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
469.57
Total Return
369.57%
CAGR
54.68%
Annualized from first index week
Edge vs Market
+33.24%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.60
Sortino 5.04
Current Holdings
1070
Transactions
10830
Avg 3054.5/yr ·
254.5/mo ·
58.7/wk
Exit Mix
4880
Stop 41.8% ·
Warning 57.6%
· 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
ALC
NYSE · Alcon AG
67.91
MD 0.00 · Market Dynamics Buy Signal
BIXI
NASDAQ · Bitcoin Infrastructure Acquisition Corp Ltd. Class A Ordinary Shares
10.01
MD 1.18 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.14
MD 0.19 · Market Dynamics Buy Signal
CAG
NYSE · Conagra Brands, Inc.
14.77
MD 0.57 · Market Dynamics Buy Signal
CJMB
NASDAQ · Callan JMB Inc. Common Stock
2.55
MD 0.41 · Market Dynamics Buy Signal
FMST
NASDAQ · Foremost Lithium Resource & Technology Ltd. Common stock
1.65
MD 0.05 · Market Dynamics Buy Signal
GCL
NASDAQ · GCL Global Holdings Ltd Ordinary Shares
0.51
MD 0.67 · Market Dynamics Buy Signal
KNDI
NASDAQ · Kandi Technologies Group Inc
0.65
MD 0.31 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 0.90 · Market Dynamics Buy Signal
LVLU
NASDAQ · Lulu's Fashion Lounge Holdings Inc
19.20
MD 0.16 · Market Dynamics Buy Signal
LW
NYSE · Lamb Weston Holdings Inc
49.58
MD 1.48 · Market Dynamics Buy Signal
MAMO
NASDAQ · Massimo Group Common Stock
0.98
MD 0.13 · Market Dynamics Buy Signal
NBP
NASDAQ · NovaBridge Biosciences
1.77
MD 0.13 · Market Dynamics Buy Signal
OFIX
NASDAQ · Orthofix Medical Inc
11.25
MD 0.22 · Market Dynamics Buy Signal
OTIS
NYSE · Otis Worldwide Corp
71.93
MD 0.05 · Market Dynamics Buy Signal
OTLY
NASDAQ · Oatly Group AB ADR
13.37
MD 0.05 · Market Dynamics Buy Signal
PLNT
NYSE · Planet Fitness Inc
53.48
MD 0.02 · Market Dynamics Buy Signal
PSN
NYSE · Parsons Corp
58.73
MD 0.56 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
0.79
MD 0.16 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.04
MD 0.93 · Market Dynamics Buy Signal
WSTN
NASDAQ · Westin Acquisition Corp
10.13
MD 1.67 · Market Dynamics Buy Signal
WVVIP
NASDAQ · Willamette Valley Vineyards Inc PR
2.78
MD 0.21 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AMST
NASDAQ · Amesite Operating Co
0.99
20% entry drawdown · -21.44%
ATER
NASDAQ · Aterian Inc
0.40
20% entry drawdown · -70.94%
BARK
NYSE · BARK, Inc.
8.51
20% entry drawdown · -22.14%
BZFD
NASDAQ · BuzzFeed Inc
1.11
20% entry drawdown · -25.50%
BZH
NYSE · Beazer Homes USA Inc
33.19
Reversal Risk Warning · 60.11%
COOK
NYSE · Traeger Inc
61.26
20% entry drawdown · -22.75%
DAR
NYSE · Darling Ingredients Inc
62.50
Reversal Risk Warning · 59.93%
DFSC
NASDAQ · DEFSEC Technologies Inc.
1.51
20% entry drawdown · -35.19%
GEHC
NASDAQ · GE HealthCare Technologies Inc.
60.58
20% entry drawdown · -20.22%
GOOS
NYSE · Canada Goose Holdings Inc
8.89
20% entry drawdown · -24.47%
GTEC
NASDAQ · Greenland Acquisition Corp
0.51
20% entry drawdown · -21.19%
LFCR
NASDAQ · Lifecore Biomedical Inc.
4.33
20% entry drawdown · -21.84%
LFMD
NASDAQ · LifeMD Inc
3.71
20% entry drawdown · -20.04%
LOCL
NYSE · Local Bounti Corp
1.06
20% entry drawdown · -22.63%
NIXX
NASDAQ · Nixxy, Inc.
0.85
20% entry drawdown · -35.80%
NKTX
NASDAQ · Nkarta Inc
2.27
20% entry drawdown · -25.08%
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.33
20% entry drawdown · -21.28%
PPSI
NASDAQ · Pioneer Power Solutions Inc.
