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
487.74
Total Return
387.74%
CAGR
57.51%
Annualized from first index week
Edge vs Market
+35.40%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.70
Sortino 5.25
Current Holdings
1105
Transactions
10675
Avg 3060.4/yr ·
255.0/mo ·
58.9/wk
Exit Mix
4785
Stop 41.3% ·
Warning 58.5%
· 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
ABT
NYSE · Abbott Laboratories
95.40
MD 0.06 · Market Dynamics Buy Signal
ACET
NASDAQ · Adicet Bio Inc
9.00
MD 0.90 · Market Dynamics Buy Signal
AKBA
NASDAQ · Akebia Ther
1.24
MD 0.04 · Market Dynamics Buy Signal
ALDX
NASDAQ · Aldeyra The
2.27
MD 0.20 · Market Dynamics Buy Signal
ALIT
NYSE · Alight Inc
14.26
MD 0.88 · Market Dynamics Buy Signal
ANGI
NASDAQ · ANGI Homeservices Inc
6.06
MD 0.09 · Market Dynamics Buy Signal
AVXL
NASDAQ · Anavex Life Sciences Corp
2.76
MD 0.10 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
10.93
MD 0.02 · Market Dynamics Buy Signal
BILL
NYSE · Bill Com Holdings Inc
40.48
MD 0.02 · Market Dynamics Buy Signal
BTMD
NASDAQ · biote Corp
2.17
MD 0.93 · Market Dynamics Buy Signal
BYRN
NASDAQ · Byrna Technologies Inc
6.97
MD 0.51 · Market Dynamics Buy Signal
CIGI
NASDAQ · Colliers International Group Inc Bats
98.51
MD 0.06 · Market Dynamics Buy Signal
CLRO
NASDAQ · ClearOne Inc
6.48
MD 0.63 · Market Dynamics Buy Signal
CRAC
NASDAQ · Crown Reserve Acquisition Corp. I Class A Ordinary Shares
10.12
MD 1.89 · Market Dynamics Buy Signal
DEFT
NASDAQ · DeFi Technologies Inc.
0.53
MD 0.47 · Market Dynamics Buy Signal
DNMX
NASDAQ · Dynamix Corporation III Class A Ordinary Shares
10.01
MD 1.48 · Market Dynamics Buy Signal
DYAI
NASDAQ · Dyadic International Inc
0.94
MD 0.21 · Market Dynamics Buy Signal
ELBM
NASDAQ · Electra Battery Materials Corp
0.56
MD 0.28 · Market Dynamics Buy Signal
ESBA
NYSE · Empire State Realty OP LP ES
5.64
MD 0.68 · Market Dynamics Buy Signal
EVO
NASDAQ · Evotec SE ADR
2.90
MD 0.20 · Market Dynamics Buy Signal
EVTC
NYSE · Evertec Inc
29.63
MD 0.27 · Market Dynamics Buy Signal
FISK
NYSE · Empire State Realty OP LP 250
5.61
MD 0.63 · Market Dynamics Buy Signal
FOUR
NYSE · Shift4 Payments Inc
51.35
MD 0.87 · Market Dynamics Buy Signal
GHI
NYSE · Greystone Housing Impact Investors LP
5.96
MD 0.27 · Market Dynamics Buy Signal
GIS
NYSE · General Mills Inc
37.57
MD 0.41 · Market Dynamics Buy Signal
HELP
NASDAQ · Cybin Inc. Common Stock
6.24
MD 0.51 · Market Dynamics Buy Signal
INCR
NASDAQ · InterCure Ltd.
1.09
MD 1.06 · Market Dynamics Buy Signal
KNSL
NYSE · Kinsale Capital Group Inc
354.85
MD 0.09 · Market Dynamics Buy Signal
LAB
NASDAQ · Standard Biotools Inc
0.91
MD 0.26 · Market Dynamics Buy Signal
LZ
NASDAQ · LegalZoom.com Inc
6.92
MD 0.38 · Market Dynamics Buy Signal
MRSH
NYSE · Marsh & McLennan Companies, Inc.
