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
483.76
Total Return
383.76%
CAGR
56.75%
Annualized from first index week
Edge vs Market
+34.30%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.67
Sortino 5.20
Current Holdings
1117
Transactions
10719
Avg 3056.2/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4801
Stop 41.3% ·
Warning 58.4%
· 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
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.03 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.48
MD 0.27 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.03 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ARAI
NASDAQ · Arrive AI Inc.
0.42
MD 0.40 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.19
MD 0.14 · Market Dynamics Buy Signal
GIB
NYSE · CGI Inc
67.06
MD 0.07 · Market Dynamics Buy Signal
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.46
MD 0.15 · Market Dynamics Buy Signal
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10.12
MD 1.35 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.44 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 1.51 · Market Dynamics Buy Signal
MKC-V
NYSE · McCormick & Company Incorporated
50.81
MD 0.15 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.15
MD 2.50 · Market Dynamics Buy Signal
MNDO
NASDAQ · MIND CTI Ltd
1.06
MD 0.16 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.96
MD 0.21 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.18 · Market Dynamics Buy Signal
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.55
MD 0.24 · Market Dynamics Buy Signal
SKIN
NASDAQ · Beauty Health Co
0.91
MD 0.21 · Market Dynamics Buy Signal
SKYX
NASDAQ · SKYX Platforms Corp
1.27
MD 0.09 · Market Dynamics Buy Signal
STIM
NASDAQ · Neuronetics Inc
1.76
MD 0.50 · Market Dynamics Buy Signal
TTEK
NASDAQ · Tetra Tech Inc
30.99
MD 0.06 · Market Dynamics Buy Signal
USPH
NYSE · U.S. Physical Therapy, Inc.
72.54
MD 0.07 · Market Dynamics Buy Signal
VRDN
NASDAQ · Viridian Therapeutics Inc
19.74
MD 0.12 · Market Dynamics Buy Signal
WRAP
NASDAQ · Wrap Technologies Inc
2.46
MD 0.26 · Market Dynamics Buy Signal
WVVI
NASDAQ · Willamette Valley Vineyards Inc
2.93
MD 1.08 · Market Dynamics Buy Signal
XTLB
NASDAQ · XTL Biopharmaceuticals Ltd ADR
2.91
MD 0.77 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.53
20% entry drawdown · -23.12%
BIRD
NASDAQ · Allbirds Inc
3.13
20% entry drawdown · -33.15%
BLLN
NASDAQ · BillionToOne, Inc. Class A Common Stock
126.77
Reversal Risk Warning · 28.06%
BYRN
NASDAQ · Byrna Technologies Inc
3.87
20% entry drawdown · -44.55%
CE
NYSE · Celanese Corporation
46.92
20% entry drawdown · -20.19%
CHGG
NYSE · Chegg Inc
0.85
20% entry drawdown · -23.79%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
GKOS
NYSE · Glaukos Corp
152.72
Reversal Risk Warning · 82.11%
JEM
NASDAQ · 707 Cayman Holdings Limited Ordinary Shares
0.54
20% entry drawdown · -64.86%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 75.74%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
NEWT
NASDAQ · NewtekOne, Inc.
14.78
Reversal Risk Warning · 52.99%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
TLPH
NASDAQ · Talphera Inc.
1.46
Reversal Risk Warning · 196.33%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
GRAB
NASDAQ · Grab Holdings Ltd
26 Jun 20263.55
3.93
10.70%
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
1.98
34.69%
Buy
0.20
-
-
GRFS
NASDAQ · Grifols SA ADR
31 May 20247.04
7.27
3.22%
Buy
0.01
-
-
GRNT
NYSE · Granite Ridge Resources Inc
20 Feb 20265.00
4.57
-8.52%
Buy
0.30
-
-
GROV
NYSE · Grove Collaborative Holdings, Inc.
