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
479.75
Total Return
379.75%
CAGR
56.00%
Annualized from first index week
Edge vs Market
+34.22%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.65
Sortino 5.16
Current Holdings
1081
Transactions
10781
Avg 3057.2/yr ·
254.8/mo ·
58.8/wk
Exit Mix
4850
Stop 41.5% ·
Warning 58.0%
· 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
ADBE
NASDAQ · Adobe Systems Incorporated
237.25
MD 0.17 · Market Dynamics Buy Signal
BL
NASDAQ · Blackline Inc
30.29
MD 0.18 · Market Dynamics Buy Signal
BLKB
NASDAQ · Blackbaud Inc
32.40
MD 0.13 · Market Dynamics Buy Signal
CDNL
NASDAQ · Cardinal Infrastructure Group Inc. Class A Common Stock
71.23
MD 1.59 · Market Dynamics Buy Signal
CURV
NYSE · Torrid Holdings Inc
2.33
MD 0.16 · Market Dynamics Buy Signal
DFIN
NYSE · Donnelley Financial Solutions Inc
49.95
MD 0.06 · Market Dynamics Buy Signal
EXPO
NASDAQ · Exponent Inc
62.88
MD 0.09 · Market Dynamics Buy Signal
FIS
NYSE · Fidelity National Information Services Inc
41.91
MD 0.19 · Market Dynamics Buy Signal
HCKT
NASDAQ · The Hackett Group Inc
10.34
MD 0.19 · Market Dynamics Buy Signal
ICFI
NASDAQ · ICF International Inc
78.86
MD 0.80 · Market Dynamics Buy Signal
LAW
NYSE · CS Disco LLC
4.05
MD 0.26 · Market Dynamics Buy Signal
NRDS
NASDAQ · Nerdwallet Inc
9.26
MD 0.13 · Market Dynamics Buy Signal
ONT
NYSE · Onterris
20.93
MD 0.36 · Market Dynamics Buy Signal
OPRX
NASDAQ · OPTIMIZERx Corp
6.69
MD 0.86 · Market Dynamics Buy Signal
PODD
NASDAQ · Insulet Corporation
164.06
MD 0.42 · Market Dynamics Buy Signal
RCEL
NASDAQ · Avita Medical Ltd
5.10
MD 0.39 · Market Dynamics Buy Signal
UPWK
NASDAQ · Upwork Inc
9.06
MD 0.10 · Market Dynamics Buy Signal
XRAY
NASDAQ · Dentsply Sirona Inc
14.05
MD 0.72 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACB
NASDAQ · Aurora Cannabis Inc
2.63
20% entry drawdown · -20.78%
AIFU
NASDAQ · Fanhua Inc.
34.52
20% entry drawdown · -25.28%
AKTX
NASDAQ · Akari Therapeutics PLC
11.01
20% entry drawdown · -20.68%
ALDX
NASDAQ · Aldeyra The
1.69
20% entry drawdown · -25.55%
ARCT
NASDAQ · Arcturus Therapeutics Holdings Inc
6.05
20% entry drawdown · -26.49%
AWRE
NASDAQ · Aware Inc
1.11
20% entry drawdown · -26.97%
BEEM
NASDAQ · Beam Global
1.03
20% entry drawdown · -24.82%
BNAI
NASDAQ · Brand Engagement Network Inc
11.62
20% entry drawdown · -29.49%
BTBT
NASDAQ · Bit Digital Inc
1.40
20% entry drawdown · -29.65%
EIX
NYSE · Edison International
77.63
Reversal Risk Warning · 49.97%
EVGO
NASDAQ · Evgo Inc
1.68
20% entry drawdown · -20.94%
EVO
NASDAQ · Evotec SE ADR
1.96
20% entry drawdown · -27.94%
GENK
NASDAQ · GEN Restaurant Group, Inc. Class A Common Stock
1.77
20% entry drawdown · -24.36%
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.05
20% entry drawdown · -28.08%
HUBG
NASDAQ · Hub Group Inc
51.22
Reversal Risk Warning · 45.11%
INV
NASDAQ · Innventure, Inc.
3.37
20% entry drawdown · -27.37%
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
9.35
20% entry drawdown · -20.29%
LEDS
NASDAQ · SemiLEDS Corporation
3.01
Reversal Risk Warning · 67.22%
LONA
NASDAQ · LeonaBio, Inc.
7.22
20% entry drawdown · -27.22%
MTEX
NASDAQ · Mannatech Incorporated
4.25
20% entry drawdown · -21.59%
OABI
NASDAQ · OmniAb Inc.
