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
484.55
Total Return
384.55%
CAGR
56.82%
Annualized from first index week
Edge vs Market
+34.37%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.68
Sortino 5.21
Current Holdings
1108
Transactions
10720
Avg 3056.5/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4806
Stop 41.2% ·
Warning 58.2%
· 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
ABT
NYSE · Abbott Laboratories
93.27
MD 0.37 · Market Dynamics Buy Signal
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.04 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.15
MD 0.25 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.02 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BBOT
NASDAQ · BridgeBio Oncology Therapeutics, Inc.
8.32
MD 0.00 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · 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 1.40 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.37 · Market Dynamics Buy Signal
LZ
NASDAQ · LegalZoom.com Inc
7.25
MD 0.71 · 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 2.48 · 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
Q
NYSE · Qnity Electronics, Inc
143.80
MD 0.79 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.19 · 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%
BCDA
NASDAQ · Biocardia Inc
0.91
20% entry drawdown · -23.77%
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%
BLZE
NASDAQ · Backblaze Inc
17.60
Reversal Risk Warning · 135.29%
BMAC
NYSE · Black Mountain Acquisition Corp
10.60
Ticker inactive / final available close · 0.00%
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%
CLYM
NASDAQ · Climb Bio Inc
14.00
Reversal Risk Warning · 227.10%
CVAC
NASDAQ · CureVac NV
4.66
Ticker inactive / final available close · 47.47%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
DENN
NASDAQ · Dennys Corp
6.25
Ticker inactive / final available close · 51.33%
DWSN
NASDAQ · Dawson Geophysical Company
7.57
Reversal Risk Warning · 394.77%
EWTX
NASDAQ · Edgewise Therapeutics Inc
45.41
Reversal Risk Warning · 315.08%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
GKOS
NYSE · Glaukos Corp
152.72
Reversal Risk Warning · 82.11%
GRCL
NASDAQ · Gracell Biotechnologies Inc.
10.25
Ticker inactive / final available close · 107.49%
IRDM
NASDAQ · Iridium Communications Inc
50.06
Reversal Risk Warning · 118.07%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 75.74%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
MBX
NASDAQ · MBX Biosciences, Inc. Common Stock
61.05
Reversal Risk Warning · 408.75%
MPLT
NASDAQ · MapLight Therapeutics, Inc. Common Stock
39.32
Reversal Risk Warning · 36.43%
ODP
NASDAQ · ODP Corp
28.00
Ticker inactive / final available close · 57.57%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
PC
NASDAQ · Premium Catering (Holdings) Limited
9.40
Ticker inactive / final available close · 41.10%
PTRN
NASDAQ · Pattern Group Inc. Series A Common Stock
28.95
Reversal Risk Warning · 81.85%
RCM
NASDAQ · R1 RCM Inc
14.31
Ticker inactive / final available close · 28.92%
RLAY
NASDAQ · Relay Therapeutics Inc
20.01
Reversal Risk Warning · 566.83%
ROSS
NYSE · Ross Acquisition II Corp
11.08
Ticker inactive / final available close · 3.84%
SBFG
NASDAQ · SB Financial Group Inc
26.27
Reversal Risk Warning · 94.76%
SLRN
NASDAQ · ACELYRIN, INC. Common Stock
2.27
Ticker inactive / final available close · -11.67%
THRD
NASDAQ · Third Harmonic Bio Inc.
5.38
Ticker inactive / final available close · 4.06%
TLPH
NASDAQ · Talphera Inc.
