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
469.57
Total Return
369.57%
CAGR
54.68%
Annualized from first index week
Edge vs Market
+33.24%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.60
Sortino 5.04
Current Holdings
1070
Transactions
10830
Avg 3054.5/yr ·
254.5/mo ·
58.7/wk
Exit Mix
4880
Stop 41.8% ·
Warning 57.6%
· 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
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 1.18 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.14
MD 0.19 · Market Dynamics Buy Signal
CAG
NYSE · Conagra Brands, Inc.
14.77
MD 0.57 · Market Dynamics Buy Signal
CJMB
NASDAQ · Callan JMB Inc. Common Stock
2.55
MD 0.41 · Market Dynamics Buy Signal
FMST
NASDAQ · Foremost Lithium Resource & Technology Ltd. Common stock
1.65
MD 0.05 · Market Dynamics Buy Signal
GCL
NASDAQ · GCL Global Holdings Ltd Ordinary Shares
0.51
MD 0.67 · 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
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 0.05 · Market Dynamics Buy Signal
PLNT
NYSE · Planet Fitness Inc
53.48
MD 0.02 · Market Dynamics Buy Signal
PSN
NYSE · Parsons Corp
58.73
MD 0.56 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
0.79
MD 0.16 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.04
MD 0.93 · Market Dynamics Buy Signal
WSTN
NASDAQ · Westin Acquisition Corp
10.13
MD 1.67 · 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%
COOK
NYSE · Traeger Inc
61.26
20% entry drawdown · -22.75%
DAR
NYSE · Darling Ingredients Inc
62.50
Reversal Risk Warning · 59.93%
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%
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%
SGRP
NASDAQ · SPAR Group Inc
0.38
20% entry drawdown · -46.99%
SRG
NYSE · Seritage Growth Properties
2.31
20% entry drawdown · -22.22%
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
EEX
NYSE · Emerald Expositions Events Inc
9 Jan 20264.73
5.04
6.54%
Buy
0.17
-
-
EGHT
NASDAQ · 8x8 Inc Common Stock
27 Jun 20251.86
1.74
-6.45%
Buy
0.09
-
-
EIC
NYSE · Eagle Point Income Company Inc
1 May 20269.80
9.97
1.73%
Buy
0.09
-
-
EL
NYSE · Estee Lauder Companies Inc
30 May 202565.96
80.29
21.72%
Buy
0.12
-
-
ELDN
NASDAQ · Eledon Pharmaceuticals Inc
20 Feb 20262.19
3.58
63.47%
Buy
0.16
-
-
ELF
NYSE · ELF Beauty Inc
26 Jun 202667.43
77.36
14.73%
Buy
0.13
-
-
ELS
NYSE · Equity Lifestyle Properties Inc
19 Sep 202559.02
66.05
11.90%
Buy
0.25
-
-
ELUT
NASDAQ · Elutia Inc.
9 Jan 20260.72
0.93
28.63%
Buy
0.29
-
-
ELV
NYSE · Elevance Health Inc
3 Oct 2025345.12
377.68
9.43%
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
68.20
17.37%
Buy
0.09
-
-
ENGS
NASDAQ · Energys Group Limited Ordinary Shares
26 Jun 20262.55
2.67
4.71%
Buy
2.28
-
-
ENOV
NYSE · Enovis Corp
24 Apr 202624.10
27.03
12.16%
Buy
0.36
-
-
ENR
NYSE · Energizer Holdings Inc
12 Jun 202620.25
20.96
3.51%
Buy
0.26
-
-
ENTA
NASDAQ · Enanta Pharmaceuticals Inc
6 Jun 20257.47
12.78
71.08%
Buy
0.43
-
-
EOLS
NASDAQ · Evolus Inc
24 Apr 20265.30
5.98
12.83%
Buy
0.10
-
-
EPC
NYSE · Edgewell Personal Care Co
16 Jan 202618.41
27.63
50.08%
Buy
0.23
-
-
EPSN
NASDAQ · Epsilon Energy Ltd
30 Jan 20264.88
5.83
19.54%
Buy
0.48
-
-
ERIE
NASDAQ · Erie Indemnity Company
3 Jul 2026257.78
223.55
-13.28%
Buy
0.77
-
-
ESBA
NYSE · Empire State Realty OP LP ES
3 Jul 20265.64
5.32
-5.67%
Buy
0.68
-
-
ESRT
NYSE · Empire State Realty Trust Inc
22 May 20265.54
5.66
2.10%
Buy
0.26
-
-
ESTC
NYSE · Elastic NV
22 May 202654.81
58.68
7.06%
Buy
0.08
-
-
ETD
NYSE · Ethan Allen Interiors Inc
19 Jun 202621.17
22.82
7.79%
Buy
0.25
-
-
EVH
NYSE · Evolent Health Inc
12 Jun 20264.80
4.22
-12.08%
Buy
1.29
-
-
EVTC
NYSE · Evertec Inc
3 Jul 202629.63
29.73
0.34%
Buy
0.27
-
-
EXFY
NASDAQ · Expensify Inc
19 Jun 20261.56
1.72
10.26%
Buy
1.21
-
-
EXLS
NASDAQ · ExlService Holdings Inc
22 May 202629.51
27.67
-6.24%
Buy
0.35
-
-
EXPO
NASDAQ · Exponent Inc
17 Jul 202662.88
61.44
-2.29%
Buy
0.09
-
-
EYPT
NASDAQ · Eyepoint Pharmaceuticals Inc
30 May 20257.24
12.19
68.37%
Buy
0.74
-
-
FACT
NASDAQ · FACT II Acquisition Corp. Class A Ordinary Shares
1 Aug 202510.29
10.65
3.50%
Buy
1.02
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
8 Nov 2024
Entry
DXYZ
NYSE · Destiny Tech100 Inc.
