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
AGPU
NASDAQ · Axe Compute Inc.
24 Apr 20266.64
7.08
6.63%
Buy
0.93
-
-
AGYS
NASDAQ · Agilysys Inc
22 May 202679.84
110.81
38.79%
Buy
0.09
-
-
AHCO
NASDAQ · Adapthealth Corp
2 Feb 20247.47
10.76
44.04%
Buy
0.11
-
-
AI
NYSE · C3 Ai Inc
8 May 20269.87
9.06
-8.21%
Buy
0.41
-
-
AIFU
NASDAQ · Fanhua Inc.
15 May 202646.20
42.15
-8.77%
Buy
0.33
-
-
AIRJ
NASDAQ · AirJoule Technologies Corporation
22 May 20264.37
4.84
10.64%
Buy
1.41
-
-
AIRS
NASDAQ · Airsculpt Technologies Inc
27 Mar 20262.87
4.52
57.49%
Buy
0.43
-
-
AJG
NYSE · Arthur J Gallagher & Co
5 Jun 2026216.14
252.44
16.79%
Buy
0.08
-
-
AKBA
NASDAQ · Akebia Ther
3 Jul 20261.24
1.24
New
Entry week
Buy
0.04
-
-
ALB
NYSE · Albemarle Corp
25 Jul 202582.63
135.56
64.05%
Buy
1.34
-
-
ALDF
NASDAQ · Aldel Financial II Inc. Class A Ordinary Shares
14 Nov 202510.57
10.72
1.42%
Buy
0.20
-
-
ALDX
NASDAQ · Aldeyra The
3 Jul 20262.27
2.27
New
Entry week
Buy
0.20
-
-
ALEC
NASDAQ · Alector Inc
6 Jun 20251.49
2.06
38.26%
Buy
1.00
-
-
ALF
NASDAQ · Centurion Acquisition Corp.
9 May 202510.42
10.89
4.51%
Buy
3.08
-
-
ALGN
NASDAQ · Align Technology Inc
28 Nov 2025147.19
184.52
25.36%
Buy
0.56
-
-
ALIS
NASDAQ · Calisa Acquisition Corp Ordinary shares
12 Jun 202610.13
10.18
0.54%
Buy
1.55
-
-
ALIT
NYSE · Alight Inc
3 Jul 202614.26
14.26
New
Entry week
Buy
0.88
-
-
ALK
NYSE · Alaska Air Group Inc
12 Jun 202647.32
51.09
7.97%
Buy
0.14
-
-
ALKT
NASDAQ · Alkami Technology Inc
8 May 202617.97
19.02
5.84%
Buy
0.18
-
-
ALLO
NASDAQ · Allogene Therapeutics Inc
9 Jan 20261.71
2.08
21.64%
Buy
1.42
-
-
ALRM
NASDAQ · Alarm.com Holdings Inc
8 May 202647.60
49.69
4.39%
Buy
0.16
-
-
ALTG
NYSE · Alta Equipment Group Inc
23 Jan 20266.43
6.19
-3.73%
Buy
0.22
-
-
AMBR
NASDAQ · Amber International Holding Limited
12 Dec 20251.56
1.43
-8.33%
Buy
0.00
-
-
AMCX
NASDAQ · AMC Networks Inc
8 May 20268.80
10.26
16.59%
Buy
0.40
-
-
AMH
NYSE · American Homes 4 Rent
1 May 202631.63
34.08
7.75%
Buy
0.30
-
-
AMLX
NASDAQ · Amylyx Pharmaceuticals Inc
27 Jun 20256.33
18.27
188.63%
Buy
1.19
-
-
AMN
NYSE · AMN Healthcare Services Inc
8 May 202628.97
34.75
19.95%
Buy
0.72
-
-
AMPH
NASDAQ · Amphastar P
26 Jun 202621.78
19.64
-9.83%
Buy
0.46
-
-
AMPL
NASDAQ · Amplitude Inc
22 May 20266.70
8.84
31.94%
Buy
0.34
-
-
AMPY
NYSE · Amplify Energy Corp
13 Jun 20253.56
4.00
12.36%
Buy
0.03
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
29 May 2026
Exit
OVBC
NASDAQ · Ohio Valley Banc Corp
48.05
Reversal Risk Warning
113.99%
Entry 2 Feb 2024
22.45
29 May 2026
Entry
OWL
NYSE · Blue Owl Capital Inc
10.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
29 May 2026
Entry
OWLS
NASDAQ · OBOOK Holdings Inc. Class A Common Shares
5.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.48
29 May 2026
Entry
PATH
NYSE · Uipath Inc
11.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