1.46
Reversal Risk Warning · 196.33%
TTRX
NASDAQ · Turn Therapeutics Inc. Common Stock
9.44
Reversal Risk Warning · 84.02%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
WKC
NYSE · World Kinect Corporation
35.32
Reversal Risk Warning · 71.05%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
DYAI
NASDAQ · Dyadic International Inc
3 Jul 20260.94
1.06
12.71%
Buy
0.22
-
-
DYN
NASDAQ · Dyne Therapeutics Inc
25 Jul 20259.95
23.42
135.38%
Buy
0.54
-
-
ECOR
NASDAQ · Electrocore LLC
20 Feb 20266.25
6.60
5.52%
Buy
0.89
-
-
EDIT
NASDAQ · Editas Medicine Inc
20 Mar 20262.34
3.26
39.32%
Buy
0.27
-
-
EDTK
NASDAQ · Skillful Craftsman Education Tech
15 Dec 20230.94
0.97
3.39%
Buy
0.22
-
-
EDU
NYSE · New Oriental Education & Technology
16 May 202547.52
48.55
2.17%
Buy
0.21
-
-
EEFT
NASDAQ · Euronet Worldwide Inc
20 Feb 202672.50
77.29
6.61%
Buy
0.39
-
-
EEX
NYSE · Emerald Expositions Events Inc
9 Jan 20264.73
5.03
6.33%
Buy
0.17
-
-
EGHT
NASDAQ · 8x8 Inc Common Stock
27 Jun 20251.86
2.05
10.22%
Buy
0.09
-
-
EIC
NYSE · Eagle Point Income Company Inc
1 May 20269.80
10.25
4.56%
Buy
0.09
-
-
EIX
NYSE · Edison International
2 May 202551.76
75.20
45.28%
Buy
0.20
-
-
EL
NYSE · Estee Lauder Companies Inc
30 May 202565.96
82.66
25.31%
Buy
0.12
-
-
ELDN
NASDAQ · Eledon Pharmaceuticals Inc
20 Feb 20262.19
3.85
75.80%
Buy
0.16
-
-
ELF
NYSE · ELF Beauty Inc
26 Jun 202667.43
76.75
13.82%
Buy
0.13
-
-
ELS
NYSE · Equity Lifestyle Properties Inc
19 Sep 202559.02
63.47
7.53%
Buy
0.25
-
-
ELUT
NASDAQ · Elutia Inc.
9 Jan 20260.72
0.96
33.20%
Buy
0.29
-
-
ELV
NYSE · Elevance Health Inc
3 Oct 2025345.12
416.23
20.60%
Buy
0.10
-
-
EMIS
NASDAQ · Emisphere Technologies Inc
29 May 202610.13
10.18
0.49%
Buy
0.80
-
-
EMN
NYSE · Eastman Chemical Company
14 Nov 202558.11
67.57
16.28%
Buy
0.09
-
-
ENGS
NASDAQ · Energys Group Limited Ordinary Shares
26 Jun 20262.55
2.91
14.12%
Buy
2.08
-
-
ENOV
NYSE · Enovis Corp
24 Apr 202624.10
25.75
6.85%
Buy
0.36
-
-
ENR
NYSE · Energizer Holdings Inc
12 Jun 202620.25
20.47
1.09%
Buy
0.26
-
-
ENTA
NASDAQ · Enanta Pharmaceuticals Inc
6 Jun 20257.47
13.70
83.40%
Buy
0.43
-
-
EOLS
NASDAQ · Evolus Inc
24 Apr 20265.30
6.61
24.72%
Buy
0.10
-
-
EPC
NYSE · Edgewell Personal Care Co
16 Jan 202618.41
26.48
43.83%
Buy
0.23
-
-
EPSN
NASDAQ · Epsilon Energy Ltd
30 Jan 20264.88
5.22
7.03%
Buy
0.48
-
-
ERIE
NASDAQ · Erie Indemnity Company
3 Jul 2026257.78
251.81
-2.32%
Buy
0.77
-
-
ESBA
NYSE · Empire State Realty OP LP ES
3 Jul 20265.64
5.48
-2.84%
Buy
0.68
-
-
ESRT
NYSE · Empire State Realty Trust Inc
22 May 20265.54
5.43
-2.05%
Buy
0.26
-
-
ESTC
NYSE · Elastic NV
22 May 202654.81
60.24
9.91%
Buy
0.08
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
19 Dec 2025
Entry
SARO
NYSE · StandardAero, Inc.
