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
479.75
Total Return
379.75%
CAGR
56.00%
Annualized from first index week
Edge vs Market
+34.22%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.65
Sortino 5.16
Current Holdings
1081
Transactions
10781
Avg 3057.2/yr ·
254.8/mo ·
58.8/wk
Exit Mix
4850
Stop 41.5% ·
Warning 58.0%
· 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
ADBE
NASDAQ · Adobe Systems Incorporated
237.25
MD 0.17 · Market Dynamics Buy Signal
BL
NASDAQ · Blackline Inc
30.29
MD 0.18 · Market Dynamics Buy Signal
BLKB
NASDAQ · Blackbaud Inc
32.40
MD 0.13 · Market Dynamics Buy Signal
CDNL
NASDAQ · Cardinal Infrastructure Group Inc. Class A Common Stock
71.23
MD 1.59 · Market Dynamics Buy Signal
CURV
NYSE · Torrid Holdings Inc
2.33
MD 0.16 · Market Dynamics Buy Signal
DFIN
NYSE · Donnelley Financial Solutions Inc
49.95
MD 0.06 · Market Dynamics Buy Signal
EXPO
NASDAQ · Exponent Inc
62.88
MD 0.09 · Market Dynamics Buy Signal
FIS
NYSE · Fidelity National Information Services Inc
41.91
MD 0.19 · Market Dynamics Buy Signal
HCKT
NASDAQ · The Hackett Group Inc
10.34
MD 0.19 · Market Dynamics Buy Signal
ICFI
NASDAQ · ICF International Inc
78.86
MD 0.80 · Market Dynamics Buy Signal
LAW
NYSE · CS Disco LLC
4.05
MD 0.26 · Market Dynamics Buy Signal
NRDS
NASDAQ · Nerdwallet Inc
9.26
MD 0.13 · Market Dynamics Buy Signal
ONT
NYSE · Onterris
20.93
MD 0.36 · Market Dynamics Buy Signal
OPRX
NASDAQ · OPTIMIZERx Corp
6.69
MD 0.86 · Market Dynamics Buy Signal
PODD
NASDAQ · Insulet Corporation
164.06
MD 0.42 · Market Dynamics Buy Signal
RCEL
NASDAQ · Avita Medical Ltd
5.10
MD 0.39 · Market Dynamics Buy Signal
UPWK
NASDAQ · Upwork Inc
9.06
MD 0.10 · Market Dynamics Buy Signal
XRAY
NASDAQ · Dentsply Sirona Inc
14.05
MD 0.72 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACB
NASDAQ · Aurora Cannabis Inc
2.63
20% entry drawdown · -20.78%
AIFU
NASDAQ · Fanhua Inc.
34.52
20% entry drawdown · -25.28%
AKTX
NASDAQ · Akari Therapeutics PLC
11.01
20% entry drawdown · -20.68%
ALDX
NASDAQ · Aldeyra The
1.69
20% entry drawdown · -25.55%
ARCT
NASDAQ · Arcturus Therapeutics Holdings Inc
6.05
20% entry drawdown · -26.49%
AWRE
NASDAQ · Aware Inc
1.11
20% entry drawdown · -26.97%
BEEM
NASDAQ · Beam Global
1.03
20% entry drawdown · -24.82%
BNAI
NASDAQ · Brand Engagement Network Inc
11.62
20% entry drawdown · -29.49%
BTBT
NASDAQ · Bit Digital Inc
1.40
20% entry drawdown · -29.65%
EIX
NYSE · Edison International
77.63
Reversal Risk Warning · 49.97%
EVGO
NASDAQ · Evgo Inc
1.68
20% entry drawdown · -20.94%
EVO
NASDAQ · Evotec SE ADR
1.96
20% entry drawdown · -27.94%
GENK
NASDAQ · GEN Restaurant Group, Inc. Class A Common Stock
1.77
20% entry drawdown · -24.36%
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.05
20% entry drawdown · -28.08%
HUBG
NASDAQ · Hub Group Inc
51.22
Reversal Risk Warning · 45.11%
INV
NASDAQ · Innventure, Inc.
3.37
20% entry drawdown · -27.37%
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
9.35
20% entry drawdown · -20.29%
LEDS
NASDAQ · SemiLEDS Corporation
3.01
Reversal Risk Warning · 67.22%
LONA
NASDAQ · LeonaBio, Inc.
7.22
20% entry drawdown · -27.22%
MTEX
NASDAQ · Mannatech Incorporated
4.25
20% entry drawdown · -21.59%
OABI
NASDAQ · OmniAb Inc.
