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
487.74
Total Return
387.74%
CAGR
57.51%
Annualized from first index week
Edge vs Market
+35.40%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.70
Sortino 5.25
Current Holdings
1105
Transactions
10675
Avg 3060.4/yr ·
255.0/mo ·
58.9/wk
Exit Mix
4785
Stop 41.3% ·
Warning 58.5%
· 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
ABT
NYSE · Abbott Laboratories
95.40
MD 0.06 · Market Dynamics Buy Signal
ACET
NASDAQ · Adicet Bio Inc
9.00
MD 0.90 · Market Dynamics Buy Signal
AKBA
NASDAQ · Akebia Ther
1.24
MD 0.04 · Market Dynamics Buy Signal
ALDX
NASDAQ · Aldeyra The
2.27
MD 0.20 · Market Dynamics Buy Signal
ALIT
NYSE · Alight Inc
14.26
MD 0.88 · Market Dynamics Buy Signal
ANGI
NASDAQ · ANGI Homeservices Inc
6.06
MD 0.09 · Market Dynamics Buy Signal
AVXL
NASDAQ · Anavex Life Sciences Corp
2.76
MD 0.10 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
10.93
MD 0.02 · Market Dynamics Buy Signal
BILL
NYSE · Bill Com Holdings Inc
40.48
MD 0.02 · Market Dynamics Buy Signal
BTMD
NASDAQ · biote Corp
2.17
MD 0.93 · Market Dynamics Buy Signal
BYRN
NASDAQ · Byrna Technologies Inc
6.97
MD 0.51 · Market Dynamics Buy Signal
CIGI
NASDAQ · Colliers International Group Inc Bats
98.51
MD 0.06 · Market Dynamics Buy Signal
CLRO
NASDAQ · ClearOne Inc
6.48
MD 0.63 · Market Dynamics Buy Signal
CRAC
NASDAQ · Crown Reserve Acquisition Corp. I Class A Ordinary Shares
10.12
MD 1.89 · Market Dynamics Buy Signal
DEFT
NASDAQ · DeFi Technologies Inc.
0.53
MD 0.47 · Market Dynamics Buy Signal
DNMX
NASDAQ · Dynamix Corporation III Class A Ordinary Shares
10.01
MD 1.48 · Market Dynamics Buy Signal
DYAI
NASDAQ · Dyadic International Inc
0.94
MD 0.21 · Market Dynamics Buy Signal
ELBM
NASDAQ · Electra Battery Materials Corp
0.56
MD 0.28 · Market Dynamics Buy Signal
ESBA
NYSE · Empire State Realty OP LP ES
5.64
MD 0.68 · Market Dynamics Buy Signal
EVO
NASDAQ · Evotec SE ADR
2.90
MD 0.20 · Market Dynamics Buy Signal
EVTC
NYSE · Evertec Inc
29.63
MD 0.27 · Market Dynamics Buy Signal
FISK
NYSE · Empire State Realty OP LP 250
5.61
MD 0.63 · Market Dynamics Buy Signal
FOUR
NYSE · Shift4 Payments Inc
51.35
MD 0.87 · Market Dynamics Buy Signal
GHI
NYSE · Greystone Housing Impact Investors LP
5.96
MD 0.27 · Market Dynamics Buy Signal
GIS
NYSE · General Mills Inc
37.57
MD 0.41 · Market Dynamics Buy Signal
HELP
NASDAQ · Cybin Inc. Common Stock
6.24
MD 0.51 · Market Dynamics Buy Signal
INCR
NASDAQ · InterCure Ltd.
1.09
MD 1.06 · Market Dynamics Buy Signal
KNSL
NYSE · Kinsale Capital Group Inc
354.85
MD 0.09 · Market Dynamics Buy Signal
LAB
NASDAQ · Standard Biotools Inc
0.91
MD 0.26 · Market Dynamics Buy Signal
LZ
NASDAQ · LegalZoom.com Inc
6.92
MD 0.38 · Market Dynamics Buy Signal
MRSH
NYSE · Marsh & McLennan Companies, Inc.
