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
483.76
Total Return
383.76%
CAGR
56.75%
Annualized from first index week
Edge vs Market
+34.30%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.67
Sortino 5.20
Current Holdings
1117
Transactions
10719
Avg 3056.2/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4801
Stop 41.3% ·
Warning 58.4%
· Other 0.2%
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
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.03 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.48
MD 0.27 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.03 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ARAI
NASDAQ · Arrive AI Inc.
0.42
MD 0.40 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.19
MD 0.14 · Market Dynamics Buy Signal
GIB
NYSE · CGI Inc
67.06
MD 0.07 · Market Dynamics Buy Signal
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.46
MD 0.15 · Market Dynamics Buy Signal
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10.12
MD 1.35 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.44 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 1.51 · Market Dynamics Buy Signal
MKC-V
NYSE · McCormick & Company Incorporated
50.81
MD 0.15 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.15
MD 2.50 · Market Dynamics Buy Signal
MNDO
NASDAQ · MIND CTI Ltd
1.06
MD 0.16 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.96
MD 0.21 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.18 · Market Dynamics Buy Signal
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.55
MD 0.24 · Market Dynamics Buy Signal
SKIN
NASDAQ · Beauty Health Co
0.91
MD 0.21 · Market Dynamics Buy Signal
SKYX
NASDAQ · SKYX Platforms Corp
1.27
MD 0.09 · Market Dynamics Buy Signal
STIM
NASDAQ · Neuronetics Inc
1.76
MD 0.50 · Market Dynamics Buy Signal
TTEK
NASDAQ · Tetra Tech Inc
30.99
MD 0.06 · Market Dynamics Buy Signal
USPH
NYSE · U.S. Physical Therapy, Inc.
72.54
MD 0.07 · Market Dynamics Buy Signal
VRDN
NASDAQ · Viridian Therapeutics Inc
19.74
MD 0.12 · Market Dynamics Buy Signal
WRAP
NASDAQ · Wrap Technologies Inc
2.46
MD 0.26 · Market Dynamics Buy Signal
WVVI
NASDAQ · Willamette Valley Vineyards Inc
2.93
MD 1.08 · Market Dynamics Buy Signal
XTLB
NASDAQ · XTL Biopharmaceuticals Ltd ADR
2.91
MD 0.77 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.53
20% entry drawdown · -23.12%
BIRD
NASDAQ · Allbirds Inc
3.13
20% entry drawdown · -33.15%
BLLN
NASDAQ · BillionToOne, Inc. Class A Common Stock
126.77
Reversal Risk Warning · 28.06%
BYRN
NASDAQ · Byrna Technologies Inc
3.87
20% entry drawdown · -44.55%
CE
NYSE · Celanese Corporation
46.92
20% entry drawdown · -20.19%
CHGG
NYSE · Chegg Inc
0.85
20% entry drawdown · -23.79%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
GKOS
NYSE · Glaukos Corp
152.72
Reversal Risk Warning · 82.11%
JEM
NASDAQ · 707 Cayman Holdings Limited Ordinary Shares
0.54
20% entry drawdown · -64.86%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 75.74%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
NEWT
NASDAQ · NewtekOne, Inc.
14.78
Reversal Risk Warning · 52.99%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
TLPH
NASDAQ · Talphera Inc.
1.46
Reversal Risk Warning · 196.33%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
IIPR
NYSE · Innovative Industrial Properties Inc
4 Jul 202550.92
64.44
26.55%
Buy
0.82
-
-
ILAG
NASDAQ · Intelligent Living Application Group Inc
19 Jun 20263.08
3.81
23.70%
Buy
0.63
-
-
IMCR
NASDAQ · Immunocore Holdings Ltd
10 Jan 202530.40
31.95
5.10%
Buy
0.69
-
-
IMMR
NASDAQ · Immersion Corporation
12 Dec 20256.75
6.75
-0.06%
Buy
0.13
-
-
IMRN
NASDAQ · Immuron Ltd ADR
3 Apr 20260.80
1.23
53.56%
Buy
0.14
-
-
IMRX
NASDAQ · Immuneering Corp
6 Jun 20252.13
5.11
139.91%
Buy
0.42
-
-
IMTX
NASDAQ · Immatics NV
2 May 20255.23
9.68
85.09%
Buy
0.31
-
-
IMUX
NASDAQ · Immunic Inc
13 Feb 20269.13
14.77
61.77%
Buy
0.33
-
-
IMVT
NASDAQ · Immunovant Inc
31 Oct 202524.68
39.71
60.90%
Buy
1.39
-
-
IMXI
NASDAQ · International Money Express Inc
15 Aug 202514.42
14.50
0.55%
Buy
0.32
-
-
INBK
NASDAQ · First Internet Bancorp
2 Jan 202620.37
26.41
29.65%
Buy
0.23
-
-
INCR
NASDAQ · InterCure Ltd.
