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
478.70
Total Return
378.70%
CAGR
55.90%
Annualized from first index week
Edge vs Market
+34.12%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.64
Sortino 5.14
Current Holdings
1077
Transactions
10779
Avg 3056.6/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4851
Stop 41.6% ·
Warning 57.9%
· 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
ADBE
NASDAQ · Adobe Systems Incorporated
237.25
MD 0.17 · Market Dynamics Buy Signal
BL
NASDAQ · Blackline Inc
30.29
MD 0.18 · Market Dynamics Buy Signal
BLKB
NASDAQ · Blackbaud Inc
32.40
MD 0.13 · Market Dynamics Buy Signal
CURV
NYSE · Torrid Holdings Inc
2.33
MD 0.17 · Market Dynamics Buy Signal
DFIN
NYSE · Donnelley Financial Solutions Inc
49.95
MD 0.06 · Market Dynamics Buy Signal
EXPO
NASDAQ · Exponent Inc
62.88
MD 0.09 · Market Dynamics Buy Signal
FIS
NYSE · Fidelity National Information Services Inc
41.91
MD 0.19 · Market Dynamics Buy Signal
HCKT
NASDAQ · The Hackett Group Inc
10.34
MD 0.19 · Market Dynamics Buy Signal
ICFI
NASDAQ · ICF International Inc
78.86
MD 0.80 · Market Dynamics Buy Signal
IQ
NASDAQ · iQIYI Inc
1.19
MD 0.25 · Market Dynamics Buy Signal
LAW
NYSE · CS Disco LLC
4.05
MD 0.26 · Market Dynamics Buy Signal
MAT
NASDAQ · Mattel Inc
14.30
MD 0.13 · Market Dynamics Buy Signal
NRDS
NASDAQ · Nerdwallet Inc
9.26
MD 0.13 · Market Dynamics Buy Signal
ONT
NYSE · Onterris
20.93
MD 0.36 · Market Dynamics Buy Signal
OPRX
NASDAQ · OPTIMIZERx Corp
6.69
MD 0.86 · Market Dynamics Buy Signal
PODD
NASDAQ · Insulet Corporation
164.06
MD 0.42 · Market Dynamics Buy Signal
RCEL
NASDAQ · Avita Medical Ltd
5.10
MD 0.39 · Market Dynamics Buy Signal
UPWK
NASDAQ · Upwork Inc
9.06
MD 0.10 · Market Dynamics Buy Signal
XRAY
NASDAQ · Dentsply Sirona Inc
14.05
MD 0.72 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACB
NASDAQ · Aurora Cannabis Inc
2.63
20% entry drawdown · -20.78%
AIFU
NASDAQ · Fanhua Inc.
34.52
20% entry drawdown · -25.28%
AKTX
NASDAQ · Akari Therapeutics PLC
11.01
20% entry drawdown · -20.68%
ALDX
NASDAQ · Aldeyra The
1.69
20% entry drawdown · -25.55%
ARCT
NASDAQ · Arcturus Therapeutics Holdings Inc
6.05
20% entry drawdown · -26.49%
AWRE
NASDAQ · Aware Inc
1.11
20% entry drawdown · -26.97%
BEEM
NASDAQ · Beam Global
1.03
20% entry drawdown · -24.82%
BNAI
NASDAQ · Brand Engagement Network Inc
11.62
20% entry drawdown · -29.49%
BTBT
NASDAQ · Bit Digital Inc
1.40
20% entry drawdown · -29.65%
EIX
NYSE · Edison International
77.63
Reversal Risk Warning · 49.97%
EVGO
NASDAQ · Evgo Inc
1.68
20% entry drawdown · -20.94%
EVO
NASDAQ · Evotec SE ADR
1.96
20% entry drawdown · -27.94%
GENK
NASDAQ · GEN Restaurant Group, Inc. Class A Common Stock
1.77
20% entry drawdown · -24.36%
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.05
20% entry drawdown · -28.08%
GRDX
NASDAQ · GridAI Technologies Corp.
3.82
20% entry drawdown · -29.26%
HUBG
NASDAQ · Hub Group Inc
51.22
Reversal Risk Warning · 45.11%
INV
NASDAQ · Innventure, Inc.
3.37
20% entry drawdown · -27.37%
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
9.35
20% entry drawdown · -20.29%
LEDS
NASDAQ · SemiLEDS Corporation
3.01
Reversal Risk Warning · 67.22%
LONA
NASDAQ · LeonaBio, Inc.
7.22
20% entry drawdown · -27.22%
MTEX
NASDAQ · Mannatech Incorporated
4.25
20% entry drawdown · -21.59%
OABI
NASDAQ · OmniAb Inc.
