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
GDOT
NYSE · Green Dot Corporation
9 May 202510.94
13.35
22.03%
Buy
0.16
-
-
GDRX
NASDAQ · Goodrx Holdings Inc
1 May 20262.55
3.05
19.61%
Buy
0.65
-
-
GDTC
NASDAQ · CytoMed Therapeutics Limited Ordinary Shares
15 May 20261.16
0.98
-15.95%
Buy
0.39
-
-
GECC
NASDAQ · Great Elm Capital Corp
8 May 20265.60
5.31
-5.17%
Buy
0.00
-
-
GEHC
NASDAQ · GE HealthCare Technologies Inc.
4 Jul 202575.93
65.57
-13.65%
Buy
0.18
-
-
GELS
NASDAQ · Gelteq Limited Ordinary Shares
26 Jun 20260.62
0.58
-6.50%
Buy
0.25
-
-
GEMI
NASDAQ · Gemini Space Station, Inc. Class A Common Stock
1 May 20264.72
4.23
-10.38%
Buy
0.07
-
-
GENI
NYSE · Genius Sports Ltd
22 May 20265.35
6.43
20.19%
Buy
0.04
-
-
GENK
NASDAQ · GEN Restaurant Group, Inc. Class A Common Stock
8 May 20262.34
2.01
-14.10%
Buy
0.28
-
-
GFR
NYSE · Greenfire Resources Ltd.
22 Aug 20254.85
5.54
14.23%
Buy
0.48
-
-
GHI
NYSE · Greystone Housing Impact Investors LP
3 Jul 20265.96
5.96
New
Entry week
Buy
0.27
-
-
GIC
NYSE · Global Industrial Co
2 May 202524.76
33.21
34.14%
Buy
0.64
-
-
GIS
NYSE · General Mills Inc
3 Jul 202637.57
37.57
New
Entry week
Buy
0.41
-
-
GIW
NASDAQ · Giginternational1 Inc
13 Feb 202610.00
10.08
0.75%
Buy
0.20
-
-
GKOS
NYSE · Glaukos Corp
7 Nov 202583.86
148.34
76.89%
Buy
0.11
-
-
GLBE
NASDAQ · Global-E Online Ltd
18 Jul 202533.45
36.85
10.16%
Buy
0.08
-
-
GMAB
NASDAQ · Genmab AS
24 Jan 202521.13
28.52
34.95%
Buy
0.12
-
-
GNSS
NASDAQ · Genasys Inc
18 Jul 20251.98
1.73
-12.63%
Buy
0.33
-
-
GNTA
NASDAQ · Genenta Science SpA ADR
29 May 20261.03
1.72
66.99%
Buy
0.70
-
-
GNTX
NASDAQ · Gentex Corporation
4 Jul 202522.67
24.51
8.11%
Buy
0.35
-
-
GO
NASDAQ · Grocery Outlet Holding Corp
12 Jun 20269.58
10.39
8.46%
Buy
0.83
-
-
GOOS
NYSE · Canada Goose Holdings Inc
23 May 202511.77
9.59
-18.52%
Buy
0.04
-
-
GPAT
NASDAQ · GP-Act III Acquisition Corp. Class A Ordinary Share
18 Apr 202510.34
10.87
5.13%
Buy
1.46
-
-
GPC
NYSE · Genuine Parts Co
26 Jun 2026116.02
132.57
14.26%
Buy
0.31
-
-
GPK
NYSE · Graphic Packaging Holding Company
22 May 202610.07
10.85
7.76%
Buy
0.30
-
-
GPN
NYSE · Global Payments Inc
22 May 202672.99
78.63
7.73%
Buy
0.22
-
-
GPRE
NASDAQ · Green Plains Renewable Energy Inc
20 Jun 20255.67
15.51
173.54%
Buy
0.81
-
-
GRAB
NASDAQ · Grab Holdings Ltd
26 Jun 20263.55
3.90
9.86%
Buy
0.18
-
-
GRCL
NASDAQ · Gracell Biotechnologies Inc.