178.54
MD 0.32 · Market Dynamics Buy Signal
MSTR
NASDAQ · MicroStrategy Incorporated
100.77
MD 0.01 · Market Dynamics Buy Signal
NKE
NYSE · Nike Inc
44.09
MD 0.29 · Market Dynamics Buy Signal
OI
NYSE · O-I Glass Inc
9.79
MD 0.11 · Market Dynamics Buy Signal
OWLT
NYSE · Owlet Inc
5.76
MD 0.26 · Market Dynamics Buy Signal
OXBR
NASDAQ · Oxbridge Re Holdings Ltd
1.28
MD 1.07 · Market Dynamics Buy Signal
PGY
NASDAQ · Pagaya Technologies Ltd.
17.79
MD 1.04 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.17
MD 0.08 · Market Dynamics Buy Signal
SLNG
NASDAQ · Stabilis Solutions Inc
4.19
MD 0.43 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
1.04
MD 0.50 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.06
MD 1.64 · Market Dynamics Buy Signal
UTZ
NYSE · Utz Brands Inc
8.27
MD 0.58 · Market Dynamics Buy Signal
WAY
NASDAQ · Waystar Holding Corp. Common Stock
23.46
MD 0.10 · Market Dynamics Buy Signal
WING
NASDAQ · Wingstop Inc
177.99
MD 0.22 · Market Dynamics Buy Signal
YSG
NYSE · Yatsen Holding
3.47
MD 1.35 · Market Dynamics Buy Signal
ZBH
NYSE · Zimmer Biomet Holdings Inc
87.47
MD 0.13 · Market Dynamics Buy Signal
ZS
NASDAQ · Zscaler Inc
147.33
MD 0.40 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ABCL
NASDAQ · Abcellera Biologics Inc
8.11
Reversal Risk Warning · 137.83%
ABX
NYSE · Abacus Global Management, Inc.
11.86
Reversal Risk Warning · 89.60%
AIRT
NASDAQ · Air T Inc
28.87
Reversal Risk Warning · 60.30%
ALAR
NASDAQ · Alarum Technologies Ltd.
6.35
20% entry drawdown · -34.06%
ALGT
NASDAQ · Allegiant Travel Company
118.67
Reversal Risk Warning · 113.01%
ASTL
NASDAQ · Algoma Steel Group Inc
3.77
20% entry drawdown · -20.46%
BGDE
NASDAQ · Big Digital Energy, Inc.
7.45
20% entry drawdown · -30.18%
ENVX
NASDAQ · Enovix Corp
5.36
20% entry drawdown · -20.83%
FA
NASDAQ · First Advantage Corp
20.53
Reversal Risk Warning · 58.29%
GCBC
NASDAQ · Greene County Bancorp Inc
34.66
Reversal Risk Warning · 41.97%
ILMN
NASDAQ · Illumina Inc
188.68
Reversal Risk Warning · 117.05%
LFVN
NASDAQ · Lifevantage Corporation
6.22
20% entry drawdown · -20.55%
MB
NASDAQ · MasterBeef Group Ordinary Shares
4.51
20% entry drawdown · -26.31%
MOVE
NASDAQ · Movano Inc
17.37
20% entry drawdown · -24.12%
NEUP
NASDAQ · Neuphoria Therapeutics Inc
3.38
20% entry drawdown · -32.94%
OPTU
NYSE · Optimum Communications, Inc.
1.16
20% entry drawdown · -30.12%
RDZN
NASDAQ · Roadzen Inc.
1.34
20% entry drawdown · -25.56%
SMCI
NASDAQ · Super Micro Computer Inc
27.22
20% entry drawdown · -23.04%
TTRX
NASDAQ · Turn Therapeutics Inc. Common Stock
7.12
Reversal Risk Warning · 38.79%
USIO
NASDAQ · Usio Inc
2.48
Reversal Risk Warning · 63.16%
VGAS
NASDAQ · Verde Clean Fuels Inc.
1.00
20% entry drawdown · -34.21%
WXM
NASDAQ · WF International Limited Ordinary Shares
4.29
20% entry drawdown · -23.38%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
JBSS
NASDAQ · John B Sanfilippo & Son Inc
4 Jul 202562.49
90.60
44.98%
Buy
0.16
-
-
JCTC
NASDAQ · Jewett-Cameron Trading Company Ltd.
