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
HY
NYSE · Hyster-Yale Materials Handling Inc
16 Jan 202633.16
33.10
-0.19%
Buy
0.07
-
-
HYNE
NASDAQ · Hoyne Bancorp, Inc. Common Stock
26 Jun 202616.76
16.60
-0.95%
Buy
1.50
-
-
HYPR
NASDAQ · Hyperfine Inc
18 Jul 20250.92
0.95
3.67%
Buy
0.56
-
-
IART
NASDAQ · Integra LifeSciences Holdings
8 May 202613.92
19.79
42.17%
Buy
0.55
-
-
ICFI
NASDAQ · ICF International Inc
17 Jul 202678.86
79.52
0.84%
Buy
0.80
-
-
ICLR
NASDAQ · ICON PLC
22 May 2026116.78
165.76
41.94%
Buy
0.20
-
-
IDYA
NASDAQ · Ideaya Biosciences Inc
23 May 202518.82
35.40
88.10%
Buy
0.82
-
-
IEP
NASDAQ · Icahn Enterprises LP
24 Apr 20267.64
7.69
0.66%
Buy
1.23
-
-
IFF
NYSE · International Flavors & Fragrances Inc
14 Nov 202564.75
75.94
17.28%
Buy
0.34
-
-
IFRX
NASDAQ · InflaRx N.V.
17 Apr 20261.59
1.74
9.43%
Buy
0.31
-
-
IHS
NYSE · IHS Holding Ltd
6 Dec 20243.29
8.23
150.15%
Buy
0.26
-
-
IIPR
NYSE · Innovative Industrial Properties Inc
4 Jul 202550.92
61.48
20.73%
Buy
0.82
-
-
ILAG
NASDAQ · Intelligent Living Application Group Inc
19 Jun 20263.08
3.45
12.06%
Buy
0.63
-
-
IMCR
NASDAQ · Immunocore Holdings Ltd
10 Jan 202530.40
35.00
15.13%
Buy
0.69
-
-
IMMR
NASDAQ · Immersion Corporation
12 Dec 20256.75
6.52
-3.46%
Buy
0.13
-
-
IMRN
NASDAQ · Immuron Ltd ADR
3 Apr 20260.80
1.11
38.58%
Buy
0.14
-
-
IMRX
NASDAQ · Immuneering Corp
6 Jun 20252.13
4.32
102.82%
Buy
0.42
-
-
IMTX
NASDAQ · Immatics NV
2 May 20255.23
9.08
73.61%
Buy
0.31
-
-
IMUX
NASDAQ · Immunic Inc
13 Feb 20269.13
13.39
46.66%
Buy
0.33
-
-
IMVT
NASDAQ · Immunovant Inc
31 Oct 202524.68
39.41
59.68%
Buy
1.39
-
-
IMXI
NASDAQ · International Money Express Inc
15 Aug 202514.42
13.03
-9.64%
Buy
0.32
-
-
INBK
NASDAQ · First Internet Bancorp
2 Jan 202620.37
26.45
29.85%
Buy
0.23
-
-
INCR
NASDAQ · InterCure Ltd.
3 Jul 20261.09
0.97
-11.38%
Buy
1.06
-
-
INR
NYSE · Infinity Natural Resources, Inc.
21 Nov 202512.62
13.20
4.60%
Buy
0.05
-
-
INSE
NASDAQ · Inspired Entertainment Inc
29 May 20267.70
6.64
-13.77%
Buy
0.03
-
-
INVH
NYSE · Invitation Homes Inc
24 Apr 202626.86
29.78
10.87%
Buy
0.40
-
-
INVZ
NASDAQ · Innoviz Technologies
3 Jul 20260.69
0.61
-11.68%
Buy
0.47
-
-
IONR
NASDAQ · ioneer Ltd American Depositary Shares
15 Aug 20253.34
3.21
-3.89%
Buy
0.56
-
-
IOSP
NASDAQ · Innospec Inc
22 May 202679.58
84.76
6.51%
Buy
0.11
-
-
IOTR
NASDAQ · iOThree Limited Ordinary Shares
27 Mar 20262.23
3.18
42.60%
Buy
0.09
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
6 Jun 2025
Entry
AMTX
NASDAQ · Aemetis Inc
1.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.65
6 Jun 2025
Entry
ANF
NYSE · Abercrombie & Fitch Company
82.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
6 Jun 2025
Entry
ANNX
NASDAQ · Annexon Inc
2.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
6 Jun 2025
Entry
ANVS
NYSE · Annovis Bio Inc
3.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.02
6 Jun 2025
Entry
APLD
NASDAQ · Applied Digital Corporation
13.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
6 Jun 2025
Entry
APTV
NYSE · Aptiv PLC
66.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
6 Jun 2025
Exit
ARBB
NASDAQ · ARB IOT Group Limited Ordinary Shares
5.78
20% entry drawdown
-28.71%
Entry 3 Jan 2025
8.11
6 Jun 2025
Entry
ATRA
NASDAQ · Atara Biotherapeutics Inc
9.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.53
6 Jun 2025
Entry
AVBP
NASDAQ · ArriVent BioPharma, Inc. Common Stock
23.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
6 Jun 2025
Exit
AXS
NYSE · AXIS Capital Holdings Ltd
105.10
Reversal Risk Warning
84.93%
Entry 26 Jan 2024
56.83
6 Jun 2025
Entry
BAER
NASDAQ · Bridger Aerospace Group Holdings, Inc. Common Stock
1.87
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
6 Jun 2025
Entry
BC
NYSE · Brunswick Corporation
54.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
6 Jun 2025
Entry
BCAL
NASDAQ · Southern California Bancorp Common Stock
14.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
6 Jun 2025
Entry
BCAX
NASDAQ · Bicara Therapeutics Inc. Common Stock
11.50
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.42
6 Jun 2025
Entry
BWLP
NYSE · BW LPG Limited
9.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
6 Jun 2025
Entry
CAMT
NASDAQ · Camtek Ltd
73.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.00
6 Jun 2025
Entry
CCO
NYSE · Clear Channel Outdoor Holdings Inc
1.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
6 Jun 2025
Entry
CE
NYSE · Celanese Corporation
55.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.05
6 Jun 2025
Exit
CGNT
NASDAQ · Cognyte Software Ltd
11.22
Reversal Risk Warning
69.74%
Entry 15 Dec 2023
6.61
6 Jun 2025
Entry
CHGG
NYSE · Chegg Inc
1.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.06
6 Jun 2025
Exit
CHWY
NYSE · Chewy Inc
48.21
Reversal Risk Warning
127.30%
Entry 31 May 2024
21.21
6 Jun 2025
Entry
CIM
NYSE · Chimera Investment Corporation
12.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
6 Jun 2025
Entry
CLS
NYSE · Celestica Inc.
120.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
6 Jun 2025
Entry
CSIQ
NASDAQ · Canadian Solar Inc
11.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.83
6 Jun 2025
Entry
CSTM
NYSE · Constellium Nv
12.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.31
6 Jun 2025
Entry
CVV
NASDAQ · CVD Equipment Corporation
3.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
6 Jun 2025
Entry
CYRX
NASDAQ · Cryoport Inc
7.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.78
6 Jun 2025
Entry
DAIO
NASDAQ · Data I/O Corporation
2.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
6 Jun 2025
Entry
DBI
NYSE · Designer Brands Inc
3.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
6 Jun 2025
Entry
EAF
NYSE · GrafTech International Ltd
11.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17