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
487.74
Total Return
387.74%
CAGR
57.51%
Annualized from first index week
Edge vs Market
+35.40%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.70
Sortino 5.25
Current Holdings
1105
Transactions
10675
Avg 3060.4/yr ·
255.0/mo ·
58.9/wk
Exit Mix
4785
Stop 41.3% ·
Warning 58.5%
· 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
ABT
NYSE · Abbott Laboratories
95.40
MD 0.06 · Market Dynamics Buy Signal
ACET
NASDAQ · Adicet Bio Inc
9.00
MD 0.90 · Market Dynamics Buy Signal
AKBA
NASDAQ · Akebia Ther
1.24
MD 0.04 · Market Dynamics Buy Signal
ALDX
NASDAQ · Aldeyra The
2.27
MD 0.20 · Market Dynamics Buy Signal
ALIT
NYSE · Alight Inc
14.26
MD 0.88 · Market Dynamics Buy Signal
ANGI
NASDAQ · ANGI Homeservices Inc
6.06
MD 0.09 · Market Dynamics Buy Signal
AVXL
NASDAQ · Anavex Life Sciences Corp
2.76
MD 0.10 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
10.93
MD 0.02 · Market Dynamics Buy Signal
BILL
NYSE · Bill Com Holdings Inc
40.48
MD 0.02 · Market Dynamics Buy Signal
BTMD
NASDAQ · biote Corp
2.17
MD 0.93 · Market Dynamics Buy Signal
BYRN
NASDAQ · Byrna Technologies Inc
6.97
MD 0.51 · Market Dynamics Buy Signal
CIGI
NASDAQ · Colliers International Group Inc Bats
98.51
MD 0.06 · Market Dynamics Buy Signal
CLRO
NASDAQ · ClearOne Inc
6.48
MD 0.63 · Market Dynamics Buy Signal
CRAC
NASDAQ · Crown Reserve Acquisition Corp. I Class A Ordinary Shares
10.12
MD 1.89 · Market Dynamics Buy Signal
DEFT
NASDAQ · DeFi Technologies Inc.
0.53
MD 0.47 · Market Dynamics Buy Signal
DNMX
NASDAQ · Dynamix Corporation III Class A Ordinary Shares
10.01
MD 1.48 · Market Dynamics Buy Signal
DYAI
NASDAQ · Dyadic International Inc
0.94
MD 0.21 · Market Dynamics Buy Signal
ELBM
NASDAQ · Electra Battery Materials Corp
0.56
MD 0.28 · Market Dynamics Buy Signal
ESBA
NYSE · Empire State Realty OP LP ES
5.64
MD 0.68 · Market Dynamics Buy Signal
EVO
NASDAQ · Evotec SE ADR
2.90
MD 0.20 · Market Dynamics Buy Signal
EVTC
NYSE · Evertec Inc
29.63
MD 0.27 · Market Dynamics Buy Signal
FISK
NYSE · Empire State Realty OP LP 250
5.61
MD 0.63 · Market Dynamics Buy Signal
FOUR
NYSE · Shift4 Payments Inc
51.35
MD 0.87 · Market Dynamics Buy Signal
GHI
NYSE · Greystone Housing Impact Investors LP
5.96
MD 0.27 · Market Dynamics Buy Signal
GIS
NYSE · General Mills Inc
37.57
MD 0.41 · Market Dynamics Buy Signal
HELP
NASDAQ · Cybin Inc. Common Stock
6.24
MD 0.51 · Market Dynamics Buy Signal
INCR
NASDAQ · InterCure Ltd.
1.09
MD 1.06 · Market Dynamics Buy Signal
KNSL
NYSE · Kinsale Capital Group Inc
354.85
MD 0.09 · Market Dynamics Buy Signal
LAB
NASDAQ · Standard Biotools Inc
0.91
MD 0.26 · Market Dynamics Buy Signal
LZ
NASDAQ · LegalZoom.com Inc
6.92
MD 0.38 · Market Dynamics Buy Signal
MRSH
NYSE · Marsh & McLennan Companies, Inc.
