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
469.45
Total Return
369.45%
CAGR
54.67%
Annualized from first index week
Edge vs Market
+33.23%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.60
Sortino 5.04
Current Holdings
1071
Transactions
10827
Avg 3053.7/yr ·
254.5/mo ·
58.7/wk
Exit Mix
4878
Stop 41.8% ·
Warning 57.6%
· 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
ALC
NYSE · Alcon AG
67.91
MD 0.00 · Market Dynamics Buy Signal
BIXI
NASDAQ · Bitcoin Infrastructure Acquisition Corp Ltd. Class A Ordinary Shares
10.01
MD 1.17 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.14
MD 0.19 · Market Dynamics Buy Signal
CAG
NYSE · Conagra Brands, Inc.
14.60
MD 0.51 · Market Dynamics Buy Signal
CJMB
NASDAQ · Callan JMB Inc. Common Stock
2.55
MD 0.44 · Market Dynamics Buy Signal
GCL
NASDAQ · GCL Global Holdings Ltd Ordinary Shares
0.51
MD 0.69 · Market Dynamics Buy Signal
KNDI
NASDAQ · Kandi Technologies Group Inc
0.65
MD 0.31 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 0.90 · Market Dynamics Buy Signal
LVLU
NASDAQ · Lulu's Fashion Lounge Holdings Inc
19.20
MD 0.16 · Market Dynamics Buy Signal
LW
NYSE · Lamb Weston Holdings Inc
49.58
MD 1.48 · Market Dynamics Buy Signal
MAMO
NASDAQ · Massimo Group Common Stock
0.98
MD 0.13 · Market Dynamics Buy Signal
NBP
NASDAQ · NovaBridge Biosciences
1.77
MD 0.13 · Market Dynamics Buy Signal
NXL
NASDAQ · Nexalin Technology Inc.
0.48
MD 1.00 · Market Dynamics Buy Signal
OFIX
NASDAQ · Orthofix Medical Inc
11.25
MD 0.22 · Market Dynamics Buy Signal
OTIS
NYSE · Otis Worldwide Corp
71.93
MD 0.05 · Market Dynamics Buy Signal
OTLY
NASDAQ · Oatly Group AB ADR
13.37
MD 0.06 · Market Dynamics Buy Signal
PLNT
NYSE · Planet Fitness Inc
53.48
MD 0.02 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.04
MD 0.88 · Market Dynamics Buy Signal
WSTN
NASDAQ · Westin Acquisition Corp
10.13
MD 1.79 · Market Dynamics Buy Signal
WVVIP
NASDAQ · Willamette Valley Vineyards Inc PR
2.78
MD 0.21 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AMST
NASDAQ · Amesite Operating Co
0.99
20% entry drawdown · -21.44%
ATER
NASDAQ · Aterian Inc
0.40
20% entry drawdown · -70.94%
BARK
NYSE · BARK, Inc.
8.51
20% entry drawdown · -22.14%
BZFD
NASDAQ · BuzzFeed Inc
1.11
20% entry drawdown · -25.50%
BZH
NYSE · Beazer Homes USA Inc
33.19
Reversal Risk Warning · 60.11%
DFSC
NASDAQ · DEFSEC Technologies Inc.
1.51
20% entry drawdown · -35.19%
GEHC
NASDAQ · GE HealthCare Technologies Inc.
60.58
20% entry drawdown · -20.22%
GOOS
NYSE · Canada Goose Holdings Inc
8.89
20% entry drawdown · -24.47%
GTEC
NASDAQ · Greenland Acquisition Corp
0.51
20% entry drawdown · -21.19%
LFCR
NASDAQ · Lifecore Biomedical Inc.
4.33
20% entry drawdown · -21.84%
LFMD
NASDAQ · LifeMD Inc
3.71
20% entry drawdown · -20.04%
LOCL
NYSE · Local Bounti Corp
1.06
20% entry drawdown · -22.63%
NIXX
NASDAQ · Nixxy, Inc.
0.85
20% entry drawdown · -35.80%
NKTX
NASDAQ · Nkarta Inc
2.27
20% entry drawdown · -25.08%
NXGL
NASDAQ · Nexgel Inc
0.44
20% entry drawdown · -22.25%
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.33
20% entry drawdown · -21.28%
PPSI
NASDAQ · Pioneer Power Solutions Inc.