3 Apr 20261.27
1.09
-14.17%
Buy
0.25
-
-
GRPN
NASDAQ · Groupon Inc
24 Apr 202614.67
26.05
77.57%
Buy
0.23
-
-
GRVY
NASDAQ · Gravity Co Ltd
18 Apr 202558.50
63.80
9.06%
Buy
0.16
-
-
GRWG
NASDAQ · GrowGeneration Corp
8 May 20261.42
1.50
5.63%
Buy
0.31
-
-
GSBD
NYSE · Goldman Sachs BDC Inc
20 Jun 20259.76
8.82
-9.59%
Buy
0.17
-
-
GSHD
NASDAQ · Goosehead Insurance Inc
26 Jun 202646.87
53.54
14.23%
Buy
0.52
-
-
GSM
NASDAQ · Ferroglobe PLC
14 Mar 20253.96
3.27
-17.45%
Buy
0.03
-
-
GSRF
NASDAQ · GSR IV Acquisition Corp. Class A ordinary share
15 May 202610.13
10.17
0.39%
Buy
1.76
-
-
GTEC
NASDAQ · Greenland Acquisition Corp
5 Jun 20260.65
0.55
-14.91%
Buy
0.16
-
-
GTERA
NASDAQ · Globa Terra Acquisition Corporation Class A Ordinary Shares
20 Mar 202610.26
10.34
0.83%
Buy
2.66
-
-
GTIM
NASDAQ · Good Times Restaurants Inc
26 Jun 20261.39
1.44
3.60%
Buy
1.51
-
-
GTLB
NASDAQ · Gitlab Inc
15 May 202623.66
32.42
37.02%
Buy
0.03
-
-
GTN
NYSE · Gray Television Inc
28 Feb 20253.38
3.78
11.84%
Buy
0.29
-
-
GUTS
NASDAQ · Fractyl Health, Inc. Common Stock
12 Jun 20260.85
0.79
-6.74%
Buy
0.45
-
-
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10 Jul 202610.12
10.12
New
Entry week
Buy
1.35
-
-
HCHL
NASDAQ · Happy City Holdings Limited Class A Ordinary shares
15 May 20263.44
3.96
15.12%
Buy
0.48
-
-
HDB
NYSE · HDFC Bank Limited ADR
26 Jun 202625.74
26.51
2.99%
Buy
0.07
-
-
HE
NYSE · Hawaiian Electric Industries Inc
21 Feb 202510.76
13.57
26.12%
Buy
0.30
-
-
HELE
NASDAQ · Helen of Troy Ltd
24 Apr 202623.62
26.34
11.52%
Buy
0.29
-
-
HELP
NASDAQ · Cybin Inc. Common Stock
3 Jul 20266.24
6.87
10.10%
Buy
0.51
-
-
HGBL
NASDAQ · Heritage Global Inc
23 Jan 20261.37
1.25
-8.76%
Buy
0.23
-
-
HIHO
NASDAQ · Highway Holdings Limited
26 Jun 20260.88
0.84
-4.13%
Buy
0.63
-
-
HIVE
NASDAQ · HIVE Digital Technologies Ltd
1 May 20262.43
3.35
37.86%
Buy
0.15
-
-
HKD
NYSE · AMTD Digital Inc.