2.12
20% entry drawdown · -20.00%
OCCI
NASDAQ · OFS Credit Company Inc
2.27
20% entry drawdown · -23.83%
PBF
NYSE · PBF Energy Inc
62.75
Reversal Risk Warning · 219.84%
PLUG
NASDAQ · Plug Power Inc
2.17
20% entry drawdown · -20.80%
PMCB
NASDAQ · PharmaCyte Biotech Inc
0.63
20% entry drawdown · -21.31%
PMEC
NASDAQ · Primech Holdings Ltd. Ordinary Shares
0.52
20% entry drawdown · -28.59%
QFIN
NASDAQ · 360 Finance Inc
12.73
20% entry drawdown · -20.83%
RPT
NYSE · Rithm Property Trust Inc.
10.89
20% entry drawdown · -27.03%
RXRX
NASDAQ · Recursion Pharmaceuticals Inc
2.95
20% entry drawdown · -22.50%
SNPS
NASDAQ · Synopsys Inc
384.28
20% entry drawdown · -25.60%
SORA
NASDAQ · Top Win International Limited
1.73
20% entry drawdown · -23.18%
VERU
NASDAQ · Veru Inc
2.38
20% entry drawdown · -30.00%
WING
NASDAQ · Wingstop Inc
142.33
20% entry drawdown · -20.03%
WW
NASDAQ · WW International, Inc. Common Stock
14.57
20% entry drawdown · -21.46%
ZSQR
NASDAQ · Z Squared Inc.
5.06
20% entry drawdown · -45.47%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
JYNT
NASDAQ · The Joint Corp
16 Jan 20269.93
8.91
-10.27%
Buy
0.44
-
-
KBR
NYSE · KBR Inc
26 Jun 202633.37
35.07
5.09%
Buy
0.03
-
-
KCHV
NASDAQ · Kochav Defense Acquisition Corp. Class A Ordinary Shares
27 Feb 202610.22
10.39
1.66%
Buy
0.56
-
-
KD
NYSE · Kyndryl Holdings Inc
22 May 202612.29
12.15
-1.14%
Buy
0.22
-
-
KDP
NASDAQ · Keurig Dr Pepper Inc
1 May 202628.89
30.91
6.99%
Buy
0.12
-
-
KELYA
NASDAQ · Kelly Services A Inc
8 May 20269.79
15.32
56.42%
Buy
0.13
-
-
KFFB
NASDAQ · Kentucky First Federal Bancorp
15 Nov 20242.56
5.20
103.13%
Buy
0.23
-
-
KFII
NASDAQ · K&F Growth Acquisition Corp. II Class A Ordinary shares
10 Oct 202510.25
10.58
3.22%
Buy
0.01
-
-
KFRC
NYSE · Kforce Inc.
21 Nov 202528.80
58.56
103.33%
Buy
0.14
-
-
KGEI
NASDAQ · Kolibri Global Energy Inc. Common stock
20 Feb 20263.94
5.23
32.74%
Buy
0.88
-
-
KHC
NASDAQ · Kraft Heinz Co
27 Mar 202621.66
25.88
19.50%
Buy
0.02
-
-
KIDS
NASDAQ · Orthopediatrics Corp
12 Dec 202517.60
19.22
9.18%
Buy
0.06
-
-
KLRS
NASDAQ · Kalaris Therapeutics, Inc.
8 Aug 20252.67
4.38
64.04%
Buy
0.16
-
-
KLTR
NASDAQ · Kaltura Inc
15 May 20261.46
1.39
-4.79%
Buy
0.20
-
-
KMB
NASDAQ · Kimberly-Clark Corporation
13 Feb 2026106.71
108.35
1.54%
Buy
0.25
-
-
KMPR
NYSE · Kemper Corporation
26 Jun 202626.81
28.02
4.51%
Buy
0.04
-
-
KMX
NYSE · CarMax Inc
9 Jan 202645.23
57.33
26.75%
Buy
0.25
-
-
KNF
NYSE · Knife River Corporation
19 Dec 202573.46
81.71
11.23%
Buy
0.32
-
-
KNTK
NYSE · Kinetik Holdings Inc
16 Jan 202637.27
49.49
32.79%
Buy
0.20
-
-
KOP
NYSE · Koppers Holdings Inc
23 May 202529.88
49.14
64.46%
Buy
0.41
-
-
KOS
NYSE · Kosmos Energy Ltd
13 Feb 20261.68
2.24
33.33%
Buy
1.03
-
-
KOSS
NASDAQ · Koss Corporation
1 May 20264.36
3.80
-12.84%
Buy
0.32
-
-
KOYN
NASDAQ · CSLM Digital Asset Acquisition Corp III, Ltd
10 Apr 202610.07
10.16
0.89%
Buy
1.14
-
-
KPLT
NASDAQ · Katapult Holdings Inc
20 Mar 20267.25
6.88
-5.10%
Buy
0.24
-
-
KPRX
NASDAQ · Kiora Pharmaceuticals Inc
10 Apr 20262.47
2.63
6.48%
Buy
0.44
-
-
KPTI
NASDAQ · Karyopharm Therapeutics Inc
15 Aug 20255.92
9.51
60.64%
Buy
0.44
-
-
KREF
NYSE · KKR Real Estate Finance Trust Inc
22 May 20266.39
7.29
14.14%
Buy
0.03
-
-
KRNT
NASDAQ · Kornit Digital Ltd
17 Apr 202616.37
15.03
-8.22%
Buy
0.84
-
-
KRO
NYSE · Kronos Worldwide Inc
9 Jan 20265.24
6.58
25.54%
Buy
0.26
-
-
KRRO
NASDAQ · Korro Bio, Inc.
