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
FATE
NASDAQ · Fate Therapeutics Inc
22 May 20262.25
2.41
7.11%
Buy
1.61
-
-
FATN
NASDAQ · FatPipe, Inc. Common Stock
27 Mar 20262.33
4.51
93.56%
Buy
0.33
-
-
FBIN
NYSE · Fortune Brands Innovations Inc.
26 Jun 202645.96
51.27
11.55%
Buy
0.28
-
-
FBIO
NASDAQ · Fortress Biotech Inc
26 Jun 20262.76
3.34
21.01%
Buy
0.22
-
-
FC
NYSE · Franklin Covey Company
3 Apr 202623.32
20.60
-11.66%
Buy
0.00
-
-
FCEL
NASDAQ · FuelCell Energy Inc
1 May 202613.31
21.26
59.73%
Buy
0.44
-
-
FDMT
NASDAQ · 4D Molecular Therapeutics Inc
10 Apr 20269.81
10.07
2.65%
Buy
0.25
-
-
FDS
NYSE · FactSet Research Systems Inc
24 Apr 2026223.07
254.36
14.03%
Buy
0.10
-
-
FF
NYSE · FutureFuel Corp
13 Feb 20263.70
4.65
25.65%
Buy
0.21
-
-
FG
NYSE · F&G Annuities & Life Inc.
1 May 202627.86
29.65
6.41%
Buy
0.21
-
-
FGBI
NASDAQ · First Guaranty Bancshares, Inc.
16 Jan 20268.02
9.29
15.80%
Buy
0.01
-
-
FGMC
NASDAQ · FG Merger II Corp. Common stock
17 Oct 202510.04
8.30
-17.33%
Buy
0.28
-
-
FICO
NYSE · Fair Isaac Corporation
29 May 20261250.59
1237.37
-1.06%
Buy
0.03
-
-
FIG
NYSE · Figma, Inc.
8 May 202620.66
21.12
2.23%
Buy
1.41
-
-
FIGX
NASDAQ · FIGX Capital Acquisition Corp. Class A Ordinary Share
10 Apr 202610.18
10.25
0.69%
Buy
1.00
-
-
FINV
NYSE · FinVolution Group
13 Feb 20265.21
4.75
-8.81%
Buy
0.09
-
-
FIP
NASDAQ · FTAI Infrastructure Inc.
19 Dec 20254.64
4.23
-8.85%
Buy
0.05
-
-
FIS
NYSE · Fidelity National Information Services Inc
17 Jul 202641.91
41.51
-0.95%
Buy
0.19
-
-
FISK
NYSE · Empire State Realty OP LP 250
3 Jul 20265.61
5.42
-3.39%
Buy
0.63
-
-
FIVN
NASDAQ · Five9 Inc
1 May 202622.24
23.12
3.96%
Buy
0.12
-
-
FIZZ
NASDAQ · National Beverage Corp
30 Jan 202634.08
30.70
-9.92%
Buy
0.18
-
-
FLG
NYSE · Flagstar Financial, Inc.
7 Feb 202512.25
13.85
13.05%
Buy
0.09
-
-
FLGT
NASDAQ · Fulgent Genetics Inc
14 Mar 202517.24
19.67
14.10%
Buy
0.07
-
-
FLL
NASDAQ · Full House Resorts Inc
3 Apr 20262.55
2.33
-8.63%
Buy
0.36
-
-
FLO
NYSE · Flowers Foods Inc
12 Jun 20267.79
7.74
-0.64%
Buy
0.07
-
-
FLOC
NYSE · Flowco Holdings Inc.
