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
479.75
Total Return
379.75%
CAGR
56.00%
Annualized from first index week
Edge vs Market
+34.22%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.65
Sortino 5.16
Current Holdings
1081
Transactions
10781
Avg 3057.2/yr ·
254.8/mo ·
58.8/wk
Exit Mix
4850
Stop 41.5% ·
Warning 58.0%
· Other 0.5%
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
ADBE
NASDAQ · Adobe Systems Incorporated
237.25
MD 0.17 · Market Dynamics Buy Signal
BL
NASDAQ · Blackline Inc
30.29
MD 0.18 · Market Dynamics Buy Signal
BLKB
NASDAQ · Blackbaud Inc
32.40
MD 0.13 · Market Dynamics Buy Signal
CDNL
NASDAQ · Cardinal Infrastructure Group Inc. Class A Common Stock
71.23
MD 1.59 · Market Dynamics Buy Signal
CURV
NYSE · Torrid Holdings Inc
2.33
MD 0.16 · Market Dynamics Buy Signal
DFIN
NYSE · Donnelley Financial Solutions Inc
49.95
MD 0.06 · Market Dynamics Buy Signal
EXPO
NASDAQ · Exponent Inc
62.88
MD 0.09 · Market Dynamics Buy Signal
FIS
NYSE · Fidelity National Information Services Inc
41.91
MD 0.19 · Market Dynamics Buy Signal
HCKT
NASDAQ · The Hackett Group Inc
10.34
MD 0.19 · Market Dynamics Buy Signal
ICFI
NASDAQ · ICF International Inc
78.86
MD 0.80 · Market Dynamics Buy Signal
LAW
NYSE · CS Disco LLC
4.05
MD 0.26 · Market Dynamics Buy Signal
NRDS
NASDAQ · Nerdwallet Inc
9.26
MD 0.13 · Market Dynamics Buy Signal
ONT
NYSE · Onterris
20.93
MD 0.36 · Market Dynamics Buy Signal
OPRX
NASDAQ · OPTIMIZERx Corp
6.69
MD 0.86 · Market Dynamics Buy Signal
PODD
NASDAQ · Insulet Corporation
164.06
MD 0.42 · Market Dynamics Buy Signal
RCEL
NASDAQ · Avita Medical Ltd
5.10
MD 0.39 · Market Dynamics Buy Signal
UPWK
NASDAQ · Upwork Inc
9.06
MD 0.10 · Market Dynamics Buy Signal
XRAY
NASDAQ · Dentsply Sirona Inc
14.05
MD 0.72 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACB
NASDAQ · Aurora Cannabis Inc
2.63
20% entry drawdown · -20.78%
AIFU
NASDAQ · Fanhua Inc.
34.52
20% entry drawdown · -25.28%
AKTX
NASDAQ · Akari Therapeutics PLC
11.01
20% entry drawdown · -20.68%
ALDX
NASDAQ · Aldeyra The
1.69
20% entry drawdown · -25.55%
ARCT
NASDAQ · Arcturus Therapeutics Holdings Inc
6.05
20% entry drawdown · -26.49%
AWRE
NASDAQ · Aware Inc
1.11
20% entry drawdown · -26.97%
BEEM
NASDAQ · Beam Global
1.03
20% entry drawdown · -24.82%
BNAI
NASDAQ · Brand Engagement Network Inc
11.62
20% entry drawdown · -29.49%
BTBT
NASDAQ · Bit Digital Inc
1.40
20% entry drawdown · -29.65%
EIX
NYSE · Edison International
77.63
Reversal Risk Warning · 49.97%
EVGO
NASDAQ · Evgo Inc
1.68
20% entry drawdown · -20.94%
EVO
NASDAQ · Evotec SE ADR
1.96
20% entry drawdown · -27.94%
GENK
NASDAQ · GEN Restaurant Group, Inc. Class A Common Stock
1.77
20% entry drawdown · -24.36%
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.05
20% entry drawdown · -28.08%
HUBG
NASDAQ · Hub Group Inc
51.22
Reversal Risk Warning · 45.11%
INV
NASDAQ · Innventure, Inc.
3.37
20% entry drawdown · -27.37%
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
9.35
20% entry drawdown · -20.29%
LEDS
NASDAQ · SemiLEDS Corporation
3.01
Reversal Risk Warning · 67.22%
LONA
NASDAQ · LeonaBio, Inc.
7.22
20% entry drawdown · -27.22%
MTEX
NASDAQ · Mannatech Incorporated
4.25
20% entry drawdown · -21.59%
OABI
NASDAQ · OmniAb Inc.
