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
IOVA
NASDAQ · Iovance Biotherapeutics Inc
27 Feb 20263.86
4.99
29.27%
Buy
1.28
-
-
IP
NYSE · International Paper
26 Jun 202638.76
42.16
8.77%
Buy
0.34
-
-
IPAR
NASDAQ · Inter Parfums Inc
16 Jan 202688.44
122.55
38.57%
Buy
0.20
-
-
IPCX
NASDAQ · Inflection Point Acquisition Corp. III Class A Ordinary Shares
16 Jan 202610.17
10.42
2.46%
Buy
0.17
-
-
IPEX
NASDAQ · Inflection Point Acquisition Corp. V
10 Oct 202510.36
10.53
1.69%
Buy
1.45
-
-
IPHA
NASDAQ · Innate Pharma
15 May 20262.02
1.78
-11.88%
Buy
0.04
-
-
IPM
NASDAQ · Intelligent Protection Management Corp
1 May 20261.90
1.80
-5.26%
Buy
0.58
-
-
IPSC
NASDAQ · Century Therapeutics Inc
26 Dec 20251.09
2.11
94.47%
Buy
1.51
-
-
IPWR
NASDAQ · Ideal Power Inc
24 Apr 20264.50
3.98
-11.56%
Buy
0.23
-
-
IQ
NASDAQ · iQIYI Inc
17 Jul 20261.19
1.22
2.52%
Buy
0.25
-
-
IRIX
NASDAQ · IRIDEX Corporation
11 Jul 20251.01
0.89
-11.80%
Buy
0.18
-
-
IRWD
NASDAQ · Ironwood Pharmaceuticals Inc
14 Nov 20253.14
3.71
18.15%
Buy
1.80
-
-
ITGR
NYSE · Integer Holdings Corp
9 Jan 202684.31
98.62
16.97%
Buy
0.12
-
-
JACK
NASDAQ · Jacktel AS
26 Jun 202613.81
14.55
5.36%
Buy
0.34
-
-
JAKK
NASDAQ · JAKKS Pacific Inc
10 Oct 202517.03
24.50
43.90%
Buy
0.14
-
-
JBLU
NASDAQ · JetBlue Airways Corp
18 Jul 20254.41
5.27
19.50%
Buy
0.09
-
-
JBSS
NASDAQ · John B Sanfilippo & Son Inc
4 Jul 202562.49
81.19
29.93%
Buy
0.16
-
-
JCTC
NASDAQ · Jewett-Cameron Trading Company Ltd.
1 May 20262.00
2.55
27.50%
Buy
0.66
-
-
JEF
NYSE · Jefferies Financial Group Inc
22 May 202651.98
55.86
7.46%
Buy
0.24
-
-
JHX
NYSE · James Hardie Industries PLC ADR
12 Dec 202520.62
26.54
28.71%
Buy
0.05
-
-
JILL
NYSE · J.Jill Inc
26 Jun 202615.89
16.86
6.10%
Buy
0.40
-
-
JJSF
NASDAQ · J & J Snack Foods Corp
26 Jun 202675.75
76.44
0.91%
Buy
0.23
-
-
JL
NASDAQ · J-Long Group Limited
29 Nov 20243.13
6.00
91.69%
Buy
1.04
-
-
JMSB
NASDAQ · John Marshall Bancorp Inc
30 May 202517.01
22.34
31.30%
Buy
0.09
-
-
JRVR
NASDAQ · James River Group Holdings Ltd
18 Apr 20254.25
4.71
10.80%
Buy
0.11
-
-
JWEL
NASDAQ · Jowell Global Ltd.
