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
15 May 2026
Entry
ATRA
NASDAQ · Atara Biotherapeutics Inc
9.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.58
15 May 2026
Exit
ATYR
NASDAQ · aTyr Pharma, Inc.
0.50
20% entry drawdown
-46.74%
Entry 8 May 2026
0.95
15 May 2026
Exit
BEN
NYSE · Franklin Resources Inc
31.52
Reversal Risk Warning
48.74%
Entry 16 May 2025
21.19
15 May 2026
Exit
BUD
NYSE · Anheuser Busch Inbev NV ADR
80.92
Reversal Risk Warning
39.81%
Entry 28 Feb 2025
57.88
15 May 2026
Exit
BW
NYSE · Babcock & Wilcox Enterprises Inc
21.32
Reversal Risk Warning
289.48%
Entry 7 Nov 2025
5.47
15 May 2026
Exit
BYFC
NASDAQ · Broadway Financial Corporation
10.40
Reversal Risk Warning
102.29%
Entry 28 Jun 2024
5.14
15 May 2026
Entry
BZFD
NASDAQ · BuzzFeed Inc
1.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.36
15 May 2026
Exit
CCG
NASDAQ · Cheche Group Inc. Class A Ordinary Shares
0.64
20% entry drawdown
-20.01%
Entry 20 Sep 2024
0.80
15 May 2026
Exit
CGTL
NASDAQ · Creative Global Technology Holdings Limited Ordinary Shares
7.50
20% entry drawdown
-58.69%
Entry 2 Jan 2026
18.15
15 May 2026
Exit
CIEN
NYSE · Ciena Corp
554.46
Reversal Risk Warning
290.66%
Entry 26 Sep 2025
141.93
15 May 2026
Exit
CMI
NYSE · Cummins Inc
694.36
Reversal Risk Warning
119.48%
Entry 27 Sep 2024
316.37
15 May 2026
Exit
CNDT
NASDAQ · Conduent Inc
1.39
20% entry drawdown
-20.57%
Entry 1 May 2026
1.75
15 May 2026
Exit
COCP
NASDAQ · Cocrystal Pharma Inc
1.20
20% entry drawdown
-20.53%
Entry 3 Apr 2026
1.51
15 May 2026
Exit
CODX
NASDAQ · Co-Diagnostics, Inc. Common Stock
1.29
20% entry drawdown
-49.21%
Entry 8 May 2026
2.53
15 May 2026
Exit
COHR
NYSE · Coherent Inc
382.45
Reversal Risk Warning
371.00%
Entry 20 Jun 2025
81.20
15 May 2026
Exit
CSCO
NASDAQ · Cisco Systems Inc
118.21
Reversal Risk Warning
120.45%
Entry 1 Sep 2023
53.62
15 May 2026
Exit
CTEV
NYSE · Claritev Corporation
13.87
20% entry drawdown
-44.36%
Entry 1 May 2026
24.93
15 May 2026
Exit
CVEO
NYSE · Civeo Corp
34.01
Reversal Risk Warning
74.23%
Entry 15 Sep 2023
19.52
15 May 2026
Exit
CVKD
NASDAQ · Cadrenal Therapeutics, Inc. Common Stock
5.06
20% entry drawdown
-20.39%
Entry 1 May 2026
6.35
15 May 2026
Entry
DKNG
NASDAQ · DraftKings Inc
25.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
15 May 2026
Exit
DOCS
NYSE · Doximity Inc
18.97
20% entry drawdown
-26.98%
Entry 8 May 2026
25.98
15 May 2026
Exit
DRTS
NASDAQ · Alpha Tau Medical Ltd
10.36
Reversal Risk Warning
187.78%
Entry 5 Sep 2025
3.60
15 May 2026
Exit
EBAY
NASDAQ · eBay Inc
115.80
Reversal Risk Warning
138.10%
Entry 8 Mar 2024
48.64
15 May 2026
Exit
ECAT
NYSE · BlackRock ESG Capital Allocation Trust
14.81
Reversal Risk Warning
59.36%
Entry 14 Jul 2023
9.29
15 May 2026
Exit
ENB
NYSE · Enbridge Inc
55.31
Reversal Risk Warning
88.83%
Entry 24 Nov 2023
29.29
15 May 2026
Exit
ESOA
NASDAQ · Energy Services Of America Corp
18.39
Reversal Risk Warning
217.54%
Entry 5 Jan 2024
5.79
15 May 2026
Exit
EU
NASDAQ · enCore Energy Corp. Common Shares
1.52
20% entry drawdown
-24.38%
Entry 30 May 2025
2.01
15 May 2026
Exit
FATE
NASDAQ · Fate Therapeutics Inc
1.76
20% entry drawdown
-26.57%
Entry 8 May 2026
2.39
15 May 2026
Entry
FRMI
NASDAQ · Fermi Inc.
6.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
15 May 2026
Exit
FRPT
NASDAQ · Freshpet Inc
49.35
20% entry drawdown
-22.19%
Entry 12 Dec 2025
63.42