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
AGPU
NASDAQ · Axe Compute Inc.
24 Apr 20266.64
7.36
10.84%
Buy
0.93
-
-
AGYS
NASDAQ · Agilysys Inc
22 May 202679.84
108.98
36.50%
Buy
0.09
-
-
AHCO
NASDAQ · Adapthealth Corp
2 Feb 20247.47
10.22
36.81%
Buy
0.11
-
-
AI
NYSE · C3 Ai Inc
8 May 20269.87
8.95
-9.32%
Buy
0.41
-
-
AIFU
NASDAQ · Fanhua Inc.
15 May 202646.20
36.99
-19.94%
Buy
0.33
-
-
AIRJ
NASDAQ · AirJoule Technologies Corporation
22 May 20264.37
4.30
-1.60%
Buy
1.41
-
-
AIRS
NASDAQ · Airsculpt Technologies Inc
27 Mar 20262.87
4.33
50.87%
Buy
0.43
-
-
AJG
NYSE · Arthur J Gallagher & Co
5 Jun 2026216.14
253.09
17.10%
Buy
0.09
-
-
AKBA
NASDAQ · Akebia Ther
3 Jul 20261.24
1.40
12.90%
Buy
0.04
-
-
AKTX
NASDAQ · Akari Therapeutics PLC
10 Jul 202613.88
13.88
New
Entry week
Buy
1.03
-
-
ALB
NYSE · Albemarle Corp
25 Jul 202582.63
126.05
52.54%
Buy
1.34
-
-
ALDF
NASDAQ · Aldel Financial II Inc. Class A Ordinary Shares
14 Nov 202510.57
10.73
1.51%
Buy
0.20
-
-
ALDX
NASDAQ · Aldeyra The
3 Jul 20262.27
2.07
-8.81%
Buy
0.20
-
-
ALEC
NASDAQ · Alector Inc
6 Jun 20251.49
1.61
8.05%
Buy
1.00
-
-
ALF
NASDAQ · Centurion Acquisition Corp.
9 May 202510.42
10.89
4.51%
Buy
3.08
-
-
ALG
NYSE · Alamo Group Inc
10 Jul 2026161.48
161.48
New
Entry week
Buy
0.27
-
-
ALGN
NASDAQ · Align Technology Inc
28 Nov 2025147.19
179.45
21.92%
Buy
0.56
-
-
ALIS
NASDAQ · Calisa Acquisition Corp Ordinary shares
12 Jun 202610.13
10.17
0.44%
Buy
1.57
-
-
ALIT
NYSE · Alight Inc
3 Jul 202614.26
19.62
37.59%
Buy
0.89
-
-
ALK
NYSE · Alaska Air Group Inc
12 Jun 202647.32
49.42
4.44%
Buy
0.14
-
-
ALKT
NASDAQ · Alkami Technology Inc
8 May 202617.97
17.35
-3.45%
Buy
0.18
-
-
ALLO
NASDAQ · Allogene Therapeutics Inc
9 Jan 20261.71
2.00
16.96%
Buy
1.42
-
-
ALRM
NASDAQ · Alarm.com Holdings Inc
8 May 202647.60
51.50
8.19%
Buy
0.16
-
-
ALTG
NYSE · Alta Equipment Group Inc
23 Jan 20266.43
6.62
2.95%
Buy
0.22
-
-
ALXO
NASDAQ · Alx Oncology Holdings
10 Jul 20262.13
2.13
New
Entry week
Buy
0.03
-
-
AMBR
NASDAQ · Amber International Holding Limited
12 Dec 20251.56
1.41
-9.62%
Buy
0.00
-
-
AMCX
NASDAQ · AMC Networks Inc
8 May 20268.80
9.92
12.73%
Buy
0.40
-
-
AMH
NYSE · American Homes 4 Rent
1 May 202631.63
33.27
5.18%
Buy
0.30
-
-
AMLX
NASDAQ · Amylyx Pharmaceuticals Inc
27 Jun 20256.33
17.77
180.73%
Buy
1.19
-
-
AMN
NYSE · AMN Healthcare Services Inc
8 May 202628.97
32.37
11.74%
Buy
0.72
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
28 Nov 2025
Entry
CODI
NYSE · Compass Diversified Holdings
7.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
28 Nov 2025
Exit
COGT
NASDAQ · Cogent Biosciences Inc
40.22
Reversal Risk Warning
266.30%
Entry 11 Jul 2025
10.98
28 Nov 2025
Entry
CSTE
NASDAQ · Caesarstone Ltd
1.50
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
28 Nov 2025
Exit
CSTL
NASDAQ · Castle Biosciences Inc
39.95
Reversal Risk Warning
106.35%
Entry 8 Aug 2025
19.36
28 Nov 2025
Exit
EEX
NYSE · Emerald Expositions Events Inc
3.64
20% entry drawdown
-21.09%
Entry 16 May 2025
4.61
28 Nov 2025
Exit
ESPR
NASDAQ · Esperion Therapeutics Inc
4.01
Reversal Risk Warning
165.56%
Entry 25 Jul 2025
1.51
28 Nov 2025
Exit
FLNT
NASDAQ · Fluent Inc
1.78
20% entry drawdown
-20.54%
Entry 18 Jul 2025
2.24
28 Nov 2025
Entry
HCAT
NASDAQ · Health Catalyst Inc
2.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
28 Nov 2025
Entry
HYMC
NASDAQ · Hycroft Mining Holding Corporation
11.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.71
28 Nov 2025
Entry
INV
NASDAQ · Innventure, Inc.