2.98
20% entry drawdown · -25.13%
RC
NYSE · Ready Capital Corp
1.47
20% entry drawdown · -20.97%
REAX
NASDAQ · Real Brokerage Inc
1.69
20% entry drawdown · -22.12%
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.41
20% entry drawdown · -25.36%
SEDG
NASDAQ · SolarEdge Technologies Inc
42.60
20% entry drawdown · -31.02%
SEGG
NASDAQ · Lottery.com Inc.
0.63
20% entry drawdown · -24.97%
SGRP
NASDAQ · SPAR Group Inc
0.38
20% entry drawdown · -46.99%
SRG
NYSE · Seritage Growth Properties
2.31
20% entry drawdown · -22.22%
SUIG
NASDAQ · SUI Group Holdings Limited
0.99
20% entry drawdown · -20.16%
TOMZ
NASDAQ · TOMI Environmental Solutions Inc
1.54
20% entry drawdown · -33.95%
UPST
NASDAQ · Upstart Holdings Inc
26.93
20% entry drawdown · -20.30%
WETO
NASDAQ · Webus International Limited Ordinary Shares
0.69
Price scale break · 37.71%
WRAP
NASDAQ · Wrap Technologies Inc
1.70
20% entry drawdown · -30.89%
XELB
NASDAQ · Xcel Brands Inc
1.23
20% entry drawdown · -21.15%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
MATW
NASDAQ · Matthews International Corporation
27 Jun 202523.41
27.69
18.27%
Buy
0.33
-
-
MAX
NYSE · MediaAlpha Inc.
8 May 20269.11
13.13
44.13%
Buy
0.06
-
-
MBAV
NASDAQ · M3-Brigade Acquisition V Corp. Class A Ordinary shares
19 Jun 202610.80
11.14
3.14%
Buy
0.09
-
-
MBC
NYSE · MasterBrand Inc.
12 Jun 20268.88
8.50
-4.28%
Buy
0.24
-
-
MCFT
NASDAQ · MCBC Holdings Inc
30 May 202517.01
24.27
42.68%
Buy
0.02
-
-
MCGA
NASDAQ · Yorkville Acquisition Corp.
20 Feb 202610.15
10.23
0.79%
Buy
0.15
-
-
MDB
NASDAQ · MongoDB
6 Jun 2025220.14
298.22
35.47%
Buy
0.04
-
-
MDCX
NASDAQ · Medicus Pharma Ltd. Common Stock
12 Jun 20260.34
0.37
9.56%
Buy
0.13
-
-
MDLZ
NASDAQ · Mondelez International Inc
30 Jan 202657.97
60.52
4.40%
Buy
0.24
-
-
MDXG
NASDAQ · MiMedx Group Inc
26 Jun 20263.93
4.20
6.87%
Buy
0.42
-
-
MED
NYSE · MEDIFAST INC
30 Jan 202611.44
9.68
-15.38%
Buy
0.24
-
-
MEI
NYSE · Methode Electronics Inc
8 May 20269.63
15.31
58.98%
Buy
0.25
-
-
MFIC
NASDAQ · MidCap Financial Investment Corporation
10 Apr 202611.35
9.52
-16.12%
Buy
0.42
-
-
MGNX
NASDAQ · MacroGenics Inc
22 May 20264.53
3.70
-18.32%
Buy
1.21
-
-
MHLA
NYSE · Maiden Holdings, Ltd. 6.625 NT 2046
8 May 202612.07
10.33
-14.45%
Buy
0.11
-
-
MKC-V
NYSE · McCormick & Company Incorporated
10 Jul 202650.81
50.61
-0.39%
Buy
0.15
-
-
MKDW
NASDAQ · MKDWELL Tech Inc. Ordinary Share
3 Apr 20266.99
11.73
67.74%
Buy
0.04
-
-
MKLY
NASDAQ · McKinley Acquisition Corporation Class A Ordinary Shares
24 Apr 202610.14
10.19
0.49%
Buy
0.34
-
-
MKTW
NASDAQ · Marketwise Inc
17 Jan 20259.95
19.94
100.43%
Buy
0.99
-
-
MLAB
NASDAQ · Mesa Laboratories Inc
17 Oct 202572.69
97.50
34.12%
Buy
0.12
-
-
MLCO
NASDAQ · Melco Resorts & Entertainment Ltd
16 May 20256.44
5.41
-15.99%
Buy
0.43
-
-
MLR
NYSE · Miller Industries Inc
20 Jun 202542.87
51.39
19.87%
Buy
0.18
-
-
MLTX
NASDAQ · MoonLake Immunotherapeutics
20 Feb 202618.77
19.02
1.33%
Buy
0.36
-
-
MMI
NYSE · Marcus & Millichap Inc
10 Apr 202626.20
30.38
15.95%
Buy
0.24
-
-
MMLP
NASDAQ · Martin Midstream Partners LP
27 Mar 20262.50
2.45
-1.81%
Buy
0.17
-
-
MMSI
NASDAQ · Merit Medical Systems Inc
26 Jun 202671.73
74.32
3.61%
Buy
0.48
-
-
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10 Jul 202610.15
10.10
-0.49%
Buy
2.25
-
-
MMYT
NASDAQ · MakeMyTrip Limited
29 May 202646.74
49.23
5.33%
Buy
0.17
-
-
MNDO
NASDAQ · MIND CTI Ltd
10 Jul 20261.06
1.02
-3.77%
Buy
