
MD 1.48 · Market Dynamics Buy Signal
MAMO
NASDAQ · Massimo Group Common Stock
0.98
MD 0.13 · Market Dynamics Buy Signal
NBP
NASDAQ · NovaBridge Biosciences
1.77
MD 0.13 · Market Dynamics Buy Signal
OFIX
NASDAQ · Orthofix Medical Inc
11.25
MD 0.22 · Market Dynamics Buy Signal
OTIS
NYSE · Otis Worldwide Corp
71.93
MD 0.05 · Market Dynamics Buy Signal
OTLY
NASDAQ · Oatly Group AB ADR
13.37
MD 0.05 · Market Dynamics Buy Signal
PLNT
NYSE · Planet Fitness Inc
53.48
MD 0.02 · Market Dynamics Buy Signal
PSN
NYSE · Parsons Corp
58.73
MD 0.56 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
0.79
MD 0.16 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.04
MD 0.93 · Market Dynamics Buy Signal
WSTN
NASDAQ · Westin Acquisition Corp
10.13
MD 1.67 · Market Dynamics Buy Signal
WVVIP
NASDAQ · Willamette Valley Vineyards Inc PR
2.78
MD 0.21 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AMST
NASDAQ · Amesite Operating Co
0.99
20% entry drawdown · -21.44%
ATER
NASDAQ · Aterian Inc
0.40
20% entry drawdown · -70.94%
BARK
NYSE · BARK, Inc.
8.51
20% entry drawdown · -22.14%
BZFD
NASDAQ · BuzzFeed Inc
1.11
20% entry drawdown · -25.50%
BZH
NYSE · Beazer Homes USA Inc
33.19
Reversal Risk Warning · 60.11%
COOK
NYSE · Traeger Inc
61.26
20% entry drawdown · -22.75%
DAR
NYSE · Darling Ingredients Inc
62.50
Reversal Risk Warning · 59.93%
DFSC
NASDAQ · DEFSEC Technologies Inc.
1.51
20% entry drawdown · -35.19%
GEHC
NASDAQ · GE HealthCare Technologies Inc.
60.58
20% entry drawdown · -20.22%
GOOS
NYSE · Canada Goose Holdings Inc
8.89
20% entry drawdown · -24.47%
GTEC
NASDAQ · Greenland Acquisition Corp
0.51
20% entry drawdown · -21.19%
LFCR
NASDAQ · Lifecore Biomedical Inc.
4.33
20% entry drawdown · -21.84%
LFMD
NASDAQ · LifeMD Inc
3.71
20% entry drawdown · -20.04%
LOCL
NYSE · Local Bounti Corp
1.06
20% entry drawdown · -22.63%
NIXX
NASDAQ · Nixxy, Inc.
0.85
20% entry drawdown · -35.80%
NKTX
NASDAQ · Nkarta Inc
2.27
20% entry drawdown · -25.08%
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.33
20% entry drawdown · -21.28%
PPSI
NASDAQ · Pioneer Power Solutions Inc.
