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
KDP
NASDAQ · Keurig Dr Pepper Inc
1 May 202628.89
29.68
2.73%
Buy
0.12
-
-
KELYA
NASDAQ · Kelly Services A Inc
8 May 20269.79
15.16
54.79%
Buy
0.13
-
-
KFFB
NASDAQ · Kentucky First Federal Bancorp
15 Nov 20242.56
5.23
104.10%
Buy
0.23
-
-
KFII
NASDAQ · K&F Growth Acquisition Corp. II Class A Ordinary shares
10 Oct 202510.25
10.59
3.32%
Buy
0.01
-
-
KFRC
NYSE · Kforce Inc.
21 Nov 202528.80
55.12
91.39%
Buy
0.14
-
-
KGEI
NASDAQ · Kolibri Global Energy Inc. Common stock
20 Feb 20263.94
5.31
34.77%
Buy
0.88
-
-
KHC
NASDAQ · Kraft Heinz Co
27 Mar 202621.66
25.67
18.53%
Buy
0.02
-
-
KIDS
NASDAQ · Orthopediatrics Corp
12 Dec 202517.60
18.87
7.22%
Buy
0.06
-
-
KLRS
NASDAQ · Kalaris Therapeutics, Inc.
8 Aug 20252.67
3.73
39.70%
Buy
0.16
-
-
KLTR
NASDAQ · Kaltura Inc
15 May 20261.46
1.40
-4.11%
Buy
0.20
-
-
KMB
NASDAQ · Kimberly-Clark Corporation
13 Feb 2026106.71
109.70
2.80%
Buy
0.25
-
-
KMPR
NYSE · Kemper Corporation
26 Jun 202626.81
28.81
7.46%
Buy
0.04
-
-
KMX
NYSE · CarMax Inc
9 Jan 202645.23
58.29
28.87%
Buy
0.25
-
-
KNDI
NASDAQ · Kandi Technologies Group Inc
24 Jul 20260.65
0.65
New
Entry week
Buy
0.31
-
-
KNF
NYSE · Knife River Corporation
19 Dec 202573.46
78.06
6.26%
Buy
0.32
-
-
KNTK
NYSE · Kinetik Holdings Inc
16 Jan 202637.27
50.43
35.33%
Buy
0.20
-
-
KOP
NYSE · Koppers Holdings Inc
23 May 202529.88
50.22
68.07%
Buy
0.41
-
-
KOS
NYSE · Kosmos Energy Ltd
13 Feb 20261.68
2.63
56.55%
Buy
1.03
-
-
KOSS
NASDAQ · Koss Corporation
1 May 20264.36
3.75
-13.99%
Buy
0.32
-
-
KOYN
NASDAQ · CSLM Digital Asset Acquisition Corp III, Ltd
10 Apr 202610.07
10.17
0.94%
Buy
1.14
-
-
KPLT
NASDAQ · Katapult Holdings Inc
20 Mar 20267.25
6.89
-4.97%
Buy
0.24
-
-
KPRX
NASDAQ · Kiora Pharmaceuticals Inc
10 Apr 20262.47
2.55
3.24%
Buy
0.44
-
-
KPTI
NASDAQ · Karyopharm Therapeutics Inc
15 Aug 20255.92
7.41
25.17%
Buy
0.44
-
-
KREF
NYSE · KKR Real Estate Finance Trust Inc
22 May 20266.39
7.34
14.93%
Buy
0.03
-
-
KRNT
NASDAQ · Kornit Digital Ltd
17 Apr 202616.37
15.23
-6.96%
Buy
0.84
-
-
KRO
NYSE · Kronos Worldwide Inc
9 Jan 20265.24
6.61
26.11%
Buy
0.26
-
-
KRRO
NASDAQ · Korro Bio, Inc.