0.16
-
-
MNDY
NASDAQ · Monday.Com Ltd
8 May 202672.07
77.43
7.44%
Buy
0.01
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Mar 2024
Entry
BAND
NASDAQ · Bandwidth Inc
20.69
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.75
1 Mar 2024
Entry
BBAI
NYSE · BigBearai Holdings Inc
3.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.04
1 Mar 2024
Entry
BCS
NYSE · Barclays PLC ADR
8.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.90
1 Mar 2024
Entry
BWMX
NYSE · Betterware de México, S.A.P.I. de C.V.
14.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.35
1 Mar 2024
Entry
BZUN
NASDAQ · Baozun Inc
2.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
1 Mar 2024
Exit
CCCC
NASDAQ · C4 Therapeutics Inc
10.99
Reversal Risk Warning
122.02%
Entry 15 Dec 2023
4.95
1 Mar 2024
Entry
COCH
NASDAQ · Envoy Medical Inc.
6.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.68
1 Mar 2024
Entry
CPAC
NYSE · Cementos Pacasmayo SAA ADR
4.87
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.14
1 Mar 2024
Entry
CPNG
NYSE · Coupang LLC
18.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
1 Mar 2024
Exit
CSPI
NASDAQ · CSP Inc
27.36
Reversal Risk Warning
276.71%
Entry 18 Aug 2023
7.26
1 Mar 2024
Entry
CXAI
NASDAQ · CXApp Inc.
2.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.30
1 Mar 2024
Exit
CZFS
NASDAQ · Citizens Financial Services Inc. Common Stock
41.54
20% entry drawdown
-20.40%
Entry 24 Nov 2023
52.18
1 Mar 2024
Entry
DELL
NYSE · Dell Technologies Inc
120.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.35
1 Mar 2024
Entry
DY
NYSE · Dycom Industries Inc
126.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.05
1 Mar 2024
Entry
EME
NYSE · EMCOR Group Inc
318.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.60
1 Mar 2024
Entry
EXE
NASDAQ · Expand Energy Corporation
77.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
1 Mar 2024
Exit
FATE
NASDAQ · Fate Therapeutics Inc
7.74
Reversal Risk Warning
275.73%
Entry 10 Nov 2023
2.06
1 Mar 2024
Entry
FHI
NYSE · Federated Investors Inc B
32.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.29
1 Mar 2024
Exit
GNL
NYSE · Global Net Lease, Inc.
5.61
20% entry drawdown
-23.00%
Entry 22 Dec 2023
7.28
1 Mar 2024
Entry
GVA
NYSE · Granite Construction Incorporated
51.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
1 Mar 2024
Entry
HIMS
NYSE · Hims Hers Health Inc
13.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.38
1 Mar 2024
Entry
IMAX
NYSE · Imax Corp
16.87
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
1 Mar 2024
Entry
INBS
NASDAQ · Intelligent Bio Solutions Inc.
55.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.37
1 Mar 2024
Entry
IPI
NYSE · Intrepid Potash Inc
21.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
1 Mar 2024
Entry
IX
NYSE · Orix Corp Ads
19.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.45
1 Mar 2024
Entry
JBL
NYSE · Jabil Circuit Inc
146.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
1 Mar 2024
Entry
LMB
NASDAQ · Limbach Holdings Inc
50.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
1 Mar 2024
Entry
LSAK
NASDAQ · Lesaka Technologies Inc
3.50
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
1 Mar 2024
Entry
LXFR
NYSE · Luxfer Holdings PLC
8.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.42
1 Mar 2024
Exit
MAX
NYSE · MediaAlpha Inc.
21.55
Reversal Risk Warning
121.71%
Entry 20 Oct 2023
9.72