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
MATV
NYSE · Mativ Holdings Inc.
6 Jun 20255.94
8.73
47.02%
Buy
0.67
-
-
MATW
NASDAQ · Matthews International Corporation
27 Jun 202523.41
27.75
18.53%
Buy
0.33
-
-
MAX
NYSE · MediaAlpha Inc.
8 May 20269.11
12.38
35.89%
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
8.25
-7.09%
Buy
0.24
-
-
MCFT
NASDAQ · MCBC Holdings Inc
30 May 202517.01
23.92
40.62%
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
337.48
53.30%
Buy
0.04
-
-
MDCX
NASDAQ · Medicus Pharma Ltd. Common Stock
12 Jun 20260.34
0.28
-18.51%
Buy
0.13
-
-
MDLZ
NASDAQ · Mondelez International Inc
30 Jan 202657.97
62.31
7.49%
Buy
0.24
-
-
MDXG
NASDAQ · MiMedx Group Inc
26 Jun 20263.93
4.13
5.09%
Buy
0.42
-
-
MED
NYSE · MEDIFAST INC
30 Jan 202611.44
9.83
-14.07%
Buy
0.24
-
-
MEI
NYSE · Methode Electronics Inc
8 May 20269.63
13.99
45.28%
Buy
0.25
-
-
MFIC
NASDAQ · MidCap Financial Investment Corporation
10 Apr 202611.35
9.56
-15.77%
Buy
0.42
-
-
MGNX
NASDAQ · MacroGenics Inc
22 May 20264.53
3.69
-18.54%
Buy
1.21
-
-
MHLA
NYSE · Maiden Holdings, Ltd. 6.625 NT 2046
8 May 202612.07
10.78
-10.72%
Buy
0.11
-
-
MKC-V
NYSE · McCormick & Company Incorporated
10 Jul 202650.81
50.95
0.28%
Buy
0.15
-
-
MKDW
NASDAQ · MKDWELL Tech Inc. Ordinary Share
3 Apr 20266.99
11.30
61.66%
Buy
0.04
-
-
MKLY
NASDAQ · McKinley Acquisition Corporation Class A Ordinary Shares
24 Apr 202610.14
10.22
0.79%
Buy
0.34
-
-
MKTW
NASDAQ · Marketwise Inc
17 Jan 20259.95
19.70
98.02%
Buy
0.99
-
-
MLAB
NASDAQ · Mesa Laboratories Inc
17 Oct 202572.69
100.81
38.68%
Buy
0.12
-
-
MLCO
NASDAQ · Melco Resorts & Entertainment Ltd
16 May 20256.44
5.73
-11.02%
Buy
0.43
-
-
MLR
NYSE · Miller Industries Inc
20 Jun 202542.87
50.30
17.33%
Buy
0.18
-
-
MLTX
NASDAQ · MoonLake Immunotherapeutics
20 Feb 202618.77
18.44
-1.76%
Buy
0.36
-
-
MMI
NYSE · Marcus & Millichap Inc
10 Apr 202626.20
30.75
17.37%
Buy
0.24
-
-
MMLP
NASDAQ · Martin Midstream Partners LP
27 Mar 20262.50
2.44
-2.21%
Buy
0.17
-
-
MMSI
NASDAQ · Merit Medical Systems Inc
26 Jun 202671.73
85.01
18.51%
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
56.95
21.84%
Buy
0.17
-
-
MNDO
NASDAQ · MIND CTI Ltd
10 Jul 20261.06
0.96
-9.49%
Buy
0.16
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
17 Nov 2023
Entry
AWRE
NASDAQ · Aware Inc
1.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
17 Nov 2023
Entry
AXIA
NYSE · AXIA Energia
5.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
17 Nov 2023
Entry
AXTA
NYSE · Axalta Coating Systems Ltd
31.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
17 Nov 2023
Entry
BHP
NYSE · BHP Group Limited
54.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
17 Nov 2023
Entry
BWLP
NYSE · BW LPG Limited
9.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.10
17 Nov 2023
Entry
CARG
NASDAQ · CarGurus
20.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
17 Nov 2023
Entry
CBOE
CBOE · Cboe Global Markets Inc
171.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.00
17 Nov 2023
Entry
CCI
NYSE · Crown Castle
89.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.51
17 Nov 2023
Entry
CDNA
NASDAQ · CareDx Inc
9.53
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
17 Nov 2023
Entry
CDNS
NASDAQ · Cadence Design Systems Inc
268.27
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.52
17 Nov 2023
Entry
CFR
NYSE · Cullen/Frost Bankers Inc
90.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
17 Nov 2023
Entry
CLLS
NASDAQ · Cellectis SA
2.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.51
17 Nov 2023
Entry
CLMB
NASDAQ · Climb Global Solutions
12.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
17 Nov 2023
Entry
CMS
NYSE · CMS Energy Corporation
53.09
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
17 Nov 2023
Entry
CRSP
NASDAQ · Crispr Therapeutics AG
67.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56
17 Nov 2023
Entry
CSTL
NASDAQ · Castle Biosciences Inc
19.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
17 Nov 2023
Entry
CTAS
NASDAQ · Cintas Corporation
134.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
17 Nov 2023
Entry
CZNC
NASDAQ · Citizens & Northern Corp
17.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
17 Nov 2023
Entry
CZWI
NASDAQ · Citizens Community Bancorp Inc
10.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
17 Nov 2023
Entry
DSGX
NASDAQ · Descartes Systems Group Inc
81.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
17 Nov 2023
Entry
ED
NYSE · Consolidated Edison Inc
83.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
17 Nov 2023
Entry
EXPE
NASDAQ · Expedia Group Inc.
134.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.42
17 Nov 2023
Entry
FAST
NASDAQ · Fastenal Company
28.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.54
17 Nov 2023
Entry
FCFS
NASDAQ · FirstCash Inc
108.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.30
17 Nov 2023
Entry
FE
NYSE · FirstEnergy Corporation
33.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
17 Nov 2023
Entry
FINW
NASDAQ · Finwise Bancorp
11.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
17 Nov 2023
Entry
FPI
NYSE · Farmland Partners Inc
9.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
17 Nov 2023
Entry
FSS
NYSE · Federal Signal Corporation
68.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
17 Nov 2023
Entry
FTS
NYSE · Fortis Inc
37.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
17 Nov 2023
Entry
FUNC
NASDAQ · First United Corporation
16.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.66