2.98
20% entry drawdown · -25.13%
RC
NYSE · Ready Capital Corp
1.47
20% entry drawdown · -20.97%
REAX
NASDAQ · Real Brokerage Inc
1.69
20% entry drawdown · -22.12%
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.41
20% entry drawdown · -25.36%
SEDG
NASDAQ · SolarEdge Technologies Inc
42.60
20% entry drawdown · -31.02%
SGRP
NASDAQ · SPAR Group Inc
0.38
20% entry drawdown · -46.99%
SRG
NYSE · Seritage Growth Properties
2.31
20% entry drawdown · -22.22%
TOMZ
NASDAQ · TOMI Environmental Solutions Inc
1.54
20% entry drawdown · -33.95%
UPST
NASDAQ · Upstart Holdings Inc
26.93
20% entry drawdown · -20.30%
WETO
NASDAQ · Webus International Limited Ordinary Shares
0.69
Price scale break · 37.71%
WRAP
NASDAQ · Wrap Technologies Inc
1.70
20% entry drawdown · -30.89%
XELB
NASDAQ · Xcel Brands Inc
1.23
20% entry drawdown · -21.15%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10 Jul 202610.12
10.15
0.30%
Buy
1.43
-
-
HCHL
NASDAQ · Happy City Holdings Limited Class A Ordinary shares
15 May 20263.44
3.96
15.12%
Buy
0.48
-
-
HCKT
NASDAQ · The Hackett Group Inc
17 Jul 202610.34
9.71
-6.09%
Buy
0.19
-
-
HDB
NYSE · HDFC Bank Limited ADR
26 Jun 202625.74
23.23
-9.75%
Buy
0.07
-
-
HE
NYSE · Hawaiian Electric Industries Inc
21 Feb 202510.76
13.50
25.46%
Buy
0.30
-
-
HELE
NASDAQ · Helen of Troy Ltd
24 Apr 202623.62
28.47
20.53%
Buy
0.29
-
-
HELP
NASDAQ · Cybin Inc. Common Stock
3 Jul 20266.24
7.62
22.12%
Buy
0.52
-
-
HGBL
NASDAQ · Heritage Global Inc
23 Jan 20261.37
1.20
-12.41%
Buy
0.23
-
-
HIHO
NASDAQ · Highway Holdings Limited
26 Jun 20260.88
1.04
18.84%
Buy
0.63
-
-
HIVE
NASDAQ · HIVE Digital Technologies Ltd
1 May 20262.43
2.96
21.81%
Buy
0.15
-
-
HKD
NYSE · AMTD Digital Inc.
27 Feb 20261.75
1.61
-8.00%
Buy
0.29
-
-
HLMN
NASDAQ · Hillman Solutions Corp
18 Jul 20257.82
7.97
1.92%
Buy
0.43
-
-
HLX
NYSE · Helix Energy Solutions Group Inc
11 Jul 20256.55
9.91
51.30%
Buy
0.35
-
-
HMR
NASDAQ · Heidmar Maritime Holdings Corp. Common Stock
9 Jan 20260.91
1.15
26.29%
Buy
0.10
-
-
HOFT
NASDAQ · Hooker Furniture Corporation
15 Aug 20259.51
13.75
44.54%
Buy
0.36
-
-
HOG
NYSE · Harley-Davidson Inc
10 Apr 202622.62
25.49
12.69%
Buy
0.39
-
-
HPK
NASDAQ · Highpeak Energy Acquisition Corp
13 Feb 20265.09
7.65
50.29%
Buy
0.23
-
-
HPP
NYSE · Hudson Pacific Properties Inc
5 Jun 202613.74
15.38
11.94%
Buy
1.30
-
-
HPQ
NYSE · HP Inc
1 May 202620.58
25.75
25.12%
Buy
0.48
-
-
HQI
NASDAQ · Hirequest Inc
16 Jan 202610.84
12.90
19.00%
Buy
1.69
-
-
HRB
NYSE · H&R Block Inc
8 May 202636.56
40.83
11.69%
Buy
0.40
-
-
HRI
NYSE · Herc Holdings Inc
12 Jun 2026144.62
162.59
12.43%
Buy
0.29
-
-
HRL
NYSE · Hormel Foods Corporation
12 Jun 202624.46
25.31
3.49%
Buy
0.41
-
-
HSTM
NASDAQ · HealthStream Inc
17 Apr 202621.70
27.14
25.06%
Buy
0.12
-
-
HTLM
NASDAQ · HomesToLife Ltd
5 Jun 20262.14
1.82
-14.95%
Buy
0.24
-
-
HUM
NYSE · Humana Inc
1 May 2026233.09
389.32
67.02%
Buy
0.08
-
-
HUN
NYSE · Huntsman Corporation
12 Dec 202510.39
12.80
23.21%
Buy
0.67
-
-
HURC
NASDAQ · Hurco Companies Inc
15 May 202616.63
21.21
27.54%
Buy
0.05
-
-
HVT
NYSE · Haverty Furniture Companies Inc
30 May 202519.49
24.91
27.80%
Buy
0.18
-
-
HVT-A
NYSE · Haverty Furniture Companies Inc
6 Jun 202519.64
28.05
42.82%
Buy
0.25
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
18 Oct 2024
Entry
LTBR