178.54
MD 0.32 · Market Dynamics Buy Signal
MSTR
NASDAQ · MicroStrategy Incorporated
100.77
MD 0.01 · Market Dynamics Buy Signal
NKE
NYSE · Nike Inc
44.09
MD 0.29 · Market Dynamics Buy Signal
OI
NYSE · O-I Glass Inc
9.79
MD 0.11 · Market Dynamics Buy Signal
OWLT
NYSE · Owlet Inc
5.76
MD 0.26 · Market Dynamics Buy Signal
OXBR
NASDAQ · Oxbridge Re Holdings Ltd
1.28
MD 1.07 · Market Dynamics Buy Signal
PGY
NASDAQ · Pagaya Technologies Ltd.
17.79
MD 1.04 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.17
MD 0.08 · Market Dynamics Buy Signal
SLNG
NASDAQ · Stabilis Solutions Inc
4.19
MD 0.43 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
1.04
MD 0.50 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.06
MD 1.64 · Market Dynamics Buy Signal
UTZ
NYSE · Utz Brands Inc
8.27
MD 0.58 · Market Dynamics Buy Signal
WAY
NASDAQ · Waystar Holding Corp. Common Stock
23.46
MD 0.10 · Market Dynamics Buy Signal
WING
NASDAQ · Wingstop Inc
177.99
MD 0.22 · Market Dynamics Buy Signal
YSG
NYSE · Yatsen Holding
3.47
MD 1.35 · Market Dynamics Buy Signal
ZBH
NYSE · Zimmer Biomet Holdings Inc
87.47
MD 0.13 · Market Dynamics Buy Signal
ZS
NASDAQ · Zscaler Inc
147.33
MD 0.40 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ABCL
NASDAQ · Abcellera Biologics Inc
8.11
Reversal Risk Warning · 137.83%
ABX
NYSE · Abacus Global Management, Inc.
11.86
Reversal Risk Warning · 89.60%
AIRT
NASDAQ · Air T Inc
28.87
Reversal Risk Warning · 60.30%
ALAR
NASDAQ · Alarum Technologies Ltd.
6.35
20% entry drawdown · -34.06%
ALGT
NASDAQ · Allegiant Travel Company
118.67
Reversal Risk Warning · 113.01%
ASTL
NASDAQ · Algoma Steel Group Inc
3.77
20% entry drawdown · -20.46%
BGDE
NASDAQ · Big Digital Energy, Inc.
7.45
20% entry drawdown · -30.18%
ENVX
NASDAQ · Enovix Corp
5.36
20% entry drawdown · -20.83%
FA
NASDAQ · First Advantage Corp
20.53
Reversal Risk Warning · 58.29%
GCBC
NASDAQ · Greene County Bancorp Inc
34.66
Reversal Risk Warning · 41.97%
ILMN
NASDAQ · Illumina Inc
188.68
Reversal Risk Warning · 117.05%
LFVN
NASDAQ · Lifevantage Corporation
6.22
20% entry drawdown · -20.55%
MB
NASDAQ · MasterBeef Group Ordinary Shares
4.51
20% entry drawdown · -26.31%
MOVE
NASDAQ · Movano Inc
17.37
20% entry drawdown · -24.12%
NEUP
NASDAQ · Neuphoria Therapeutics Inc
3.38
20% entry drawdown · -32.94%
OPTU
NYSE · Optimum Communications, Inc.
1.16
20% entry drawdown · -30.12%
RDZN
NASDAQ · Roadzen Inc.
1.34
20% entry drawdown · -25.56%
SMCI
NASDAQ · Super Micro Computer Inc
27.22
20% entry drawdown · -23.04%
TTRX
NASDAQ · Turn Therapeutics Inc. Common Stock
7.12
Reversal Risk Warning · 38.79%
USIO
NASDAQ · Usio Inc
2.48
Reversal Risk Warning · 63.16%
VGAS
NASDAQ · Verde Clean Fuels Inc.