2.98
20% entry drawdown · -25.13%
RC
NYSE · Ready Capital Corp
1.47
20% entry drawdown · -20.97%
REAX
NASDAQ · Real Brokerage Inc
1.69
20% entry drawdown · -22.12%
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.41
20% entry drawdown · -25.36%
SEDG
NASDAQ · SolarEdge Technologies Inc
42.60
20% entry drawdown · -31.02%
SGRP
NASDAQ · SPAR Group Inc
0.38
20% entry drawdown · -46.99%
SRG
NYSE · Seritage Growth Properties
2.31
20% entry drawdown · -22.22%
TOMZ
NASDAQ · TOMI Environmental Solutions Inc
1.54
20% entry drawdown · -33.95%
UPST
NASDAQ · Upstart Holdings Inc
26.93
20% entry drawdown · -20.30%
WETO
NASDAQ · Webus International Limited Ordinary Shares
0.69
Price scale break · 37.71%
WRAP
NASDAQ · Wrap Technologies Inc
1.70
20% entry drawdown · -30.89%
XELB
NASDAQ · Xcel Brands Inc
1.23
20% entry drawdown · -21.15%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
DIN
NYSE · Dine Brands Global Inc
30 May 202522.82
34.09
49.39%
Buy
0.10
-
-
DKNG
NASDAQ · DraftKings Inc
15 May 202625.00
23.01
-7.96%
Buy
0.25
-
-
DLHC
NASDAQ · DLH Holdings Corp
23 May 20255.04
5.09
0.99%
Buy
0.06
-
-
DLO
NASDAQ · Dlocal Ltd
30 Aug 20248.38
14.49
73.00%
Buy
0.16
-
-
DLTH
NASDAQ · Duluth Holdings Inc
20 Jun 20252.02
4.20
107.92%
Buy
0.39
-
-
DLTR
NASDAQ · Dollar Tree Inc
6 Dec 202471.87
120.45
67.59%
Buy
0.30
-
-
DMAA
NASDAQ · Drugs Made In America Acquisition Corp. Ordinary Shares
21 Nov 202510.35
10.70
3.38%
Buy
0.21
-
-
DMLP
NASDAQ · Dorchester Minerals LP
16 Jan 202622.11
27.79
25.71%
Buy
0.02
-
-
DNLI
NASDAQ · Denali Therapeutics Inc
13 Jun 202514.55
23.11
58.83%
Buy
0.20
-
-
DNMX
NASDAQ · Dynamix Corporation III Class A Ordinary Shares
3 Jul 202610.01
10.01
0.00%
Buy
1.45
-
-
DNUT
NASDAQ · Krispy Kreme Inc
11 Jul 20253.33
3.15
-5.41%
Buy
0.12
-
-
DOCU
NASDAQ · DocuSign Inc
8 May 202647.90
50.44
5.30%
Buy
0.02
-
-
DOW
NYSE · Dow Inc
16 Jan 202626.98
29.84
10.60%
Buy
1.59
-
-
DRVN
NASDAQ · Driven Brands Holdings Inc
22 May 202613.77
13.61
-1.16%
Buy
0.06
-
-
DSGR
NASDAQ · Distribution Solutions Group Inc
12 Jun 202627.72
34.51
24.49%
Buy
0.15
-
-
DSGX
NASDAQ · Descartes Systems Group Inc
1 May 202673.13
68.18
-6.77%
Buy
0.22
-
-
DSX
NYSE · Diana Shipping Inc.
13 Jun 20251.64
2.25
37.42%
Buy
0.24
-
-
DT
NYSE · Dynatrace Holdings LLC
1 May 202637.61
41.62
10.66%
Buy
0.07
-
-
DTIL
NASDAQ · Precision BioSciences Inc
20 Mar 20266.52
7.29
11.81%
Buy
0.48
-
-
DUOL
NASDAQ · Duolingo Inc
19 Jun 2026125.56
122.24
-2.64%
Buy
1.06
-
-
DV
NYSE · DoubleVerify Holdings Inc
1 May 202611.31
10.56
-6.63%
Buy
0.91
-
-
DXCM
NASDAQ · DexCom Inc
26 Dec 202567.57
71.54
5.88%
Buy
0.03
-
-
DXLG
NASDAQ · Destination XL Group Inc
1 May 20260.62
0.63
1.03%
Buy
0.22
-
-
DYAI
NASDAQ · Dyadic International Inc
3 Jul 20260.94
1.19
26.53%
Buy
0.23
-
-
DYN
NASDAQ · Dyne Therapeutics Inc
25 Jul 20259.95
24.44
145.63%
Buy
0.54
-
-
ECOR
NASDAQ · Electrocore LLC
20 Feb 20266.25
6.19
-0.96%
Buy
0.89
-
-
EDIT
NASDAQ · Editas Medicine Inc
20 Mar 20262.34
2.60
11.11%
Buy
0.27
-
-
EDTK
NASDAQ · Skillful Craftsman Education Tech
15 Dec 20230.94
0.95
1.27%
Buy
0.22
-
-
EDU
NYSE · New Oriental Education & Technology
16 May 202547.52
49.24
3.62%
Buy
0.21
-
-
EEFT
NASDAQ · Euronet Worldwide Inc
20 Feb 202672.50
79.31
9.39%
Buy
0.39
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
