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
KURA
NASDAQ · Kura Oncology Inc
26 Sep 20259.05
9.01
-0.44%
Buy
1.93
-
-
KVYO
NYSE · Klaviyo, Inc.
29 May 202615.84
17.84
12.63%
Buy
0.23
-
-
KWR
NYSE · Quaker Chemical Corporation
27 Jun 2025113.44
160.52
41.50%
Buy
0.38
-
-
KYTX
NASDAQ · Kyverna Therapeutics, Inc. Common Stock
11 Jul 20254.03
7.30
81.14%
Buy
2.19
-
-
KZIA
NASDAQ · Kazia Therapeutics Ltd ADR
6 Jun 20255.65
12.62
123.36%
Buy
0.49
-
-
LAB
NASDAQ · Standard Biotools Inc
3 Jul 20260.91
0.87
-4.92%
Buy
0.26
-
-
LAC
NYSE · Lithium Americas Corp
11 Oct 20242.90
2.87
-1.03%
Buy
0.86
-
-
LAES
NASDAQ · SEALSQ Corp
13 Dec 20241.75
2.36
34.86%
Buy
1.45
-
-
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
24 Jul 202610.11
10.12
0.10%
Buy
0.90
-
-
LAKE
NASDAQ · Lakeland Industries Inc
3 Apr 20268.47
11.40
34.59%
Buy
0.01
-
-
LAND
NASDAQ · Gladstone Land Corporation
27 Jun 20259.73
8.11
-16.63%
Buy
0.35
-
-
LANV
NYSE · Lanvin Group Holdings Limited
16 Aug 20241.48
1.20
-18.92%
Buy
0.28
-
-
LAW
NYSE · CS Disco LLC
17 Jul 20264.05
3.90
-3.70%
Buy
0.26
-
-
LB
NYSE · LandBridge Company LLC
31 Oct 202558.88
77.52
31.66%
Buy
0.07
-
-
LBTYB
NASDAQ · Liberty Global PLC Class B
13 Jun 20259.92
12.20
22.98%
Buy
0.12
-
-
LCCC
NASDAQ · Lakeshore Acquisition III Corp. Ordinary Shares
30 Jan 202610.25
10.48
2.20%
Buy
2.02
-
-
LCUT
NASDAQ · Lifetime Brands Inc
27 Mar 20264.90
8.37
70.85%
Buy
0.46
-
-
LEE
NASDAQ · Lee Enterprises Incorporated
13 Feb 20266.90
7.73
12.03%
Buy
1.51
-
-
LEG
NYSE · Leggett & Platt Incorporated
16 May 20259.32
9.80
5.16%
Buy
0.34
-
-
LEGN
NASDAQ · Legend Biotech Corp
17 Apr 202621.17
18.55
-12.38%
Buy
0.43
-
-
LEN
NYSE · Lennar Corporation
26 Jun 202692.97
82.35
-11.42%
Buy
0.37
-
-
LEN-B
NYSE · Lennar Corporation
26 Jun 202691.35
80.70
-11.66%
Buy
0.40
-
-
LGIH
NASDAQ · LGI Homes
5 Jun 202650.35
54.57
8.38%
Buy
0.01
-
-
LGVN
NASDAQ · Longeveron LLC
13 Feb 20260.54
0.70
30.93%
Buy
0.33
-
-
LIF
NASDAQ · Life360, Inc. Common Stock
29 May 202642.49
54.05
27.21%
Buy
0.11
-
-
LINE
NASDAQ · Lineage, Inc. Common Stock
8 May 202639.47
42.37
7.34%
Buy
0.19
-
-
LINK
NASDAQ · Interlink Electronics Inc
8 May 20263.56
4.13
16.01%
Buy
0.32
-
-
LITB
NYSE · LightInTheBox Holding Co Ltd ARD
5 Sep 20251.86
3.23
73.55%
Buy
0.74
-
-
LITS
NASDAQ · Lite Strategy, Inc.
