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
494.61
Total Return
394.61%
CAGR
56.21%
Annualized from first index week
Edge vs Market
+33.47%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.65
Sortino 5.18
Current Holdings
1076
Transactions
10942
Avg 3053.1/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4933
Stop 42.1% ·
Warning 57.3%
· 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
ACM
NYSE · Aecom Technology Corporation
75.84
MD 0.19 · Market Dynamics Buy Signal
ACN
NYSE · Accenture plc
175.72
MD 0.15 · Market Dynamics Buy Signal
AWRE
NASDAQ · Aware Inc
1.27
MD 0.13 · Market Dynamics Buy Signal
BAFN
NASDAQ · Bayfirst Financial Corp
6.34
MD 0.07 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
11.22
MD 0.46 · Market Dynamics Buy Signal
BGSI
NYSE · Boyd Group Services Inc.
102.34
MD 0.05 · Market Dynamics Buy Signal
BHC
NYSE · Bausch Health Companies Inc
6.25
MD 0.17 · Market Dynamics Buy Signal
BIOA
NASDAQ · BioAge Labs, Inc
11.72
MD 0.19 · Market Dynamics Buy Signal
BRLT
NASDAQ · Brilliant Earth Group Inc
1.28
MD 0.02 · Market Dynamics Buy Signal
CDNL
NASDAQ · Cardinal Infrastructure Group Inc. Class A Common Stock
64.00
MD 0.17 · Market Dynamics Buy Signal
CLX
NYSE · The Clorox Company
105.15
MD 0.50 · Market Dynamics Buy Signal
CTSH
NASDAQ · Cognizant Technology Solutions Corp Class A
57.67
MD 0.29 · Market Dynamics Buy Signal
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
3.32
MD 1.69 · Market Dynamics Buy Signal
DOCS
NYSE · Doximity Inc
27.40
MD 0.99 · Market Dynamics Buy Signal
FRPT
NASDAQ · Freshpet Inc
66.91
MD 0.17 · Market Dynamics Buy Signal
FWRD
NASDAQ · Forward Air Corporation
19.35
MD 0.19 · Market Dynamics Buy Signal
G
NYSE · Genpact Limited
34.29
MD 0.42 · Market Dynamics Buy Signal
GLOB
NYSE · Globant SA
37.40
MD 0.19 · Market Dynamics Buy Signal
HUIZ
NASDAQ · Huize Holding Ltd
1.66
MD 0.29 · Market Dynamics Buy Signal
INSP
NYSE · Inspire Medical Systems Inc
60.16
MD 0.93 · Market Dynamics Buy Signal
INTU
NASDAQ · Intuit Inc
325.25
MD 0.07 · Market Dynamics Buy Signal
IT
NYSE · Gartner Inc
185.60
MD 0.94 · Market Dynamics Buy Signal
LBRDA
NASDAQ · Liberty Broadband Srs A
35.93
MD 0.00 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.11
MD 0.28 · Market Dynamics Buy Signal
MOS
NYSE · The Mosaic Company
23.06
MD 0.11 · Market Dynamics Buy Signal
MRDN
NASDAQ · Meridian Holdings Inc
14.42
MD 0.94 · Market Dynamics Buy Signal
OPCH
NASDAQ · Option Care Health Inc
23.79
MD 0.22 · Market Dynamics Buy Signal
PBH
NYSE · Prestige Brand Holdings Inc
54.85
MD 0.16 · Market Dynamics Buy Signal
PCOR
NYSE · Procore Technologies Inc
57.06
MD 0.53 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.14
MD 0.59 · Market Dynamics Buy Signal
RKDA
NASDAQ · Arcadia Biosciences Inc
0.70