19 Jun 202612.99
10.64
-18.09%
Buy
0.51
-
-
KRSP
NYSE · Rice Acquisition Corporation 3
19 Jun 202610.51
10.46
-0.48%
Buy
1.09
-
-
KTCC
NASDAQ · Key Tronic Corporation
23 May 20253.07
3.71
20.85%
Buy
0.16
-
-
KURA
NASDAQ · Kura Oncology Inc
26 Sep 20259.05
10.39
14.81%
Buy
1.93
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Aug 2025
Exit
ENPH
NASDAQ · Enphase Energy Inc
31.43
20% entry drawdown
-24.91%
Entry 11 Jul 2025
41.86
1 Aug 2025
Entry
FACT
NASDAQ · FACT II Acquisition Corp. Class A Ordinary Shares
10.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.02
1 Aug 2025
Exit
FNKO
NASDAQ · Funko Inc
3.59
20% entry drawdown
-26.13%
Entry 4 Jul 2025
4.86
1 Aug 2025
Exit
FSS
NYSE · Federal Signal Corporation
121.94
Reversal Risk Warning
78.92%
Entry 17 Nov 2023
68.15
1 Aug 2025
Exit
FTHM
NASDAQ · Fathom Holdings Inc
1.14
20% entry drawdown
-26.21%
Entry 25 Jul 2025
1.55
1 Aug 2025
Exit
GFAI
NASDAQ · Guardforce AI Co Ltd
1.11
20% entry drawdown
-21.28%
Entry 18 Jul 2025
1.41
1 Aug 2025
Exit
GLBS
NASDAQ · Globus Maritime Ltd
1.04
20% entry drawdown
-22.96%
Entry 13 Jun 2025
1.35
1 Aug 2025
Entry
GLW
NYSE · Corning Incorporated
61.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.19
1 Aug 2025
Exit
GRAL
NASDAQ · GRAIL, LLC
32.79
20% entry drawdown
-20.62%
Entry 13 Jun 2025
41.31
1 Aug 2025
Exit
HOFT
NASDAQ · Hooker Furniture Corporation
8.65
20% entry drawdown
-22.85%
Entry 27 Jun 2025
11.22
1 Aug 2025
Exit
HTOO
NASDAQ · Fusion Fuel Green PLC
5.33
20% entry drawdown
-23.75%
Entry 25 Jul 2025
6.99
1 Aug 2025
Exit
IBRX
NASDAQ · Immunitybio Inc
2.37
20% entry drawdown
-24.76%
Entry 6 Jun 2025
3.15
1 Aug 2025
Entry
IMUX
NASDAQ · Immunic Inc
9.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
1 Aug 2025
Exit
IPDN
NASDAQ · Professional Diversity Network Inc
1.83
20% entry drawdown
-27.09%
Entry 18 Jul 2025
2.51
1 Aug 2025
Exit
IXHL
NASDAQ · Incannex Healthcare Ltd ADR
11.57
20% entry drawdown
-36.80%
Entry 18 Jul 2025
18.30
1 Aug 2025
Exit
LCUT
NASDAQ · Lifetime Brands Inc
4.13
20% entry drawdown
-20.58%
Entry 4 Jul 2025
5.21
1 Aug 2025
Exit
LIDR
NASDAQ · Aeye Inc
2.88
20% entry drawdown
-35.06%
Entry 25 Jul 2025
4.44
1 Aug 2025
Exit
LNZA
NASDAQ · LanzaTech Global Inc.
44.01
20% entry drawdown
-24.43%
Entry 25 Jul 2025
58.24
1 Aug 2025
Exit
MEI
NYSE · Methode Electronics Inc
6.20
20% entry drawdown
-21.90%
Entry 6 Jun 2025
7.94
1 Aug 2025
Exit
META
NASDAQ · Meta Platforms Inc.
747.60
Reversal Risk Warning
101.36%
Entry 12 Jan 2024
371.27
1 Aug 2025
Entry
MTRN
NYSE · Materion Corporation
104.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.55
1 Aug 2025
Exit
MX
NYSE · MagnaChip Semiconductor
2.96
20% entry drawdown
-20.00%
Entry 6 Jun 2025
3.70
1 Aug 2025
Entry
NIO
NYSE · Nio Inc Class A ADR
5.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.63
1 Aug 2025
Exit
NMRA
NASDAQ · Neumora Therapeutics, Inc.
1.56
20% entry drawdown
-33.62%
Entry 25 Jul 2025
2.35
1 Aug 2025
Exit
NOG
NYSE · Northern Oil & Gas Inc
23.74
20% entry drawdown
-20.96%
Entry 13 Jun 2025
30.04
1 Aug 2025
Exit
NXTC
NASDAQ · NextCure Inc
4.89
20% entry drawdown
-20.75%
Entry 25 Jul 2025
6.17
1 Aug 2025
Exit
OKUR
NASDAQ · OnKure Therapeutics, Inc.
2.20
20% entry drawdown
-23.61%
Entry 6 Jun 2025
2.88
1 Aug 2025
Exit
OKYO
NASDAQ · OKYO Pharma Ltd ADR
3.10
Reversal Risk Warning
211.56%
Entry 9 Aug 2024
1.00
1 Aug 2025
Entry
PETZ
NASDAQ · TDH Holdings Inc
1.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
1 Aug 2025
Exit
PHUN
NASDAQ · Phunware Inc
2.62
20% entry drawdown
-22.09%
Entry 4 Jul 2025
3.36