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
DBX
NASDAQ · Dropbox Inc
8 May 202628.90
29.19
1.00%
Buy
0.16
-
-
DCBO
NASDAQ · Docebo Inc
1 May 202620.67
18.81
-9.02%
Buy
0.33
-
-
DCH
NYSE · Dauch Corporation
23 May 20254.28
5.13
19.86%
Buy
0.05
-
-
DDD
NYSE · 3D Systems Corporation
22 Aug 20252.10
3.07
46.19%
Buy
0.55
-
-
DEA
NYSE · Eerly Govt Ppty Inc
27 Jun 202520.55
24.87
21.01%
Buy
0.02
-
-
DECK
NYSE · Deckers Outdoor Corporation
17 Oct 202599.82
105.99
6.18%
Buy
0.27
-
-
DEFT
NASDAQ · DeFi Technologies Inc.
3 Jul 20260.53
0.50
-5.77%
Buy
0.47
-
-
DEI
NYSE · Douglas Emmett Inc
24 Apr 202610.70
12.01
12.24%
Buy
0.39
-
-
DENN
NASDAQ · Dennys Corp
13 Jun 20254.13
6.25
51.33%
Buy
0.11
-
-
DFH
NYSE · Dream Finders Homes Inc
26 Jun 202617.20
15.83
-7.97%
Buy
0.78
-
-
DFSC
NASDAQ · DEFSEC Technologies Inc.
6 Mar 20262.33
2.04
-12.45%
Buy
0.09
-
-
DHR
NYSE · Danaher Corporation
26 Jun 2026196.19
199.05
1.46%
Buy
0.16
-
-
DIN
NYSE · Dine Brands Global Inc
30 May 202522.82
35.71
56.49%
Buy
0.10
-
-
DKNG
NASDAQ · DraftKings Inc
15 May 202625.00
26.48
5.90%
Buy
0.25
-
-
DLHC
NASDAQ · DLH Holdings Corp
23 May 20255.04
5.03
-0.20%
Buy
0.06
-
-
DLO
NASDAQ · Dlocal Ltd
30 Aug 20248.38
15.19
81.36%
Buy
0.16
-
-
DLTH
NASDAQ · Duluth Holdings Inc
20 Jun 20252.02
4.03
99.50%
Buy
0.39
-
-
DLTR
NASDAQ · Dollar Tree Inc
6 Dec 202471.87
124.91
73.80%
Buy
0.30
-
-
DMAA
NASDAQ · Drugs Made In America Acquisition Corp. Ordinary Shares
21 Nov 202510.35
10.66
2.99%
Buy
0.21
-
-
DMLP
NASDAQ · Dorchester Minerals LP
16 Jan 202622.11
26.52
19.96%
Buy
0.02
-
-
DNLI
NASDAQ · Denali Therapeutics Inc
13 Jun 202514.55
25.68
76.49%
Buy
0.20
-
-
DNMX
NASDAQ · Dynamix Corporation III Class A Ordinary Shares
3 Jul 202610.01
10.02
0.10%
Buy
1.47
-
-
DNUT
NASDAQ · Krispy Kreme Inc
11 Jul 20253.33
3.44
3.30%
Buy
0.12
-
-
DOCU
NASDAQ · DocuSign Inc
8 May 202647.90
49.18
2.67%
Buy
0.02
-
-
DOW
NYSE · Dow Inc
16 Jan 202626.98
29.03
7.60%
Buy
1.59
-
-
DRVN
NASDAQ · Driven Brands Holdings Inc
22 May 202613.77
15.50
12.56%
Buy
0.06
-
-
DSGR
NASDAQ · Distribution Solutions Group Inc
12 Jun 202627.72
27.40
-1.15%
Buy
0.15
-
-
DSGX
NASDAQ · Descartes Systems Group Inc
1 May 202673.13
72.07
-1.45%
Buy
0.22
-
-
DSX
NYSE · Diana Shipping Inc.
