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
JYNT
NASDAQ · The Joint Corp
16 Jan 20269.93
8.29
-16.52%
Buy
0.44
-
-
KBR
NYSE · KBR Inc
26 Jun 202633.37
36.61
9.71%
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
13.55
10.25%
Buy
0.22
-
-
KDP
NASDAQ · Keurig Dr Pepper Inc
1 May 202628.89
31.12
7.72%
Buy
0.12
-
-
KELYA
NASDAQ · Kelly Services A Inc
8 May 20269.79
14.84
51.52%
Buy
0.13
-
-
KFII
NASDAQ · K&F Growth Acquisition Corp. II Class A Ordinary shares
10 Oct 202510.25
10.62
3.61%
Buy
0.01
-
-
KFRC
NYSE · Kforce Inc.
21 Nov 202528.80
56.77
97.12%
Buy
0.14
-
-
KGEI
NASDAQ · Kolibri Global Energy Inc. Common stock
20 Feb 20263.94
5.19
31.73%
Buy
0.88
-
-
KHC
NASDAQ · Kraft Heinz Co
27 Mar 202621.66
25.85
19.36%
Buy
0.02
-
-
KIDS
NASDAQ · Orthopediatrics Corp
12 Dec 202517.60
20.19
14.72%
Buy
0.06
-
-
KLRS
NASDAQ · Kalaris Therapeutics, Inc.
8 Aug 20252.67
3.51
31.46%
Buy
0.16
-
-
KLTR
NASDAQ · Kaltura Inc
15 May 20261.46
1.37
-6.16%
Buy
0.20
-
-
KMB
NASDAQ · Kimberly-Clark Corporation
13 Feb 2026106.71
109.31
2.44%
Buy
0.25
-
-
KMPR
NYSE · Kemper Corporation
26 Jun 202626.81
28.38
5.86%
Buy
0.04
-
-
KMX
NYSE · CarMax Inc
9 Jan 202645.23
57.26
26.60%
Buy
0.25
-
-
KNDI
NASDAQ · Kandi Technologies Group Inc
24 Jul 20260.65
0.67
3.29%
Buy
0.31
-
-
KNF
NYSE · Knife River Corporation
19 Dec 202573.46
73.17
-0.39%
Buy
0.32
-
-
KNTK
NYSE · Kinetik Holdings Inc
16 Jan 202637.27
50.57
35.70%
Buy
0.20
-
-
KOP
NYSE · Koppers Holdings Inc
23 May 202529.88
49.02
64.06%
Buy
0.41
-
-
KOS
NYSE · Kosmos Energy Ltd
13 Feb 20261.68
2.69
60.12%
Buy
1.03
-
-
KOSS
NASDAQ · Koss Corporation
1 May 20264.36
3.68
-15.60%
Buy
0.32
-
-
KOYN
NASDAQ · CSLM Digital Asset Acquisition Corp III, Ltd
10 Apr 202610.07
10.17
0.99%
Buy
1.14
-
-
KPLT
NASDAQ · Katapult Holdings Inc
20 Mar 20267.25
6.38
-12.00%
Buy
0.24
-
-
KPRX
NASDAQ · Kiora Pharmaceuticals Inc
10 Apr 20262.47
2.56
3.64%
Buy
0.44
-
-
KREF
NYSE · KKR Real Estate Finance Trust Inc
22 May 20266.39
6.96
8.98%
Buy
0.03
-
-
KRNT
NASDAQ · Kornit Digital Ltd
17 Apr 202616.37
15.22
-7.03%
Buy
0.84
-
-
KRO
NYSE · Kronos Worldwide Inc
9 Jan 20265.24
6.02
14.85%
Buy
0.26
-
-
KRSP
NYSE · Rice Acquisition Corporation 3
19 Jun 202610.51
10.52
0.05%
Buy
1.09
-
-
KTCC
NASDAQ · Key Tronic Corporation
23 May 20253.07
3.94
28.34%
Buy
0.16
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
22 Dec 2023
Entry
GNK
NYSE · Genco Shipping & Trading Ltd
13.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.79
22 Dec 2023
Entry
GNL
NYSE · Global Net Lease, Inc.
7.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
22 Dec 2023
Exit
GOTU
NYSE · Gaotu Techedu Inc DRC
3.37
20% entry drawdown
-27.21%
Entry 15 Dec 2023
4.63
22 Dec 2023
Entry
GRNQ
NASDAQ · GreenPro Capital Corp
1.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
22 Dec 2023
Entry
GTES
NYSE · Gates Industrial Corporation plc
13.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.05
22 Dec 2023
Exit
GYRE
NASDAQ · Gyre Therapeutics Inc.
29.68
Reversal Risk Warning
101.77%
Entry 17 Nov 2023
14.71
22 Dec 2023
Entry
HCSG
NASDAQ · Healthcare Services Group Inc
10.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
22 Dec 2023
Entry
HFBL
NASDAQ · Home Federal Bancorp Louisiana
13.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
22 Dec 2023
Entry
HGV
NYSE · Hilton Grand Vacations Inc
41.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
22 Dec 2023
Entry
HLMN
NASDAQ · Hillman Solutions Corp
9.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
22 Dec 2023
Entry
ICHR
NASDAQ · Ichor Holdings Ltd
33.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
22 Dec 2023
Entry
IMMR
NASDAQ · Immersion Corporation
6.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
22 Dec 2023
Entry
INCY
NASDAQ · Incyte Corporation
62.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
22 Dec 2023
Entry
IPI
NYSE · Intrepid Potash Inc
24.77
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
22 Dec 2023
Entry
IVR
NYSE · Invesco Mortgage Capital Inc
5.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
22 Dec 2023
Entry
JEF
NYSE · Jefferies Financial Group Inc
37.31
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
22 Dec 2023
Entry
JNJ
NYSE · Johnson & Johnson
144.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
22 Dec 2023
Entry
JOBY
NYSE · Joby Aviation
6.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
22 Dec 2023
Entry
JPM
NYSE · JPMorgan Chase & Co
158.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.05
22 Dec 2023
Entry
KMDA
NASDAQ · Kamada
5.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.48
22 Dec 2023
Entry
KNF
NYSE · Knife River Corporation
65.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.69
22 Dec 2023
Entry
KWY
NYSE · Kingsway Corporation
8.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
22 Dec 2023
Entry
LAD
NYSE · Lithia Motors Inc
315.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
22 Dec 2023
Entry
LEDS
NASDAQ · SemiLEDS Corporation
1.40
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
22 Dec 2023
Exit
LOCL
NYSE · Local Bounti Corp
2.04
20% entry drawdown
-22.14%
Entry 3 Nov 2023
2.62
22 Dec 2023
Entry
LOCO
NASDAQ · El Pollo Loco Holdings Inc
8.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
22 Dec 2023
Entry
LRMR
NASDAQ · Larimar Therapeutics Inc
4.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
22 Dec 2023
Entry
MAA
NYSE · Mid-America Apartment Communities Inc
119.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.50
22 Dec 2023
Entry
MAIN
NYSE · Main Street Capital Corporation
35.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.05
22 Dec 2023
Exit
MARA
NASDAQ · Marathon Digital Holdings Inc
26.71
Reversal Risk Warning
94.96%
Entry 1 Dec 2023
13.70