2.12
20% entry drawdown · -20.00%
OCCI
NASDAQ · OFS Credit Company Inc
2.27
20% entry drawdown · -23.83%
PBF
NYSE · PBF Energy Inc
62.75
Reversal Risk Warning · 219.84%
PLUG
NASDAQ · Plug Power Inc
2.17
20% entry drawdown · -20.80%
PMCB
NASDAQ · PharmaCyte Biotech Inc
0.63
20% entry drawdown · -21.31%
PMEC
NASDAQ · Primech Holdings Ltd. Ordinary Shares
0.52
20% entry drawdown · -28.59%
QFIN
NASDAQ · 360 Finance Inc
12.73
20% entry drawdown · -20.83%
RPT
NYSE · Rithm Property Trust Inc.
10.89
20% entry drawdown · -27.03%
RXRX
NASDAQ · Recursion Pharmaceuticals Inc
2.95
20% entry drawdown · -22.50%
SNPS
NASDAQ · Synopsys Inc
384.28
20% entry drawdown · -25.60%
SORA
NASDAQ · Top Win International Limited
1.73
20% entry drawdown · -23.18%
VERU
NASDAQ · Veru Inc
2.38
20% entry drawdown · -30.00%
WING
NASDAQ · Wingstop Inc
142.33
20% entry drawdown · -20.03%
WW
NASDAQ · WW International, Inc. Common Stock
14.57
20% entry drawdown · -21.46%
ZSQR
NASDAQ · Z Squared Inc.
5.06
20% entry drawdown · -45.47%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
INVZ
NASDAQ · Innoviz Technologies
3 Jul 20260.69
0.60
-13.38%
Buy
0.47
-
-
IONR
NASDAQ · ioneer Ltd American Depositary Shares
15 Aug 20253.34
3.44
2.99%
Buy
0.56
-
-
IOSP
NASDAQ · Innospec Inc
22 May 202679.58
84.25
5.87%
Buy
0.11
-
-
IOTR
NASDAQ · iOThree Limited Ordinary Shares
27 Mar 20262.23
3.45
54.71%
Buy
0.09
-
-
IOVA
NASDAQ · Iovance Biotherapeutics Inc
27 Feb 20263.86
5.00
29.53%
Buy
1.28
-
-
IP
NYSE · International Paper
26 Jun 202638.76
37.56
-3.10%
Buy
0.34
-
-
IPAR
NASDAQ · Inter Parfums Inc
16 Jan 202688.44
123.23
39.34%
Buy
0.20
-
-
IPCX
NASDAQ · Inflection Point Acquisition Corp. III Class A Ordinary Shares
16 Jan 202610.17
10.40
2.26%
Buy
0.17
-
-
IPEX
NASDAQ · Inflection Point Acquisition Corp. V
10 Oct 202510.36
10.54
1.79%
Buy
1.45
-
-
IPHA
NASDAQ · Innate Pharma
15 May 20262.02
1.75
-13.37%
Buy
0.04
-
-
IPM
NASDAQ · Intelligent Protection Management Corp
1 May 20261.90
1.81
-4.74%
Buy
0.58
-
-
IPSC
NASDAQ · Century Therapeutics Inc
26 Dec 20251.09
2.25
107.37%
Buy
1.51
-
-
IPWR
NASDAQ · Ideal Power Inc
24 Apr 20264.50
4.09
-9.11%
Buy
0.23
-
-
IRIX
NASDAQ · IRIDEX Corporation
11 Jul 20251.01
0.93
-7.49%
Buy
0.18
-
-
IRWD
NASDAQ · Ironwood Pharmaceuticals Inc
14 Nov 20253.14
3.86
22.93%
Buy
1.80
-
-
ITGR
NYSE · Integer Holdings Corp
9 Jan 202684.31
95.42
13.18%
Buy
0.12
-
-
JACK
NASDAQ · Jacktel AS
26 Jun 202613.81
14.98
8.47%
Buy
0.34
-
-
JAKK
NASDAQ · JAKKS Pacific Inc
10 Oct 202517.03
24.23
42.32%
Buy
0.14
-
-
JBLU
NASDAQ · JetBlue Airways Corp
18 Jul 20254.41
5.42
22.90%
Buy
0.09
-
-
JBSS
NASDAQ · John B Sanfilippo & Son Inc
4 Jul 202562.49
79.47
27.17%
Buy
0.16
-
-
JCTC
NASDAQ · Jewett-Cameron Trading Company Ltd.
1 May 20262.00
2.77
38.50%
Buy
0.66
-
-
JEF
NYSE · Jefferies Financial Group Inc
22 May 202651.98
54.87
5.56%
Buy
0.24
-
-
JHX
NYSE · James Hardie Industries PLC ADR
12 Dec 202520.62
25.82
25.22%
Buy
0.05
-
-
JILL
NYSE · J.Jill Inc
26 Jun 202615.89
16.61
4.53%
Buy
0.40
-
-
JJSF
NASDAQ · J & J Snack Foods Corp
26 Jun 202675.75
76.68
1.23%
Buy
0.23
-
-
JL
NASDAQ · J-Long Group Limited
29 Nov 20243.13
6.12
95.45%
Buy
1.04
-
-
JMSB
NASDAQ · John Marshall Bancorp Inc
30 May 202517.01
22.18
30.36%
Buy
0.09
-
-
JRVR
NASDAQ · James River Group Holdings Ltd
18 Apr 20254.25
4.59
7.98%
Buy
0.11
-
-
JWEL
NASDAQ · Jowell Global Ltd.