17 Nov 20234.94
10.25
107.49%
Buy
0.37
-
-
GREE
NASDAQ · Greenidge Generation Holdings Inc
15 May 20261.47
1.80
22.45%
Buy
0.20
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
26 Jun 2026
Exit
ATEX
NASDAQ · Anterix Inc
89.67
Reversal Risk Warning
181.19%
Entry 13 Feb 2026
31.89
26 Jun 2026
Exit
ATLC
NASDAQ · Atlanticus Holdings Corporation
110.41
Reversal Risk Warning
195.29%
Entry 18 Oct 2024
37.39
26 Jun 2026
Exit
AVBP
NASDAQ · ArriVent BioPharma, Inc. Common Stock
34.00
Reversal Risk Warning
64.33%
Entry 14 Nov 2025
20.69
26 Jun 2026
Exit
BB
NYSE · BlackBerry Ltd
11.40
Reversal Risk Warning
208.94%
Entry 20 Dec 2024
3.69
26 Jun 2026
Exit
BCAL
NASDAQ · Southern California Bancorp Common Stock
20.83
Reversal Risk Warning
42.58%
Entry 6 Jun 2025
14.61
26 Jun 2026
Exit
BCAX
NASDAQ · Bicara Therapeutics Inc. Common Stock
26.87
Reversal Risk Warning
130.84%
Entry 15 Aug 2025
11.64
26 Jun 2026
Exit
BIOA
NASDAQ · BioAge Labs, Inc
23.76
Reversal Risk Warning
150.37%
Entry 28 Nov 2025
9.49
26 Jun 2026
Exit
BLBD
NASDAQ · Blue Bird Corp
78.81
Reversal Risk Warning
204.05%
Entry 22 Dec 2023
25.92
26 Jun 2026
Exit
BLZE
NASDAQ · Backblaze Inc
14.56
Reversal Risk Warning
94.65%
Entry 8 May 2026
7.48
26 Jun 2026
Entry
BMI
NYSE · Badger Meter Inc
140.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.35
26 Jun 2026
Exit
BMR
NASDAQ · Beamr Imaging Ltd. Ordinary Share
1.53
20% entry drawdown
-21.94%
Entry 24 Apr 2026
1.96
26 Jun 2026
Exit
BMRA
NASDAQ · Biomerica Inc
1.75
20% entry drawdown
-21.17%
Entry 8 May 2026
2.22
26 Jun 2026
Entry
BOLD
NASDAQ · Boundless Bio, Inc. Common Stock
2.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.95
26 Jun 2026
Entry
BRO
NYSE · Brown & Brown Inc
64.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
26 Jun 2026
Exit
BTBD
NASDAQ · Bt Brands Inc
1.05
20% entry drawdown
-21.05%
Entry 27 Jun 2025
1.33
26 Jun 2026
Exit
BTMD
NASDAQ · biote Corp
1.79
20% entry drawdown
-21.49%
Entry 24 Apr 2026
2.28
26 Jun 2026
Exit
BVFL
NASDAQ · BV Financial, Inc. Common Stock
21.83
Reversal Risk Warning
108.30%
Entry 10 Nov 2023
10.48
26 Jun 2026
Exit
BWFG
NASDAQ · Bankwell Financial Group Inc
59.77
Reversal Risk Warning
104.57%
Entry 30 Aug 2024
29.22
26 Jun 2026
Exit
BY
NYSE · Byline Bancorp Inc
37.55
Reversal Risk Warning
77.42%
Entry 28 Jul 2023
21.16
26 Jun 2026
Exit
CACC
NASDAQ · Credit Acceptance Corporation
628.86
Reversal Risk Warning
22.89%
Entry 15 Dec 2023
511.71
26 Jun 2026
Exit
CALY
NYSE · Callaway Golf Company
19.25
Reversal Risk Warning
162.26%
Entry 9 May 2025
7.34
26 Jun 2026
Exit
CARE
NASDAQ · Carter Bank and Trust
33.60
Reversal Risk Warning
147.26%
Entry 8 Dec 2023
13.59
26 Jun 2026
Exit
CBL
NYSE · CBL & Associates Properties Inc
53.43
Reversal Risk Warning
175.88%
Entry 1 Dec 2023
19.37
26 Jun 2026
Entry
CCXI
NASDAQ · Churchill Capital Corp XI
13.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.47
26 Jun 2026
Exit
CELZ
NASDAQ · Creative Medical Technology Holdings Inc
1.20
20% entry drawdown
-41.56%
Entry 3 Apr 2026
2.05
26 Jun 2026
Exit
CENT
NASDAQ · Central Garden & Pet Company
44.91
Reversal Risk Warning
40.26%
Entry 19 Dec 2025
32.02
26 Jun 2026
Exit
CENTA
NASDAQ · Central Garden & Pet Company A
39.32
Reversal Risk Warning
32.48%
Entry 9 Jan 2026
29.68
26 Jun 2026
Exit
CFFI
NASDAQ · C&F Financial Corporation
86.18
Reversal Risk Warning
101.64%
Entry 14 Jun 2024
42.74
26 Jun 2026
Entry
CHKP
NASDAQ · Check Point Software Technologies Ltd
130.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
26 Jun 2026
Exit
CINF
NASDAQ · Cincinnati Financial Corporation
184.08
Reversal Risk Warning
80.84%
Entry 4 Aug 2023
101.79