19 Jun 20260.83
0.96
16.39%
Buy
0.07
-
-
LIVE
NASDAQ · Live Ventures Inc
11 Apr 20258.55
9.71
13.57%
Buy
0.46
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
26 Jan 2024
Entry
BFH
NYSE · Bread Financial Holdings, Inc.
34.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.63
26 Jan 2024
Entry
BRK-A
NYSE · Berkshire Hathaway Inc
582300.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.98
26 Jan 2024
Entry
BTCS
NASDAQ · BTCS Inc
1.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.00
26 Jan 2024
Entry
BTDR
NASDAQ · Bitdeer Technologies Group Class A Ordinary Shares
7.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.61
26 Jan 2024
Entry
CAAS
NASDAQ · China Automotive Systems Inc
3.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
26 Jan 2024
Entry
CDRO
NASDAQ · Codere Online US Corp
4.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.06
26 Jan 2024
Entry
CHEF
NASDAQ · The Chefs Warehouse Inc
31.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.84
26 Jan 2024
Entry
CRBP
NASDAQ · Corbus Pharmaceuticals Holding
29.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.22
26 Jan 2024
Entry
DCTH
NASDAQ · Delcath Systems Inc
4.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.90
26 Jan 2024
Entry
DUOT
NASDAQ · Duos Technologies Group Inc
4.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
26 Jan 2024
Entry
ELSE
NASDAQ · Electro-Sensors Inc
4.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.01
26 Jan 2024
Exit
ELTK
NASDAQ · Eltek Ltd
19.06
Reversal Risk Warning
145.98%
Entry 11 Aug 2023
7.75
26 Jan 2024
Entry
ELVN
NASDAQ · Enliven Therapeutics Inc.
15.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.76
26 Jan 2024
Exit
EMP
NYSE · Entergy Mississippi LLC
20.53
Reversal Risk Warning
4.83%
Entry 1 Dec 2023
19.58
26 Jan 2024
Exit
ENTX
NASDAQ · Entera Bio Ltd
0.87
20% entry drawdown
-20.13%
Entry 12 Jan 2024
1.09
26 Jan 2024
Entry
ET
NYSE · Energy Transfer LP
11.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
26 Jan 2024
Exit
FG
NYSE · F&G Annuities & Life Inc.
43.56
Reversal Risk Warning
86.54%
Entry 21 Jul 2023
23.35
26 Jan 2024
Entry
FORTY
NASDAQ · Formula Systems 1985 Ltd ADR
58.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
26 Jan 2024
Entry
GBFH
NASDAQ · GBank Financial Holdings Inc. Common Stock
16.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.77
26 Jan 2024
Entry
GDOT
NYSE · Green Dot Corporation
9.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.00
26 Jan 2024
Entry
JD
NASDAQ · JD.com Inc Adr
21.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
26 Jan 2024
Entry
LANDP
NASDAQ · Gladstone Land Corporation 6.00% Series C Cumulative Redeemable Preferred Stock
16.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.73
26 Jan 2024
Entry
LGND
NASDAQ · Ligand Pharmaceuticals Incorporated
76.45
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.14
26 Jan 2024
Entry
MDAI
NASDAQ · Spectral AI Inc.
2.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
26 Jan 2024
Entry
MPT
NYSE · Medical Properties Trust, Inc.
2.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
26 Jan 2024
Entry
MUFG
NYSE · Mitsubishi UFJ Financial Group Inc ADR
8.66
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
26 Jan 2024
Entry
NCTY
NASDAQ · The9 Ltd ADR
5.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
26 Jan 2024
Entry
NIU
NASDAQ · Niu Technologies
1.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
26 Jan 2024
Exit
NRDS
NASDAQ · Nerdwallet Inc
16.09
Reversal Risk Warning
78.38%
Entry 18 Aug 2023
9.02
26 Jan 2024
Exit
NXDR
NYSE · NXDR
1.54
20% entry drawdown
-21.43%
Entry 22 Dec 2023
1.96