1.00
20% entry drawdown · -34.21%
WXM
NASDAQ · WF International Limited Ordinary Shares
4.29
20% entry drawdown · -23.38%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
DV
NYSE · DoubleVerify Holdings Inc
1 May 202611.31
11.44
1.15%
Buy
0.91
-
-
DXCM
NASDAQ · DexCom Inc
26 Dec 202567.57
71.25
5.45%
Buy
0.03
-
-
DXLG
NASDAQ · Destination XL Group Inc
1 May 20260.62
0.66
5.70%
Buy
0.22
-
-
DYAI
NASDAQ · Dyadic International Inc
3 Jul 20260.94
0.94
New
Entry week
Buy
0.21
-
-
DYN
NASDAQ · Dyne Therapeutics Inc
25 Jul 20259.95
23.07
131.86%
Buy
0.54
-
-
ECOR
NASDAQ · Electrocore LLC
20 Feb 20266.25
8.77
40.32%
Buy
0.89
-
-
EDIT
NASDAQ · Editas Medicine Inc
20 Mar 20262.34
3.65
55.98%
Buy
0.27
-
-
EDTK
NASDAQ · Skillful Craftsman Education Tech
15 Dec 20230.94
0.99
5.52%
Buy
0.22
-
-
EDU
NYSE · New Oriental Education & Technology
16 May 202547.52
47.03
-1.03%
Buy
0.21
-
-
EEFT
NASDAQ · Euronet Worldwide Inc
20 Feb 202672.50
77.18
6.46%
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
1.83
-1.61%
Buy
0.09
-
-
EIC
NYSE · Eagle Point Income Company Inc
1 May 20269.80
10.21
4.18%
Buy
0.09
-
-
EIX
NYSE · Edison International
2 May 202551.76
75.66
46.16%
Buy
0.20
-
-
EL
NYSE · Estee Lauder Companies Inc
30 May 202565.96
83.71
26.90%
Buy
0.12
-
-
ELBM
NASDAQ · Electra Battery Materials Corp
3 Jul 20260.56
0.56
New
Entry week
Buy
0.28
-
-
ELDN
NASDAQ · Eledon Pharmaceuticals Inc
20 Feb 20262.19
3.95
80.37%
Buy
0.16
-
-
ELF
NYSE · ELF Beauty Inc
26 Jun 202667.43
76.42
13.33%
Buy
0.13
-
-
ELS
NYSE · Equity Lifestyle Properties Inc
19 Sep 202559.02
66.25
12.24%
Buy
0.25
-
-
ELUT
NASDAQ · Elutia Inc.
9 Jan 20260.72
0.93
28.91%
Buy
0.29
-
-
ELV
NYSE · Elevance Health Inc
3 Oct 2025345.12
417.89
21.09%
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
68.86
18.50%
Buy
0.09
-
-
ENGS
NASDAQ · Energys Group Limited Ordinary Shares
26 Jun 20262.55
2.69
5.49%
Buy
1.79
-
-
ENOV
NYSE · Enovis Corp
24 Apr 202624.10
22.50
-6.64%
Buy
0.36
-
-
ENR
NYSE · Energizer Holdings Inc
12 Jun 202620.25
21.75
7.41%
Buy
0.26
-
-
ENTA
NASDAQ · Enanta Pharmaceuticals Inc
6 Jun 20257.47
15.11
102.28%
Buy
0.43
-
-
EOLS
NASDAQ · Evolus Inc
24 Apr 20265.30
6.90
30.19%
Buy
0.10
-
-
EPC
NYSE · Edgewell Personal Care Co
16 Jan 202618.41
27.21
47.80%
Buy
0.23
-
-
EPSN
NASDAQ · Epsilon Energy Ltd
30 Jan 20264.88
5.40
10.72%
Buy
0.48
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
26 Jun 2026
Exit
WRLD
NASDAQ · World Acceptance Corporation
213.77
Reversal Risk Warning
61.45%
Entry 22 Dec 2023
132.41
26 Jun 2026
Exit
WVVI
NASDAQ · Willamette Valley Vineyards Inc
2.19
20% entry drawdown
-25.51%
Entry 8 May 2026
2.94
26 Jun 2026
Entry
YEXT
NYSE · Yext Inc
4.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
26 Jun 2026
Entry
ZTEK
NASDAQ · ZEN Graphene Solutions Ltd
0.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
19 Jun 2026
Entry
ABG
NYSE · Asbury Automotive Group Inc
197.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
19 Jun 2026
Exit
ACLS
NASDAQ · Axcelis Technologies Inc
187.53
Reversal Risk Warning
195.28%
Entry 6 Jun 2025
63.51
19 Jun 2026
Exit
ACMR
NASDAQ · Acm Research Inc
109.87
Reversal Risk Warning
382.73%
Entry 7 Feb 2025
22.76
19 Jun 2026
Exit
ADBE
NASDAQ · Adobe Systems Incorporated
195.16
20% entry drawdown
-21.18%
Entry 15 May 2026
247.60
19 Jun 2026
Exit
AEHR
NASDAQ · Aehr Test Systems
115.30
Reversal Risk Warning
349.69%
Entry 30 Jan 2026
25.64
19 Jun 2026
Exit
AGX
NYSE · Argan Inc
738.85
Reversal Risk Warning
294.17%
Entry 16 May 2025
187.44
19 Jun 2026
Exit
AIFF
NASDAQ · Firefly Neuroscience, Inc.
