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
DTIL
NASDAQ · Precision BioSciences Inc
20 Mar 20266.52
8.76
34.36%
Buy
0.48
-
-
DUOL
NASDAQ · Duolingo Inc
12 Jun 2026122.63
124.76
1.74%
Buy
1.00
-
-
DV
NYSE · DoubleVerify Holdings Inc
1 May 202611.31
11.67
3.18%
Buy
0.91
-
-
DXCM
NASDAQ · DexCom Inc
26 Dec 202567.57
74.96
10.94%
Buy
0.03
-
-
DXLG
NASDAQ · Destination XL Group Inc
1 May 20260.62
0.62
-0.16%
Buy
0.22
-
-
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
10.36
5.71%
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
-
-
ELBM
NASDAQ · Electra Battery Materials Corp
3 Jul 20260.56
0.57
0.99%
Buy
0.28
-
-
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
1.92
-
-
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
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
27 Feb 2026
Exit
AU
NYSE · AngloGold Ashanti plc
124.00
Reversal Risk Warning
307.67%
Entry 14 Mar 2025
30.42
27 Feb 2026
Entry
AURA
NASDAQ · Aura Biosciences Inc
5.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
27 Feb 2026
Entry
AXTI
NASDAQ · AXT Inc
37.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.82
27 Feb 2026
Exit
BLZE
NASDAQ · Backblaze Inc
3.76
20% entry drawdown
-26.27%
Entry 7 Jul 2023
5.10
27 Feb 2026
Exit
BVN
NYSE · Compania de Minas Buenaventura SAA ADR
42.35
Reversal Risk Warning
201.82%
Entry 14 Mar 2025
14.03
27 Feb 2026
Entry
CDTG
NASDAQ · CDT Environmental Technology Investment Holdings Limited ordinary shares
6.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
27 Feb 2026
Exit
CGAU
NYSE · Centerra Gold Inc
20.91
Reversal Risk Warning
172.47%
Entry 22 Aug 2025
7.67
27 Feb 2026
Exit
CHD
NYSE · Church & Dwight Company Inc
104.52
Reversal Risk Warning
22.61%
Entry 9 Jan 2026
85.24
27 Feb 2026
Exit
CP
NYSE · Canadian Pacific Kansas City Limited
87.22
Reversal Risk Warning
9.98%
Entry 23 May 2025
79.30
27 Feb 2026
Exit
CTEV
NYSE · Claritev Corporation
13.47
20% entry drawdown
-32.82%
Entry 14 Mar 2025
20.05
27 Feb 2026
Exit
DHT
NYSE · DHT Holdings Inc
18.81
Reversal Risk Warning
129.97%
Entry 29 Sep 2023
8.18
27 Feb 2026
Exit
EBF
NYSE · Ennis Inc
20.87
Reversal Risk Warning
26.03%
Entry 28 Jul 2023
16.56
27 Feb 2026
Exit
ENVX
NASDAQ · Enovix Corp
5.27
20% entry drawdown
-26.82%
Entry 20 Jun 2025
7.20
27 Feb 2026
Exit
ERII
NASDAQ · Energy Recovery Inc
10.43
20% entry drawdown
-20.74%
Entry 16 May 2025
13.16
27 Feb 2026
Exit
FAF
NYSE · First American Corporation
68.95
Reversal Risk Warning
21.59%
Entry 8 Dec 2023
56.71
27 Feb 2026
Exit
FCX
NYSE · Freeport-McMoran Copper & Gold Inc
67.93
Reversal Risk Warning
81.53%
Entry 9 May 2025
37.42
27 Feb 2026
Exit
FIVE
NASDAQ · Five Below Inc
223.53
Reversal Risk Warning
109.85%
Entry 16 May 2025
106.52
27 Feb 2026
Exit
FNV
NYSE · Franco-Nevada Corporation
279.55
Reversal Risk Warning
139.63%
Entry 29 Mar 2024
116.66
27 Feb 2026
Exit
FPI
NYSE · Farmland Partners Inc
12.94
Reversal Risk Warning
30.76%
Entry 17 Nov 2023
9.89
27 Feb 2026
Exit
FSM
NYSE · Fortuna Silver Mines Inc
13.66
Reversal Risk Warning
190.02%
Entry 5 Apr 2024
4.71
27 Feb 2026
Exit
GFI
NYSE · Gold Fields Ltd ADR
57.03
Reversal Risk Warning
224.25%
Entry 7 Feb 2025
17.59
27 Feb 2026
Exit
GSL
NYSE · Global Ship Lease Inc
40.42
Reversal Risk Warning
108.03%
Entry 26 Apr 2024
19.43
27 Feb 2026
Exit
HBM
NYSE · Hudbay Minerals Inc.
28.31
Reversal Risk Warning
168.44%
Entry 27 Jun 2025
10.55
27 Feb 2026
Entry
HKD
NYSE · AMTD Digital Inc.
1.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
27 Feb 2026
Exit
HSBC
NYSE · HSBC Holdings PLC ADR
90.04
Reversal Risk Warning
115.32%
Entry 1 Nov 2024
41.82
27 Feb 2026
Exit
HWM
NYSE · Howmet Aerospace Inc
262.41
Reversal Risk Warning
218.08%
Entry 17 May 2024
82.50
27 Feb 2026
Exit
HXL
NYSE · Hexcel Corporation
92.51
Reversal Risk Warning
71.66%
Entry 20 Jun 2025
53.89
27 Feb 2026
Exit
IAG
NYSE · IAMGold Corporation
24.57
Reversal Risk Warning
311.56%
Entry 18 Oct 2024
5.97
27 Feb 2026
Exit
IBRX
NASDAQ · Immunitybio Inc
9.78
Reversal Risk Warning
314.41%
Entry 12 Dec 2025
2.36
27 Feb 2026
Exit
IMAX
NYSE · Imax Corp
42.83
Reversal Risk Warning
153.88%
Entry 1 Mar 2024
16.87