23 Aug 20241.36
1.79
31.72%
Buy
0.12
-
-
JYNT
NASDAQ · The Joint Corp
16 Jan 20269.93
8.35
-15.91%
Buy
0.44
-
-
KBR
NYSE · KBR Inc
26 Jun 202633.37
36.93
10.67%
Buy
0.03
-
-
KCHV
NASDAQ · Kochav Defense Acquisition Corp. Class A Ordinary Shares
27 Feb 202610.22
10.40
1.76%
Buy
0.56
-
-
KD
NYSE · Kyndryl Holdings Inc
22 May 202612.29
12.05
-1.95%
Buy
0.22
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
6 Jun 2025
Entry
ENTA
NASDAQ · Enanta Pharmaceuticals Inc
7.47
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.43
6 Jun 2025
Entry
ERO
NYSE · Ero Copper Corp
15.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.30
6 Jun 2025
Entry
FIGS
NYSE · Figs Inc
5.09
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
6 Jun 2025
Entry
FLYW
NASDAQ · Flywire Corp
10.50
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
6 Jun 2025
Exit
FTHY
NYSE · First Trust High Yield Opportunities 2027 Term Fund
12.97
Reversal Risk Warning
27.56%
Entry 11 Aug 2023
10.16
6 Jun 2025
Entry
GEF
NYSE · Greif Bros Corporation
63.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
6 Jun 2025
Entry
GERN
NASDAQ · Geron Corporation
1.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
6 Jun 2025
Entry
GFS
NASDAQ · Globalfoundries Inc
37.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
6 Jun 2025
Exit
GPCR
NASDAQ · Structure Therapeutics Inc. American Depositary Shares
21.13
20% entry drawdown
-22.00%
Entry 2 May 2025
27.09
6 Jun 2025
Entry
GPMT
NYSE · Granite Point Mortgage Trust Inc
2.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
6 Jun 2025
Entry
GROW
NASDAQ · US Global Investors Inc
2.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
6 Jun 2025
Entry
GRWG
NASDAQ · GrowGeneration Corp
1.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
6 Jun 2025
Exit
GWRE
NYSE · Guidewire Software Inc
255.77
Reversal Risk Warning
151.77%
Entry 1 Dec 2023
101.59
6 Jun 2025
Entry
HGV
NYSE · Hilton Grand Vacations Inc
40.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
6 Jun 2025
Entry
HVT-A
NYSE · Haverty Furniture Companies Inc
19.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
6 Jun 2025
Entry
IBRX
NASDAQ · Immunitybio Inc
3.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
6 Jun 2025
Exit
IDT
NYSE · IDT Corporation
68.21
Reversal Risk Warning
141.44%
Entry 13 Oct 2023
28.25
6 Jun 2025
Entry
IMRX
NASDAQ · Immuneering Corp
2.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.42
6 Jun 2025
Entry
INVZ
NASDAQ · Innoviz Technologies
0.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
6 Jun 2025
Exit
JFIN
NASDAQ · Jiayin Group Inc
17.38
Reversal Risk Warning
272.33%
Entry 14 Jul 2023
4.67
6 Jun 2025
Entry
KRNT
NASDAQ · Kornit Digital Ltd
22.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
6 Jun 2025
Entry
KSS
NYSE · Kohl's Corporation
8.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.48
6 Jun 2025
Entry
KZIA
NASDAQ · Kazia Therapeutics Ltd ADR
5.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.49
6 Jun 2025
Entry
LAW
NYSE · CS Disco LLC
4.45
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
6 Jun 2025
Entry
LFUS
NASDAQ · Littelfuse Inc
215.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
6 Jun 2025
Entry
LOB
NYSE · Live Oak Bancshares, Inc.
28.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
6 Jun 2025
Exit
LPCN
NASDAQ · Lipocine Inc
3.17
20% entry drawdown
-20.55%
Entry 16 May 2025
3.99
6 Jun 2025
Entry
LSPD
NYSE · Lightspeed Commerce Inc
11.50
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
6 Jun 2025
Exit
MATH
NASDAQ · Metalpha Technology Holding Limited
3.74
Reversal Risk Warning
125.30%
Entry 10 Jan 2025
1.66
6 Jun 2025
Entry
MATV
NYSE · Mativ Holdings Inc.
5.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.67