3 Jul 20261.09
0.97
-11.01%
Buy
1.06
-
-
INR
NYSE · Infinity Natural Resources, Inc.
21 Nov 202512.62
12.60
-0.16%
Buy
0.05
-
-
INSE
NASDAQ · Inspired Entertainment Inc
29 May 20267.70
7.23
-6.10%
Buy
0.03
-
-
INV
NASDAQ · Innventure, Inc.
3 Apr 20264.64
5.01
7.97%
Buy
0.02
-
-
INVH
NYSE · Invitation Homes Inc
24 Apr 202626.86
29.60
10.20%
Buy
0.40
-
-
INVZ
NASDAQ · Innoviz Technologies
3 Jul 20260.69
0.63
-8.39%
Buy
0.47
-
-
IONR
NASDAQ · ioneer Ltd American Depositary Shares
15 Aug 20253.34
4.14
23.95%
Buy
0.56
-
-
IOSP
NASDAQ · Innospec Inc
22 May 202679.58
81.62
2.56%
Buy
0.11
-
-
IOTR
NASDAQ · iOThree Limited Ordinary Shares
27 Mar 20262.23
3.30
47.98%
Buy
0.09
-
-
IOVA
NASDAQ · Iovance Biotherapeutics Inc
27 Feb 20263.86
4.23
9.59%
Buy
1.28
-
-
IPAR
NASDAQ · Inter Parfums Inc
16 Jan 202688.44
119.28
34.88%
Buy
0.20
-
-
IPCX
NASDAQ · Inflection Point Acquisition Corp. III Class A Ordinary Shares
16 Jan 202610.17
10.39
2.16%
Buy
0.17
-
-
IPEX
NASDAQ · Inflection Point Acquisition Corp. V
10 Oct 202510.36
10.52
1.59%
Buy
1.45
-
-
IPHA
NASDAQ · Innate Pharma
15 May 20262.02
1.79
-11.26%
Buy
0.04
-
-
IPM
NASDAQ · Intelligent Protection Management Corp
1 May 20261.90
1.77
-6.84%
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
4.57
1.56%
Buy
0.23
-
-
IRDM
NASDAQ · Iridium Communications Inc
13 Feb 202622.96
50.06
118.07%
Buy
1.17
-
-
IRIX
NASDAQ · IRIDEX Corporation
11 Jul 20251.01
1.10
8.91%
Buy
0.18
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
12 Jun 2026
Exit
FRAF
NASDAQ · Franklin Financial Services Corp
60.82
Reversal Risk Warning
141.64%
Entry 14 Jul 2023
25.17
12 Jun 2026
Exit
FRO
NYSE · Frontline Ltd
39.07
Reversal Risk Warning
162.11%
Entry 25 Apr 2025
14.91
12 Jun 2026
Exit
FRST
NASDAQ · Primis Financial Corp
15.74
Reversal Risk Warning
89.57%
Entry 21 Jul 2023
8.30
12 Jun 2026
Exit
FSTR
NASDAQ · LB Foster Company
42.37
Reversal Risk Warning
147.06%
Entry 11 Aug 2023
17.15
12 Jun 2026
Entry
FSV
NASDAQ · FirstService Corp
143.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
12 Jun 2026
Entry
FUL
NYSE · H B Fuller Company
63.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
12 Jun 2026
Exit
FULT
NASDAQ · Fulton Financial Corporation
23.18
Reversal Risk Warning
93.43%
Entry 21 Jul 2023
11.98
12 Jun 2026
Exit
FVCB
NASDAQ · FVCBankcorp Inc
16.79
Reversal Risk Warning
41.72%
Entry 19 Jul 2024
11.85
12 Jun 2026
Exit
FVR
NYSE · FrontView REIT, Inc.