2.12
20% entry drawdown · -20.00%
OCCI
NASDAQ · OFS Credit Company Inc
2.27
20% entry drawdown · -23.83%
PBF
NYSE · PBF Energy Inc
62.75
Reversal Risk Warning · 219.84%
PLUG
NASDAQ · Plug Power Inc
2.17
20% entry drawdown · -20.80%
PMCB
NASDAQ · PharmaCyte Biotech Inc
0.63
20% entry drawdown · -21.31%
PMEC
NASDAQ · Primech Holdings Ltd. Ordinary Shares
0.52
20% entry drawdown · -28.59%
QFIN
NASDAQ · 360 Finance Inc
12.73
20% entry drawdown · -20.83%
RPT
NYSE · Rithm Property Trust Inc.
10.89
20% entry drawdown · -27.03%
RXRX
NASDAQ · Recursion Pharmaceuticals Inc
2.95
20% entry drawdown · -22.50%
SNPS
NASDAQ · Synopsys Inc
384.28
20% entry drawdown · -25.60%
SORA
NASDAQ · Top Win International Limited
1.73
20% entry drawdown · -23.18%
VERU
NASDAQ · Veru Inc
2.38
20% entry drawdown · -30.00%
WING
NASDAQ · Wingstop Inc
142.33
20% entry drawdown · -20.03%
WW
NASDAQ · WW International, Inc. Common Stock
14.57
20% entry drawdown · -21.46%
ZSQR
NASDAQ · Z Squared Inc.
5.06
20% entry drawdown · -45.47%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
AGYS
NASDAQ · Agilysys Inc
22 May 202679.84
106.68
33.62%
Buy
0.09
-
-
AHCO
NASDAQ · Adapthealth Corp
2 Feb 20247.47
10.96
46.72%
Buy
0.11
-
-
AI
NYSE · C3 Ai Inc
8 May 20269.87
8.82
-10.64%
Buy
0.41
-
-
AIRJ
NASDAQ · AirJoule Technologies Corporation
22 May 20264.37
3.74
-14.42%
Buy
1.41
-
-
AIRS
NASDAQ · Airsculpt Technologies Inc
27 Mar 20262.87
4.45
55.05%
Buy
0.43
-
-
AJG
NYSE · Arthur J Gallagher & Co
5 Jun 2026216.14
253.90
17.47%
Buy
0.09
-
-
AKBA
NASDAQ · Akebia Ther
3 Jul 20261.24
1.34
8.06%
Buy
0.04
-
-
ALB
NYSE · Albemarle Corp
25 Jul 202582.63
120.78
46.16%
Buy
1.34
-
-
ALDF
NASDAQ · Aldel Financial II Inc. Class A Ordinary Shares
14 Nov 202510.57
10.70
1.23%
Buy
0.20
-
-
ALEC
NASDAQ · Alector Inc
6 Jun 20251.49
1.50
0.67%
Buy
1.00
-
-
ALF
NASDAQ · Centurion Acquisition Corp.
9 May 202510.42
10.88
4.41%
Buy
3.08
-
-
ALG
NYSE · Alamo Group Inc
10 Jul 2026161.15
162.43
0.79%
Buy
0.25
-
-
ALGN
NASDAQ · Align Technology Inc
28 Nov 2025147.19
176.76
20.09%
Buy
0.56
-
-
ALIS
NASDAQ · Calisa Acquisition Corp Ordinary shares
12 Jun 202610.13
10.16
0.37%
Buy
1.59
-
-
ALIT
NYSE · Alight Inc
3 Jul 202614.26
21.74
52.45%
Buy
0.89
-
-
ALK
NYSE · Alaska Air Group Inc
12 Jun 202647.32
45.51
-3.83%
Buy
0.14
-
-
ALKT
NASDAQ · Alkami Technology Inc
8 May 202617.97
17.91
-0.33%
Buy
0.18
-
-
ALLO
NASDAQ · Allogene Therapeutics Inc
9 Jan 20261.71
1.79
4.68%
Buy
1.42
-
-
ALRM
NASDAQ · Alarm.com Holdings Inc
8 May 202647.60
53.20
11.76%
Buy
0.16
-
-
ALTG
NYSE · Alta Equipment Group Inc
23 Jan 20266.43
6.38
-0.78%
Buy
0.22
-
-
ALXO
NASDAQ · Alx Oncology Holdings
10 Jul 20262.13
2.10
-1.18%
Buy
0.02
-
-
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
10.49
19.20%
Buy
0.40
-
-
AMH
NYSE · American Homes 4 Rent
1 May 202631.63
34.07
7.71%
Buy
0.30
-
-
AMLX
NASDAQ · Amylyx Pharmaceuticals Inc
27 Jun 20256.33
17.75
180.41%
Buy
1.19
-
-
AMN
NYSE · AMN Healthcare Services Inc
8 May 202628.97
35.00
20.81%
Buy
0.72
-
-
AMPH
NASDAQ · Amphastar P
26 Jun 202621.78
19.75
-9.34%
Buy
0.46
-
-
AMPL
NASDAQ · Amplitude Inc
22 May 20266.70
9.60
43.28%
Buy
0.34
-
-
AMPY
NYSE · Amplify Energy Corp
13 Jun 20253.56
3.94
10.67%
Buy
0.03
-
-
AMR
NYSE · Alpha Metallurgical Resources Inc
19 Sep 2025166.10
143.80
-13.43%
Buy
1.61
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
21 Nov 2025
Exit
HIG
NYSE · Hartford Financial Services Group
134.64
Reversal Risk Warning
81.03%
Entry 24 Nov 2023
74.37
21 Nov 2025
Exit
HOWL
NASDAQ · Werewolf Therapeutics Inc
0.87
20% entry drawdown
-21.33%
Entry 16 May 2025
1.11
21 Nov 2025
Entry
INR
NYSE · Infinity Natural Resources, Inc.