13 Jun 20251.64
2.14
30.70%
Buy
0.24
-
-
DT
NYSE · Dynatrace Holdings LLC
1 May 202637.61
43.68
16.14%
Buy
0.07
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
8 May 2026
Exit
MDV
NYSE · Modiv Inc
17.77
Reversal Risk Warning
59.17%
Entry 22 Sep 2023
11.16
8 May 2026
Entry
MEI
NYSE · Methode Electronics Inc
9.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
8 May 2026
Entry
MHLA
NYSE · Maiden Holdings, Ltd. 6.625 NT 2046
12.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
8 May 2026
Entry
MNDY
NASDAQ · Monday.Com Ltd
72.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
8 May 2026
Entry
MWYN
NASDAQ · Marwynn Holdings, Inc. Common stock
0.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
8 May 2026
Exit
MXL
NASDAQ · MaxLinear Inc
99.83
Reversal Risk Warning
411.16%
Entry 13 Feb 2026
19.53
8 May 2026
Exit
NREF
NYSE · Nexpoint Real Estate Finance Inc
15.47
Reversal Risk Warning
40.60%
Entry 22 Dec 2023
11.00
8 May 2026
Entry
NSP
NYSE · Insperity Inc
32.02
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
8 May 2026
Exit
NVDA
NASDAQ · NVIDIA Corporation
214.95
Reversal Risk Warning
196.54%
Entry 16 Feb 2024
72.49
8 May 2026
Exit
NVGS
NYSE · Navigator Holdings Ltd
22.94
Reversal Risk Warning
64.15%
Entry 30 May 2025
13.98
8 May 2026
Exit
NVT
NYSE · nVent Electric PLC
169.95
Reversal Risk Warning
151.87%
Entry 6 Jun 2025
67.48
8 May 2026
Entry
NXRT
NYSE · Nexpoint Residential Trust Inc
29.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
8 May 2026
Exit
NYAX
NASDAQ · Nayax Ltd
72.00
Reversal Risk Warning
172.01%
Entry 2 Feb 2024
26.47
8 May 2026
Exit
OCS
NASDAQ · Oculis Holding AG Ordinary shares
32.64
Reversal Risk Warning
146.34%
Entry 26 Jan 2024
13.25
8 May 2026
Exit
ONEG
NASDAQ · OneConstruction Group Limited Ordinary Shares
8.79
Price scale break
127.43%
Entry 10 Apr 2026
3.87
8 May 2026
Exit
OOMA
NYSE · Ooma Inc
19.31
Reversal Risk Warning
116.48%
Entry 21 Jun 2024
8.92
8 May 2026
Exit
OTLY
NASDAQ · Oatly Group AB ADR
10.41
20% entry drawdown
-23.00%
Entry 17 Apr 2026
13.52
8 May 2026
Exit
OUT
NYSE · Outfront Media Inc
33.58
Reversal Risk Warning
214.11%
Entry 17 Nov 2023
10.69
8 May 2026
Exit
POWL
NASDAQ · Powell Industries Inc
309.29
Reversal Risk Warning
387.20%
Entry 6 Jun 2025
63.48
8 May 2026
Entry
PRGO
NYSE · Perrigo Company PLC
11.41
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
8 May 2026
Entry
PTRN
NASDAQ · Pattern Group Inc. Series A Common Stock
15.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.89
8 May 2026
Entry
QMCO
NASDAQ · Quantum Corporation
9.62
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.28
8 May 2026
Exit
RAAQ
NASDAQ · Real Asset Acquisition Corp.
11.29
Reversal Risk Warning
6.11%
Entry 27 Feb 2026
10.64
8 May 2026
Entry
RAY
NASDAQ · Raytech Holding Limited Ordinary Shares
3.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
8 May 2026
Entry
RBRK
NYSE · Rubrik, Inc.
62.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
8 May 2026
Entry
RDZN
NASDAQ · Roadzen Inc.
1.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
8 May 2026
Exit
RILYZ
NASDAQ · B. Riley Financial Inc. 5.25% Senior Notes due 2028
18.94
Reversal Risk Warning
120.50%
Entry 11 Jul 2025
8.59
8 May 2026
Entry
RNTX
NASDAQ · Rein Therapeutics Inc
1.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.89
8 May 2026
Exit
ROK
NYSE · Rockwell Automation Inc
452.46
Reversal Risk Warning
50.21%
Entry 23 May 2025
301.22
8 May 2026
Exit
SANM
NASDAQ · Sanmina Corporation
248.35
Reversal Risk Warning
262.34%
Entry 31 May 2024
68.54