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
470.81
Total Return
370.81%
CAGR
54.44%
Annualized from first index week
Edge vs Market
+32.75%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.59
Sortino 5.03
Current Holdings
1067
Transactions
10881
Avg 3052.4/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4907
Stop 42.0% ·
Warning 57.4%
· 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
BR
NYSE · Broadridge Financial Solutions Inc
153.95
MD 0.49 · Market Dynamics Buy Signal
BZFD
NASDAQ · BuzzFeed Inc
1.19
MD 0.22 · Market Dynamics Buy Signal
CMCO
NASDAQ · Columbus McKinnon Corporation
19.17
MD 0.48 · Market Dynamics Buy Signal
CNET
NASDAQ · ZW Data Action Technologies Inc
1.60
MD 1.12 · Market Dynamics Buy Signal
CRM
NYSE · Salesforce.com Inc
184.02
MD 0.35 · Market Dynamics Buy Signal
DPZ
NASDAQ · Domino's Pizza Inc Common Stock
347.44
MD 0.32 · Market Dynamics Buy Signal
DXC
NYSE · DXC Technology Co
11.24
MD 0.02 · Market Dynamics Buy Signal
EFOR
NYSE · Everforth, Inc.
28.44
MD 0.09 · Market Dynamics Buy Signal
GEHC
NASDAQ · GE HealthCare Technologies Inc.
68.02
MD 0.24 · Market Dynamics Buy Signal
GOGO
NASDAQ · Gogo Inc
4.18
MD 0.11 · Market Dynamics Buy Signal
HLNE
NASDAQ · Hamilton Lane Inc
88.91
MD 0.13 · Market Dynamics Buy Signal
HUBS
NYSE · HubSpot Inc
237.36
MD 1.24 · Market Dynamics Buy Signal
HURN
NASDAQ · Huron Consulting Group Inc
151.77
MD 0.52 · Market Dynamics Buy Signal
INFY
NYSE · Infosys Ltd ADR
12.03
MD 0.30 · Market Dynamics Buy Signal
INTA
NASDAQ · Intapp Inc
32.69
MD 1.29 · Market Dynamics Buy Signal
LVWR
NYSE · LiveWire Group Inc.
1.81
MD 0.42 · Market Dynamics Buy Signal
NICE
NASDAQ · Nice Ltd ADR
98.79
MD 0.36 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.48
MD 0.20 · Market Dynamics Buy Signal
PTC
NASDAQ · PTC Inc
137.20
MD 0.02 · Market Dynamics Buy Signal
SGRP
NASDAQ · SPAR Group Inc
0.60
MD 0.30 · Market Dynamics Buy Signal
SPOK
NASDAQ · Spok Holdings Inc
10.90
MD 0.50 · Market Dynamics Buy Signal
TAP
NYSE · Molson Coors Brewing Co Class B
41.56
MD 0.07 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.45
MD 0.50 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
98.13
MD 1.47 · Market Dynamics Buy Signal
WK
NYSE · Workiva Inc
59.80
MD 0.70 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACDC
NASDAQ · ProFrac Holding Corp.
4.04
20% entry drawdown · -20.00%
ADXN
NASDAQ · Addex Therapeutics Ltd
5.20
20% entry drawdown · -23.64%
AVD
NYSE · American Vanguard Corporation
2.39
20% entry drawdown · -24.37%
BLDR
NYSE · Builders FirstSource Inc
66.44
20% entry drawdown · -25.47%
CJMB
NASDAQ · Callan JMB Inc. Common Stock
1.35
20% entry drawdown · -47.06%
CLRO
NASDAQ · ClearOne Inc
4.08
20% entry drawdown · -37.04%
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
2.92
20% entry drawdown · -26.45%
DBX
NASDAQ · Dropbox Inc
32.56
Reversal Risk Warning · 12.66%
DFH
NYSE · Dream Finders Homes Inc
12.79
20% entry drawdown · -25.64%
EVH
NYSE · Evolent Health Inc
3.09
20% entry drawdown · -35.63%
JMSB
NASDAQ · John Marshall Bancorp Inc
23.20
Reversal Risk Warning · 36.35%
KFFB
NASDAQ · Kentucky First Federal Bancorp
5.48
Reversal Risk Warning · 113.87%
KPTI
NASDAQ · Karyopharm Therapeutics Inc
1.92
20% entry drawdown · -67.57%
KRRO
NASDAQ · Korro Bio, Inc.