19.66
Reversal Risk Warning
49.07%
Entry 22 Aug 2025
13.19
12 Jun 2026
Exit
GABC
NASDAQ · German American Bancorp Inc
45.91
Reversal Risk Warning
73.91%
Entry 28 Jul 2023
26.40
12 Jun 2026
Exit
GCO
NYSE · Genesco Inc
42.50
Reversal Risk Warning
90.41%
Entry 20 Jun 2025
22.32
12 Jun 2026
Exit
GIII
NASDAQ · G-III Apparel Group Ltd
35.18
Reversal Risk Warning
36.85%
Entry 15 Aug 2025
25.70
12 Jun 2026
Entry
GO
NASDAQ · Grocery Outlet Holding Corp
9.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.84
12 Jun 2026
Exit
GPRK
NYSE · GeoPark Ltd
11.20
Reversal Risk Warning
57.74%
Entry 20 Jun 2025
7.10
12 Jun 2026
Exit
GRC
NYSE · Gorman-Rupp Company
84.59
Reversal Risk Warning
125.73%
Entry 22 Mar 2024
37.47
12 Jun 2026
Exit
GSBC
NASDAQ · Great Southern Bancorp Inc
75.45
Reversal Risk Warning
52.87%
Entry 17 Nov 2023
49.35
12 Jun 2026
Entry
GUTS
NASDAQ · Fractyl Health, Inc. Common Stock
0.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
12 Jun 2026
Exit
HAFC
NASDAQ · Hanmi Financial Corporation
31.75
Reversal Risk Warning
115.94%
Entry 21 Jul 2023
14.70
12 Jun 2026
Exit
HBCP
NASDAQ · Home Bancorp Inc
68.08
Reversal Risk Warning
88.62%
Entry 17 Nov 2023
36.09
12 Jun 2026
Exit
HBNC
NASDAQ · Horizon Bancorp
19.59
Reversal Risk Warning
112.32%
Entry 14 Jul 2023
9.23
12 Jun 2026
Exit
HBT
NASDAQ · Hbt Financial Inc
30.59
Reversal Risk Warning
72.99%
Entry 24 Nov 2023
17.68
12 Jun 2026
Exit
HOPE
NASDAQ · Hope Bancorp Inc
13.19
Reversal Risk Warning
74.28%
Entry 14 Jul 2023
7.57
12 Jun 2026
Entry
HRI
NYSE · Herc Holdings Inc
144.62
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
12 Jun 2026
Entry
HRL
NYSE · Hormel Foods Corporation
24.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.42
12 Jun 2026
Exit
HSPT
NASDAQ · Horizon Space Acquisition II Corp. Ordinary share
5.80
20% entry drawdown
-40.82%
Entry 5 Jun 2026
9.80
12 Jun 2026
Exit
HTLD
NASDAQ · Heartland Express Inc
16.09
Reversal Risk Warning
87.63%
Entry 20 Jun 2025
8.57
12 Jun 2026
Exit
IBKR
NASDAQ · Interactive Brokers Group Inc
90.81
Reversal Risk Warning
206.24%
Entry 3 May 2024
29.65
12 Jun 2026
Exit
IFS
NYSE · Intercorp Financial Services Inc
56.85
Reversal Risk Warning
129.62%
Entry 16 Feb 2024
24.76
12 Jun 2026
Exit
IHG
NYSE · InterContinental Hotels Group PLC ADR
167.12
Reversal Risk Warning
121.60%
Entry 15 Sep 2023
75.41
12 Jun 2026
Exit
ILAG
NASDAQ · Intelligent Living Application Group Inc
2.72
20% entry drawdown
-26.68%
Entry 17 Apr 2026
3.71