5 Apr 2024
Entry
GFI
NYSE · Gold Fields Ltd ADR
16.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.62
5 Apr 2024
Entry
GHM
NYSE · Graham Corporation
31.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.89
5 Apr 2024
Entry
GLNG
NASDAQ · Golar LNG Limited
23.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.33
5 Apr 2024
Exit
IBEX
NASDAQ · IBEX Ltd
14.16
20% entry drawdown
-21.81%
Entry 24 Nov 2023
18.11
5 Apr 2024
Exit
IBIO
NASDAQ · iBio, Inc. Common Stock
2.11
20% entry drawdown
-48.03%
Entry 29 Mar 2024
4.06
5 Apr 2024
Entry
IHS
NYSE · IHS Holding Ltd
3.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
5 Apr 2024
Exit
MCB
NYSE · Metropolitan Bank Holding
34.98
20% entry drawdown
-23.17%
Entry 8 Dec 2023
45.53
5 Apr 2024
Exit
MDIA
NASDAQ · Mediaco Holding Inc
0.53
Price scale break
0.00%
Entry 29 Mar 2024
0.53
5 Apr 2024
Entry
MUX
NYSE · McEwen Mining Inc.
10.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.70
5 Apr 2024
Entry
NEOV
NASDAQ · NeoVolta Inc. Common Stock
2.09
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
5 Apr 2024
Entry
NKTR
NASDAQ · Nektar Therapeutics
19.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.49
5 Apr 2024
Entry
NRT
NYSE · North European Oil Royalty Trust
5.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.65
5 Apr 2024
Entry
ODV
NYSE · Osisko Development Corp.
2.50
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
5 Apr 2024
Entry
ORKA
NASDAQ · Oruka Therapeutics, Inc.
22.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.14
5 Apr 2024
Entry
OUST
NASDAQ · Ouster, Inc. Common Stock
9.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
5 Apr 2024
Entry
PRM
NYSE · Perimeter Solutions SA
7.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.73
5 Apr 2024
Exit
PTON
NASDAQ · Peloton Interactive Inc
3.62
20% entry drawdown
-20.44%
Entry 9 Feb 2024
4.55
5 Apr 2024
Entry
RAIL
NASDAQ · Freightcar America Inc
3.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.60
5 Apr 2024
Exit
RVNC
NASDAQ · Revance Therapeutics, Inc.
4.41
20% entry drawdown
-25.38%
Entry 9 Feb 2024
5.91
5 Apr 2024
Entry
SIMO
NASDAQ · Silicon Motion Technology
75.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.35
5 Apr 2024
Entry
SNX
NYSE · Synnex Corporation
114.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
5 Apr 2024
Entry
SPCB
NASDAQ · Supercom Ltd
5.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
5 Apr 2024
Entry
TISI
NYSE · Team Inc
9.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.94
5 Apr 2024
Exit
VCYT
NASDAQ · Veracyte Inc
20.12
20% entry drawdown
-23.18%
Entry 24 Nov 2023
26.19
5 Apr 2024
Entry
VRT
NYSE · Vertiv Holdings Co
85.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.92
5 Apr 2024
Entry
WTTR
NYSE · Select Energy Services Inc
9.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.61
5 Apr 2024
Entry
WWD
NASDAQ · Woodward Inc
156.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.66
29 Mar 2024
Entry
AGI
NYSE · Alamos Gold Inc
14.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
29 Mar 2024
Exit
ANNX
NASDAQ · Annexon Inc
7.17
Reversal Risk Warning
163.60%
Entry 24 Nov 2023
2.72
29 Mar 2024
Entry
ATMU
NYSE · Atmus Filtration Technologies Inc.
31.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.64