1 May 20262.00
2.56
28.00%
Buy
0.66
-
-
JEF
NYSE · Jefferies Financial Group Inc
22 May 202651.98
52.62
1.23%
Buy
0.24
-
-
JEM
NASDAQ · 707 Cayman Holdings Limited Ordinary Shares
15 May 20261.54
2.30
49.35%
Buy
0.67
-
-
JHX
NYSE · James Hardie Industries PLC ADR
12 Dec 202520.62
25.81
25.17%
Buy
0.05
-
-
JILL
NYSE · J.Jill Inc
26 Jun 202615.89
16.49
3.78%
Buy
0.40
-
-
JJSF
NASDAQ · J & J Snack Foods Corp
26 Jun 202675.75
75.92
0.22%
Buy
0.23
-
-
JL
NASDAQ · J-Long Group Limited
29 Nov 20243.13
5.84
86.58%
Buy
1.04
-
-
JMSB
NASDAQ · John Marshall Bancorp Inc
30 May 202517.01
22.17
30.30%
Buy
0.09
-
-
JRVR
NASDAQ · James River Group Holdings Ltd
18 Apr 20254.25
4.46
4.92%
Buy
0.11
-
-
JWEL
NASDAQ · Jowell Global Ltd.
23 Aug 20241.36
2.05
50.85%
Buy
0.12
-
-
JYNT
NASDAQ · The Joint Corp
16 Jan 20269.93
8.97
-9.67%
Buy
0.44
-
-
KBR
NYSE · KBR Inc
26 Jun 202633.37
36.41
9.11%
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
12.25
-0.33%
Buy
0.22
-
-
KDP
NASDAQ · Keurig Dr Pepper Inc
1 May 202628.89
33.30
15.26%
Buy
0.12
-
-
KELYA
NASDAQ · Kelly Services A Inc
8 May 20269.79
13.08
33.55%
Buy
0.13
-
-
KELYB
NASDAQ · Kelly Services B Inc
30 Jan 202613.63
22.00
61.43%
Buy
0.43
-
-
KFFB
NASDAQ · Kentucky First Federal Bancorp
15 Nov 20242.56
5.07
98.06%
Buy
0.23
-
-
KFII
NASDAQ · K&F Growth Acquisition Corp. II Class A Ordinary shares
10 Oct 202510.25
10.54
2.83%
Buy
0.01
-
-
KFRC
NYSE · Kforce Inc.
21 Nov 202528.80
50.93
76.84%
Buy
0.14
-
-
KGEI
NASDAQ · Kolibri Global Energy Inc. Common stock
20 Feb 20263.94
4.64
17.77%
Buy
0.88
-
-
KHC
NASDAQ · Kraft Heinz Co
27 Mar 202621.66
25.37
17.15%
Buy
0.02
-
-
KIDS
NASDAQ · Orthopediatrics Corp
12 Dec 202517.60
19.95
13.35%
Buy
0.06
-
-
KLRS
NASDAQ · Kalaris Therapeutics, Inc.
8 Aug 20252.67
4.75
77.90%
Buy
0.16
-
-
KLTR
NASDAQ · Kaltura Inc
15 May 20261.46
1.26
-13.70%
Buy
0.20
-
-
KMB
NASDAQ · Kimberly-Clark Corporation
13 Feb 2026106.71
114.72
7.51%
Buy
0.25
-
-
KMPR
NYSE · Kemper Corporation
26 Jun 202626.81
28.83
7.53%
Buy
0.04
-
-
KMX
NYSE · CarMax Inc
9 Jan 202645.23
50.98
12.71%
Buy
0.25
-
-
KNF
NYSE · Knife River Corporation
19 Dec 202573.46
84.88
15.55%
Buy
0.32
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
26 Jun 2026
Exit
CLOV
NASDAQ · Clover Health Investments Corp
5.41
Reversal Risk Warning
332.80%
Entry 21 Jun 2024
1.25
26 Jun 2026
Exit
CLYM
NASDAQ · Climb Bio Inc
13.08
Reversal Risk Warning
205.61%
Entry 19 Dec 2025
4.28
26 Jun 2026
Entry
CMG
NYSE · Chipotle Mexican Grill Inc
33.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
26 Jun 2026
Exit
CMPS
NASDAQ · Compass Pathways Plc
14.82
Reversal Risk Warning
303.27%
Entry 11 Jul 2025
3.68
26 Jun 2026
Entry
CNMD
NYSE · CONMED Corporation
35.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
26 Jun 2026
Entry
COO
NASDAQ · The Cooper Companies, Inc
