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
ETD
NYSE · Ethan Allen Interiors Inc
19 Jun 202621.17
21.73
2.65%
Buy
0.25
-
-
ETON
NASDAQ · Eton Pharmaceuticals Inc
11 Oct 20248.00
36.61
357.63%
Buy
1.94
-
-
ETSY
NYSE · Etsy, Inc.
30 May 202555.35
81.05
46.43%
Buy
0.17
-
-
EVGO
NASDAQ · Evgo Inc
5 Jun 20262.13
1.81
-14.82%
Buy
0.12
-
-
EVH
NYSE · Evolent Health Inc
12 Jun 20264.80
5.88
22.50%
Buy
1.29
-
-
EVO
NASDAQ · Evotec SE ADR
12 Jun 20262.72
2.79
2.39%
Buy
0.05
-
-
EVTC
NYSE · Evertec Inc
3 Jul 202629.63
29.25
-1.28%
Buy
0.27
-
-
EXFY
NASDAQ · Expensify Inc
19 Jun 20261.56
1.89
21.15%
Buy
1.20
-
-
EXLS
NASDAQ · ExlService Holdings Inc
22 May 202629.51
27.30
-7.49%
Buy
0.35
-
-
EYPT
NASDAQ · Eyepoint Pharmaceuticals Inc
30 May 20257.24
14.72
103.31%
Buy
0.74
-
-
FA
NASDAQ · First Advantage Corp
1 May 202612.97
19.54
50.66%
Buy
0.02
-
-
FACT
NASDAQ · FACT II Acquisition Corp. Class A Ordinary Shares
1 Aug 202510.29
10.63
3.30%
Buy
1.02
-
-
FATE
NASDAQ · Fate Therapeutics Inc
22 May 20262.25
3.10
37.78%
Buy
1.61
-
-
FATN
NASDAQ · FatPipe, Inc. Common Stock
27 Mar 20262.33
5.35
129.61%
Buy
0.33
-
-
FBIN
NYSE · Fortune Brands Innovations Inc.
26 Jun 202645.96
51.61
12.29%
Buy
0.28
-
-
FBIO
NASDAQ · Fortress Biotech Inc
26 Jun 20262.76
3.30
19.57%
Buy
0.22
-
-
FC
NYSE · Franklin Covey Company
3 Apr 202623.32
20.97
-10.08%
Buy
0.00
-
-
FCEL
NASDAQ · FuelCell Energy Inc
1 May 202613.31
21.03
58.00%
Buy
0.44
-
-
FDMT
NASDAQ · 4D Molecular Therapeutics Inc
10 Apr 20269.81
12.31
25.48%
Buy
0.25
-
-
FDS
NYSE · FactSet Research Systems Inc
24 Apr 2026223.07
247.11
10.78%
Buy
0.10
-
-
FF
NYSE · FutureFuel Corp
13 Feb 20263.70
4.64
25.38%
Buy
0.21
-
-
FG
NYSE · F&G Annuities & Life Inc.
1 May 202627.86
29.67
6.49%
Buy
0.21
-
-
FGBI
NASDAQ · First Guaranty Bancshares, Inc.
16 Jan 20268.02
9.94
23.90%
Buy
0.01
-
-
FGMC
NASDAQ · FG Merger II Corp. Common stock
17 Oct 202510.04
9.81
-2.29%
Buy
0.28
-
-
FICO
NYSE · Fair Isaac Corporation
29 May 20261250.59
1250.90
0.02%
Buy
0.03
-
-
FIG
NYSE · Figma, Inc.
8 May 202620.66
21.11
2.18%
Buy
1.41
-
-
FIGX
NASDAQ · FIGX Capital Acquisition Corp. Class A Ordinary Share
10 Apr 202610.18
10.22
0.39%
Buy
1.00
-
-
FINV
NYSE · FinVolution Group
13 Feb 20265.21
4.54
-12.84%
Buy
0.09
-
-
FIP
NASDAQ · FTAI Infrastructure Inc.
19 Dec 20254.64
4.54
-2.17%
Buy
0.05
-
-
FISK
NYSE · Empire State Realty OP LP 250
3 Jul 20265.61
5.42
-3.39%
Buy
0.63
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
19 Dec 2025
Exit
DB
NYSE · Deutsche Bank AG
37.28
Reversal Risk Warning
166.95%
Entry 22 Mar 2024
13.96
19 Dec 2025
Exit
EFC
NYSE · Ellington Financial Inc.