5.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
28 Nov 2025
Exit
IONS
NASDAQ · Ionis Pharmaceuticals Inc
82.73
Reversal Risk Warning
144.69%
Entry 7 Mar 2025
33.81
28 Nov 2025
Exit
KBDC
NYSE · Kayne Anderson BDC, Inc.
14.65
Reversal Risk Warning
5.01%
Entry 21 Nov 2025
13.95
28 Nov 2025
Exit
KRMD
NASDAQ · Repro Med Systems Inc
5.92
Reversal Risk Warning
141.14%
Entry 29 Dec 2023
2.46
28 Nov 2025
Exit
KSS
NYSE · Kohl's Corporation
24.02
Reversal Risk Warning
187.25%
Entry 6 Jun 2025
8.36
28 Nov 2025
Exit
L
NYSE · Loews Corp
107.75
Reversal Risk Warning
56.57%
Entry 24 Nov 2023
68.81
28 Nov 2025
Entry
LYEL
NASDAQ · Lyell Immunopharma Inc
24.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.07
28 Nov 2025
Entry
MAGN
NYSE · Magnera Corp placeholder
14.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
28 Nov 2025
Exit
MAT
NASDAQ · Mattel Inc
21.12
Reversal Risk Warning
6.67%
Entry 27 Jun 2025
19.80
28 Nov 2025
Exit
MD
NYSE · Mednax Inc
24.09
Reversal Risk Warning
140.42%
Entry 9 Aug 2024
10.02
28 Nov 2025
Exit
MDGL
NASDAQ · Madrigal Pharmaceuticals Inc
596.98
Reversal Risk Warning
205.27%
Entry 24 Nov 2023
195.56
28 Nov 2025
Exit
MKL
NYSE · Markel Corporation
2080.44
Reversal Risk Warning
44.94%
Entry 21 Jul 2023
1435.34
28 Nov 2025
Entry
MRKR
NASDAQ · Marker Therapeutics Inc
1.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
28 Nov 2025
Entry
NAII
NASDAQ · Natural Alternatives International
3.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
28 Nov 2025
Exit
NAMS
NASDAQ · NewAmsterdam Pharma Company N.V. Ordinary Shares
41.30
Reversal Risk Warning
227.13%
Entry 5 Jan 2024
12.63
28 Nov 2025
Exit
NU
NYSE · Nu Holdings Ltd
17.39
Reversal Risk Warning
87.80%
Entry 12 Jan 2024
9.26
28 Nov 2025
Entry
OABI
NASDAQ · OmniAb Inc.
1.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
28 Nov 2025
Exit
PTCT
NASDAQ · PTC Therapeutics Inc
85.99
Reversal Risk Warning
211.45%
Entry 22 Dec 2023
27.61
28 Nov 2025
Exit
RFL
NYSE · Rafael Holdings, Inc.
1.18
20% entry drawdown
-20.76%
Entry 6 Sep 2024
1.49
28 Nov 2025
Exit
RIGL
NASDAQ · Rigel Pharmaceuticals Inc
50.49
Reversal Risk Warning
316.93%
Entry 16 Aug 2024
12.11
28 Nov 2025
Exit
ROL
NYSE · Rollins Inc
61.08
Reversal Risk Warning
54.13%
Entry 1 Dec 2023
39.63