23 Aug 20241.36
2.05
50.49%
Buy
0.12
-
-
JYNT
NASDAQ · The Joint Corp
16 Jan 20269.93
8.91
-10.27%
Buy
0.44
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
16 Jan 2026
Exit
WLDN
NASDAQ · Willdan Group Inc
133.78
Reversal Risk Warning
232.29%
Entry 20 Sep 2024
40.26
16 Jan 2026
Entry
ZBAO
NASDAQ · Zhibao Technology Inc. Class A Ordinary Shares
0.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
16 Jan 2026
Entry
ZBIO
NASDAQ · Zenas BioPharma, Inc. Common Stock
20.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
16 Jan 2026
Exit
ZNTL
NASDAQ · Zentalis Pharmaceuticals Llc
2.96
20% entry drawdown
-20.86%
Entry 9 Jan 2026
3.74
9 Jan 2026
Entry
AAUC
NYSE · Allied Gold Corporation
25.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.68
9 Jan 2026
Exit
AFL
NYSE · Aflac Incorporated
108.09
Reversal Risk Warning
42.84%
Entry 13 Oct 2023
75.67
9 Jan 2026
Exit
AGNC
NASDAQ · AGNC Investment Corp.
10.80
Reversal Risk Warning
59.45%
Entry 15 Dec 2023
6.77
9 Jan 2026
Entry
ALLO
NASDAQ · Allogene Therapeutics Inc
1.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.42
9 Jan 2026
Entry
ASIX
NYSE · AdvanSix Inc
18.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
9 Jan 2026
Exit
AURA
NASDAQ · Aura Biosciences Inc
5.09
20% entry drawdown
-20.72%
Entry 13 Jun 2025
6.42
9 Jan 2026
Exit
BANC
NYSE · Banc of California, Inc.
19.81
Reversal Risk Warning
67.96%
Entry 21 Jul 2023
11.79
9 Jan 2026
Exit
BCO
NYSE · Brinks Company
126.37
Reversal Risk Warning
78.04%
Entry 4 Aug 2023
70.98
9 Jan 2026
Exit
CAE
NYSE · CAE Inc.
33.03
Reversal Risk Warning
78.64%
Entry 27 Sep 2024
18.49
9 Jan 2026
Entry
CAL
NYSE · Caleres Inc
13.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.42
9 Jan 2026
Entry
CBT
NYSE · Cabot Corporation
72.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
9 Jan 2026
Entry
CENTA
NASDAQ · Central Garden & Pet Company A
29.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
9 Jan 2026
Entry
CHD
NYSE · Church & Dwight Company Inc
85.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
9 Jan 2026
Entry
CMCO
NASDAQ · Columbus McKinnon Corporation
19.53
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.65
9 Jan 2026
Exit
COMP
NYSE · Compass Inc
12.84
Reversal Risk Warning
267.91%
Entry 22 Dec 2023
3.49
9 Jan 2026
Exit
CUBI
NYSE · Customers Bancorp, Inc.
78.02
Reversal Risk Warning
119.07%
Entry 14 Jul 2023
35.61
9 Jan 2026
Exit
CVCO
NASDAQ · Cavco Industries Inc
667.70
Reversal Risk Warning
129.06%
Entry 1 Dec 2023
291.49
9 Jan 2026
Exit
CX
NYSE · Cemex SAB de CV ADR
12.36
Reversal Risk Warning
82.69%
Entry 16 May 2025
6.77
9 Jan 2026
Entry
DAR
NYSE · Darling Ingredients Inc
39.08
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.76
9 Jan 2026
Exit
DWTX
NASDAQ · Dogwood Therapeutics, Inc.
2.85
20% entry drawdown
-41.24%
Entry 1 Aug 2025
4.85
9 Jan 2026
Entry
EEX
NYSE · Emerald Expositions Events Inc
4.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
9 Jan 2026
Exit
ELME
NYSE · Elme Communities
2.95
Reversal Risk Warning
40.62%
Entry 15 Dec 2023
2.10
9 Jan 2026
Entry
ELUT
NASDAQ · Elutia Inc.
0.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
9 Jan 2026
Entry
ERAS
NASDAQ · Erasca Inc
6.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.17
9 Jan 2026
Exit
EVR
NYSE · Evercore Partners Inc
367.05
Reversal Risk Warning
129.99%
Entry 15 Dec 2023
159.59
9 Jan 2026
Exit
EXPD
NYSE · Expeditors International of Washington, Inc.
158.09
Reversal Risk Warning
35.54%
Entry 1 Dec 2023
116.64