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
AI
NYSE · C3 Ai Inc
8 May 20269.87
9.18
-6.99%
Buy
0.41
-
-
AIRJ
NASDAQ · AirJoule Technologies Corporation
22 May 20264.37
4.23
-3.20%
Buy
1.41
-
-
AIRS
NASDAQ · Airsculpt Technologies Inc
27 Mar 20262.87
4.81
67.60%
Buy
0.43
-
-
AJG
NYSE · Arthur J Gallagher & Co
5 Jun 2026216.14
249.42
15.40%
Buy
0.09
-
-
AKBA
NASDAQ · Akebia Ther
3 Jul 20261.24
1.32
6.45%
Buy
0.04
-
-
ALB
NYSE · Albemarle Corp
25 Jul 202582.63
117.64
42.36%
Buy
1.34
-
-
ALC
NYSE · Alcon AG
24 Jul 202667.91
68.94
1.52%
Buy
0.00
-
-
ALDF
NASDAQ · Aldel Financial II Inc. Class A Ordinary Shares
14 Nov 202510.57
10.73
1.51%
Buy
0.20
-
-
ALEC
NASDAQ · Alector Inc
6 Jun 20251.49
1.51
1.34%
Buy
1.00
-
-
ALF
NASDAQ · Centurion Acquisition Corp.
9 May 202510.42
10.75
3.17%
Buy
3.08
-
-
ALG
NYSE · Alamo Group Inc
10 Jul 2026161.15
159.08
-1.28%
Buy
0.25
-
-
ALGN
NASDAQ · Align Technology Inc
28 Nov 2025147.19
169.16
14.93%
Buy
0.56
-
-
ALIS
NASDAQ · Calisa Acquisition Corp Ordinary shares
12 Jun 202610.13
10.17
0.39%
Buy
1.59
-
-
ALIT
NYSE · Alight Inc
3 Jul 202614.26
16.98
19.07%
Buy
0.89
-
-
ALK
NYSE · Alaska Air Group Inc
12 Jun 202647.32
47.45
0.27%
Buy
0.14
-
-
ALKT
NASDAQ · Alkami Technology Inc
8 May 202617.97
18.17
1.11%
Buy
0.18
-
-
ALLO
NASDAQ · Allogene Therapeutics Inc
9 Jan 20261.71
1.88
9.94%
Buy
1.42
-
-
ALRM
NASDAQ · Alarm.com Holdings Inc
8 May 202647.60
54.75
15.02%
Buy
0.16
-
-
ALTG
NYSE · Alta Equipment Group Inc
23 Jan 20266.43
6.58
2.33%
Buy
0.22
-
-
ALXO
NASDAQ · Alx Oncology Holdings
10 Jul 20262.13
1.94
-8.71%
Buy
0.02
-
-
AMBR
NASDAQ · Amber International Holding Limited
12 Dec 20251.56
1.38
-11.54%
Buy
0.00
-
-
AMCX
NASDAQ · AMC Networks Inc
8 May 20268.80
11.20
27.27%
Buy
0.40
-
-
AMH
NYSE · American Homes 4 Rent
1 May 202631.63
33.42
5.66%
Buy
0.30
-
-
AMLX
NASDAQ · Amylyx Pharmaceuticals Inc
27 Jun 20256.33
20.31
220.85%
Buy
1.19
-
-
AMN
NYSE · AMN Healthcare Services Inc
8 May 202628.97
33.63
16.09%
Buy
0.72
-
-
AMPH
NASDAQ · Amphastar P
26 Jun 202621.78
19.94
-8.45%
Buy
0.46
-
-
AMPL
NASDAQ · Amplitude Inc
22 May 20266.70
8.88
32.54%
Buy
0.34
-
-
AMPY
NYSE · Amplify Energy Corp
13 Jun 20253.56
3.91
9.83%
Buy
0.03
-
-
AMR
NYSE · Alpha Metallurgical Resources Inc
19 Sep 2025166.10
137.16
-17.42%
Buy
1.61
-
-
AMRC
NYSE · Ameresco Inc
6 Jun 202515.51
21.07
35.85%
Buy
0.49
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Sep 2023
Entry
CNQ
NYSE · Canadian Natural Resources Ltd
28.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.33
1 Sep 2023
Entry
CRON
NASDAQ · Cronos Group Inc
1.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.86
1 Sep 2023
Entry
CSCO
NASDAQ · Cisco Systems Inc
53.62
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.51
1 Sep 2023
Entry
DOV
NYSE · Dover Corporation
144.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
1 Sep 2023
Entry
EFC
NYSE · Ellington Financial Inc.
9.45
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
1 Sep 2023
Entry
EOSE
NASDAQ · Eos Energy Enterprises Inc
3.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
1 Sep 2023
Entry
ETN
NYSE · Eaton Corporation PLC
225.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.47
1 Sep 2023
Entry
FERG
NYSE · Ferguson Plc
154.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
1 Sep 2023
Entry
FICO
NYSE · Fair Isaac Corporation
896.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.51
1 Sep 2023
Entry
FLXS
NASDAQ · Flexsteel Industries Inc
21.40
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.39
1 Sep 2023
Entry
FRHC
NASDAQ · Freedom Holding Corp
100.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
1 Sep 2023
Entry
GEL
NYSE · Genesis Energy LP
9.08
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
1 Sep 2023
Entry
ITT
NYSE · ITT Inc
100.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.78
1 Sep 2023
Entry
LFMD
NASDAQ · LifeMD Inc
4.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
1 Sep 2023
Entry
LTC
NYSE · LTC Properties Inc
27.47
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
1 Sep 2023
Entry
LUXE
NYSE · LuxExperience B.V.
3.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.48
1 Sep 2023
Entry
MELI
NASDAQ · MercadoLibre Inc.
1421.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
1 Sep 2023
Entry
NEXA
NYSE · Nexa Resources SA
6.26
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
1 Sep 2023
Entry
OLP
NYSE · One Liberty Properties Inc
15.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
1 Sep 2023
Entry
ONTO
NYSE · Onto Innovation Inc
136.78
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
1 Sep 2023
Entry
ORN
NYSE · Orion Group Holdings Inc
4.69
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.61
1 Sep 2023
Entry
OVLY
NASDAQ · Oak Valley Bancorp
24.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
1 Sep 2023
Entry
PGR
NYSE · Progressive Corp
123.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
1 Sep 2023
Entry
REFI
NASDAQ · Chicago Atlantic Real Estate Finance Inc
10.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
1 Sep 2023
Entry
REG
NASDAQ · Regency Centers Corporation
55.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.82
1 Sep 2023
Entry
RJF
NYSE · Raymond James Financial Inc.
102.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.59
1 Sep 2023
Entry
SHBI
NASDAQ · Shore Bancshares Inc
10.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.43
1 Sep 2023
Entry
STRA
NASDAQ · Strategic Education Inc
73.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
1 Sep 2023
Entry
TEL
NYSE · TE Connectivity Ltd
127.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
1 Sep 2023
Entry
TOL
NYSE · Toll Brothers Inc
81.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17