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
FOUR
NYSE · Shift4 Payments Inc
3 Jul 202651.35
53.00
3.21%
Buy
0.87
-
-
FRMI
NASDAQ · Fermi Inc.
15 May 20266.51
5.69
-12.60%
Buy
0.34
-
-
FRPH
NASDAQ · Frp Holdings Ord
5 Jun 202623.54
22.32
-5.18%
Buy
0.36
-
-
FRSH
NASDAQ · Freshworks Inc
29 May 20269.71
11.36
16.94%
Buy
0.99
-
-
FSK
NYSE · FS KKR Capital Corp
8 May 202610.41
10.57
1.52%
Buy
0.01
-
-
FSV
NASDAQ · FirstService Corp
12 Jun 2026143.05
140.89
-1.51%
Buy
0.18
-
-
FTRE
NASDAQ · Fortrea Holdings Inc.
15 Aug 20258.04
19.17
138.43%
Buy
0.90
-
-
FUL
NYSE · H B Fuller Company
12 Jun 202663.63
55.30
-13.09%
Buy
0.17
-
-
FUN
NYSE · Six Flags Entertainment Corporation
10 Apr 202619.94
17.33
-13.09%
Buy
0.73
-
-
FVN
NASDAQ · Future Vision II Acquisition Corporation Ordinary shares
29 Aug 202510.48
11.00
4.97%
Buy
0.34
-
-
FWRG
NASDAQ · First Watch Restaurant Group Inc
19 Jun 202611.81
12.85
8.81%
Buy
0.08
-
-
GANX
NASDAQ · Gain Therapeutics Inc
13 Sep 20241.47
1.68
14.68%
Buy
0.13
-
-
GBLI
NASDAQ · Global Indemnity Group, LLC Class A Common Stock
9 Jan 202627.90
27.50
-1.45%
Buy
0.01
-
-
GCL
NASDAQ · GCL Global Holdings Ltd Ordinary Shares
24 Jul 20260.51
0.43
-15.84%
Buy
0.69
-
-
GCTS
NYSE · GCT Semiconductor Holding Inc
1 May 20261.59
1.86
16.98%
Buy
1.17
-
-
GDDY
NYSE · Godaddy Inc
26 Jun 202684.55
82.74
-2.14%
Buy
0.67
-
-
GDOT
NYSE · Green Dot Corporation
9 May 202510.94
13.11
19.84%
Buy
0.16
-
-
GDRX
NASDAQ · Goodrx Holdings Inc
1 May 20262.55
3.07
20.39%
Buy
0.65
-
-
GDTC
NASDAQ · CytoMed Therapeutics Limited Ordinary Shares
15 May 20261.16
0.93
-19.82%
Buy
0.39
-
-
GECC
NASDAQ · Great Elm Capital Corp
8 May 20265.60
5.14
-8.21%
Buy
0.00
-
-
GEHC
NASDAQ · GE HealthCare Technologies Inc.
31 Jul 202668.02
68.02
New
Entry week
Buy
0.24
-
-
GELS
NASDAQ · Gelteq Limited Ordinary Shares
26 Jun 20260.62
0.52
-16.11%
Buy
0.27
-
-
GEMI
NASDAQ · Gemini Space Station, Inc. Class A Common Stock
1 May 20264.72
3.90
-17.37%
Buy
0.07
-
-
GENI
NYSE · Genius Sports Ltd
22 May 20265.35
6.93
29.53%
Buy
0.04
-
-
GFR
NYSE · Greenfire Resources Ltd.
22 Aug 20254.85
6.34
30.72%
Buy
0.48
-
-
GGRP
NASDAQ · The Glimpse Group, Inc.
