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
470.81
Total Return
370.81%
CAGR
54.44%
Annualized from first index week
Edge vs Market
+32.75%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.59
Sortino 5.03
Current Holdings
1067
Transactions
10881
Avg 3052.4/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4907
Stop 42.0% ·
Warning 57.4%
· 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
BR
NYSE · Broadridge Financial Solutions Inc
153.95
MD 0.49 · Market Dynamics Buy Signal
BZFD
NASDAQ · BuzzFeed Inc
1.19
MD 0.22 · Market Dynamics Buy Signal
CMCO
NASDAQ · Columbus McKinnon Corporation
19.17
MD 0.48 · Market Dynamics Buy Signal
CNET
NASDAQ · ZW Data Action Technologies Inc
1.60
MD 1.12 · Market Dynamics Buy Signal
CRM
NYSE · Salesforce.com Inc
184.02
MD 0.35 · Market Dynamics Buy Signal
DPZ
NASDAQ · Domino's Pizza Inc Common Stock
347.44
MD 0.32 · Market Dynamics Buy Signal
DXC
NYSE · DXC Technology Co
11.24
MD 0.02 · Market Dynamics Buy Signal
EFOR
NYSE · Everforth, Inc.
28.44
MD 0.09 · Market Dynamics Buy Signal
GEHC
NASDAQ · GE HealthCare Technologies Inc.
68.02
MD 0.24 · Market Dynamics Buy Signal
GOGO
NASDAQ · Gogo Inc
4.18
MD 0.11 · Market Dynamics Buy Signal
HLNE
NASDAQ · Hamilton Lane Inc
88.91
MD 0.13 · Market Dynamics Buy Signal
HUBS
NYSE · HubSpot Inc
237.36
MD 1.24 · Market Dynamics Buy Signal
HURN
NASDAQ · Huron Consulting Group Inc
151.77
MD 0.52 · Market Dynamics Buy Signal
INFY
NYSE · Infosys Ltd ADR
12.03
MD 0.30 · Market Dynamics Buy Signal
INTA
NASDAQ · Intapp Inc
32.69
MD 1.29 · Market Dynamics Buy Signal
LVWR
NYSE · LiveWire Group Inc.
1.81
MD 0.42 · Market Dynamics Buy Signal
NICE
NASDAQ · Nice Ltd ADR
98.79
MD 0.36 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.48
MD 0.20 · Market Dynamics Buy Signal
PTC
NASDAQ · PTC Inc
137.20
MD 0.02 · Market Dynamics Buy Signal
SGRP
NASDAQ · SPAR Group Inc
0.60
MD 0.30 · Market Dynamics Buy Signal
SPOK
NASDAQ · Spok Holdings Inc
10.90
MD 0.50 · Market Dynamics Buy Signal
TAP
NYSE · Molson Coors Brewing Co Class B
41.56
MD 0.07 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.45
MD 0.50 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
98.13
MD 1.47 · Market Dynamics Buy Signal
WK
NYSE · Workiva Inc
59.80
MD 0.70 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACDC
NASDAQ · ProFrac Holding Corp.
4.04
20% entry drawdown · -20.00%
ADXN
NASDAQ · Addex Therapeutics Ltd
5.20
20% entry drawdown · -23.64%
AVD
NYSE · American Vanguard Corporation
2.39
20% entry drawdown · -24.37%
BLDR
NYSE · Builders FirstSource Inc
66.44
20% entry drawdown · -25.47%
CJMB
NASDAQ · Callan JMB Inc. Common Stock
1.35
20% entry drawdown · -47.06%
CLRO
NASDAQ · ClearOne Inc
4.08
20% entry drawdown · -37.04%
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
2.92
20% entry drawdown · -26.45%
DBX
NASDAQ · Dropbox Inc
32.56
Reversal Risk Warning · 12.66%
DFH
NYSE · Dream Finders Homes Inc
12.79
20% entry drawdown · -25.64%
EVH
NYSE · Evolent Health Inc
3.09
20% entry drawdown · -35.63%
JMSB
NASDAQ · John Marshall Bancorp Inc
23.20
Reversal Risk Warning · 36.35%
KFFB
NASDAQ · Kentucky First Federal Bancorp
5.48
Reversal Risk Warning · 113.87%
KPTI
NASDAQ · Karyopharm Therapeutics Inc
1.92
20% entry drawdown · -67.57%
KRRO
NASDAQ · Korro Bio, Inc.
