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
469.57
Total Return
369.57%
CAGR
54.68%
Annualized from first index week
Edge vs Market
+33.24%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.60
Sortino 5.04
Current Holdings
1070
Transactions
10830
Avg 3054.5/yr ·
254.5/mo ·
58.7/wk
Exit Mix
4880
Stop 41.8% ·
Warning 57.6%
· Other 0.5%
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 1.18 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.14
MD 0.19 · Market Dynamics Buy Signal
CAG
NYSE · Conagra Brands, Inc.
14.77
MD 0.57 · Market Dynamics Buy Signal
CJMB
NASDAQ · Callan JMB Inc. Common Stock
2.55
MD 0.41 · Market Dynamics Buy Signal
FMST
NASDAQ · Foremost Lithium Resource & Technology Ltd. Common stock
1.65
MD 0.05 · Market Dynamics Buy Signal
GCL
NASDAQ · GCL Global Holdings Ltd Ordinary Shares
0.51
MD 0.67 · 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
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 0.05 · Market Dynamics Buy Signal
PLNT
NYSE · Planet Fitness Inc
53.48
MD 0.02 · Market Dynamics Buy Signal
PSN
NYSE · Parsons Corp
58.73
MD 0.56 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
0.79
MD 0.16 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.04
MD 0.93 · Market Dynamics Buy Signal
WSTN
NASDAQ · Westin Acquisition Corp
10.13
MD 1.67 · 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%
COOK
NYSE · Traeger Inc
61.26
20% entry drawdown · -22.75%
DAR
NYSE · Darling Ingredients Inc
62.50
Reversal Risk Warning · 59.93%
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%
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%
SGRP
NASDAQ · SPAR Group Inc
0.38
20% entry drawdown · -46.99%
SRG
NYSE · Seritage Growth Properties
2.31
20% entry drawdown · -22.22%
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
MNKD
NASDAQ · MannKind Corp
29 May 20263.77
4.13
9.55%
Buy
0.06
-
-
MNOV
NASDAQ · MediciNova Inc
11 Jul 20251.27
1.32
3.95%
Buy
0.02
-
-
MNRO
NASDAQ · Monro Muffler Brake Inc
6 Jun 202515.25
16.79
10.11%
Buy
0.14
-
-
MNTK
NASDAQ · Montauk Renewables Inc
22 May 20261.55
1.87
20.65%
Buy
0.36
-
-
MNTN
NYSE · MNTN, Inc.
13 Mar 20269.57
8.58
-10.34%
Buy
0.08
-
-
MOH
NYSE · Molina Healthcare Inc
20 Feb 2026151.00
197.55
30.83%
Buy
0.72
-
-
MOLN
NASDAQ · Molecular Partners AG ADR
19 Sep 20253.77
3.89
3.18%
Buy
0.95
-
-
MORN
NASDAQ · Morningstar Inc
22 May 2026179.64
172.61
-3.91%
Buy
0.80
-
-
MPT
NYSE · Medical Properties Trust, Inc.
26 Jan 20242.67
4.84
81.11%
Buy
0.04
-
-
MQ
NASDAQ · Marqeta Inc
28 Feb 202516.72
17.07
2.09%
Buy
0.29
-
-
MRDN
NASDAQ · Meridian Holdings Inc
12 Jun 202614.33
13.26
-7.43%
Buy
1.34
-
-
MRKR
NASDAQ · Marker Therapeutics Inc
28 Nov 20251.24
1.22
-1.61%
Buy
0.31
-
-
MRM
NASDAQ · Medirom Healthcare Technologies Inc
29 May 20261.14
0.99
-13.51%
Buy
0.10
-
-
MRNA
NASDAQ · Moderna Inc
23 Jan 202648.71
54.07
11.00%
Buy
1.83
-
-
MRP
NYSE · Millrose Properties, Inc.
3 Jul 202628.98
28.52
-1.60%
Buy
0.13
-
-
MRSH
NYSE · Marsh & McLennan Companies, Inc.