36.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.94
8 Nov 2024
Exit
EC
NYSE · Ecopetrol SA ADR
5.62
20% entry drawdown
-22.09%
Entry 15 Sep 2023
7.21
8 Nov 2024
Exit
ECO
NYSE · Okeanis Eco Tankers Corp.
20.13
20% entry drawdown
-20.55%
Entry 3 May 2024
25.33
8 Nov 2024
Exit
EGBN
NASDAQ · Eagle Bancorp Inc
27.95
Reversal Risk Warning
30.03%
Entry 19 Jul 2024
21.50
8 Nov 2024
Entry
EGHT
NASDAQ · 8x8 Inc Common Stock
2.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
8 Nov 2024
Exit
EIG
NYSE · Employers Holdings Inc
50.76
Reversal Risk Warning
38.65%
Entry 18 Aug 2023
36.61
8 Nov 2024
Exit
EPAC
NYSE · Enerpac Tool Group Corp
50.85
Reversal Risk Warning
85.54%
Entry 21 Jul 2023
27.41
8 Nov 2024
Exit
ESAB
NYSE · ESAB Corp
130.57
Reversal Risk Warning
64.92%
Entry 24 Nov 2023
79.17
8 Nov 2024
Entry
EW
NYSE · Edwards Lifesciences Corp
66.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
8 Nov 2024
Exit
FAMI
NASDAQ · Farmmi Inc
3.44
20% entry drawdown
-24.49%
Entry 25 Oct 2024
4.56
8 Nov 2024
Exit
FICO
NYSE · Fair Isaac Corporation
2332.29
Reversal Risk Warning
160.14%
Entry 1 Sep 2023
896.56
8 Nov 2024
Exit
FMAO
NASDAQ · Farmers & Merchants Bancorp Inc
30.41
Reversal Risk Warning
72.93%
Entry 24 Nov 2023
17.59
8 Nov 2024
Exit
FRPT
NASDAQ · Freshpet Inc
156.45
Reversal Risk Warning
105.18%
Entry 8 Dec 2023
76.25
8 Nov 2024
Entry
FTK
NYSE · Flotek Industries Inc
6.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.55
8 Nov 2024
Exit
GBCI
NYSE · Glacier Bancorp Inc
54.03
Reversal Risk Warning
83.02%
Entry 21 Jul 2023
29.52
8 Nov 2024
Exit
GOOD
NASDAQ · Gladstone Commercial Corporation
14.89
Reversal Risk Warning
51.74%
Entry 7 Jul 2023
9.82
8 Nov 2024
Entry
GSAT
NASDAQ · Globalstar, Inc. Common Stock
29.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.63
8 Nov 2024
Exit
HLNE
NASDAQ · Hamilton Lane Inc
188.62
Reversal Risk Warning
135.89%
Entry 14 Jul 2023
79.96
8 Nov 2024
Entry
HPE
NYSE · Hewlett Packard Enterprise Co
21.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
8 Nov 2024
Exit
HRI
NYSE · Herc Holdings Inc
225.93
Reversal Risk Warning
81.11%
Entry 1 Dec 2023
124.75
8 Nov 2024
Exit
IBCP
NASDAQ · Independent Bank Corporation
35.60
Reversal Risk Warning
90.96%
Entry 28 Jul 2023
18.65
8 Nov 2024
Entry
IDN
NASDAQ · Intellicheck Mobilisa Inc
2.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
8 Nov 2024
Exit
INGR
NYSE · Ingredion Incorporated
145.75
Reversal Risk Warning
48.82%
Entry 1 Dec 2023
97.94
8 Nov 2024
Entry
INOD
NASDAQ · Innodata Inc
42.78
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.47
8 Nov 2024
Entry
INVE
NASDAQ · Identiv Inc
3.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.16
8 Nov 2024
Entry
IONQ
NYSE · IONQ Inc
24.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.30
8 Nov 2024
Exit
IP
NYSE · International Paper
53.33
Reversal Risk Warning
70.55%
Entry 28 Jul 2023
31.27
8 Nov 2024
Entry
IRTC
NASDAQ · iRhythm Technologies Inc
86.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.49
8 Nov 2024
Entry
IVVD
NASDAQ · Invivyd Inc.
0.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
8 Nov 2024
Exit
JMSB
NASDAQ · John Marshall Bancorp Inc
23.98
Reversal Risk Warning
40.94%
Entry 28 Jun 2024
17.01