178.54
MD 0.32 · Market Dynamics Buy Signal
MSTR
NASDAQ · MicroStrategy Incorporated
100.77
MD 0.01 · Market Dynamics Buy Signal
NKE
NYSE · Nike Inc
44.09
MD 0.29 · Market Dynamics Buy Signal
OI
NYSE · O-I Glass Inc
9.79
MD 0.11 · Market Dynamics Buy Signal
OWLT
NYSE · Owlet Inc
5.76
MD 0.26 · Market Dynamics Buy Signal
OXBR
NASDAQ · Oxbridge Re Holdings Ltd
1.28
MD 1.07 · Market Dynamics Buy Signal
PGY
NASDAQ · Pagaya Technologies Ltd.
17.79
MD 1.04 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.17
MD 0.08 · Market Dynamics Buy Signal
SLNG
NASDAQ · Stabilis Solutions Inc
4.19
MD 0.43 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
1.04
MD 0.50 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.06
MD 1.64 · Market Dynamics Buy Signal
UTZ
NYSE · Utz Brands Inc
8.27
MD 0.58 · Market Dynamics Buy Signal
WAY
NASDAQ · Waystar Holding Corp. Common Stock
23.46
MD 0.10 · Market Dynamics Buy Signal
WING
NASDAQ · Wingstop Inc
177.99
MD 0.22 · Market Dynamics Buy Signal
YSG
NYSE · Yatsen Holding
3.47
MD 1.35 · Market Dynamics Buy Signal
ZBH
NYSE · Zimmer Biomet Holdings Inc
87.47
MD 0.13 · Market Dynamics Buy Signal
ZS
NASDAQ · Zscaler Inc
147.33
MD 0.40 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ABCL
NASDAQ · Abcellera Biologics Inc
8.11
Reversal Risk Warning · 137.83%
ABX
NYSE · Abacus Global Management, Inc.
11.86
Reversal Risk Warning · 89.60%
AIRT
NASDAQ · Air T Inc
28.87
Reversal Risk Warning · 60.30%
ALAR
NASDAQ · Alarum Technologies Ltd.
6.35
20% entry drawdown · -34.06%
ALGT
NASDAQ · Allegiant Travel Company
118.67
Reversal Risk Warning · 113.01%
ASTL
NASDAQ · Algoma Steel Group Inc
3.77
20% entry drawdown · -20.46%
BGDE
NASDAQ · Big Digital Energy, Inc.
7.45
20% entry drawdown · -30.18%
ENVX
NASDAQ · Enovix Corp
5.36
20% entry drawdown · -20.83%
FA
NASDAQ · First Advantage Corp
20.53
Reversal Risk Warning · 58.29%
GCBC
NASDAQ · Greene County Bancorp Inc
34.66
Reversal Risk Warning · 41.97%
ILMN
NASDAQ · Illumina Inc
188.68
Reversal Risk Warning · 117.05%
LFVN
NASDAQ · Lifevantage Corporation
6.22
20% entry drawdown · -20.55%
MB
NASDAQ · MasterBeef Group Ordinary Shares
4.51
20% entry drawdown · -26.31%
MOVE
NASDAQ · Movano Inc
17.37
20% entry drawdown · -24.12%
NEUP
NASDAQ · Neuphoria Therapeutics Inc
3.38
20% entry drawdown · -32.94%
OPTU
NYSE · Optimum Communications, Inc.
1.16
20% entry drawdown · -30.12%
RDZN
NASDAQ · Roadzen Inc.
1.34
20% entry drawdown · -25.56%
SMCI
NASDAQ · Super Micro Computer Inc
27.22
20% entry drawdown · -23.04%
TTRX
NASDAQ · Turn Therapeutics Inc. Common Stock
7.12
Reversal Risk Warning · 38.79%
USIO
NASDAQ · Usio Inc
2.48
Reversal Risk Warning · 63.16%
VGAS
NASDAQ · Verde Clean Fuels Inc.
1.00
20% entry drawdown · -34.21%
WXM
NASDAQ · WF International Limited Ordinary Shares
4.29
20% entry drawdown · -23.38%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
FIP
NASDAQ · FTAI Infrastructure Inc.
19 Dec 20254.64
4.44
-4.33%
Buy
0.05
-
-
FISK
NYSE · Empire State Realty OP LP 250
3 Jul 20265.61
5.61
New
Entry week
Buy
0.63
-
-
FIVN
NASDAQ · Five9 Inc
1 May 202622.24
23.44
5.40%
Buy
0.12
-
-
FIZZ
NASDAQ · National Beverage Corp
30 Jan 202634.08
33.33
-2.20%
Buy
0.18
-
-
FLG
NYSE · Flagstar Financial, Inc.
