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
LANV
NYSE · Lanvin Group Holdings Limited
16 Aug 20241.48
1.30
-12.16%
Buy
0.28
-
-
LB
NYSE · LandBridge Company LLC
31 Oct 202558.88
76.69
30.25%
Buy
0.07
-
-
LBTYB
NASDAQ · Liberty Global PLC Class B
13 Jun 20259.92
11.65
17.44%
Buy
0.12
-
-
LCCC
NASDAQ · Lakeshore Acquisition III Corp. Ordinary Shares
30 Jan 202610.25
10.44
1.85%
Buy
2.02
-
-
LCUT
NASDAQ · Lifetime Brands Inc
27 Mar 20264.90
8.28
69.02%
Buy
0.46
-
-
LEDS
NASDAQ · SemiLEDS Corporation
1 May 20261.80
1.63
-9.44%
Buy
0.06
-
-
LEE
NASDAQ · Lee Enterprises Incorporated
13 Feb 20266.90
8.11
17.54%
Buy
1.51
-
-
LEG
NYSE · Leggett & Platt Incorporated
16 May 20259.32
10.94
17.40%
Buy
0.34
-
-
LEGN
NASDAQ · Legend Biotech Corp
17 Apr 202621.17
27.08
27.92%
Buy
0.43
-
-
LEN
NYSE · Lennar Corporation
26 Jun 202692.97
84.27
-9.36%
Buy
0.37
-
-
LEN-B
NYSE · Lennar Corporation
26 Jun 202691.35
82.55
-9.63%
Buy
0.40
-
-
LFCR
NASDAQ · Lifecore Biomedical Inc.
19 Jun 20265.54
4.75
-14.26%
Buy
0.14
-
-
LFMD
NASDAQ · LifeMD Inc
24 Apr 20264.64
4.64
0.00%
Buy
1.08
-
-
LGIH
NASDAQ · LGI Homes
5 Jun 202650.35
59.39
17.95%
Buy
0.01
-
-
LGVN
NASDAQ · Longeveron LLC
13 Feb 20260.54
0.68
25.98%
Buy
0.33
-
-
LIF
NASDAQ · Life360, Inc. Common Stock
29 May 202642.49
54.57
28.43%
Buy
0.11
-
-
LINE
NASDAQ · Lineage, Inc. Common Stock
8 May 202639.47
43.12
9.24%
Buy
0.19
-
-
LINK
NASDAQ · Interlink Electronics Inc
8 May 20263.56
4.20
17.84%
Buy
0.32
-
-
LITB
NYSE · LightInTheBox Holding Co Ltd ARD
5 Sep 20251.86
3.05
63.98%
Buy
0.74
-
-
LITS
NASDAQ · Lite Strategy, Inc.
19 Jun 20260.83
1.01
22.01%
Buy
0.07
-
-
LIVE
NASDAQ · Live Ventures Inc
11 Apr 20258.55
10.76
25.85%
Buy
0.46
-
-
LKFT
NASDAQ · Lakefront Biotherapeutics NV
7 Mar 202526.58
30.27
13.88%
Buy
0.16
-
-
LKQ
NASDAQ · LKQ Corporation
7 Nov 202529.43
25.38
-13.76%
Buy
0.16
-
-
LKSP
NASDAQ · Lake Superior Acquisition Corp. Class A Ordinary Shares
29 May 202610.14
10.16
0.15%
Buy
2.60
-
-
LMNR
NASDAQ · Limoneira Co
19 Dec 202514.60
13.27
-9.12%
Buy
0.02
-
-
LND
NYSE · Brasilagro Adr
14 Mar 20253.57
3.67
2.71%
Buy
0.06
-
-
LNN
NYSE · Lindsay Corporation
26 Jun 2026124.85
113.82
-8.83%
Buy
0.34
-
-
LNTH
NASDAQ · Lantheus Holdings Inc
5 Dec 202563.30
105.64
66.89%
Buy
0.64
-
-
LOB
NYSE · Live Oak Bancshares, Inc.
6 Jun 202528.12
41.65
48.14%
Buy
0.16
-
-
LOBO
NASDAQ · LOBO EV TECHNOLOGIES LTD. Ordinary shares
18 Jul 20250.54
0.72
33.36%
Buy
0.24
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
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
29 May 2026
Entry
VYX
NYSE · NCR Voyix Corporation
7.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
29 May 2026
Entry
WFF
NASDAQ · WF Holding Limited Ordinary Shares
2.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.08
29 May 2026
Exit
WRAP
NASDAQ · Wrap Technologies Inc
1.31
20% entry drawdown
-23.68%
Entry 5 Sep 2025
1.71
29 May 2026
Exit
XMTR
NASDAQ · Xometry Inc
95.29
Reversal Risk Warning
184.53%
Entry 23 May 2025
33.49
29 May 2026
Entry
XOS
NASDAQ · Xos Inc
2.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
29 May 2026
Entry
YDKG
NASDAQ · Yueda Digital Holding
0.83
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.46
29 May 2026
Exit
YPF
NYSE · YPF Sociedad Anonima
53.01
Reversal Risk Warning
209.28%
Entry 8 Dec 2023
17.14
29 May 2026
Entry
YXT
NASDAQ · YXT.COM GROUP HOLDING LIMITED American Depository Shares
0.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
29 May 2026
Entry
ZBAO
NASDAQ · Zhibao Technology Inc. Class A Ordinary Shares
0.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
22 May 2026
Entry
ADP
NASDAQ · Automatic Data Processing Inc
223.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.48
22 May 2026
Entry
AGYS
NASDAQ · Agilysys Inc
79.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
22 May 2026
Entry
AIRJ
NASDAQ · AirJoule Technologies Corporation
4.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.41