3 Jul 20260.82
0.87
4.99%
Buy
0.91
-
-
GHI
NYSE · Greystone Housing Impact Investors LP
3 Jul 20265.96
5.76
-3.36%
Buy
0.27
-
-
GIB
NYSE · CGI Inc
10 Jul 202667.06
73.15
9.08%
Buy
0.07
-
-
GIC
NYSE · Global Industrial Co
2 May 202524.76
35.74
44.36%
Buy
0.64
-
-
GIS
NYSE · General Mills Inc
3 Jul 202636.95
35.75
-3.24%
Buy
0.29
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
20 Oct 2023
Exit
FRHC
NASDAQ · Freedom Holding Corp
76.21
20% entry drawdown
-24.22%
Entry 1 Sep 2023
100.57
20 Oct 2023
Exit
FROG
NASDAQ · Jfrog Ltd
22.39
20% entry drawdown
-23.30%
Entry 14 Jul 2023
29.19
20 Oct 2023
Entry
GAP
NYSE · The Gap, Inc.
11.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.80
20 Oct 2023
Exit
IBP
NYSE · Installed Building Products Inc
107.03
20% entry drawdown
-23.86%
Entry 14 Jul 2023
140.56
20 Oct 2023
Entry
IMOS
NASDAQ · ChipMOS Technologies Inc
22.27
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
20 Oct 2023
Exit
ISTR
NASDAQ · Investar Holding Corp
9.50
20% entry drawdown
-23.99%
Entry 21 Jul 2023
12.50
20 Oct 2023
Entry
MAX
NYSE · MediaAlpha Inc.
9.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
20 Oct 2023
Exit
MDWD
NASDAQ · Mediwound Ltd
8.10
20% entry drawdown
-23.87%
Entry 29 Sep 2023
10.64
20 Oct 2023
Entry
MOGU
NYSE · MOGU Inc
2.08
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
20 Oct 2023
Exit
MRBK
NASDAQ · Meridian Bank
8.43
20% entry drawdown
-20.38%
Entry 28 Jul 2023
10.59
20 Oct 2023
Exit
MS
NYSE · Morgan Stanley
67.10
20% entry drawdown
-21.49%
Entry 21 Jul 2023
85.46
20 Oct 2023
Entry
MTC
NASDAQ · MMTEC Inc
11.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
20 Oct 2023
Entry
RGA
NYSE · Reinsurance Group of America
140.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.75
20 Oct 2023
Entry
RLX
NYSE · RLX Technology Inc
1.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
20 Oct 2023
Entry
SKYH
NYSE · Sky Harbour Group Corporation
7.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.96
20 Oct 2023
Exit
TDUP
NASDAQ · ThredUp Inc
2.81
20% entry drawdown
-20.62%
Entry 28 Jul 2023
3.54
20 Oct 2023
Exit
TEVA
NYSE · Teva Pharma Industries Ltd ADR
8.12
20% entry drawdown
-23.32%
Entry 15 Sep 2023
10.59
20 Oct 2023
Exit
TRUP
NASDAQ · Trupanion Inc
22.71
20% entry drawdown
-23.25%
Entry 28 Jul 2023
29.59
20 Oct 2023
Entry
WLY
NYSE · John Wiley & Sons
28.40
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
20 Oct 2023
Entry
WLYB
NYSE · John Wiley & Sons B
28.53
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56
20 Oct 2023
Entry
XOMA
NASDAQ · XOMA Royalty Corporation
17.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
13 Oct 2023
Entry
ABEO
NASDAQ · Abeona Therapeutics Inc
4.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
13 Oct 2023
Entry
AFL
NYSE · Aflac Incorporated
75.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.63
13 Oct 2023
Entry
ALL
NYSE · The Allstate Corporation
113.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.28
13 Oct 2023
Exit
AORT
NYSE · Artivion Inc
13.41
20% entry drawdown
-21.49%
Entry 28 Jul 2023
17.08
13 Oct 2023
Exit
ARDX
NASDAQ · Ardelyx Inc
3.33
20% entry drawdown
-30.91%
Entry 1 Sep 2023
4.82
13 Oct 2023
Entry
BGC
NASDAQ · BGC Group Inc.
5.69
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.40
13 Oct 2023
Exit
CLOV
NASDAQ · Clover Health Investments Corp
1.03
20% entry drawdown
-21.97%
Entry 4 Aug 2023
1.32
13 Oct 2023
Exit
CRNT
NASDAQ · Ceragon Networks Ltd
1.65
20% entry drawdown
-22.17%
Entry 4 Aug 2023
2.12
13 Oct 2023
Entry
EXLS
NASDAQ · ExlService Holdings Inc
29.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13