13.03
Reversal Risk Warning
37.93%
Entry 1 Sep 2023
9.45
19 Dec 2025
Exit
EXPE
NASDAQ · Expedia Group Inc.
288.09
Reversal Risk Warning
113.82%
Entry 17 Nov 2023
134.74
19 Dec 2025
Entry
FIP
NASDAQ · FTAI Infrastructure Inc.
4.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
19 Dec 2025
Exit
GGRP
NASDAQ · The Glimpse Group, Inc.
0.95
20% entry drawdown
-22.71%
Entry 13 Dec 2024
1.23
19 Dec 2025
Exit
GRRR
NASDAQ · Gorilla Technology Group Inc.
12.28
20% entry drawdown
-20.72%
Entry 24 Jan 2025
15.49
19 Dec 2025
Exit
HCAT
NASDAQ · Health Catalyst Inc
2.35
20% entry drawdown
-21.40%
Entry 28 Nov 2025
2.99
19 Dec 2025
Entry
HHS
NASDAQ · Harte Hanks Inc
3.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
19 Dec 2025
Exit
ISBA
NASDAQ · Isabella Bank Corporation
56.24
Reversal Risk Warning
142.58%
Entry 15 Nov 2024
23.18
19 Dec 2025
Entry
ISPR
NASDAQ · Ispire Technology Inc. Common Stock
2.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
19 Dec 2025
Entry
KNF
NYSE · Knife River Corporation
73.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
19 Dec 2025
Exit
LEXX
NASDAQ · Lexaria Bioscience Corp
0.58
20% entry drawdown
-43.44%
Entry 5 Sep 2025
1.03
19 Dec 2025
Entry
LMNR
NASDAQ · Limoneira Co
14.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
19 Dec 2025
Entry
LONA
NASDAQ · LeonaBio, Inc.
6.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.62
19 Dec 2025
Exit
LOOP
NASDAQ · Loop Industries Inc
0.95
20% entry drawdown
-20.83%
Entry 24 Jan 2025
1.20
19 Dec 2025
Entry
LPCN
NASDAQ · Lipocine Inc
4.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.52
19 Dec 2025
Exit
LW
NYSE · Lamb Weston Holdings Inc
43.19
20% entry drawdown
-20.23%
Entry 30 May 2025
54.14
19 Dec 2025
Exit
MGYR
NASDAQ · Magyar Bancorp Inc
17.56
Reversal Risk Warning
82.63%
Entry 8 Dec 2023
9.61
19 Dec 2025
Exit
NNI
NYSE · Nelnet Inc
137.89
Reversal Risk Warning
61.89%
Entry 22 Dec 2023
85.17
19 Dec 2025
Exit
NPWR
NYSE · NET Power Inc.
2.32
20% entry drawdown
-23.43%
Entry 26 Sep 2025
3.03
19 Dec 2025
Exit
NUVB
NYSE · Nuvation Bio Inc
9.44
Reversal Risk Warning
277.60%
Entry 25 Jul 2025
2.50
19 Dec 2025
Exit
NWG
NYSE · Natwest Group PLC
16.57
Reversal Risk Warning
239.00%
Entry 5 Jan 2024
4.89
19 Dec 2025
Entry
NX
NYSE · Quanex Building Products
15.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
19 Dec 2025
Exit
PACB
NASDAQ · Pacific Biosciences of California
1.84
20% entry drawdown
-23.01%
Entry 5 Dec 2025
2.39
19 Dec 2025
Exit
PHAT
NASDAQ · Phathom Pharmaceuticals Inc
17.53
Reversal Risk Warning
96.52%
Entry 6 Jun 2025
8.92
19 Dec 2025
Exit
PLCE
NASDAQ · Children’s Place Inc
4.35
20% entry drawdown
-37.68%
Entry 12 Sep 2025
6.98
19 Dec 2025
Exit
PMCB
NASDAQ · PharmaCyte Biotech Inc
0.86
20% entry drawdown
-29.70%
Entry 5 Dec 2025
1.22
19 Dec 2025
Exit
PYXS
NASDAQ · Pyxis Oncology Inc
1.28
20% entry drawdown
-33.25%
Entry 5 Sep 2025
1.91
19 Dec 2025
Entry
RDW
NYSE · Redwire Corp
8.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
19 Dec 2025
Exit
RHLD
NYSE · Resolute Holdings Management, Inc.
217.61
Reversal Risk Warning
25.01%
Entry 7 Nov 2025
174.08