2.12
20% entry drawdown · -20.00%
OCCI
NASDAQ · OFS Credit Company Inc
2.27
20% entry drawdown · -23.83%
PBF
NYSE · PBF Energy Inc
62.75
Reversal Risk Warning · 219.84%
PLUG
NASDAQ · Plug Power Inc
2.17
20% entry drawdown · -20.80%
PMCB
NASDAQ · PharmaCyte Biotech Inc
0.63
20% entry drawdown · -21.31%
PMEC
NASDAQ · Primech Holdings Ltd. Ordinary Shares
0.52
20% entry drawdown · -28.59%
QFIN
NASDAQ · 360 Finance Inc
12.73
20% entry drawdown · -20.83%
RPT
NYSE · Rithm Property Trust Inc.
10.89
20% entry drawdown · -27.03%
RXRX
NASDAQ · Recursion Pharmaceuticals Inc
2.95
20% entry drawdown · -22.50%
SNPS
NASDAQ · Synopsys Inc
384.28
20% entry drawdown · -25.60%
SORA
NASDAQ · Top Win International Limited
1.73
20% entry drawdown · -23.18%
VERU
NASDAQ · Veru Inc
2.38
20% entry drawdown · -30.00%
WING
NASDAQ · Wingstop Inc
142.33
20% entry drawdown · -20.03%
WW
NASDAQ · WW International, Inc. Common Stock
14.57
20% entry drawdown · -21.46%
ZSQR
NASDAQ · Z Squared Inc.
5.06
20% entry drawdown · -45.47%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
FND
NYSE · Floor & Decor Holdings Inc
26 Jun 202659.61
56.79
-4.73%
Buy
0.33
-
-
FNKO
NASDAQ · Funko Inc
8 May 20265.26
5.82
10.65%
Buy
0.09
-
-
FNWB
NASDAQ · First Northwest Bancorp
3 Oct 20257.90
12.17
54.05%
Buy
0.41
-
-
FOR
NYSE · Forestar Group Inc
4 Jul 202521.73
29.90
37.60%
Buy
0.70
-
-
FOUR
NYSE · Shift4 Payments Inc
3 Jul 202651.35
50.31
-2.03%
Buy
0.87
-
-
FRMI
NASDAQ · Fermi Inc.
15 May 20266.51
6.05
-7.07%
Buy
0.34
-
-
FRPH
NASDAQ · Frp Holdings Ord
5 Jun 202623.54
24.03
2.08%
Buy
0.36
-
-
FRSH
NASDAQ · Freshworks Inc
29 May 20269.71
10.89
12.15%
Buy
0.99
-
-
FSK
NYSE · FS KKR Capital Corp
8 May 202610.41
10.93
4.97%
Buy
0.01
-
-
FSV
NASDAQ · FirstService Corp
12 Jun 2026143.05
148.46
3.78%
Buy
0.18
-
-
FTRE
NASDAQ · Fortrea Holdings Inc.
15 Aug 20258.04
17.76
120.90%
Buy
0.90
-
-
FUL
NYSE · H B Fuller Company
12 Jun 202663.63
56.96
-10.48%
Buy
0.17
-
-
FUN
NYSE · Six Flags Entertainment Corporation
10 Apr 202619.94
17.53
-12.09%
Buy
0.73
-
-
FVN
NASDAQ · Future Vision II Acquisition Corporation Ordinary shares
29 Aug 202510.48
10.93
4.31%
Buy
0.34
-
-
FWRG
NASDAQ · First Watch Restaurant Group Inc
19 Jun 202611.81
12.45
5.42%
Buy
0.08
-
-
GANX
NASDAQ · Gain Therapeutics Inc
13 Sep 20241.47
1.71
16.72%
Buy
0.13
-
-
GBLI
NASDAQ · Global Indemnity Group, LLC Class A Common Stock
9 Jan 202627.90
27.38
-1.88%
Buy
0.01
-
-
GCTS
NYSE · GCT Semiconductor Holding Inc
1 May 20261.59
2.10
32.08%
Buy
1.17
-
-
GDDY
NYSE · Godaddy Inc
26 Jun 202684.55
94.35
11.59%
Buy
0.66
-
-
GDOT
NYSE · Green Dot Corporation
9 May 202510.94
13.40
22.49%
Buy
0.16
-
-
GDRX
NASDAQ · Goodrx Holdings Inc
1 May 20262.55
3.14
23.14%
Buy
0.65
-
-
GDTC
NASDAQ · CytoMed Therapeutics Limited Ordinary Shares
15 May 20261.16
1.00
-13.79%
Buy
0.39
-
-
GECC
NASDAQ · Great Elm Capital Corp
8 May 20265.60
5.34
-4.63%
Buy
0.00
-
-
GEHC
NASDAQ · GE HealthCare Technologies Inc.