29 May 2026
Entry
PAYO
NASDAQ · Payoneer Global Inc
5.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
29 May 2026
Exit
PDLB
NASDAQ · Ponce Financial Group Inc
18.88
Reversal Risk Warning
107.47%
Entry 24 Nov 2023
9.10
29 May 2026
Entry
PHR
NYSE · Phreesia Inc
9.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.44
29 May 2026
Exit
PL
NYSE · Planet Labs PBC
51.14
Reversal Risk Warning
360.31%
Entry 19 Sep 2025
11.11
29 May 2026
Exit
PMVP
NASDAQ · Pmv Pharmaceuticals Inc
1.20
20% entry drawdown
-23.08%
Entry 13 Mar 2026
1.56
29 May 2026
Exit
PODC
NASDAQ · Courtside Group, Inc. Common Stock
4.94
Reversal Risk Warning
184.68%
Entry 15 Nov 2024
1.74
29 May 2026
Exit
PRTS
NASDAQ · CarParts.Com Inc
5.54
20% entry drawdown
-25.80%
Entry 6 Mar 2026
7.47
29 May 2026
Entry
QFIN
NASDAQ · 360 Finance Inc
16.08
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.95
29 May 2026
Entry
QTTB
NASDAQ · Q32 Bio Inc
11.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
29 May 2026
Exit
QUIK
NASDAQ · QuickLogic Corporation
20.73
Reversal Risk Warning
145.62%
Entry 16 Jan 2026
8.44
29 May 2026
Exit
RDW
NYSE · Redwire Corp
24.57
Reversal Risk Warning
207.13%
Entry 19 Dec 2025
8.00
29 May 2026
Entry
RHI
NYSE · Robert Half International Inc
29.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.72
29 May 2026
Exit
RIOT
NASDAQ · Riot Platforms, Inc.
27.11
Reversal Risk Warning
175.23%
Entry 6 Jun 2025
9.85
29 May 2026
Entry
SAIL
NASDAQ · SailPoint, Inc. Common Stock
18.83
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
29 May 2026
Entry
SIBN
NASDAQ · Si-Bone Inc
14.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
29 May 2026
Exit
SPIR
NYSE · Spire Global Inc
22.84
Reversal Risk Warning
222.14%
Entry 8 Dec 2023
7.09
29 May 2026
Entry
TACT
NASDAQ · TransAct Technologies Incorporated
4.47
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.20
29 May 2026
Exit
TD
NYSE · Toronto Dominion Bank
113.58
Reversal Risk Warning
84.06%
Entry 2 May 2025
61.71
29 May 2026
Exit
TE
NYSE · T1 Energy Inc.
10.56
Reversal Risk Warning
156.31%
Entry 28 Nov 2025
4.12
29 May 2026
Exit
TFII
NYSE · TFI International Inc
153.62
Reversal Risk Warning
78.46%
Entry 6 Jun 2025
86.08
29 May 2026
Entry
UPST
NASDAQ · Upstart Holdings Inc
33.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.55
29 May 2026
Exit
USEA
NASDAQ · United Maritime Corporation
2.50
Reversal Risk Warning
93.13%
Entry 20 Jun 2025
1.29
29 May 2026
Entry
VEEV
NYSE · Veeva Systems Inc Class A
174.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
29 May 2026
Exit
VICR
NASDAQ · Vicor Corporation
334.84
Reversal Risk Warning
270.23%
Entry 24 Oct 2025
90.44
29 May 2026
Exit
VLN
NYSE · Valens
3.53
Reversal Risk Warning
50.85%
Entry 1 May 2026
2.34
29 May 2026
Exit
VSAT
NASDAQ · ViaSat Inc
80.62
Reversal Risk Warning
214.68%
Entry 8 Aug 2025
25.62