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
483.76
Total Return
383.76%
CAGR
56.75%
Annualized from first index week
Edge vs Market
+34.30%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.67
Sortino 5.20
Current Holdings
1117
Transactions
10719
Avg 3056.2/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4801
Stop 41.3% ·
Warning 58.4%
· 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
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.03 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.48
MD 0.27 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.03 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ARAI
NASDAQ · Arrive AI Inc.
0.42
MD 0.40 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.19
MD 0.14 · Market Dynamics Buy Signal
GIB
NYSE · CGI Inc
67.06
MD 0.07 · Market Dynamics Buy Signal
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.46
MD 0.15 · Market Dynamics Buy Signal
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10.12
MD 1.35 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.44 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 1.51 · Market Dynamics Buy Signal
MKC-V
NYSE · McCormick & Company Incorporated
50.81
MD 0.15 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.15
MD 2.50 · Market Dynamics Buy Signal
MNDO
NASDAQ · MIND CTI Ltd
1.06
MD 0.16 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.96
MD 0.21 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.18 · Market Dynamics Buy Signal
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.55
MD 0.24 · Market Dynamics Buy Signal
SKIN
NASDAQ · Beauty Health Co
0.91
MD 0.21 · Market Dynamics Buy Signal
SKYX
NASDAQ · SKYX Platforms Corp
1.27
MD 0.09 · Market Dynamics Buy Signal
STIM
NASDAQ · Neuronetics Inc
1.76
MD 0.50 · Market Dynamics Buy Signal
TTEK
NASDAQ · Tetra Tech Inc
30.99
MD 0.06 · Market Dynamics Buy Signal
USPH
NYSE · U.S. Physical Therapy, Inc.
72.54
MD 0.07 · Market Dynamics Buy Signal
VRDN
NASDAQ · Viridian Therapeutics Inc
19.74
MD 0.12 · Market Dynamics Buy Signal
WRAP
NASDAQ · Wrap Technologies Inc
2.46
MD 0.26 · Market Dynamics Buy Signal
WVVI
NASDAQ · Willamette Valley Vineyards Inc
2.93
MD 1.08 · Market Dynamics Buy Signal
XTLB
NASDAQ · XTL Biopharmaceuticals Ltd ADR
2.91
MD 0.77 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.53
20% entry drawdown · -23.12%
BIRD
NASDAQ · Allbirds Inc
3.13
20% entry drawdown · -33.15%
BLLN
NASDAQ · BillionToOne, Inc. Class A Common Stock
126.77
Reversal Risk Warning · 28.06%
BYRN
NASDAQ · Byrna Technologies Inc
3.87
20% entry drawdown · -44.55%
CE
NYSE · Celanese Corporation
46.92
20% entry drawdown · -20.19%
CHGG
NYSE · Chegg Inc
0.85
20% entry drawdown · -23.79%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
GKOS
NYSE · Glaukos Corp
152.72
Reversal Risk Warning · 82.11%
JEM
NASDAQ · 707 Cayman Holdings Limited Ordinary Shares
0.54
20% entry drawdown · -64.86%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 75.74%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
NEWT
NASDAQ · NewtekOne, Inc.
14.78
Reversal Risk Warning · 52.99%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
TLPH
NASDAQ · Talphera Inc.