7 Feb 202512.25
14.59
19.09%
Buy
0.09
-
-
FLGT
NASDAQ · Fulgent Genetics Inc
14 Mar 202517.24
20.85
20.94%
Buy
0.07
-
-
FLL
NASDAQ · Full House Resorts Inc
3 Apr 20262.55
2.79
9.41%
Buy
0.36
-
-
FLO
NYSE · Flowers Foods Inc
12 Jun 20267.79
8.63
10.78%
Buy
0.07
-
-
FLOC
NYSE · Flowco Holdings Inc.
5 Dec 202517.88
20.74
16.03%
Buy
1.65
-
-
FLYW
NASDAQ · Flywire Corp
6 Jun 202510.50
18.75
78.57%
Buy
0.01
-
-
FND
NYSE · Floor & Decor Holdings Inc
26 Jun 202659.61
59.04
-0.96%
Buy
0.33
-
-
FNKO
NASDAQ · Funko Inc
8 May 20265.26
5.51
4.75%
Buy
0.09
-
-
FNWB
NASDAQ · First Northwest Bancorp
3 Oct 20257.90
11.15
41.14%
Buy
0.41
-
-
FOR
NYSE · Forestar Group Inc
4 Jul 202521.73
30.80
41.74%
Buy
0.70
-
-
FOUR
NYSE · Shift4 Payments Inc
3 Jul 202651.35
51.35
New
Entry week
Buy
0.87
-
-
FRMI
NASDAQ · Fermi Inc.
15 May 20266.51
8.06
23.81%
Buy
0.34
-
-
FRPH
NASDAQ · Frp Holdings Ord
5 Jun 202623.54
25.31
7.52%
Buy
0.36
-
-
FRSH
NASDAQ · Freshworks Inc
29 May 20269.71
10.34
6.49%
Buy
0.99
-
-
FSK
NYSE · FS KKR Capital Corp
8 May 202610.41
10.43
0.17%
Buy
0.01
-
-
FSV
NASDAQ · FirstService Corp
12 Jun 2026143.05
145.74
1.87%
Buy
0.18
-
-
FTRE
NASDAQ · Fortrea Holdings Inc.
15 Aug 20258.04
17.28
114.93%
Buy
0.90
-
-
FUL
NYSE · H B Fuller Company
12 Jun 202663.63
58.06
-8.75%
Buy
0.17
-
-
FUN
NYSE · Six Flags Entertainment Corporation
10 Apr 202619.94
20.99
5.27%
Buy
0.73
-
-
FVN
NASDAQ · Future Vision II Acquisition Corporation Ordinary shares
29 Aug 202510.48
10.97
4.69%
Buy
0.34
-
-
FWRG
NASDAQ · First Watch Restaurant Group Inc
19 Jun 202611.81
13.09
10.84%
Buy
0.08
-
-
GAME
NASDAQ · GameSquare Holdings Inc.
22 May 20260.46
0.37
-19.07%
Buy
1.01
-
-
GANX
NASDAQ · Gain Therapeutics Inc
13 Sep 20241.47
1.91
30.38%
Buy
0.13
-
-
GBLI
NASDAQ · Global Indemnity Group, LLC Class A Common Stock
9 Jan 202627.90
25.05
-10.23%
Buy
0.01
-
-
GCTS
NYSE · GCT Semiconductor Holding Inc
1 May 20261.59
2.62
64.78%
Buy
1.17
-
-
GDDY
NYSE · Godaddy Inc
26 Jun 202684.55
88.51
4.68%
Buy
0.66
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
26 Jun 2026
Exit
HNGE
NYSE · Hinge Health, Inc.
