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
EPC
NYSE · Edgewell Personal Care Co
16 Jan 202618.41
26.48
43.83%
Buy
0.23
-
-
EPSN
NASDAQ · Epsilon Energy Ltd
30 Jan 20264.88
5.22
7.03%
Buy
0.48
-
-
ERIE
NASDAQ · Erie Indemnity Company
26 Jun 2026237.36
251.81
6.09%
Buy
0.37
-
-
ESBA
NYSE · Empire State Realty OP LP ES
3 Jul 20265.64
5.48
-2.84%
Buy
0.68
-
-
ESRT
NYSE · Empire State Realty Trust Inc
22 May 20265.54
5.43
-2.05%
Buy
0.26
-
-
ESTC
NYSE · Elastic NV
22 May 202654.81
60.24
9.91%
Buy
0.08
-
-
ETD
NYSE · Ethan Allen Interiors Inc
19 Jun 202621.17
21.73
2.65%
Buy
0.25
-
-
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
1.27
-
-
EVO
NASDAQ · Evotec SE ADR
3 Jul 20262.90
2.79
-3.97%
Buy
0.20
-
-
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
-
-
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
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
29 May 2026
Exit
BFAM
NYSE · Bright Horizons Family Solutions Inc
62.62
20% entry drawdown
-23.21%
Entry 1 May 2026
81.55
29 May 2026
Exit
BHP
NYSE · BHP Group Limited
88.91
Reversal Risk Warning
78.03%
Entry 11 Jul 2025
49.94
29 May 2026
Exit
BIYA
NASDAQ · Baiya International Group Inc. Ordinary Shares
0.90
20% entry drawdown
-31.04%
Entry 22 May 2026
1.30
29 May 2026
Exit
BLDP
NASDAQ · Ballard Power Systems Inc
6.29
Reversal Risk Warning
283.54%
Entry 13 Jun 2025
1.64
29 May 2026
Entry
BLLN
NASDAQ · BillionToOne, Inc. Class A Common Stock
98.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.97
29 May 2026
Entry
BLND
NYSE · Blend Labs Inc
1.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.44
29 May 2026
Exit
BSTZ
NYSE · BlackRock Science and Technology Trust II
30.24
Reversal Risk Warning
133.99%
Entry 1 Dec 2023
12.93
29 May 2026
Exit
BWA
NYSE · BorgWarner Inc
71.65
Reversal Risk Warning
129.89%
Entry 15 Mar 2024
31.17
29 May 2026
Entry
CANG
NYSE · Cango Inc
0.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
29 May 2026
Entry
CBZ
NYSE · CBIZ Inc
33.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.50
29 May 2026
Exit
CERS
NASDAQ · Cerus Corporation
3.04
Reversal Risk Warning
114.08%
Entry 27 Jun 2025
1.42
29 May 2026
Exit
CLFD
NASDAQ · Clearfield Inc
47.22
Reversal Risk Warning
59.20%
Entry 15 Dec 2023
29.66
29 May 2026
Entry
CLW
NYSE · Clearwater Paper Corporation
16.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
29 May 2026
Exit
CPSH
NASDAQ · Cps Technologies
9.02
Reversal Risk Warning
412.53%
Entry 10 Jan 2025
1.76
29 May 2026
Entry
CRE
NASDAQ · Cre8 Enterprise Limited Class A Ordinary Shares
2.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.12
29 May 2026
Entry
CRM
NYSE · Salesforce.com Inc
190.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
29 May 2026
Exit
CRWD
NASDAQ · Crowdstrike Holdings Inc
182.75
Reversal Risk Warning
201.38%
Entry 8 Dec 2023
60.64
29 May 2026
Exit
CSAI
NASDAQ · Cloudastructure, Inc. Class A Common Stock
0.49
20% entry drawdown
-21.12%
Entry 17 Apr 2026
0.62
29 May 2026
Entry
CSTE
NASDAQ · Caesarstone Ltd
1.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
29 May 2026
Exit
CTS
NYSE · CTS Corporation
64.17
Reversal Risk Warning
52.21%
Entry 22 Dec 2023
42.16
29 May 2026
Entry
CXM
NYSE · Sprinklr Inc
5.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
29 May 2026
Exit
DDOG
NASDAQ · Datadog Inc
247.35
Reversal Risk Warning
109.83%
Entry 30 May 2025
117.88
29 May 2026
Exit
DELL
NYSE · Dell Technologies Inc
420.91
Reversal Risk Warning
281.27%
Entry 23 May 2025
110.40
29 May 2026
Exit
DGII
NASDAQ · Digi International Inc
66.80
Reversal Risk Warning
106.11%
Entry 30 May 2025
32.41
29 May 2026
Entry
DGNX
NASDAQ · Diginex Limited Ordinary Shares
1.45
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
29 May 2026
Entry
DOMO
NASDAQ · Domo Inc
4.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.47
29 May 2026
Exit
DUOT
NASDAQ · Duos Technologies Group Inc
13.50
Reversal Risk Warning
245.27%
Entry 18 Oct 2024
3.91
29 May 2026
Exit
DY
NYSE · Dycom Industries Inc
510.00
Reversal Risk Warning
303.74%
Entry 1 Mar 2024
126.32
29 May 2026
Exit
ELVA
NASDAQ · Electrovaya Inc.
11.69
Reversal Risk Warning
205.22%
Entry 11 Jul 2025
3.83
29 May 2026
Exit
EMAT
NASDAQ · Evolution Metals & Technologies Corp. Common Stock
6.75
20% entry drawdown
-28.95%
Entry 8 May 2026
9.50