NASDAQ · Lightbridge Corp
7.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.54
18 Oct 2024
Entry
LWLG
NASDAQ · Lightwave Logic Inc
4.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.92
18 Oct 2024
Exit
PBHC
NASDAQ · Pathfinder Bancorp Inc
18.17
Reversal Risk Warning
50.99%
Entry 25 Aug 2023
12.03
18 Oct 2024
Exit
PDM
NYSE · Piedmont Office Realty Trust Inc
10.73
Reversal Risk Warning
75.37%
Entry 1 Dec 2023
6.12
18 Oct 2024
Exit
PLCE
NASDAQ · Children’s Place Inc
11.76
20% entry drawdown
-22.48%
Entry 20 Sep 2024
15.17
18 Oct 2024
Exit
PRQR
NASDAQ · ProQR Therapeutics BV
4.33
Reversal Risk Warning
192.57%
Entry 24 Nov 2023
1.48
18 Oct 2024
Entry
PSIX
NASDAQ · Power Solutions International, Inc. Common Stock
24.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.39
18 Oct 2024
Entry
RRGB
NASDAQ · Red Robin Gourmet Burgers Inc
6.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
18 Oct 2024
Entry
SIFY
NASDAQ · Sify Technologies Limited
3.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.69
18 Oct 2024
Exit
SLG
NYSE · SL Green Realty Corp
72.98
Reversal Risk Warning
144.00%
Entry 21 Jul 2023
29.91
18 Oct 2024
Entry
SOFI
NASDAQ · SoFi Technologies Inc.
10.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.51
18 Oct 2024
Exit
SPPL
NASDAQ · SIMPPLE LTD. Ordinary Shares
2.88
20% entry drawdown
-25.00%
Entry 11 Oct 2024
3.84
18 Oct 2024
Exit
TOL
NYSE · Toll Brothers Inc
157.66
Reversal Risk Warning
92.37%
Entry 1 Sep 2023
81.95
18 Oct 2024
Exit
TRUP
NASDAQ · Trupanion Inc
54.84
Reversal Risk Warning
138.43%
Entry 23 Feb 2024
23.00
18 Oct 2024
Exit
VALU
NASDAQ · Value Line Inc
50.71
Reversal Risk Warning
42.82%
Entry 31 May 2024
35.51
18 Oct 2024
Entry
VANI
NASDAQ · Vivani Medical Inc.
1.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
18 Oct 2024
Exit
VNO
NYSE · Vornado Realty Trust
41.76
Reversal Risk Warning
115.63%
Entry 21 Jul 2023
19.36
18 Oct 2024
Entry
VS
NASDAQ · Versus Systems Inc
3.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
18 Oct 2024
Exit
WLYB
NYSE · John Wiley & Sons B
47.57
Reversal Risk Warning
66.75%
Entry 20 Oct 2023
28.53
11 Oct 2024
Entry
AACG
NASDAQ · ATA Creativity Global
0.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56
11 Oct 2024
Entry
AENT
NASDAQ · Alliance Entertainment Holding Corporation Class A Common Stock
2.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
11 Oct 2024
Exit
AIRG
NASDAQ · Airgain Inc
9.29
Reversal Risk Warning
159.50%
Entry 22 Dec 2023
3.58
11 Oct 2024
Entry
AMBA
NASDAQ · Ambarella Inc
59.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
11 Oct 2024
Entry
AMD
NASDAQ · Advanced Micro Devices Inc
167.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
11 Oct 2024
Exit
API
NASDAQ · Agora Inc
3.26
20% entry drawdown
-30.79%
Entry 4 Oct 2024
4.71
11 Oct 2024
Entry
BZ
NASDAQ · Kanzhun Ltd ADR
16.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
11 Oct 2024
Exit
CVRX
NASDAQ · CVRx Inc
7.48
20% entry drawdown
-20.09%
Entry 19 Jul 2024
9.36
11 Oct 2024
Exit
DFNS
NYSE · T3 Defense Inc.
273.30
20% entry drawdown
-23.01%
Entry 27 Sep 2024
355.00
11 Oct 2024
Entry
DRD
NYSE · DRDGOLD Limited ADR
10.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.53
11 Oct 2024
Entry
ETON
NASDAQ · Eton Pharmaceuticals Inc
8.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.94