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
494.61
Total Return
394.61%
CAGR
56.21%
Annualized from first index week
Edge vs Market
+33.47%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.65
Sortino 5.18
Current Holdings
1076
Transactions
10942
Avg 3053.1/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4933
Stop 42.1% ·
Warning 57.3%
· 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
ACM
NYSE · Aecom Technology Corporation
75.84
MD 0.19 · Market Dynamics Buy Signal
ACN
NYSE · Accenture plc
175.72
MD 0.15 · Market Dynamics Buy Signal
AWRE
NASDAQ · Aware Inc
1.27
MD 0.13 · Market Dynamics Buy Signal
BAFN
NASDAQ · Bayfirst Financial Corp
6.34
MD 0.07 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
11.22
MD 0.46 · Market Dynamics Buy Signal
BGSI
NYSE · Boyd Group Services Inc.
102.34
MD 0.05 · Market Dynamics Buy Signal
BHC
NYSE · Bausch Health Companies Inc
6.25
MD 0.17 · Market Dynamics Buy Signal
BIOA
NASDAQ · BioAge Labs, Inc
11.72
MD 0.19 · Market Dynamics Buy Signal
BRLT
NASDAQ · Brilliant Earth Group Inc
1.28
MD 0.02 · Market Dynamics Buy Signal
CDNL
NASDAQ · Cardinal Infrastructure Group Inc. Class A Common Stock
64.00
MD 0.17 · Market Dynamics Buy Signal
CLX
NYSE · The Clorox Company
105.15
MD 0.50 · Market Dynamics Buy Signal
CTSH
NASDAQ · Cognizant Technology Solutions Corp Class A
57.67
MD 0.29 · Market Dynamics Buy Signal
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
3.32
MD 1.69 · Market Dynamics Buy Signal
DOCS
NYSE · Doximity Inc
27.40
MD 0.99 · Market Dynamics Buy Signal
FRPT
NASDAQ · Freshpet Inc
66.91
MD 0.17 · Market Dynamics Buy Signal
FWRD
NASDAQ · Forward Air Corporation
19.35
MD 0.19 · Market Dynamics Buy Signal
G
NYSE · Genpact Limited
34.29
MD 0.42 · Market Dynamics Buy Signal
GLOB
NYSE · Globant SA
37.40
MD 0.19 · Market Dynamics Buy Signal
HUIZ
NASDAQ · Huize Holding Ltd
1.66
MD 0.29 · Market Dynamics Buy Signal
INSP
NYSE · Inspire Medical Systems Inc
60.16
MD 0.93 · Market Dynamics Buy Signal
INTU
NASDAQ · Intuit Inc
325.25
MD 0.07 · Market Dynamics Buy Signal
IT
NYSE · Gartner Inc
185.60
MD 0.94 · Market Dynamics Buy Signal
LBRDA
NASDAQ · Liberty Broadband Srs A
35.93
MD 0.00 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.11
MD 0.28 · Market Dynamics Buy Signal
MOS
NYSE · The Mosaic Company
23.06
MD 0.11 · Market Dynamics Buy Signal
MRDN
NASDAQ · Meridian Holdings Inc
14.42
MD 0.94 · Market Dynamics Buy Signal
OPCH
NASDAQ · Option Care Health Inc
23.79
MD 0.22 · Market Dynamics Buy Signal
PBH
NYSE · Prestige Brand Holdings Inc
54.85
MD 0.16 · Market Dynamics Buy Signal
PCOR
NYSE · Procore Technologies Inc
57.06
MD 0.53 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.14
MD 0.59 · Market Dynamics Buy Signal
RKDA
NASDAQ · Arcadia Biosciences Inc
0.70
MD 0.22 · Market Dynamics Buy Signal
RWAY
NASDAQ · Runway Growth Finance Corp
6.84
MD 0.16 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.53
MD 0.61 · Market Dynamics Buy Signal
TNDM
NASDAQ · Tandem Diabetes Care Inc
22.38
MD 0.31 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
101.83
MD 1.69 · Market Dynamics Buy Signal
TSCO
NASDAQ · Tractor Supply Company
34.56
MD 0.23 · Market Dynamics Buy Signal
UPST
NASDAQ · Upstart Holdings Inc
31.09
MD 0.08 · Market Dynamics Buy Signal
VNT
NYSE · Vontier Corp
35.09
MD 0.23 · Market Dynamics Buy Signal
WIX
NASDAQ · Wix.Com Ltd
60.20
MD 0.10 · Market Dynamics Buy Signal
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
2.02
MD 1.63 · Market Dynamics Buy Signal
ZKH
NYSE · ZKH Group Limited
2.85
MD 0.27 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AHCO
NASDAQ · Adapthealth Corp
5.69
20% entry drawdown · -23.83%
AKBA
NASDAQ · Akebia Ther
0.91
20% entry drawdown · -26.62%
AMLX
NASDAQ · Amylyx Pharmaceuticals Inc
22.82
Reversal Risk Warning · 260.51%
APTV
NYSE · Aptiv PLC
49.55
20% entry drawdown · -25.65%
ATS
NYSE · ATS Corporation
21.13
20% entry drawdown · -27.06%
BAER
NASDAQ · Bridger Aerospace Group Holdings, Inc. Common Stock
1.26
20% entry drawdown · -32.44%
BTMD
NASDAQ · biote Corp
1.48
20% entry drawdown · -31.80%
CRL
NYSE · Charles River Laboratories
267.49
Reversal Risk Warning · 78.98%
DAAQ
NASDAQ · Digital Asset Acquisition Corp.