78.97
Reversal Risk Warning
73.83%
Entry 1 May 2026
45.43
26 Jun 2026
Entry
HYNE
NASDAQ · Hoyne Bancorp, Inc. Common Stock
16.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.39
26 Jun 2026
Exit
HZO
NYSE · MarineMax Inc
37.74
Reversal Risk Warning
57.71%
Entry 13 Jun 2025
23.93
26 Jun 2026
Exit
INDV
NASDAQ · Indivior PLC Ordinary Shares
41.83
Reversal Risk Warning
225.27%
Entry 30 May 2025
12.86
26 Jun 2026
Exit
INN
NYSE · Summit Hotel Properties Inc
7.07
Reversal Risk Warning
54.59%
Entry 20 Jun 2025
4.57
26 Jun 2026
Exit
INNV
NASDAQ · InnovAge Holding Corp
10.79
Reversal Risk Warning
196.43%
Entry 9 May 2025
3.64
26 Jun 2026
Exit
INTG
NASDAQ · The Intergroup Corporation
46.26
Reversal Risk Warning
178.51%
Entry 29 Aug 2025
16.61
26 Jun 2026
Exit
INVE
NASDAQ · Identiv Inc
2.62
20% entry drawdown
-30.13%
Entry 25 Jul 2025
3.75
26 Jun 2026
Entry
JACK
NASDAQ · Jacktel AS
13.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
26 Jun 2026
Exit
JFIN
NASDAQ · Jiayin Group Inc
3.01
20% entry drawdown
-24.94%
Entry 19 Jun 2026
4.01
26 Jun 2026
Entry
JILL
NYSE · J.Jill Inc
15.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
26 Jun 2026
Entry
JJSF
NASDAQ · J & J Snack Foods Corp
75.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
26 Jun 2026
Exit
JKS
NYSE · JinkoSolar Holding Company Limited
16.28
20% entry drawdown
-20.61%
Entry 27 Jun 2025
20.51
26 Jun 2026
Entry
KBR
NYSE · KBR Inc
33.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
26 Jun 2026
Exit
KBSX
NASDAQ · FST Corp. Ordinary Shares
0.94
20% entry drawdown
-27.98%
Entry 13 Mar 2026
1.31
26 Jun 2026
Entry
KMPR
NYSE · Kemper Corporation
26.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
26 Jun 2026
Exit
KRKR
NASDAQ · 36Kr Holdings Inc
2.74
20% entry drawdown
-22.74%
Entry 24 Jan 2025
3.54
26 Jun 2026
Exit
KRYS
NASDAQ · Krystal Biotech Inc
372.25
Reversal Risk Warning
190.00%
Entry 12 Jan 2024
128.36
26 Jun 2026
Exit
KYMR
NASDAQ · Kymera Therapeutics Inc
108.12
Reversal Risk Warning
370.09%
Entry 8 Dec 2023
23.00
26 Jun 2026
Exit
LARK
NASDAQ · Landmark Bancorp Inc
32.00
Reversal Risk Warning
101.12%
Entry 1 Dec 2023
15.91
26 Jun 2026
Exit
LCNB
NASDAQ · LCNB Corporation
18.52
Reversal Risk Warning
40.92%
Entry 8 Dec 2023
13.14
26 Jun 2026
Entry
LEN
NYSE · Lennar Corporation
93.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.42
26 Jun 2026
Entry
LEN-B
NYSE · Lennar Corporation
91.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
26 Jun 2026
Exit
LFST
NASDAQ · Lifestance Health Group Inc
10.28
Reversal Risk Warning
87.59%
Entry 29 Aug 2025
5.48
26 Jun 2026
Exit
LGND
NASDAQ · Ligand Pharmaceuticals Incorporated
303.59
Reversal Risk Warning
297.11%
Entry 26 Jan 2024
76.45
26 Jun 2026
Exit
LILA
NASDAQ · Liberty Latin America Ltd
7.13
Reversal Risk Warning
77.89%
Entry 4 Jul 2025
4.01
26 Jun 2026
Exit
LILAK
NASDAQ · Liberty Latin America Ltd Class C
7.07
Reversal Risk Warning
87.36%
Entry 27 Jun 2025
3.77
26 Jun 2026
Exit
LIND
NASDAQ · Lindblad Expeditions Holdings Inc
29.57
Reversal Risk Warning
254.13%
Entry 8 Dec 2023
8.35
26 Jun 2026
Exit
LION
NYSE · Lionsgate Studios Holding Corp. (to be renamed Lionsgate Studios Corp.)
16.40
Reversal Risk Warning
76.15%
Entry 26 Dec 2025
9.31
26 Jun 2026
Exit
LLY
NYSE · Eli Lilly and Company
1208.12
Reversal Risk Warning
133.59%
Entry 11 Aug 2023
517.21