19 Jun 202612.99
12.25
-5.70%
Buy
0.51
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
20 Jun 2025
Exit
EXE
NASDAQ · Expand Energy Corporation
118.27
Reversal Risk Warning
53.31%
Entry 1 Mar 2024
77.14
20 Jun 2025
Entry
FGI
NASDAQ · FGI Industries Ltd
3.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
20 Jun 2025
Entry
FLNC
NASDAQ · Fluence Energy Inc
5.83
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
20 Jun 2025
Entry
FWRD
NASDAQ · Forward Air Corporation
22.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
20 Jun 2025
Entry
GCO
NYSE · Genesco Inc
22.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
20 Jun 2025
Entry
GCTS
NYSE · GCT Semiconductor Holding Inc
1.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
20 Jun 2025
Entry
GEOS
NASDAQ · Geospace Technologies Corporation
11.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
20 Jun 2025
Entry
GPRE
NASDAQ · Green Plains Renewable Energy Inc
5.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.81
20 Jun 2025
Entry
GPRK
NYSE · GeoPark Ltd
7.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
20 Jun 2025
Entry
GPRO
NASDAQ · GoPro Inc
0.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.05
20 Jun 2025
Exit
GRPN
NASDAQ · Groupon Inc
36.44
Reversal Risk Warning
205.45%
Entry 27 Dec 2024
11.93
20 Jun 2025
Entry
GSBD
NYSE · Goldman Sachs BDC Inc
9.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
20 Jun 2025
Exit
HERE
NASDAQ · Here Group Limited
11.70
Reversal Risk Warning
327.01%
Entry 21 Mar 2025
2.74
20 Jun 2025
Entry
HTLD
NASDAQ · Heartland Express Inc
8.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
20 Jun 2025
Entry
HXL
NYSE · Hexcel Corporation
53.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
20 Jun 2025
Entry
ILPT
NASDAQ · Industrial Logistics Properties Trust
4.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.43
20 Jun 2025
Entry
INN
NYSE · Summit Hotel Properties Inc
4.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
20 Jun 2025
Exit
IONR
NASDAQ · ioneer Ltd American Depositary Shares
2.67
20% entry drawdown
-20.06%
Entry 2 Feb 2024
3.34
20 Jun 2025
Entry
KNX
NYSE · Knight Transportation Inc
42.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
20 Jun 2025
Entry
LCII
NYSE · LCI Industries
85.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
20 Jun 2025
Exit
LFMD
NASDAQ · LifeMD Inc
14.76
Reversal Risk Warning
247.29%
Entry 1 Sep 2023
4.25
20 Jun 2025
Entry
LPL
NYSE · LG Display Co Ltd
3.43
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.83
20 Jun 2025
Exit
MBAV
NASDAQ · M3-Brigade Acquisition V Corp. Class A Ordinary shares
13.53
Reversal Risk Warning
14.66%
Entry 30 May 2025
11.80
20 Jun 2025
Entry
MEOH
NASDAQ · Methanex Corporation
36.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
20 Jun 2025
Entry
MLR
NYSE · Miller Industries Inc
42.87
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
20 Jun 2025
Entry
MTCH
NASDAQ · Match Group Inc
29.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
20 Jun 2025
Entry
MTDR
NYSE · Matador Resources Company
49.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
20 Jun 2025
Entry
MTLS
NASDAQ · Materialise NV
5.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
20 Jun 2025
Entry
MUR
NYSE · Murphy Oil Corporation
23.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
20 Jun 2025
Entry
NGVT
NYSE · Ingevity Corp
41.31
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03