1.46
Reversal Risk Warning · 196.33%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
KMB
NASDAQ · Kimberly-Clark Corporation
13 Feb 2026106.71
112.41
5.34%
Buy
0.25
-
-
KMPR
NYSE · Kemper Corporation
26 Jun 202626.81
29.43
9.77%
Buy
0.04
-
-
KMX
NYSE · CarMax Inc
9 Jan 202645.23
53.49
18.26%
Buy
0.25
-
-
KNF
NYSE · Knife River Corporation
19 Dec 202573.46
81.09
10.39%
Buy
0.32
-
-
KNTK
NYSE · Kinetik Holdings Inc
16 Jan 202637.27
48.32
29.66%
Buy
0.20
-
-
KOP
NYSE · Koppers Holdings Inc
23 May 202529.88
47.56
59.17%
Buy
0.41
-
-
KOS
NYSE · Kosmos Energy Ltd
13 Feb 20261.68
2.10
25.00%
Buy
1.03
-
-
KOSS
NASDAQ · Koss Corporation
1 May 20264.36
3.95
-9.40%
Buy
0.32
-
-
KOYN
NASDAQ · CSLM Digital Asset Acquisition Corp III, Ltd
10 Apr 202610.07
10.15
0.79%
Buy
1.14
-
-
KPLT
NASDAQ · Katapult Holdings Inc
20 Mar 20267.25
7.20
-0.69%
Buy
0.24
-
-
KPRX
NASDAQ · Kiora Pharmaceuticals Inc
10 Apr 20262.47
2.51
1.62%
Buy
0.44
-
-
KPTI
NASDAQ · Karyopharm Therapeutics Inc
15 Aug 20255.92
10.34
74.66%
Buy
0.44
-
-
KREF
NYSE · KKR Real Estate Finance Trust Inc
22 May 20266.39
7.36
15.24%
Buy
0.03
-
-
KRNT
NASDAQ · Kornit Digital Ltd
17 Apr 202616.37
15.82
-3.36%
Buy
0.84
-
-
KRO
NYSE · Kronos Worldwide Inc
9 Jan 20265.24
5.89
12.37%
Buy
0.26
-
-
KRRO
NASDAQ · Korro Bio, Inc.
19 Jun 202612.99
14.56
12.09%
Buy
0.51
-
-
KRSP
NYSE · Rice Acquisition Corporation 3
19 Jun 202610.51
10.54
0.29%
Buy
1.09
-
-
KTCC
NASDAQ · Key Tronic Corporation
23 May 20253.07
4.09
33.22%
Buy
0.16
-
-
KURA
NASDAQ · Kura Oncology Inc
26 Sep 20259.05
11.45
26.52%
Buy
1.93
-
-
KVYO
NYSE · Klaviyo, Inc.
29 May 202615.84
16.91
6.76%
Buy
0.23
-
-
KW
NYSE · Kennedy-Wilson Holdings Inc
4 Jul 20256.93
10.92
57.69%
Buy
0.14
-
-
KWR
NYSE · Quaker Chemical Corporation
27 Jun 2025113.44
148.17
30.61%
Buy
0.38
-
-
KYTX
NASDAQ · Kyverna Therapeutics, Inc. Common Stock
11 Jul 20254.03
8.49
110.55%
Buy
2.19
-
-
KZIA
NASDAQ · Kazia Therapeutics Ltd ADR
6 Jun 20255.65
13.56
140.00%
Buy
0.49
-
-
LAB
NASDAQ · Standard Biotools Inc
3 Jul 20260.91
0.92
0.60%
Buy
0.26
-
-
LAC
NYSE · Lithium Americas Corp
11 Oct 20242.90
3.32
14.48%
Buy
0.86
-
-
LAES
NASDAQ · SEALSQ Corp
13 Dec 20241.75
2.80
60.00%
Buy
1.45
-
-
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10 Jul 202610.11
10.11
New
Entry week
Buy
1.51
-
-
LAKE
NASDAQ · Lakeland Industries Inc
3 Apr 20268.47
11.03
30.22%
Buy
0.01
-
-
LAND
NASDAQ · Gladstone Land Corporation
27 Jun 20259.73
8.56
-12.01%
Buy
0.35
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
15 May 2026
Exit
ST
NYSE · Sensata Technologies Holding NV
48.50
Reversal Risk Warning
95.07%
Entry 23 May 2025
24.86
15 May 2026
Exit
STIM
NASDAQ · Neuronetics Inc
1.28
20% entry drawdown
-23.81%
Entry 24 Apr 2026
1.68
15 May 2026
Entry
SUPX
NASDAQ · SuperX AI Technology Limited
10.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
15 May 2026
Entry
TMCI
NASDAQ · Treace Medical Concepts Inc
2.66
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.92
15 May 2026
Exit
TNDM
NASDAQ · Tandem Diabetes Care Inc
12.82
20% entry drawdown
-21.16%
Entry 7 Nov 2025
16.26
15 May 2026
Entry
TOMZ
NASDAQ · TOMI Environmental Solutions Inc
0.78
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.53
15 May 2026
Exit
TRGP
NYSE · Targa Resources Inc
271.99
Reversal Risk Warning
169.35%
Entry 15 Mar 2024
100.98
15 May 2026
Exit
TSEM
NASDAQ · Tower Semiconductor Ltd
273.98
Reversal Risk Warning
221.69%
Entry 31 Oct 2025
85.17
15 May 2026
Exit
TYGO
NASDAQ · Tigo Energy Inc.