MD 0.22 · Market Dynamics Buy Signal
RWAY
NASDAQ · Runway Growth Finance Corp
6.84
MD 0.16 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.53
MD 0.61 · Market Dynamics Buy Signal
TNDM
NASDAQ · Tandem Diabetes Care Inc
22.38
MD 0.31 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
101.83
MD 1.69 · Market Dynamics Buy Signal
TSCO
NASDAQ · Tractor Supply Company
34.56
MD 0.23 · Market Dynamics Buy Signal
UPST
NASDAQ · Upstart Holdings Inc
31.09
MD 0.08 · Market Dynamics Buy Signal
VNT
NYSE · Vontier Corp
35.09
MD 0.23 · Market Dynamics Buy Signal
WIX
NASDAQ · Wix.Com Ltd
60.20
MD 0.10 · Market Dynamics Buy Signal
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
2.02
MD 1.63 · Market Dynamics Buy Signal
ZKH
NYSE · ZKH Group Limited
2.85
MD 0.27 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AHCO
NASDAQ · Adapthealth Corp
5.69
20% entry drawdown · -23.83%
AKBA
NASDAQ · Akebia Ther
0.91
20% entry drawdown · -26.62%
AMLX
NASDAQ · Amylyx Pharmaceuticals Inc
22.82
Reversal Risk Warning · 260.51%
APTV
NYSE · Aptiv PLC
49.55
20% entry drawdown · -25.65%
ATS
NYSE · ATS Corporation
21.13
20% entry drawdown · -27.06%
BAER
NASDAQ · Bridger Aerospace Group Holdings, Inc. Common Stock
1.26
20% entry drawdown · -32.44%
BTMD
NASDAQ · biote Corp
1.48
20% entry drawdown · -31.80%
CRL
NYSE · Charles River Laboratories
267.49
Reversal Risk Warning · 78.98%
DAAQ
NASDAQ · Digital Asset Acquisition Corp.
8.14
20% entry drawdown · -20.51%
FVN
NASDAQ · Future Vision II Acquisition Corporation Ordinary shares
11.80
Reversal Risk Warning · 12.61%
GDTC
NASDAQ · CytoMed Therapeutics Limited Ordinary Shares
0.82
20% entry drawdown · -29.20%
HCAT
NASDAQ · Health Catalyst Inc
1.73
20% entry drawdown · -24.45%
HGBL
NASDAQ · Heritage Global Inc
1.06
20% entry drawdown · -22.63%
IPCX
NASDAQ · Inflection Point Acquisition Corp. III Class A Ordinary Shares
4.44
20% entry drawdown · -56.34%
LVWR
NYSE · LiveWire Group Inc.
1.08
20% entry drawdown · -40.33%
MTW
NYSE · Manitowoc Company Inc
18.81
Reversal Risk Warning · 82.09%
ONT
NYSE · Onterris
16.51
20% entry drawdown · -21.12%
ORGO
NASDAQ · Organogenesis Holdings Inc
1.86
20% entry drawdown · -29.01%
PETZ
NASDAQ · TDH Holdings Inc
1.59
Reversal Risk Warning · 52.40%
PZZA
NASDAQ · Papa John's International Inc
24.47
20% entry drawdown · -33.77%
SPPL
NASDAQ · SIMPPLE LTD. Ordinary Shares
2.54
20% entry drawdown · -35.20%
SWK
NYSE · Stanley Black & Decker Inc
103.89
Reversal Risk Warning · 52.82%
UHAL
NYSE · U-Haul Holding Company
75.27
Reversal Risk Warning · 43.13%
VAC
NYSE · Marriot Vacations Worldwide
123.47
Reversal Risk Warning · 110.62%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
GSM
NASDAQ · Ferroglobe PLC
14 Mar 20253.96
4.49
13.35%
Buy
0.03
-
-
GSRF
NASDAQ · GSR IV Acquisition Corp. Class A ordinary share
