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
INTA
NASDAQ · Intapp Inc
31 Jul 202632.69
32.69
New
Entry week
Buy
1.29
-
-
INVH
NYSE · Invitation Homes Inc
24 Apr 202626.86
29.72
10.65%
Buy
0.40
-
-
IONR
NASDAQ · ioneer Ltd American Depositary Shares
15 Aug 20253.34
3.49
4.49%
Buy
0.56
-
-
IOSP
NASDAQ · Innospec Inc
22 May 202679.58
85.98
8.04%
Buy
0.11
-
-
IOTR
NASDAQ · iOThree Limited Ordinary Shares
27 Mar 20262.23
2.97
33.18%
Buy
0.09
-
-
IOVA
NASDAQ · Iovance Biotherapeutics Inc
27 Feb 20263.86
4.07
5.44%
Buy
1.28
-
-
IP
NYSE · International Paper
26 Jun 202638.76
40.83
5.34%
Buy
0.34
-
-
IPAR
NASDAQ · Inter Parfums Inc
16 Jan 202688.44
124.55
40.84%
Buy
0.20
-
-
IPCX
NASDAQ · Inflection Point Acquisition Corp. III Class A Ordinary Shares
16 Jan 202610.17
8.69
-14.55%
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
1.80
-5.26%
Buy
0.58
-
-
IPSC
NASDAQ · Century Therapeutics Inc
26 Dec 20251.09
2.02
86.18%
Buy
1.51
-
-
IPWR
NASDAQ · Ideal Power Inc
24 Apr 20264.50
3.70
-17.78%
Buy
0.23
-
-
IQ
NASDAQ · iQIYI Inc
17 Jul 20261.19
1.27
6.72%
Buy
0.25
-
-
IRIX
NASDAQ · IRIDEX Corporation
11 Jul 20251.01
0.82
-18.81%
Buy
0.18
-
-
IRWD
NASDAQ · Ironwood Pharmaceuticals Inc
14 Nov 20253.14
4.23
34.71%
Buy
1.80
-
-
ITGR
NYSE · Integer Holdings Corp
9 Jan 202684.31
121.21
43.77%
Buy
0.12
-
-
JACK
NASDAQ · Jacktel AS
26 Jun 202613.81
16.37
18.54%
Buy
0.34
-
-
JAKK
NASDAQ · JAKKS Pacific Inc
10 Oct 202517.03
26.33
54.65%
Buy
0.14
-
-
JBLU
NASDAQ · JetBlue Airways Corp
18 Jul 20254.41
6.03
36.73%
Buy
0.09
-
-
JBSS
NASDAQ · John B Sanfilippo & Son Inc
4 Jul 202562.49
82.76
32.44%
Buy
0.16
-
-
JCTC
NASDAQ · Jewett-Cameron Trading Company Ltd.
1 May 20262.00
2.65
32.50%
Buy
0.66
-
-
JEF
NYSE · Jefferies Financial Group Inc
22 May 202651.98
54.60
5.04%
Buy
0.24
-
-
JHX
NYSE · James Hardie Industries PLC ADR
12 Dec 202520.62
26.29
27.50%
Buy
0.05
-
-
JILL
NYSE · J.Jill Inc
26 Jun 202615.89
18.22
14.66%
Buy
0.40
-
-
JJSF
NASDAQ · J & J Snack Foods Corp
26 Jun 202675.75
76.50
0.99%
Buy
0.23
-
-
JL
NASDAQ · J-Long Group Limited
29 Nov 20243.13
5.64
80.19%
Buy
1.04
-
-
JRVR
NASDAQ · James River Group Holdings Ltd
18 Apr 20254.25
4.49
5.62%
Buy
0.11
-
-
JWEL
NASDAQ · Jowell Global Ltd.
23 Aug 20241.36
1.88
38.01%
Buy
0.12
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
10 Nov 2023
Entry
AMT
NYSE · American Tower Corp
167.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
10 Nov 2023
Entry
ATLCP
NASDAQ · Atlanticus Holdings Corp Preferred
16.69
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
10 Nov 2023
Entry
AZO
NYSE · AutoZone Inc
2702.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
10 Nov 2023
Entry
BBSI
NASDAQ · Barrett Business Services Inc
25.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
10 Nov 2023
Entry
BVFL
NASDAQ · BV Financial, Inc. Common Stock
10.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.44
10 Nov 2023
Entry
CL
NYSE · Colgate-Palmolive Company
71.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
10 Nov 2023
Entry
DECK
NYSE · Deckers Outdoor Corporation
105.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
10 Nov 2023
Entry
EA
NASDAQ · Electronic Arts Inc
131.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
10 Nov 2023
Exit
ELDN
NASDAQ · Eledon Pharmaceuticals Inc
1.16
20% entry drawdown
-24.18%
Entry 6 Oct 2023
1.53
10 Nov 2023
Entry
FATE
NASDAQ · Fate Therapeutics Inc
2.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
10 Nov 2023
Exit
FLXS
NASDAQ · Flexsteel Industries Inc
15.63
20% entry drawdown
-26.94%
Entry 1 Sep 2023
21.40
10 Nov 2023
Exit
GKOS
NYSE · Glaukos Corp
60.54
20% entry drawdown
-23.45%
Entry 14 Jul 2023
79.09
10 Nov 2023
Entry
GRMN
NYSE · Garmin Ltd
111.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
10 Nov 2023
Exit
GRPN
NASDAQ · Groupon Inc
8.83
20% entry drawdown
-21.83%
Entry 18 Aug 2023
11.29
10 Nov 2023
Entry
GWW
NYSE · WW Grainger Inc
776.02
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
10 Nov 2023
Entry
HCI
NYSE · HCI Group Inc
72.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
10 Nov 2023
Entry
HLIT
NASDAQ · Harmonic Inc
10.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
10 Nov 2023
Entry
HRTG
NYSE · Heritage Insurance Hldgs Inc
7.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.06
10 Nov 2023
Entry
HWBK
NASDAQ · Hawthorn Bancshares Inc
19.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.10
10 Nov 2023
Entry
IFF
NYSE · International Flavors & Fragrances Inc
67.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
10 Nov 2023
Entry
JAKK
NASDAQ · JAKKS Pacific Inc
24.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
10 Nov 2023
Entry
JXN
NYSE · Jackson Financial Inc
39.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.97
10 Nov 2023
Entry
LDOS
NYSE · Leidos Holdings Inc
100.43
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
10 Nov 2023
Exit
LFVN
NASDAQ · Lifevantage Corporation
5.39
20% entry drawdown
-27.05%
Entry 27 Oct 2023
7.38
10 Nov 2023
Exit
LYTS
NASDAQ · LSI Industries Inc
11.91
20% entry drawdown
-23.18%
Entry 18 Aug 2023
15.50
10 Nov 2023
Entry
METC
NASDAQ · Ramaco Resources Inc
14.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.73
10 Nov 2023
Entry
MTX
NYSE · Minerals Technologies Inc
58.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
10 Nov 2023
Entry
NTGR
NASDAQ · NETGEAR Inc
12.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
10 Nov 2023
Entry
OGI
NASDAQ · OrganiGram Holdings Inc
1.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
10 Nov 2023
Entry
PRLB
NYSE · Proto Labs Inc
34.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09