8.14
20% entry drawdown · -20.51%
FVN
NASDAQ · Future Vision II Acquisition Corporation Ordinary shares
11.80
Reversal Risk Warning · 12.61%
GDTC
NASDAQ · CytoMed Therapeutics Limited Ordinary Shares
0.82
20% entry drawdown · -29.20%
HCAT
NASDAQ · Health Catalyst Inc
1.73
20% entry drawdown · -24.45%
HGBL
NASDAQ · Heritage Global Inc
1.06
20% entry drawdown · -22.63%
IPCX
NASDAQ · Inflection Point Acquisition Corp. III Class A Ordinary Shares
4.44
20% entry drawdown · -56.34%
LVWR
NYSE · LiveWire Group Inc.
1.08
20% entry drawdown · -40.33%
MTW
NYSE · Manitowoc Company Inc
18.81
Reversal Risk Warning · 82.09%
ONT
NYSE · Onterris
16.51
20% entry drawdown · -21.12%
ORGO
NASDAQ · Organogenesis Holdings Inc
1.86
20% entry drawdown · -29.01%
PETZ
NASDAQ · TDH Holdings Inc
1.59
Reversal Risk Warning · 52.40%
PZZA
NASDAQ · Papa John's International Inc
24.47
20% entry drawdown · -33.77%
SPPL
NASDAQ · SIMPPLE LTD. Ordinary Shares
2.54
20% entry drawdown · -35.20%
SWK
NYSE · Stanley Black & Decker Inc
103.89
Reversal Risk Warning · 52.82%
UHAL
NYSE · U-Haul Holding Company
75.27
Reversal Risk Warning · 43.13%
VAC
NYSE · Marriot Vacations Worldwide
123.47
Reversal Risk Warning · 110.62%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
DYN
NASDAQ · Dyne Therapeutics Inc
25 Jul 20259.95
26.25
163.82%
Buy
0.54
-
-
ECOR
NASDAQ · Electrocore LLC
20 Feb 20266.25
8.09
29.44%
Buy
0.89
-
-
EDIT
NASDAQ · Editas Medicine Inc
20 Mar 20262.34
2.88
23.08%
Buy
0.27
-
-
EDTK
NASDAQ · Skillful Craftsman Education Tech
15 Dec 20230.94
1.00
6.36%
Buy
0.22
-
-
EDU
NYSE · New Oriental Education & Technology
16 May 202547.52
56.43
18.75%
Buy
0.21
-
-
EEFT
NASDAQ · Euronet Worldwide Inc
20 Feb 202672.50
72.08
-0.58%
Buy
0.39
-
-
EEX
NYSE · Emerald Expositions Events Inc
9 Jan 20264.73
5.04
6.54%
Buy
0.17
-
-
EFOR
NYSE · Everforth, Inc.
31 Jul 202628.44
32.22
13.29%
Buy
0.09
-
-
EGHT
NASDAQ · 8x8 Inc Common Stock
27 Jun 20251.86
2.30
23.66%
Buy
0.09
-
-
EHGO
NASDAQ · Eshallgo Inc. Class A Ordinary Shares
24 Jul 20262.09
1.91
-8.61%
Buy
1.15
-
-
EIC
NYSE · Eagle Point Income Company Inc
1 May 20269.80
9.99
1.94%
Buy
0.09
-
-
EL
NYSE · Estee Lauder Companies Inc
30 May 202565.96
88.35
33.94%
Buy
0.12
-
-
ELDN
NASDAQ · Eledon Pharmaceuticals Inc
20 Feb 20262.19
3.69
68.49%
Buy
0.16
-
-
ELF
NYSE · ELF Beauty Inc
26 Jun 202667.43
98.49
46.06%
Buy
0.13
-
-
ELS
NYSE · Equity Lifestyle Properties Inc
19 Sep 202559.02
65.17
10.41%
Buy
0.25
-
-
ELUT
NASDAQ · Elutia Inc.