10.37
20% entry drawdown · -20.17%
LKQ
NASDAQ · LKQ Corporation
22.45
20% entry drawdown · -23.71%
MRDN
NASDAQ · Meridian Holdings Inc
11.27
20% entry drawdown · -21.33%
MYGN
NASDAQ · Myriad Genetics Inc
2.86
20% entry drawdown · -51.36%
NAUT
NASDAQ · Nautilus Biotechnology Inc
0.98
20% entry drawdown · -26.54%
NXL
NASDAQ · Nexalin Technology Inc.
0.34
20% entry drawdown · -29.80%
OI
NYSE · O-I Glass Inc
7.15
20% entry drawdown · -26.97%
PDCC
NYSE · Pearl Diver Credit Company Inc.
8.60
20% entry drawdown · -22.67%
PSN
NYSE · Parsons Corp
44.21
20% entry drawdown · -21.46%
RADX
NASDAQ · Radiopharm Theranostics Limited American Depositary Shares
3.15
20% entry drawdown · -28.89%
SILO
NASDAQ · Silo Pharma Inc
4.19
20% entry drawdown · -23.78%
SKIN
NASDAQ · Beauty Health Co
0.69
20% entry drawdown · -24.64%
TULP
NASDAQ · Bloomia Holdings, Inc.
3.27
20% entry drawdown · -20.82%
TZOO
NASDAQ · Travelzoo
7.23
20% entry drawdown · -25.46%
WHD
NYSE · Cactus Inc
65.01
Reversal Risk Warning · 52.94%
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
1.00
20% entry drawdown · -52.04%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
FATE
NASDAQ · Fate Therapeutics Inc
22 May 20262.25
2.45
8.89%
Buy
1.61
-
-
FATN
NASDAQ · FatPipe, Inc. Common Stock
27 Mar 20262.33
6.08
160.94%
Buy
0.33
-
-
FBIN
NYSE · Fortune Brands Innovations Inc.
26 Jun 202645.96
49.26
7.18%
Buy
0.28
-
-
FC
NYSE · Franklin Covey Company
3 Apr 202623.32
21.45
-8.02%
Buy
0.00
-
-
FCEL
NASDAQ · FuelCell Energy Inc
1 May 202613.31
21.61
62.36%
Buy
0.44
-
-
FDMT
NASDAQ · 4D Molecular Therapeutics Inc
10 Apr 20269.81
10.18
3.77%
Buy
0.25
-
-
FDS
NYSE · FactSet Research Systems Inc
24 Apr 2026223.07
263.20
17.99%
Buy
0.10
-
-
FF
NYSE · FutureFuel Corp
13 Feb 20263.70
4.95
33.75%
Buy
0.21
-
-
FG
NYSE · F&G Annuities & Life Inc.
1 May 202627.86
28.57
2.54%
Buy
0.21
-
-
FGBI
NASDAQ · First Guaranty Bancshares, Inc.
16 Jan 20268.02
9.59
19.54%
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
1122.97
-10.20%
Buy
0.03
-
-
FIG
NYSE · Figma, Inc.
8 May 202620.66
24.32
17.72%
Buy
1.41
-
-
FIGX
NASDAQ · FIGX Capital Acquisition Corp. Class A Ordinary Share
10 Apr 202610.18
10.27
0.83%
Buy
1.00
-
-
FINV
NYSE · FinVolution Group
13 Feb 20265.21
4.85
-6.89%
Buy
0.09
-
-
FIP
NASDAQ · FTAI Infrastructure Inc.
19 Dec 20254.64
3.73
-19.63%
Buy
0.05
-
-
FIS
NYSE · Fidelity National Information Services Inc
17 Jul 202641.91
44.77
6.82%
Buy
0.19
-
-
FISK
NYSE · Empire State Realty OP LP 250
3 Jul 20265.61
5.10
-9.18%
Buy
0.63
-
-
FIVN
NASDAQ · Five9 Inc
1 May 202622.24
27.51
23.70%
Buy
0.12
-
-
FIZZ
NASDAQ · National Beverage Corp
30 Jan 202634.08
31.64
-7.16%
Buy
0.18
-
-
FLG
NYSE · Flagstar Financial, Inc.