27 Feb 20261.75
1.54
-12.00%
Buy
0.29
-
-
HLMN
NASDAQ · Hillman Solutions Corp
18 Jul 20257.82
7.73
-1.15%
Buy
0.43
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
29 May 2026
Entry
EMIS
NASDAQ · Emisphere Technologies Inc
10.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.80
29 May 2026
Exit
ENLT
NASDAQ · Enlight Renewable Energy Ltd. Ordinary Shares
107.42
Reversal Risk Warning
205.17%
Entry 31 Oct 2025
35.20
29 May 2026
Exit
EQ
NASDAQ · Equillium Inc
2.90
Reversal Risk Warning
620.14%
Entry 25 Jul 2025
0.40
29 May 2026
Entry
EVEX
NYSE · Eve Holding Inc
3.45
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.58
29 May 2026
Exit
F
NYSE · Ford Motor Company
17.44
Reversal Risk Warning
65.83%
Entry 22 Dec 2023
10.52
29 May 2026
Exit
FEIM
NASDAQ · Frequency Electronics Inc
75.88
Reversal Risk Warning
354.10%
Entry 13 Dec 2024
16.71
29 May 2026
Entry
FICO
NYSE · Fair Isaac Corporation
1250.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
29 May 2026
Exit
FLEX
NASDAQ · Flex Ltd
150.78
Reversal Risk Warning
263.50%
Entry 23 May 2025
41.48
29 May 2026
Exit
FLNT
NASDAQ · Fluent Inc
2.02
20% entry drawdown
-20.16%
Entry 26 Dec 2025
2.53
29 May 2026
Entry
FRSH
NASDAQ · Freshworks Inc
9.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.99
29 May 2026
Exit
FSLR
NASDAQ · First Solar Inc
306.79
Reversal Risk Warning
71.91%
Entry 16 May 2025
178.46
29 May 2026
Entry
GNTA
NASDAQ · Genenta Science SpA ADR
1.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.70
29 May 2026
Exit
HGV
NYSE · Hilton Grand Vacations Inc
52.02
Reversal Risk Warning
29.63%
Entry 6 Jun 2025
40.13
29 May 2026
Entry
HUMA
NASDAQ · Humacyte Inc
1.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.24
29 May 2026
Exit
HUT
NASDAQ · Hut 8 Corp. Common Stock
124.83
Reversal Risk Warning
284.80%
Entry 12 Sep 2025
32.44
29 May 2026
Exit
ILPT
NASDAQ · Industrial Logistics Properties Trust
8.97
Reversal Risk Warning
97.65%
Entry 20 Jun 2025
4.54
29 May 2026
Exit
IMOS
NASDAQ · ChipMOS Technologies Inc
69.33
Reversal Risk Warning
227.03%
Entry 31 Oct 2025
21.20
29 May 2026
Entry
INCR
NASDAQ · InterCure Ltd.
1.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.74
29 May 2026
Entry
INSE
NASDAQ · Inspired Entertainment Inc
7.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
29 May 2026
Entry
INVZ
NASDAQ · Innoviz Technologies
0.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
29 May 2026
Exit
ITRN
NASDAQ · Ituran Location and Control Ltd
65.02
Reversal Risk Warning
116.12%
Entry 3 Jan 2025
30.09
29 May 2026
Exit
JBHT
NASDAQ · JB Hunt Transport Services Inc
276.43
Reversal Risk Warning
92.02%
Entry 27 Jun 2025
143.96
29 May 2026
Entry
KRRO
NASDAQ · Korro Bio, Inc.
13.41
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
29 May 2026
Entry
KVYO
NYSE · Klaviyo, Inc.
15.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
29 May 2026
Entry
LFVN
NASDAQ · Lifevantage Corporation
7.83
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.60
29 May 2026
Entry
LIF
NASDAQ · Life360, Inc. Common Stock
42.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
29 May 2026
Entry
LKSP
NASDAQ · Lake Superior Acquisition Corp. Class A Ordinary Shares
10.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.60
29 May 2026
Exit
LSCC
NASDAQ · Lattice Semiconductor Corporation
147.08
Reversal Risk Warning
173.79%
Entry 11 Jul 2025
53.72
29 May 2026
Exit
LTRX
NASDAQ · Lantronix Inc
7.55
Reversal Risk Warning
150.83%
Entry 27 Jun 2025
3.01
29 May 2026
Exit
LUNR
NASDAQ · Intuitive Machines Inc.
43.83
Reversal Risk Warning
290.99%
Entry 5 Dec 2025
11.21