28.66
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
19 Dec 2025
Entry
SCL
NYSE · Stepan Company
46.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
19 Dec 2025
Exit
SCNI
NASDAQ · Scinai Immunotherapeutics Ltd
0.79
20% entry drawdown
-34.17%
Entry 12 Dec 2025
1.20
19 Dec 2025
Exit
TC
NASDAQ · TuanChe ADR
9.91
20% entry drawdown
-31.66%
Entry 10 Oct 2025
14.50
19 Dec 2025
Exit
TCI
NYSE · Transcontinental Realty Investors
58.15
Reversal Risk Warning
102.83%
Entry 7 Mar 2025
28.67
19 Dec 2025
Exit
TCMD
NASDAQ · Tactile Systems Technology Inc
28.92
Reversal Risk Warning
105.69%
Entry 19 Sep 2025
14.06
19 Dec 2025
Exit
TKO
NYSE · TKO Group Holdings, Inc.
211.78
Reversal Risk Warning
105.15%
Entry 17 May 2024
103.23
19 Dec 2025
Entry
TLYS
NYSE · Tillys Inc
1.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
19 Dec 2025
Entry
TWI
NYSE · Titan International Inc
7.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
19 Dec 2025
Exit
VERA
NASDAQ · Vera Therapeutics Inc
51.22
Reversal Risk Warning
233.03%
Entry 29 Dec 2023
15.38
19 Dec 2025
Entry
WSBK
NASDAQ · Winchester Bancorp, Inc. Common Stock
10.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.99
19 Dec 2025
Entry
WYHG
NASDAQ · Wing Yip Food Holdings Group Limited American Depositary Shares
3.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
12 Dec 2025
Exit
AFRI
NASDAQ · Forafric Global PLC Ordinary Shares
11.00
Reversal Risk Warning
19.57%
Entry 22 Aug 2025
9.20
12 Dec 2025
Entry
ALGS
NASDAQ · Aligos Therapeutics Inc
13.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
12 Dec 2025
Entry
AMBR
NASDAQ · Amber International Holding Limited
1.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.00
12 Dec 2025
Entry
ARBB
NASDAQ · ARB IOT Group Limited Ordinary Shares
7.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
12 Dec 2025
Entry
ASTL
NASDAQ · Algoma Steel Group Inc
4.53
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
12 Dec 2025
Entry
AUTL
NASDAQ · Autolus Therapeutics Ltd
1.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
12 Dec 2025
Exit
BBIO
NASDAQ · BridgeBio Pharma Inc
75.15
Reversal Risk Warning
177.41%
Entry 29 Nov 2024
27.09
12 Dec 2025
Exit
BCML
NASDAQ · BayCom Corp
32.14
Reversal Risk Warning
74.48%
Entry 28 Jul 2023
18.42
12 Dec 2025
Exit
BHRB
NASDAQ · Burke & Herbert Financial Services Corp. Common Stock
68.12
Reversal Risk Warning
49.95%
Entry 1 Dec 2023
45.43
12 Dec 2025
Exit
BLNK
NASDAQ · Blink Charging Co
0.78
20% entry drawdown
-33.99%
Entry 29 Aug 2025
1.18
12 Dec 2025
Exit
BXMT
NYSE · Blackstone Mortgage Trust Inc
19.48
Reversal Risk Warning
17.47%
Entry 19 Jul 2024
16.58
12 Dec 2025
Exit
COF
NYSE · Capital One Financial Corporation
235.91
Reversal Risk Warning
115.01%
Entry 1 Dec 2023
109.72
12 Dec 2025
Exit
CRH
NYSE · CRH PLC ADR
125.46
Reversal Risk Warning
105.24%
Entry 1 Dec 2023
61.13
12 Dec 2025
Exit
CRON
NASDAQ · Cronos Group Inc
3.27
Reversal Risk Warning
65.99%
Entry 1 Sep 2023
1.97
12 Dec 2025
Exit
CVNA
NYSE · Carvana Co
91.14
Reversal Risk Warning
274.52%
Entry 3 May 2024
24.33
12 Dec 2025
Exit
DMAC
NASDAQ · DiaMedica Therapeutics Inc
9.39
Reversal Risk Warning
170.61%
Entry 12 Jul 2024
3.47
12 Dec 2025
Exit
FBK
NYSE · FB Financial Corp
58.58
Reversal Risk Warning
88.85%
Entry 21 Jul 2023
31.02
12 Dec 2025
Exit
FCAP
NASDAQ · First Capital Inc
64.55
Reversal Risk Warning
125.98%
Entry 24 May 2024
28.56