1.37
20% entry drawdown
-22.16%
Entry 17 Apr 2026
1.76
19 Jun 2026
Exit
AIP
NASDAQ · Arteris Inc
44.11
Reversal Risk Warning
301.73%
Entry 3 Oct 2025
10.98
19 Jun 2026
Exit
ALAB
NASDAQ · Astera Labs, Inc.
417.07
Reversal Risk Warning
241.22%
Entry 25 Jul 2025
122.23
19 Jun 2026
Exit
ALGM
NASDAQ · Allegro Microsystems Inc
59.00
Reversal Risk Warning
168.18%
Entry 13 Dec 2024
22.00
19 Jun 2026
Exit
ALIT
NYSE · Alight Inc
11.38
20% entry drawdown
-27.20%
Entry 1 May 2026
15.64
19 Jun 2026
Exit
ALNT
NASDAQ · Allient Inc.
95.85
Reversal Risk Warning
198.69%
Entry 16 May 2025
32.09
19 Jun 2026
Exit
ALOT
NASDAQ · AstroNova Inc
28.57
Reversal Risk Warning
146.93%
Entry 10 Apr 2026
11.57
19 Jun 2026
Exit
AMAT
NASDAQ · Applied Materials Inc
617.11
Reversal Risk Warning
204.01%
Entry 26 Sep 2025
202.99
19 Jun 2026
Exit
AMBQ
NYSE · Ambiq Micro, Inc.
90.48
Reversal Risk Warning
160.30%
Entry 17 Apr 2026
34.76
19 Jun 2026
Exit
AMKR
NASDAQ · Amkor Technology Inc
90.46
Reversal Risk Warning
221.15%
Entry 19 Sep 2025
28.17
19 Jun 2026
Exit
AMPG
NASDAQ · Amplitech Group Inc
8.99
Reversal Risk Warning
78.37%
Entry 22 May 2026
5.04
19 Jun 2026
Entry
AMSF
NASDAQ · AMERISAFE Inc
31.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
19 Jun 2026
Exit
AOSL
NASDAQ · Alpha and Omega Semiconductor Ltd
48.04
Reversal Risk Warning
112.10%
Entry 13 Feb 2026
22.65
19 Jun 2026
Entry
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
19 Jun 2026
Exit
ARM
NASDAQ · Arm Holdings plc American Depositary Shares
439.46
Reversal Risk Warning
252.87%
Entry 30 May 2025
124.54
19 Jun 2026
Exit
ATEN
NYSE · A10 Network
33.26
Reversal Risk Warning
126.31%
Entry 3 May 2024
14.70
19 Jun 2026
Entry
ATHM
NYSE · Autohome Inc
17.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
19 Jun 2026
Exit
ATRO
NASDAQ · Astronics Corporation
80.56
Reversal Risk Warning
312.85%
Entry 7 Mar 2025
19.51
19 Jun 2026
Exit
AUPH
NASDAQ · Aurinia Pharmaceuticals Inc
16.46
Reversal Risk Warning
143.49%
Entry 23 Aug 2024
6.76
19 Jun 2026
Exit
BAK
NYSE · Braskem SA Class A
2.94
20% entry drawdown
-23.24%
Entry 13 Feb 2026
3.83