10.37
20% entry drawdown · -20.17%
LKQ
NASDAQ · LKQ Corporation
22.45
20% entry drawdown · -23.71%
MRDN
NASDAQ · Meridian Holdings Inc
11.27
20% entry drawdown · -21.33%
MYGN
NASDAQ · Myriad Genetics Inc
2.86
20% entry drawdown · -51.36%
NAUT
NASDAQ · Nautilus Biotechnology Inc
0.98
20% entry drawdown · -26.54%
NXL
NASDAQ · Nexalin Technology Inc.
0.34
20% entry drawdown · -29.80%
OI
NYSE · O-I Glass Inc
7.15
20% entry drawdown · -26.97%
PDCC
NYSE · Pearl Diver Credit Company Inc.
8.60
20% entry drawdown · -22.67%
PSN
NYSE · Parsons Corp
44.21
20% entry drawdown · -21.46%
RADX
NASDAQ · Radiopharm Theranostics Limited American Depositary Shares
3.15
20% entry drawdown · -28.89%
SILO
NASDAQ · Silo Pharma Inc
4.19
20% entry drawdown · -23.78%
SKIN
NASDAQ · Beauty Health Co
0.69
20% entry drawdown · -24.64%
TULP
NASDAQ · Bloomia Holdings, Inc.
3.27
20% entry drawdown · -20.82%
TZOO
NASDAQ · Travelzoo
7.23
20% entry drawdown · -25.46%
WHD
NYSE · Cactus Inc
65.01
Reversal Risk Warning · 52.94%
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
1.00
20% entry drawdown · -52.04%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
HUN
NYSE · Huntsman Corporation
12 Dec 202510.39
9.76
-6.05%
Buy
0.67
-
-
HURC
NASDAQ · Hurco Companies Inc
15 May 202616.63
20.84
25.32%
Buy
0.05
-
-
HURN
NASDAQ · Huron Consulting Group Inc
31 Jul 2026151.77
151.77
New
Entry week
Buy
0.52
-
-
HVT
NYSE · Haverty Furniture Companies Inc
30 May 202519.49
24.64
26.42%
Buy
0.18
-
-
HVT-A
NYSE · Haverty Furniture Companies Inc
6 Jun 202519.64
30.20
53.77%
Buy
0.25
-
-
HY
NYSE · Hyster-Yale Materials Handling Inc
16 Jan 202633.16
33.43
0.80%
Buy
0.07
-
-
HYPR
NASDAQ · Hyperfine Inc
18 Jul 20250.92
0.94
1.71%
Buy
0.56
-
-
IART
NASDAQ · Integra LifeSciences Holdings
8 May 202613.92
16.65
19.61%
Buy
0.55
-
-
ICFI
NASDAQ · ICF International Inc
17 Jul 202678.86
80.92
2.61%
Buy
0.80
-
-
ICLR
NASDAQ · ICON PLC
22 May 2026116.78
163.57
40.06%
Buy
0.20
-
-
IDYA
NASDAQ · Ideaya Biosciences Inc
23 May 202518.82
35.50
88.63%
Buy
0.82
-
-
IEP
NASDAQ · Icahn Enterprises LP
24 Apr 20267.64
7.79
1.97%
Buy
1.23
-
-
IFF
NYSE · International Flavors & Fragrances Inc
14 Nov 202564.75
79.22
22.34%
Buy
0.34
-
-
IFRX
NASDAQ · InflaRx N.V.
17 Apr 20261.59
1.70
6.92%
Buy
0.31
-
-
IHS
NYSE · IHS Holding Ltd
6 Dec 20243.29
8.20
149.24%
Buy
0.26
-
-
IIPR
NYSE · Innovative Industrial Properties Inc
4 Jul 202550.92
58.81
15.49%
Buy
0.82
-
-
ILAG
NASDAQ · Intelligent Living Application Group Inc
19 Jun 20263.08
3.33
8.12%
Buy
0.63
-
-
IMCR
NASDAQ · Immunocore Holdings Ltd
10 Jan 202530.40
33.81
11.22%
Buy
0.69
-
-
IMMR
NASDAQ · Immersion Corporation
12 Dec 20256.75
7.56
11.93%
Buy
0.13
-
-
IMRN
NASDAQ · Immuron Ltd ADR
3 Apr 20260.80
1.09
36.08%
Buy
0.14
-
-
IMRX
NASDAQ · Immuneering Corp
6 Jun 20252.13
4.13
93.90%
Buy
0.42
-
-
IMTX
NASDAQ · Immatics NV
2 May 20255.23
8.66
65.58%
Buy
0.31
-
-
IMUX
NASDAQ · Immunic Inc
13 Feb 20269.13
13.97
53.01%
Buy
0.33
-
-
IMVT
NASDAQ · Immunovant Inc
31 Oct 202524.68
38.62
56.48%
Buy
1.39
-
-
IMXI
NASDAQ · International Money Express Inc
15 Aug 202514.42
11.86
-17.75%
Buy
0.32
-
-
INBK
NASDAQ · First Internet Bancorp
2 Jan 202620.37
29.46
44.62%
Buy
0.23
-
-
INCR
NASDAQ · InterCure Ltd.