4 Jul 202575.93
63.07
-16.94%
Buy
0.18
-
-
GELS
NASDAQ · Gelteq Limited Ordinary Shares
26 Jun 20260.62
0.61
-2.24%
Buy
0.25
-
-
GEMI
NASDAQ · Gemini Space Station, Inc. Class A Common Stock
1 May 20264.72
4.19
-11.23%
Buy
0.07
-
-
GENI
NYSE · Genius Sports Ltd
22 May 20265.35
6.30
17.76%
Buy
0.04
-
-
GFR
NYSE · Greenfire Resources Ltd.
22 Aug 20254.85
6.35
30.93%
Buy
0.48
-
-
GGRP
NASDAQ · The Glimpse Group, Inc.
19 Jun 20260.83
0.79
-5.49%
Buy
0.96
-
-
GHI
NYSE · Greystone Housing Impact Investors LP
3 Jul 20265.96
5.23
-12.25%
Buy
0.27
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
11 Jul 2025
Entry
PENG
NASDAQ · Penguin Solutions, Inc.
24.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.16
11 Jul 2025
Entry
PRAX
NASDAQ · Praxis Precision Medicines Inc
50.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.52
11 Jul 2025
Entry
RCUS
NYSE · Arcus Biosciences Inc
9.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
11 Jul 2025
Entry
RILYL
NASDAQ · BRC Group Holdings, Inc.
4.66
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.55
11 Jul 2025
Entry
RILYZ
NASDAQ · B. Riley Financial Inc. 5.25% Senior Notes due 2028
8.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.42
11 Jul 2025
Entry
SAIA
NASDAQ · Saia Inc
303.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
11 Jul 2025
Entry
SHFS
NASDAQ · SHF Holdings Inc
3.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
11 Jul 2025
Entry
SLB
NYSE · Schlumberger NV
36.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
11 Jul 2025
Entry
SLN
NASDAQ · Silence Therapeutics PLC
6.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.33
11 Jul 2025
Entry
SLNH
NASDAQ · Soluna Holdings Inc
1.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.89
11 Jul 2025
Entry
SQM
NYSE · Sociedad Quimica y Minera de Chile SA ADR B
37.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
11 Jul 2025
Entry
TH
NASDAQ · Target Hospitality Corp
8.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.63
11 Jul 2025
Entry
UONEK
NASDAQ · Urban One Inc Class D
8.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.94
11 Jul 2025
Entry
VFC
NYSE · VF Corporation
12.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
11 Jul 2025
Entry
VLRS
NYSE · Volaris
4.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
11 Jul 2025
Entry
VREX
NASDAQ · Varex Imaging Corp
8.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
11 Jul 2025
Entry
WST
NYSE · West Pharmaceutical Services Inc
226.43
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
11 Jul 2025
Entry
ZEPP
NYSE · Zepp Health Corp
10.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
4 Jul 2025
Entry
AA
NYSE · Alcoa Corp
30.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
4 Jul 2025
Entry
ALOT
NASDAQ · AstroNova Inc
12.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.95
4 Jul 2025
Entry
AMWL
NYSE · American Well Corp
8.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
4 Jul 2025
Entry
ANVS
NYSE · Annovis Bio Inc
2.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.85
4 Jul 2025
Entry
APLE
NYSE · Apple Hospitality REIT Inc
11.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
4 Jul 2025
Entry
ASH
NYSE · Ashland Global Holdings Inc
52.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.63
4 Jul 2025
Entry
BEEP
NASDAQ · Mobile Infrastructure Corporation
4.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
4 Jul 2025
Entry
BLCO
NYSE · Bausch + Lomb Corp
13.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
4 Jul 2025
Entry
BZAI
NASDAQ · Blaize Holdings, Inc.
2.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.55
4 Jul 2025
Entry
CALC
NASDAQ · CalciMedica, Inc. Common Stock
1.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
4 Jul 2025
Entry
CAN
NASDAQ · Canaan Inc
0.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
4 Jul 2025
Exit
CBNK
NASDAQ · Capital Bancorp
34.98
Reversal Risk Warning
73.49%
Entry 3 Nov 2023
20.16