71.02
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
26 Jun 2026
Entry
COOK
NYSE · Traeger Inc
79.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.31
26 Jun 2026
Exit
CPIX
NASDAQ · Cumberland Pharmaceuticals Inc
6.75
Reversal Risk Warning
446.56%
Entry 6 Dec 2024
1.24
26 Jun 2026
Exit
CTOS
NYSE · Custom Truck One Source Inc
11.94
Reversal Risk Warning
151.37%
Entry 20 Jun 2025
4.75
26 Jun 2026
Exit
CXW
NYSE · CoreCivic Inc
30.77
Reversal Risk Warning
169.68%
Entry 20 Oct 2023
11.41
26 Jun 2026
Exit
CZFS
NASDAQ · Citizens Financial Services Inc. Common Stock
73.82
Reversal Risk Warning
59.61%
Entry 12 Jul 2024
46.25
26 Jun 2026
Exit
CZWI
NASDAQ · Citizens Community Bancorp Inc
23.54
Reversal Risk Warning
127.38%
Entry 17 Nov 2023
10.35
26 Jun 2026
Exit
DAL
NYSE · Delta Air Lines Inc
92.57
Reversal Risk Warning
124.83%
Entry 15 Dec 2023
41.17
26 Jun 2026
Exit
DAVE
NASDAQ · Dave Inc
348.71
Reversal Risk Warning
335.56%
Entry 15 Nov 2024
80.06
26 Jun 2026
Exit
DCO
NYSE · Ducommun Incorporated
177.66
Reversal Risk Warning
217.82%
Entry 3 May 2024
55.90
26 Jun 2026
Entry
DFH
NYSE · Dream Finders Homes Inc
17.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.78
26 Jun 2026
Exit
DFTX
NASDAQ · Definium Therapeutics, Inc.
44.95
Reversal Risk Warning
257.88%
Entry 3 Oct 2025
12.56
26 Jun 2026
Entry
DHR
NYSE · Danaher Corporation
196.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
26 Jun 2026
Exit
DTI
NASDAQ · Drilling Tools International Corp.
1.96
20% entry drawdown
-21.91%
Entry 24 Oct 2025
2.51
26 Jun 2026
Exit
DWSN
NASDAQ · Dawson Geophysical Company
5.33
Reversal Risk Warning
248.37%
Entry 22 Aug 2025
1.53
26 Jun 2026
Exit
ECPG
NASDAQ · Encore Capital Group Inc
90.62
Reversal Risk Warning
139.10%
Entry 30 May 2025
37.90
26 Jun 2026
Entry
ELF
NYSE · ELF Beauty Inc
67.43
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
26 Jun 2026
Entry
ENGS
NASDAQ · Energys Group Limited Ordinary Shares
2.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.79
26 Jun 2026
Exit
ENPH
NASDAQ · Enphase Energy Inc
47.58
20% entry drawdown
-25.69%
Entry 22 May 2026
64.03
26 Jun 2026
Exit
ENVA
NYSE · Enova International Inc
231.04
Reversal Risk Warning
319.31%
Entry 22 Dec 2023
55.10
26 Jun 2026
Entry
ERIE
NASDAQ · Erie Indemnity Company
238.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.43
26 Jun 2026
Exit
ETON
NASDAQ · Eton Pharmaceuticals Inc
35.70
Reversal Risk Warning
346.25%
Entry 11 Oct 2024
8.00
26 Jun 2026
Exit
EVC
NYSE · Entravision Communications
12.03
Reversal Risk Warning
358.84%
Entry 21 Nov 2025
2.62
26 Jun 2026
Exit
EW
NYSE · Edwards Lifesciences Corp
90.78
Reversal Risk Warning
37.07%
Entry 8 Nov 2024
66.23
26 Jun 2026
Exit
EWTX
NASDAQ · Edgewise Therapeutics Inc
41.46
Reversal Risk Warning
278.98%
Entry 29 Dec 2023
10.94