3 Jul 20261.09
0.96
-11.76%
Buy
1.06
-
-
INFY
NYSE · Infosys Ltd ADR
31 Jul 202612.03
12.03
New
Entry week
Buy
0.30
-
-
INR
NYSE · Infinity Natural Resources, Inc.
21 Nov 202512.62
13.16
4.28%
Buy
0.05
-
-
INSE
NASDAQ · Inspired Entertainment Inc
29 May 20267.70
6.88
-10.65%
Buy
0.03
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
22 Dec 2023
Entry
CARR
NYSE · Carrier Global Corp
55.26
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
22 Dec 2023
Entry
CCBG
NASDAQ · Capital City Bank Group
28.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
22 Dec 2023
Entry
CCLD
NASDAQ · CareCloud, Inc.
1.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.55
22 Dec 2023
Entry
CM
NYSE · Canadian Imperial Bank Of Commerce
43.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.38
22 Dec 2023
Entry
CNH
NYSE · CNH Industrial N.V.
11.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
22 Dec 2023
Entry
COMP
NYSE · Compass Inc
3.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.44
22 Dec 2023
Entry
CP
NYSE · Canadian Pacific Kansas City Limited
77.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
22 Dec 2023
Entry
CPAY
NYSE · Corpay Inc
277.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
22 Dec 2023
Entry
CPT
NYSE · Camden Property Trust
89.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.51
22 Dec 2023
Entry
CRNT
NASDAQ · Ceragon Networks Ltd
2.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.54
22 Dec 2023
Entry
CSW
NYSE · CSW Industrials, Inc.
206.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.44
22 Dec 2023
Entry
CTS
NYSE · CTS Corporation
42.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
22 Dec 2023
Entry
CVLT
NASDAQ · CommVault Systems Inc
79.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.07
22 Dec 2023
Entry
CX
NYSE · Cemex SAB de CV ADR
8.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
22 Dec 2023
Entry
CYTK
NASDAQ · Cytokinetics Inc
44.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.22
22 Dec 2023
Entry
ENVA
NYSE · Enova International Inc
55.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
22 Dec 2023
Entry
F
NYSE · Ford Motor Company
10.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
22 Dec 2023
Entry
FBIO
NASDAQ · Fortress Biotech Inc
2.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
22 Dec 2023
Entry
FHTX
NASDAQ · Foghorn Therapeutics Inc
6.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
22 Dec 2023
Entry
FN
NYSE · Fabrinet
191.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
22 Dec 2023
Entry
FORM
NASDAQ · FormFactor Inc
41.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.23
22 Dec 2023
Entry
FPH
NYSE · Five Point Holdings LLC
2.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
22 Dec 2023
Entry
FRD
NASDAQ · Friedman Industries Inc. Common Stock
14.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
22 Dec 2023
Entry
FSLR
NASDAQ · First Solar Inc
170.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
22 Dec 2023
Entry
GBX
NYSE · Greenbrier Companies Inc
40.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
22 Dec 2023
Entry
GCBC
NASDAQ · Greene County Bancorp Inc
29.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
22 Dec 2023
Entry
GFL
NYSE · Gfl Environmental Holdings Inc
33.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
22 Dec 2023
Entry
GKOS
NYSE · Glaukos Corp
82.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
22 Dec 2023
Entry
GLUE
NASDAQ · Monte Rosa Therapeutics Inc
5.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
22 Dec 2023
Exit
GNE
NYSE · Genie Energy Ltd
28.12
Reversal Risk Warning
56.48%
Entry 13 Oct 2023
17.97