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
469.45
Total Return
369.45%
CAGR
54.67%
Annualized from first index week
Edge vs Market
+33.23%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.60
Sortino 5.04
Current Holdings
1071
Transactions
10827
Avg 3053.7/yr ·
254.5/mo ·
58.7/wk
Exit Mix
4878
Stop 41.8% ·
Warning 57.6%
· 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
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 1.17 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.14
MD 0.19 · Market Dynamics Buy Signal
CAG
NYSE · Conagra Brands, Inc.
14.60
MD 0.51 · Market Dynamics Buy Signal
CJMB
NASDAQ · Callan JMB Inc. Common Stock
2.55
MD 0.44 · Market Dynamics Buy Signal
GCL
NASDAQ · GCL Global Holdings Ltd Ordinary Shares
0.51
MD 0.69 · 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
NXL
NASDAQ · Nexalin Technology Inc.
0.48
MD 1.00 · 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 0.06 · Market Dynamics Buy Signal
PLNT
NYSE · Planet Fitness Inc
53.48
MD 0.02 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.04
MD 0.88 · Market Dynamics Buy Signal
WSTN
NASDAQ · Westin Acquisition Corp
10.13
MD 1.79 · 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%
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%
NXGL
NASDAQ · Nexgel Inc
0.44
20% entry drawdown · -22.25%
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%
SEGG
NASDAQ · Lottery.com Inc.
0.63
20% entry drawdown · -24.97%
SGRP
NASDAQ · SPAR Group Inc
0.38
20% entry drawdown · -46.99%
SRG
NYSE · Seritage Growth Properties
2.31
20% entry drawdown · -22.22%
SUIG
NASDAQ · SUI Group Holdings Limited
0.99
20% entry drawdown · -20.16%
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
DHR
NYSE · Danaher Corporation
26 Jun 2026196.19
191.50
-2.39%
Buy
0.16
-
-
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
-
-
DTSS
NASDAQ · Datasea Inc
17 Jul 20260.81
0.84
3.44%
Buy
0.01
-
-
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
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
19 Jan 2024
Exit
FSM
NYSE · Fortuna Silver Mines Inc
3.02
20% entry drawdown
-25.25%
Entry 1 Dec 2023
4.04
19 Jan 2024
Exit
FUTU
NASDAQ · Futu Holdings Ltd
45.05
20% entry drawdown
-20.18%
Entry 28 Jul 2023
56.44
19 Jan 2024
Exit
IPI
NYSE · Intrepid Potash Inc
19.43
20% entry drawdown
-21.56%
Entry 22 Dec 2023
24.77
19 Jan 2024
Exit
LAES
NASDAQ · SEALSQ Corp
1.73
20% entry drawdown
-23.45%
Entry 12 Jan 2024
2.26
19 Jan 2024
Entry
LPCN
NASDAQ · Lipocine Inc
3.77
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.17
19 Jan 2024
Entry
MCK
NYSE · McKesson Corporation
479.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
19 Jan 2024
Entry
MCY
NYSE · Mercury General Corporation
38.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.14
19 Jan 2024
Exit
MDAI
NASDAQ · Spectral AI Inc.
2.04
20% entry drawdown
-33.55%
Entry 5 Jan 2024
3.07
19 Jan 2024
Exit
NVTS
NASDAQ · Navitas Semiconductor Corp
6.28
20% entry drawdown
-23.04%
Entry 15 Dec 2023
8.16
19 Jan 2024
Exit
OPFI
NYSE · OppFi Inc
3.37
20% entry drawdown
-29.30%
Entry 29 Dec 2023
4.76
19 Jan 2024
Entry
PG
NYSE · Procter & Gamble Company
139.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
19 Jan 2024
Entry
PH
NYSE · Parker-Hannifin Corporation
458.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.63
19 Jan 2024
Entry
PRPO
NASDAQ · Precipio Inc
6.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
19 Jan 2024
Entry
RDNT
NASDAQ · RadNet Inc
37.78
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.62
19 Jan 2024
Entry
RM
NYSE · Regional Management Corp
23.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
19 Jan 2024
Entry
SMCI
NASDAQ · Super Micro Computer Inc
42.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.62
19 Jan 2024
Exit
SND
NASDAQ · Smart Sand Inc
1.58
20% entry drawdown
-23.40%
Entry 22 Sep 2023
2.07
19 Jan 2024
Exit
SOFI
NASDAQ · SoFi Technologies Inc.
7.49
20% entry drawdown
-22.86%
Entry 22 Dec 2023
9.71
19 Jan 2024
Exit
SWVL
NASDAQ · Swvl Holdings Corp
3.50
20% entry drawdown
-28.43%
Entry 12 Jan 2024
4.89
19 Jan 2024
Entry
TAYD
NASDAQ · Taylor Devices Inc
30.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.95
19 Jan 2024
Entry
UCTT
NASDAQ · Ultra Clean Holdings Inc
37.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.76
19 Jan 2024
Exit
XCUR
NASDAQ · Exicure Inc
3.00
20% entry drawdown
-28.14%
Entry 12 Jan 2024
4.18
12 Jan 2024
Exit
ABLV
NASDAQ · Able View Global Inc. Class B Ordinary Shares
2.35
20% entry drawdown
-21.38%
Entry 8 Dec 2023
2.99
12 Jan 2024
Entry
ACMR
NASDAQ · Acm Research Inc
21.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
12 Jan 2024
Entry
AGNCM
NASDAQ · AGNC Investment Corp.
19.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
12 Jan 2024
Entry
ALDX
NASDAQ · Aldeyra The
3.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
12 Jan 2024
Exit
ALT
NASDAQ · Altimmune Inc
12.00
Reversal Risk Warning
236.13%
Entry 1 Dec 2023
3.57
12 Jan 2024
Entry
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.45
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.47
12 Jan 2024
Entry
ARQQ
NASDAQ · Arqit Quantum Inc.
11.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.21
12 Jan 2024
Entry
ATAI
NASDAQ · ATAI Life Sciences BV
1.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.47