3.95
20% entry drawdown
-21.16%
Entry 24 Apr 2026
5.01
15 May 2026
Entry
USIO
NASDAQ · Usio Inc
1.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
15 May 2026
Exit
VRT
NYSE · Vertiv Holdings Co
370.87
Reversal Risk Warning
244.10%
Entry 30 May 2025
107.78
15 May 2026
Entry
WD
NYSE · Walker & Dunlop Inc
50.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
15 May 2026
Entry
WEN
NASDAQ · The Wendy’s Co
7.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
15 May 2026
Exit
WES
NYSE · Western Midstream Partners LP
46.03
Reversal Risk Warning
102.54%
Entry 17 Nov 2023
22.73
15 May 2026
Exit
WMG
NASDAQ · Warner Music Group
33.25
Reversal Risk Warning
0.21%
Entry 8 May 2026
33.18
15 May 2026
Exit
WNC
NYSE · Wabash National Corporation
6.85
20% entry drawdown
-21.53%
Entry 26 Dec 2025
8.73
15 May 2026
Entry
WPP
NYSE · WPP PLC ADR
16.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
15 May 2026
Exit
WTI
NYSE · W&T Offshore Inc
4.74
Reversal Risk Warning
225.59%
Entry 30 May 2025
1.46
15 May 2026
Exit
WTTR
NYSE · Select Energy Services Inc
18.96
Reversal Risk Warning
110.57%
Entry 5 Apr 2024
9.00
15 May 2026
Exit
XRAY
NASDAQ · Dentsply Sirona Inc
10.07
20% entry drawdown
-21.21%
Entry 9 Jan 2026
12.78
15 May 2026
Exit
YELP
NYSE · Yelp Inc
21.65
20% entry drawdown
-24.67%
Entry 24 Apr 2026
28.74
15 May 2026
Exit
YI
NASDAQ · 111 Inc
5.79
20% entry drawdown
-20.68%
Entry 30 Jan 2026
7.30
15 May 2026
Exit
YIBO
NASDAQ · Planet Image International Limited Class A Ordinary Shares
0.77
20% entry drawdown
-29.37%
Entry 27 Feb 2026
1.09
15 May 2026
Entry
ZS
NASDAQ · Zscaler Inc
161.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
15 May 2026
Entry
ZVIA
NYSE · Zevia Pbc
1.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
8 May 2026
Exit
AAPG
NASDAQ · Ascentage Pharma Group International
21.50
20% entry drawdown
-21.53%
Entry 17 Apr 2026
27.40
8 May 2026
Exit
ABCB
NYSE · Ameris Bancorp
86.33
Reversal Risk Warning
100.28%
Entry 4 Aug 2023
43.10
8 May 2026
Exit
AD
NYSE · Array Digital Infrastructure, Inc.
43.77
Reversal Risk Warning
186.48%
Entry 4 Aug 2023
15.28
8 May 2026
Exit
ADI
NASDAQ · Analog Devices Inc
415.44
Reversal Risk Warning
119.83%
Entry 28 Jul 2023
188.99
8 May 2026
Exit
ADM
NYSE · Archer-Daniels-Midland Company
77.14
Reversal Risk Warning
53.07%
Entry 13 Jun 2025
50.40