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
DLO
NASDAQ · Dlocal Ltd
30 Aug 20248.38
15.08
80.05%
Buy
0.16
-
-
DLTH
NASDAQ · Duluth Holdings Inc
20 Jun 20252.02
4.08
101.98%
Buy
0.39
-
-
DLTR
NASDAQ · Dollar Tree Inc
6 Dec 202471.87
127.21
77.00%
Buy
0.30
-
-
DMAA
NASDAQ · Drugs Made In America Acquisition Corp. Ordinary Shares
21 Nov 202510.35
10.71
3.48%
Buy
0.21
-
-
DMLP
NASDAQ · Dorchester Minerals LP
16 Jan 202622.11
27.61
24.89%
Buy
0.02
-
-
DNLI
NASDAQ · Denali Therapeutics Inc
13 Jun 202514.55
23.02
58.21%
Buy
0.20
-
-
DNMX
NASDAQ · Dynamix Corporation III Class A Ordinary Shares
3 Jul 202610.01
10.04
0.25%
Buy
1.45
-
-
DNUT
NASDAQ · Krispy Kreme Inc
11 Jul 20253.33
3.18
-4.50%
Buy
0.12
-
-
DOCU
NASDAQ · DocuSign Inc
8 May 202647.90
54.83
14.47%
Buy
0.02
-
-
DOW
NYSE · Dow Inc
16 Jan 202626.98
30.29
12.27%
Buy
1.59
-
-
DPZ
NASDAQ · Domino's Pizza Inc Common Stock
31 Jul 2026347.44
347.44
New
Entry week
Buy
0.32
-
-
DRVN
NASDAQ · Driven Brands Holdings Inc
22 May 202613.77
14.27
3.63%
Buy
0.06
-
-
DSGR
NASDAQ · Distribution Solutions Group Inc
12 Jun 202627.72
34.57
24.71%
Buy
0.15
-
-
DSGX
NASDAQ · Descartes Systems Group Inc
1 May 202673.13
75.16
2.78%
Buy
0.22
-
-
DSX
NYSE · Diana Shipping Inc.
13 Jun 20251.64
2.43
48.41%
Buy
0.24
-
-
DT
NYSE · Dynatrace Holdings LLC
1 May 202637.61
44.32
17.84%
Buy
0.07
-
-
DTIL
NASDAQ · Precision BioSciences Inc
20 Mar 20266.52
6.99
7.21%
Buy
0.48
-
-
DTSS
NASDAQ · Datasea Inc
17 Jul 20260.81
0.70
-13.60%
Buy
0.01
-
-
DUOL
NASDAQ · Duolingo Inc
19 Jun 2026125.56
134.81
7.37%
Buy
1.06
-
-
DV
NYSE · DoubleVerify Holdings Inc
1 May 202611.31
11.25
-0.53%
Buy
0.91
-
-
DXC
NYSE · DXC Technology Co
31 Jul 202611.24
11.24
New
Entry week
Buy
0.02
-
-
DXCM
NASDAQ · DexCom Inc
26 Dec 202567.57
83.45
23.50%
Buy
0.03
-
-
DXLG
NASDAQ · Destination XL Group Inc
1 May 20260.62
0.56
-9.23%
Buy
0.22
-
-
DYAI
NASDAQ · Dyadic International Inc
3 Jul 20260.94
1.05
11.64%
Buy
0.23
-
-
DYN
NASDAQ · Dyne Therapeutics Inc
25 Jul 20259.95
25.18
153.07%
Buy
0.54
-
-
ECOR
NASDAQ · Electrocore LLC
20 Feb 20266.25
6.09
-2.64%
Buy
0.89
-
-
EDIT
NASDAQ · Editas Medicine Inc
20 Mar 20262.34
2.58
10.26%
Buy
0.27
-
-
EDTK
NASDAQ · Skillful Craftsman Education Tech
15 Dec 20230.94
0.93
-0.86%
Buy
0.22
-
-
EDU
NYSE · New Oriental Education & Technology
16 May 202547.52
58.89
23.93%
Buy
0.21
-
-
EEFT
NASDAQ · Euronet Worldwide Inc
20 Feb 202672.50
71.33
-1.61%
Buy
0.39
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Dec 2023
Entry
EXPD
NYSE · Expeditors International of Washington, Inc.
116.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
1 Dec 2023
Entry
FFIV
NASDAQ · F5 Networks Inc
172.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.42
1 Dec 2023
Entry
FHN
NYSE · First Horizon Corporation
12.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.68
1 Dec 2023
Exit
FINV
NYSE · FinVolution Group
3.85
20% entry drawdown
-22.03%
Entry 28 Jul 2023
4.94
1 Dec 2023
Entry
FMNB
NASDAQ · Farmers National Banc Corp
11.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
1 Dec 2023
Entry
FNB
NYSE · F.N.B. Corp
11.43
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
1 Dec 2023
Entry
FOUR
NYSE · Shift4 Payments Inc
67.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.67
1 Dec 2023
Entry
FRMEP
NASDAQ · First Merchants Corporation Depository Shares
20.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
1 Dec 2023
Entry
FRT
NYSE · Federal Realty Investment Trust
87.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
1 Dec 2023
Entry
FSM
NYSE · Fortuna Silver Mines Inc
4.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.37
1 Dec 2023
Entry
FSV
NASDAQ · FirstService Corp
156.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
1 Dec 2023
Entry
FWDI
NASDAQ · Forward Industries, Inc.
7.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
1 Dec 2023
Entry
GD
NYSE · General Dynamics Corporation
237.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.49
1 Dec 2023
Entry
GNRC
NYSE · Generac Holdings Inc
122.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
1 Dec 2023
Entry
GOSS
NASDAQ · Gossamer Bio Inc
0.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
1 Dec 2023
Entry
GTY
NYSE · Getty Realty Corporation
25.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
1 Dec 2023
Entry
GUG
NYSE · Guggenheim Active Allocation Fund
11.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
1 Dec 2023
Entry
GWRE
NYSE · Guidewire Software Inc
101.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.68
1 Dec 2023
Entry
H
NYSE · Hyatt Hotels Corporation
116.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
1 Dec 2023
Entry
HE
NYSE · Hawaiian Electric Industries Inc
12.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
1 Dec 2023
Entry
HGTY
NYSE · Hagerty Inc
8.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
1 Dec 2023
Entry
HRI
NYSE · Herc Holdings Inc
124.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
1 Dec 2023
Entry
HWC
NASDAQ · Hancock Whitney Corp
39.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
1 Dec 2023
Entry
IBP
NYSE · Installed Building Products Inc
148.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
1 Dec 2023
Exit
IMVT
NASDAQ · Immunovant Inc
40.55
Reversal Risk Warning
95.52%
Entry 14 Jul 2023
20.74
1 Dec 2023
Entry
INGR
NYSE · Ingredion Incorporated
97.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
1 Dec 2023
Entry
ITIC
NASDAQ · Investors Title Company
138.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
1 Dec 2023
Entry
ITRI
NASDAQ · Itron Inc
69.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
1 Dec 2023
Entry
ITUB
NYSE · Itau Unibanco Banco Holding SA
4.53
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.91
1 Dec 2023
Entry
KFY
NYSE · Korn Ferry
49.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12