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
MRCY
NASDAQ · Mercury Systems Inc
120.30
Reversal Risk Warning
240.41%
Entry 26 Jul 2024
35.34
12 Jun 2026
Entry
MRDN
NASDAQ · Meridian Holdings Inc
14.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.34
12 Jun 2026
Exit
MRX
NASDAQ · Marex Group plc Ordinary Shares
61.96
Reversal Risk Warning
71.23%
Entry 21 Feb 2025
36.19
12 Jun 2026
Exit
MSBI
NASDAQ · Midland States Bancorp, Inc.
30.16
Reversal Risk Warning
89.41%
Entry 23 May 2025
15.92
12 Jun 2026
Entry
MTN
NYSE · Vail Resorts Inc
131.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
12 Jun 2026
Exit
MUFG
NYSE · Mitsubishi UFJ Financial Group Inc ADR
20.16
Reversal Risk Warning
132.89%
Entry 26 Jan 2024
8.66
12 Jun 2026
Exit
MYFW
NASDAQ · First Western Financial Inc
30.53
Reversal Risk Warning
74.96%
Entry 3 May 2024
17.45
12 Jun 2026
Entry
NCTY
NASDAQ · The9 Ltd ADR
4.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
12 Jun 2026
Exit
NMTC
NASDAQ · Neuroone Medical Technologies Corp
3.24
20% entry drawdown
-24.16%
Entry 11 Jul 2025
4.27
12 Jun 2026
Exit
NTCL
NASDAQ · NETCLASS TECHNOLOGY INC Class A Ordinary Shares
105.00
Price scale break
113.07%
Entry 29 May 2026
49.28
12 Jun 2026
Exit
NUVL
NASDAQ · Nuvalent Inc
123.25
Reversal Risk Warning
154.12%
Entry 28 Jul 2023
48.50
12 Jun 2026
Exit
NVEC
NASDAQ · NVE Corporation
116.92
Reversal Risk Warning
72.63%
Entry 23 May 2025
67.73
12 Jun 2026
Exit
NVMI
NASDAQ · Nova Ltd
583.05
Reversal Risk Warning
262.91%
Entry 9 Feb 2024
160.66
12 Jun 2026
Exit
NWBI
NASDAQ · Northwest Bancshares Inc
14.80
Reversal Risk Warning
53.51%
Entry 21 Jul 2023
9.64
12 Jun 2026
Entry
NWL
NASDAQ · Newell Brands Inc
4.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
12 Jun 2026
Exit
NXL
NASDAQ · Nexalin Technology Inc.
0.43
20% entry drawdown
-29.34%
Entry 29 May 2026
0.61
12 Jun 2026
Exit
OBK
NYSE · Origin Bancorp, Inc.
50.14
Reversal Risk Warning
73.70%
Entry 14 Jul 2023
28.87
12 Jun 2026
Exit
OCC
NASDAQ · Optical Cable Corporation
22.91
Reversal Risk Warning
536.39%
Entry 4 Jul 2025
3.60
12 Jun 2026
Entry
ODD
NASDAQ · ODDITY Tech Ltd. Class A Ordinary Shares
11.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
12 Jun 2026
Exit
ONTO
NYSE · Onto Innovation Inc
323.88
Reversal Risk Warning
153.86%
Entry 26 Sep 2025
127.58
12 Jun 2026
Exit
OPTX
NASDAQ · Syntec Optics Holdings Inc.
13.25
Reversal Risk Warning
323.32%
Entry 2 Jan 2026
3.13
12 Jun 2026
Exit
OSBC
NASDAQ · Old Second Bancorp Inc
22.50
Reversal Risk Warning
50.74%
Entry 21 Jul 2023
14.93
12 Jun 2026
Exit
OSCR
NYSE · Oscar Health Inc
28.26
Reversal Risk Warning
229.37%
Entry 24 Nov 2023
8.58
12 Jun 2026
Exit
PBI
NYSE · Pitney Bowes Inc
17.32
Reversal Risk Warning
266.44%
Entry 10 May 2024
4.73
12 Jun 2026
Exit
PCB
NASDAQ · PCB Bancorp
26.59
Reversal Risk Warning
84.04%
Entry 21 Jul 2023
14.45
12 Jun 2026
Exit
PCLA
NASDAQ · PicoCELA Inc. American Depositary Shares
4.81
20% entry drawdown
-27.34%
Entry 22 May 2026
6.62
12 Jun 2026
Exit
PDFS
NASDAQ · PDF Solutions Inc
64.14
Reversal Risk Warning
145.56%
Entry 26 Sep 2025
26.12
12 Jun 2026
Exit
PEB
NYSE · Pebblebrook Hotel Trust
18.17
Reversal Risk Warning
81.81%
Entry 27 Jun 2025
9.99
12 Jun 2026
Exit
PEBO
NASDAQ · Peoples Bancorp Inc
36.60
Reversal Risk Warning
53.03%
Entry 28 Jul 2023
23.92
12 Jun 2026
Exit
PENG
NASDAQ · Penguin Solutions, Inc.
64.13
Reversal Risk Warning
178.58%
Entry 10 Apr 2026
23.02