5 Dec 202517.88
20.15
12.73%
Buy
1.65
-
-
FLYW
NASDAQ · Flywire Corp
6 Jun 202510.50
15.89
51.33%
Buy
0.01
-
-
FMST
NASDAQ · Foremost Lithium Resource & Technology Ltd. Common stock
24 Jul 20261.65
1.65
New
Entry week
Buy
0.05
-
-
FND
NYSE · Floor & Decor Holdings Inc
26 Jun 202659.61
53.75
-9.83%
Buy
0.33
-
-
FNKO
NASDAQ · Funko Inc
8 May 20265.26
5.79
10.08%
Buy
0.09
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
14 Mar 2025
Exit
SWAG
NASDAQ · Software Acquisition Group III Inc
0.93
20% entry drawdown
-20.55%
Entry 14 Feb 2025
1.17
14 Mar 2025
Exit
SYM
NASDAQ · Symbotic Inc
21.65
20% entry drawdown
-21.04%
Entry 25 Oct 2024
27.42
14 Mar 2025
Exit
TER
NASDAQ · Teradyne Inc
86.39
20% entry drawdown
-35.28%
Entry 10 Jan 2025
133.49
14 Mar 2025
Exit
TITN
NASDAQ · Titan Machinery Inc
14.49
20% entry drawdown
-22.60%
Entry 31 Jan 2025
18.72
14 Mar 2025
Entry
UGP
NYSE · Ultrapar Participacoes SA ADR
2.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.64
14 Mar 2025
Exit
UONEK
NASDAQ · Urban One Inc Class D
6.20
20% entry drawdown
-22.98%
Entry 14 Feb 2025
8.05
14 Mar 2025
Entry
WTI
NYSE · W&T Offshore Inc
1.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
14 Mar 2025
Exit
XPEV
NYSE · Xpeng Inc
23.73
Reversal Risk Warning
164.55%
Entry 13 Sep 2024
8.97
14 Mar 2025
Entry
YORW
NASDAQ · The York Water Company
33.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.51
7 Mar 2025
Entry
ABEV
NYSE · Ambev SA ADR
2.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
7 Mar 2025
Exit
AGX
NYSE · Argan Inc
112.85
20% entry drawdown
-26.56%
Entry 8 Nov 2024
153.66
7 Mar 2025
Exit
AIP
NASDAQ · Arteris Inc
7.89
20% entry drawdown
-23.32%
Entry 13 Dec 2024
10.29
7 Mar 2025
Entry
ALLO
NASDAQ · Allogene Therapeutics Inc
2.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
7 Mar 2025
Entry
ANDE
NASDAQ · The Andersons Inc
42.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
7 Mar 2025
Entry
ATNI
NASDAQ · ATN International Inc
18.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
7 Mar 2025
Entry
ATRO
NASDAQ · Astronics Corporation
19.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.20
7 Mar 2025
Entry
BCDA
NASDAQ · Biocardia Inc
2.62
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.28
7 Mar 2025
Entry
BCE
NYSE · BCE Inc
22.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
7 Mar 2025
Exit
BJ
NYSE · BJs Wholesale Club Holdings Inc
115.50
Reversal Risk Warning
66.64%
Entry 18 Aug 2023
69.31
7 Mar 2025
Exit
BNR
NASDAQ · Burning Rock Biotech Ltd
5.66
20% entry drawdown
-20.95%
Entry 6 Dec 2024
7.16
7 Mar 2025
Exit
BTSG
NASDAQ · BrightSpring Health Services, Inc. Common Stock
17.48
20% entry drawdown
-25.93%
Entry 31 Jan 2025
23.60
7 Mar 2025
Entry
CE
NYSE · Celanese Corporation
55.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
7 Mar 2025
Exit
CMRX
NASDAQ · Chimerix Inc
8.43
Reversal Risk Warning
185.76%
Entry 13 Dec 2024
2.95
7 Mar 2025
Exit
COGT
NASDAQ · Cogent Biosciences Inc
7.01
20% entry drawdown
-20.25%
Entry 21 Jun 2024
8.79
7 Mar 2025
Exit
COHR
NYSE · Coherent Inc
66.54
20% entry drawdown
-23.53%
Entry 20 Sep 2024
87.02
7 Mar 2025
Exit
CTEV
NYSE · Claritev Corporation
18.26
20% entry drawdown
-22.82%
Entry 7 Feb 2025
23.66
7 Mar 2025
Exit
DAR
NYSE · Darling Ingredients Inc
32.18
20% entry drawdown
-21.36%
Entry 14 Feb 2025
40.92
7 Mar 2025
Entry
EDRY
NASDAQ · EuroDry Ltd
11.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
7 Mar 2025
Exit
EFXT
NYSE · Enerflex Ltd.
7.08
20% entry drawdown
-25.95%
Entry 27 Dec 2024
9.56
7 Mar 2025
Exit
EGHT
NASDAQ · 8x8 Inc Common Stock
2.30
20% entry drawdown
-22.82%
Entry 8 Nov 2024
2.98