15 May 202610.13
10.16
0.30%
Buy
1.76
-
-
GTERA
NASDAQ · Globa Terra Acquisition Corporation Class A Ordinary Shares
20 Mar 202610.26
10.39
1.32%
Buy
2.66
-
-
GTIM
NASDAQ · Good Times Restaurants Inc
26 Jun 20261.39
1.47
5.76%
Buy
1.54
-
-
GTLB
NASDAQ · Gitlab Inc
15 May 202623.66
38.97
64.71%
Buy
0.03
-
-
GTN
NYSE · Gray Television Inc
28 Feb 20253.38
5.37
58.89%
Buy
0.29
-
-
GUTS
NASDAQ · Fractyl Health, Inc. Common Stock
12 Jun 20260.85
0.70
-17.69%
Buy
0.45
-
-
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10 Jul 202610.12
10.15
0.30%
Buy
1.52
-
-
HCKT
NASDAQ · The Hackett Group Inc
17 Jul 202610.34
11.53
11.51%
Buy
0.19
-
-
HDB
NYSE · HDFC Bank Limited ADR
26 Jun 202625.74
23.63
-8.20%
Buy
0.07
-
-
HE
NYSE · Hawaiian Electric Industries Inc
21 Feb 202510.76
12.40
15.24%
Buy
0.30
-
-
HELE
NASDAQ · Helen of Troy Ltd
24 Apr 202623.62
29.77
26.04%
Buy
0.29
-
-
HELP
NASDAQ · Cybin Inc. Common Stock
3 Jul 20266.24
11.61
86.06%
Buy
0.54
-
-
HIHO
NASDAQ · Highway Holdings Limited
26 Jun 20260.88
1.10
25.70%
Buy
0.63
-
-
HIVE
NASDAQ · HIVE Digital Technologies Ltd
1 May 20262.43
2.84
16.87%
Buy
0.15
-
-
HKD
NYSE · AMTD Digital Inc.
27 Feb 20261.75
1.70
-2.86%
Buy
0.29
-
-
HLMN
NASDAQ · Hillman Solutions Corp
18 Jul 20257.82
9.22
17.90%
Buy
0.43
-
-
HLNE
NASDAQ · Hamilton Lane Inc
31 Jul 202688.91
101.03
13.63%
Buy
0.13
-
-
HLX
NYSE · Helix Energy Solutions Group Inc
11 Jul 20256.55
9.60
46.56%
Buy
0.35
-
-
HMR
NASDAQ · Heidmar Maritime Holdings Corp. Common Stock
9 Jan 20260.91
1.27
38.92%
Buy
0.10
-
-
HNI
NYSE · HNI Corp
3 Jul 202641.43
49.70
19.96%
Buy
0.44
-
-
HOFT
NASDAQ · Hooker Furniture Corporation
15 Aug 20259.51
15.43
62.20%
Buy
0.36
-
-
HOG
NYSE · Harley-Davidson Inc
10 Apr 202622.62
26.01
14.99%
Buy
0.39
-
-
HPK
NASDAQ · Highpeak Energy Acquisition Corp
13 Feb 20265.09
7.20
41.45%
Buy
0.23
-
-
HPP
NYSE · Hudson Pacific Properties Inc
5 Jun 202613.74
14.36
4.51%
Buy
1.30
-
-
HPQ
NYSE · HP Inc
1 May 202620.58
30.05
46.02%
Buy
0.48
-
-
HQI
NASDAQ · Hirequest Inc
16 Jan 202610.84
13.28
22.50%
Buy
1.69
-
-
HRB
NYSE · H&R Block Inc
8 May 202636.56
46.19
26.36%
Buy
0.40
-
-
HRI
NYSE · Herc Holdings Inc
12 Jun 2026144.62
167.90
16.10%
Buy
0.29
-
-
HRL
NYSE · Hormel Foods Corporation
12 Jun 202624.46
25.02
2.30%
Buy
0.41
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
6 Oct 2023
Exit
COMP
NYSE · Compass Inc
2.46
20% entry drawdown
-25.68%
Entry 25 Aug 2023
3.31
6 Oct 2023
Exit
CRDL
NASDAQ · Cardiol Therapeutics Inc Class A
0.85
20% entry drawdown
-22.02%
Entry 28 Jul 2023
1.09
6 Oct 2023
Exit
CSTL
NASDAQ · Castle Biosciences Inc
14.45
20% entry drawdown
-21.21%
Entry 8 Sep 2023
18.34
6 Oct 2023
Exit
CX
NYSE · Cemex SAB de CV ADR
5.66
20% entry drawdown
-20.63%
Entry 14 Jul 2023
7.13
6 Oct 2023
Entry
ELDN