12.62
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
21 Nov 2025
Exit
INSM
NASDAQ · Insmed Inc
198.76
Reversal Risk Warning
249.62%
Entry 7 Jun 2024
56.85
21 Nov 2025
Entry
KBDC
NYSE · Kayne Anderson BDC, Inc.
13.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
21 Nov 2025
Entry
KFRC
NYSE · Kforce Inc.
28.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
21 Nov 2025
Exit
LCFY
NASDAQ · Locafy Ltd
3.30
20% entry drawdown
-25.34%
Entry 11 Jul 2025
4.42
21 Nov 2025
Exit
MDT
NYSE · Medtronic PLC
99.65
Reversal Risk Warning
36.18%
Entry 8 Dec 2023
73.17
21 Nov 2025
Exit
MGPI
NASDAQ · MGP Ingredients Inc
22.52
20% entry drawdown
-20.83%
Entry 25 Apr 2025
28.45
21 Nov 2025
Exit
NSYS
NASDAQ · Nortech Systems Incorporated
6.95
20% entry drawdown
-24.02%
Entry 13 Jun 2025
9.15
21 Nov 2025
Exit
NTZ
NYSE · Natuzzi SpA
2.36
20% entry drawdown
-25.32%
Entry 17 Oct 2025
3.16
21 Nov 2025
Entry
OMCL
NASDAQ · Omnicell Inc
36.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.53
21 Nov 2025
Exit
OMH
NASDAQ · Ohmyhome Limited Ordinary Shares
0.76
20% entry drawdown
-39.20%
Entry 29 Aug 2025
1.25
21 Nov 2025
Exit
OSG
NYSE · Octave Specialty Group, Inc.
8.98
Reversal Risk Warning
157.61%
Entry 13 Jan 2023
3.49
21 Nov 2025
Entry
PACS
NYSE · PACS Group, Inc.
27.50
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.65
21 Nov 2025
Exit
PMCB
NASDAQ · PharmaCyte Biotech Inc
0.65
20% entry drawdown
-27.77%
Entry 15 Aug 2025
0.90
21 Nov 2025
Entry
PRLD
NASDAQ · Prelude Therapeutics Inc
1.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.67
21 Nov 2025
Exit
PXLW
NASDAQ · Pixelworks Inc
5.74
20% entry drawdown
-20.50%
Entry 4 Jul 2025
7.22
21 Nov 2025
Exit
SILC
NASDAQ · Silicom
14.06
20% entry drawdown
-23.17%
Entry 12 Sep 2025
18.30
21 Nov 2025
Exit
SION
NASDAQ · Sionna Therapeutics, Inc. Common Stock
43.66
Reversal Risk Warning
50.86%
Entry 26 Sep 2025
28.94
21 Nov 2025
Entry
STI
NASDAQ · Solidion Technology Inc.
11.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.42
21 Nov 2025
Exit
STM
NYSE · STMicroelectronics NV ADR
21.83
20% entry drawdown
-22.30%
Entry 6 Jun 2025
28.10
21 Nov 2025
Exit
TARA
NASDAQ · Protara Therapeutics Inc
7.26
Reversal Risk Warning
249.04%
Entry 5 Jan 2024
2.08
21 Nov 2025
Exit
TARS
NASDAQ · Tarsus Pharmaceuticals Inc
79.66
Reversal Risk Warning
260.45%
Entry 12 Jan 2024
22.10
21 Nov 2025
Exit
TE
NYSE · T1 Energy Inc.
2.72
20% entry drawdown
-25.27%
Entry 10 Oct 2025
3.64
21 Nov 2025
Entry
TECX
NASDAQ · Tectonic Therapeutic, Inc.
19.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
21 Nov 2025
Exit
TPST
NASDAQ · Tempest Therapeutics Inc
3.50
20% entry drawdown
-49.28%
Entry 27 Jun 2025
6.90
21 Nov 2025
Exit
ULBI
NASDAQ · Ultralife Corporation
5.24
20% entry drawdown
-21.44%
Entry 30 May 2025
6.67
21 Nov 2025
Exit
VRME
NASDAQ · VerifyMe Inc
0.67
20% entry drawdown
-27.03%
Entry 15 Aug 2025
0.91
14 Nov 2025
Exit
AAOI
NASDAQ · Applied Opt
21.47
20% entry drawdown
-39.64%
Entry 31 Oct 2025
35.56