7 Feb 202512.25
14.22
16.07%
Buy
0.09
-
-
FLGT
NASDAQ · Fulgent Genetics Inc
14 Mar 202517.24
16.55
-4.00%
Buy
0.07
-
-
FLL
NASDAQ · Full House Resorts Inc
3 Apr 20262.55
2.21
-13.33%
Buy
0.36
-
-
FLO
NYSE · Flowers Foods Inc
12 Jun 20267.79
7.02
-9.88%
Buy
0.07
-
-
FLOC
NYSE · Flowco Holdings Inc.
5 Dec 202517.88
20.45
14.40%
Buy
1.65
-
-
FLYW
NASDAQ · Flywire Corp
6 Jun 202510.50
16.01
52.48%
Buy
0.01
-
-
FND
NYSE · Floor & Decor Holdings Inc
26 Jun 202659.61
57.57
-3.42%
Buy
0.33
-
-
FNKO
NASDAQ · Funko Inc
8 May 20265.26
5.83
10.84%
Buy
0.09
-
-
FNWB
NASDAQ · First Northwest Bancorp
3 Oct 20257.90
11.46
45.06%
Buy
0.41
-
-
FOR
NYSE · Forestar Group Inc
4 Jul 202521.73
28.15
29.54%
Buy
0.70
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
22 Dec 2023
Entry
MLR
NYSE · Miller Industries Inc
41.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56
22 Dec 2023
Entry
MOLN
NASDAQ · Molecular Partners AG ADR
4.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
22 Dec 2023
Entry
MRCY
NASDAQ · Mercury Systems Inc
36.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
22 Dec 2023
Entry
MWA
NYSE · Mueller Water Products
14.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.66
22 Dec 2023
Entry
NFLX
NASDAQ · Netflix Inc
48.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.55
22 Dec 2023
Entry
NNI
NYSE · Nelnet Inc
85.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
22 Dec 2023
Entry
NREF
NYSE · Nexpoint Real Estate Finance Inc
11.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
22 Dec 2023
Entry
NTRB
NASDAQ · Nutriband Inc
2.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
22 Dec 2023
Entry
NXDR
NYSE · NXDR
1.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
22 Dec 2023
Entry
OPLN
NYSE · OPENLANE, Inc.
15.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
22 Dec 2023
Entry
OPXS
NASDAQ · Optex Systems Holdings, Inc. Common Stock
5.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.54
22 Dec 2023
Entry
ORMP
NASDAQ · Oramed Pharmaceuticals Inc
2.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
22 Dec 2023
Entry
OSIS
NASDAQ · OSI Systems Inc
129.43
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
22 Dec 2023
Entry
OTTR
NASDAQ · Otter Tail Corporation
82.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
22 Dec 2023
Entry
OXLCO
NASDAQ · Oxford Lane Capital Corp Corp Pref 9
18.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.78
22 Dec 2023
Entry
PACK
NYSE · Ranpak Holdings Corp
5.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.00
22 Dec 2023
Entry
PAYS
NASDAQ · Paysign Inc
2.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.35
22 Dec 2023
Entry
PEN
NYSE · Penumbra Inc
258.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
22 Dec 2023
Entry
PETZ
NASDAQ · TDH Holdings Inc
1.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.62
22 Dec 2023
Entry
PHG
NYSE · Koninklijke Philips NV ADR
21.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
22 Dec 2023
Entry
PTCT
NASDAQ · PTC Therapeutics Inc
27.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
22 Dec 2023
Entry
RBBN
NASDAQ · Ribbon Communications Inc
2.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
22 Dec 2023
Entry
ROAD
NASDAQ · Construction Partners Inc
43.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.44
22 Dec 2023
Entry
ROK
NYSE · Rockwell Automation Inc
295.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
22 Dec 2023
Exit
RPID
NASDAQ · Rapid Micro Biosystems Inc
0.89
20% entry drawdown
-24.58%
Entry 15 Sep 2023
1.18
22 Dec 2023
Entry
RS
NYSE · Reliance Steel & Aluminum Co
271.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
22 Dec 2023
Entry
RUSHB
NASDAQ · Rush Enterprises B Inc
49.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
22 Dec 2023
Exit
SATL
NASDAQ · Satellogic V Inc
1.65
20% entry drawdown
-28.26%
Entry 8 Dec 2023
2.30
22 Dec 2023
Entry
SBS
NYSE · Companhia de Saneamento Basico do Estado de Sao Paulo SABESP ADR
2.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.50
22 Dec 2023
Entry
SEER
NASDAQ · Seer Inc
1.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27