9 Jan 20260.72
0.85
17.57%
Buy
0.29
-
-
ELV
NYSE · Elevance Health Inc
3 Oct 2025345.12
394.20
14.22%
Buy
0.10
-
-
EMIS
NASDAQ · Emisphere Technologies Inc
29 May 202610.13
10.22
0.89%
Buy
0.80
-
-
EMN
NYSE · Eastman Chemical Company
14 Nov 202558.11
73.64
26.73%
Buy
0.09
-
-
ENOV
NYSE · Enovis Corp
24 Apr 202624.10
26.61
10.41%
Buy
0.36
-
-
ENR
NYSE · Energizer Holdings Inc
12 Jun 202620.25
22.57
11.46%
Buy
0.26
-
-
ENTA
NASDAQ · Enanta Pharmaceuticals Inc
6 Jun 20257.47
13.77
84.34%
Buy
0.43
-
-
EOLS
NASDAQ · Evolus Inc
24 Apr 20265.30
7.59
43.21%
Buy
0.10
-
-
EPC
NYSE · Edgewell Personal Care Co
16 Jan 202618.41
28.38
54.15%
Buy
0.23
-
-
EPSN
NASDAQ · Epsilon Energy Ltd
30 Jan 20264.88
5.71
17.08%
Buy
0.48
-
-
ERIE
NASDAQ · Erie Indemnity Company
3 Jul 2026257.78
252.58
-2.02%
Buy
0.78
-
-
ESBA
NYSE · Empire State Realty OP LP ES
3 Jul 20265.64
4.79
-15.07%
Buy
0.68
-
-
ESRT
NYSE · Empire State Realty Trust Inc
22 May 20265.54
4.84
-12.69%
Buy
0.26
-
-
ESTC
NYSE · Elastic NV
22 May 202654.81
75.11
37.04%
Buy
0.08
-
-
ETD
NYSE · Ethan Allen Interiors Inc
19 Jun 202621.17
23.71
12.00%
Buy
0.25
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Sep 2023
Entry
STRA
NASDAQ · Strategic Education Inc
73.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
1 Sep 2023
Entry
TEL
NYSE · TE Connectivity Ltd
127.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
1 Sep 2023
Entry
TOL
NYSE · Toll Brothers Inc
81.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
1 Sep 2023
Entry
TTE
NYSE · TotalEnergies SE ADR
52.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.83
1 Sep 2023
Entry
WINA
NASDAQ · Winmark Corporation
350.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
1 Sep 2023
Entry
WSM
NYSE · Williams-Sonoma Inc
69.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.35
1 Sep 2023
Entry
XOM
NYSE · Exxon Mobil Corp
103.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.65
25 Aug 2023
Entry
AHG
NASDAQ · Akso Health Group ADR
0.47
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.74
25 Aug 2023
Entry
AME
NYSE · Ametek Inc
154.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
25 Aug 2023
Entry
AVB
NYSE · AvalonBay Communities Inc
164.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
25 Aug 2023
Entry
COMP
NYSE · Compass Inc
3.31
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
25 Aug 2023
Entry
COSO
NYSE · CoastalSouth Bancshares, Inc.
15.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
25 Aug 2023
Entry
CWCO
NASDAQ · Consolidated Water Co Ltd
25.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
25 Aug 2023
Entry
DLR
NYSE · Digital Realty Trust Inc
114.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.13
25 Aug 2023
Entry
GAIA
NASDAQ · Gaia Inc
2.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
25 Aug 2023
Entry
GEOS
NASDAQ · Geospace Technologies Corporation
9.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
25 Aug 2023
Entry
GRAB
NASDAQ · Grab Holdings Ltd
3.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.70
25 Aug 2023
Entry
KRP
NYSE · Kimbell Royalty Partners LP
11.09
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
25 Aug 2023
Exit
LFMD
NASDAQ · LifeMD Inc
3.59
20% entry drawdown
-21.27%
Entry 28 Jul 2023
4.56
25 Aug 2023
Entry
LWAY
NASDAQ · Lifeway Foods Inc
11.02
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.98
25 Aug 2023
Entry
MTRX
NASDAQ · Matrix Service Co
7.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.14
25 Aug 2023
Entry
NPCE
NASDAQ · Neuropace Inc
6.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
25 Aug 2023
Entry
NPKI
NYSE · NPK International Inc.
5.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.03
25 Aug 2023
Entry
PBHC
NASDAQ · Pathfinder Bancorp Inc
12.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.67
25 Aug 2023
Entry
PFGC
NYSE · Performance Food Group Co
61.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
25 Aug 2023
Entry
PSN
NYSE · Parsons Corp
56.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.68
25 Aug 2023
Entry
QUIK
NASDAQ · QuickLogic Corporation
8.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
25 Aug 2023
Exit
SATS
NASDAQ · EchoStar Corporation
17.35
20% entry drawdown
-24.60%
Entry 11 Aug 2023
23.01
25 Aug 2023
Entry
SCSC
NASDAQ · ScanSource Inc
31.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.50
25 Aug 2023
Entry
SENEB
NASDAQ · Seneca Foods Corp B
49.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22