NASDAQ · Eledon Pharmaceuticals Inc
1.53
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.52
6 Oct 2023
Entry
EVER
NASDAQ · EverQuote Inc Class A
8.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.59
6 Oct 2023
Exit
FHN
NYSE · First Horizon Corporation
9.46
20% entry drawdown
-23.79%
Entry 28 Jul 2023
12.41
6 Oct 2023
Exit
MCB
NYSE · Metropolitan Bank Holding
32.41
20% entry drawdown
-20.00%
Entry 14 Jul 2023
40.51
6 Oct 2023
Entry
MUSA
NYSE · Murphy USA Inc
351.62
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.49
6 Oct 2023
Exit
NMRK
NASDAQ · Newmark Group Inc
5.73
20% entry drawdown
-23.77%
Entry 4 Aug 2023
7.51
6 Oct 2023
Entry
ODYS
NASDAQ · Odysight.ai Inc. Common Stock
2.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
6 Oct 2023
Entry
PRPO
NASDAQ · Precipio Inc
6.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
6 Oct 2023
Entry
RELX
NYSE · Relx PLC ADR
33.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
6 Oct 2023
Entry
RSVR
NASDAQ · Reservoir Media Inc
6.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.44
6 Oct 2023
Exit
THC
NYSE · Tenet Healthcare Corporation
61.66
20% entry drawdown
-24.71%
Entry 14 Jul 2023
81.90
6 Oct 2023
Entry
TLS
NASDAQ · Telos Corp
2.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
29 Sep 2023
Entry
ASPN
NYSE · Aspen Aerogels Inc
8.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
29 Sep 2023
Exit
AUR
NASDAQ · Aurora Innovation Inc
2.35
20% entry drawdown
-25.87%
Entry 14 Jul 2023
3.17
29 Sep 2023
Entry
BLND
NYSE · Blend Labs Inc
1.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56
29 Sep 2023
Exit
CAPR
NASDAQ · Capricor Therapeutics Inc
3.42
20% entry drawdown
-43.38%
Entry 11 Aug 2023
6.04
29 Sep 2023
Entry
DHT
NYSE · DHT Holdings Inc
8.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.83
29 Sep 2023
Entry
ECOR
NASDAQ · Electrocore LLC
6.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.87
29 Sep 2023
Entry
FRO
NYSE · Frontline Ltd
14.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.98
29 Sep 2023
Exit
GGAL
NASDAQ · Grupo Financiero Galicia SA ADR
11.50
20% entry drawdown
-24.93%
Entry 21 Jul 2023
15.32
29 Sep 2023
Entry
GLP
NYSE · Global Partners LP
29.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.85
29 Sep 2023
Entry
HCC
NYSE · Warrior Met Coal Inc
49.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.74
29 Sep 2023
Entry
ICU
NASDAQ · SeaStar Medical Holding Corporation
66.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.51
29 Sep 2023
Exit
KARO
NASDAQ · Karooooo Ltd
18.83
20% entry drawdown
-21.74%
Entry 28 Jul 2023
24.06
29 Sep 2023
Entry
MDWD
NASDAQ · Mediwound Ltd
10.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
29 Sep 2023
Entry
NYC
NYSE · New York City REIT Inc
9.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.93