3 Jul 2026177.54
180.74
1.80%
Buy
0.26
-
-
MRTN
NASDAQ · Marten Transport Ltd
12 Dec 202511.67
16.30
39.68%
Buy
0.21
-
-
MRVI
NASDAQ · Maravai Lifesciences Holdings Inc
3 Oct 20253.09
6.76
118.77%
Buy
1.31
-
-
MSGM
NASDAQ · Motorsport Gaming Us LLC
25 Apr 20252.40
4.37
82.08%
Buy
0.28
-
-
MSTR
NASDAQ · MicroStrategy Incorporated
3 Jul 2026100.77
91.67
-9.03%
Buy
0.00
-
-
MTAL
NYSE · Metals Acquisition Corp. II
30 May 202512.16
10.21
-16.04%
Buy
0.50
-
-
MTCH
NASDAQ · Match Group Inc
20 Jun 202529.88
37.91
26.86%
Buy
0.24
-
-
MTLS
NASDAQ · Materialise NV
20 Jun 20255.39
6.55
21.52%
Buy
0.15
-
-
MTN
NYSE · Vail Resorts Inc
12 Jun 2026131.13
145.72
11.13%
Buy
0.19
-
-
MTUS
NYSE · Metallus, Inc
6 Jun 202514.06
20.97
49.15%
Buy
0.14
-
-
MTW
NYSE · Manitowoc Company Inc
23 May 202510.33
14.37
39.11%
Buy
0.33
-
-
MUR
NYSE · Murphy Oil Corporation
20 Jun 202523.74
38.95
64.07%
Buy
0.27
-
-
MWYN
NASDAQ · Marwynn Holdings, Inc. Common stock
8 May 20260.79
0.75
-4.80%
Buy
0.06
-
-
MX
NYSE · MagnaChip Semiconductor
16 Jan 20263.03
3.50
15.51%
Buy
0.21
-
-
MYSE
NASDAQ · Myseum, Inc.
26 Jun 20262.47
2.47
0.00%
Buy
0.07
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
8 Aug 2025
Exit
HWKN
NASDAQ · Hawkins Inc
176.34
Reversal Risk Warning
151.54%
Entry 15 Dec 2023
70.11
8 Aug 2025
Exit
INM
NASDAQ · InMed Pharmaceuticals Inc
2.24
20% entry drawdown
-24.07%
Entry 16 May 2025
2.95
8 Aug 2025
Exit
IOVA
NASDAQ · Iovance Biotherapeutics Inc
2.11
20% entry drawdown
-32.59%
Entry 25 Jul 2025
3.13
8 Aug 2025
Entry
KLRS
NASDAQ · Kalaris Therapeutics, Inc.
2.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
8 Aug 2025
Exit
KOS
NYSE · Kosmos Energy Ltd
1.75
20% entry drawdown
-22.22%
Entry 13 Jun 2025
2.25
8 Aug 2025
Exit
KR
NYSE · Kroger Company
72.74
Reversal Risk Warning
60.00%
Entry 16 Feb 2024
45.46
8 Aug 2025
Exit
KRNT
NASDAQ · Kornit Digital Ltd
15.09
20% entry drawdown
-33.05%
Entry 6 Jun 2025
22.54
8 Aug 2025
Entry
LPTH
NASDAQ · LightPath Technologies Inc
3.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.02
8 Aug 2025
Exit
LUNR
NASDAQ · Intuitive Machines Inc.
9.81
20% entry drawdown
-20.95%
Entry 18 Jul 2025
12.41
8 Aug 2025
Entry
MBIN
NASDAQ · Merchants Bancorp
30.41
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.53
8 Aug 2025
Entry
MYGN
NASDAQ · Myriad Genetics Inc
6.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.62
8 Aug 2025
Exit
MYPS
NASDAQ · Playstudios Inc
1.05
20% entry drawdown
-21.64%
Entry 30 May 2025
1.34
8 Aug 2025
Entry
NAT
NYSE · Nordic American Tankers Limited
2.50
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.20
8 Aug 2025
Exit
NDAQ
NASDAQ · Nasdaq Inc
95.65
Reversal Risk Warning
79.48%
Entry 24 Nov 2023
53.29
8 Aug 2025
Exit
NTLA
NASDAQ · Intellia Therapeutics Inc
10.79
20% entry drawdown
-20.63%
Entry 25 Jul 2025
13.60
8 Aug 2025
Exit
NVCT
NASDAQ · Nuvectis Pharma Inc
6.00
20% entry drawdown
-23.08%
Entry 14 Feb 2025
7.80
8 Aug 2025
Entry
NVO
NYSE · Novo Nordisk A/S
48.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
8 Aug 2025
Exit
ORLY
NASDAQ · O’Reilly Automotive Inc
103.33
Reversal Risk Warning
61.22%
Entry 14 Jul 2023
64.09
8 Aug 2025
Entry
PMVP
NASDAQ · Pmv Pharmaceuticals Inc
1.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.22
8 Aug 2025
Exit
QTRX
NASDAQ · Quanterix Corp
4.75
20% entry drawdown
-21.62%
Entry 13 Jun 2025
6.06
8 Aug 2025
Exit
RBA
NYSE · RB Global Inc.
112.81
Reversal Risk Warning
84.41%
Entry 21 Jul 2023
61.17
8 Aug 2025
Exit
RBLX
NYSE · Roblox Corp
128.71
Reversal Risk Warning
235.01%
Entry 10 Nov 2023
38.42
8 Aug 2025
Entry
RIG
NYSE · Transocean Ltd
3.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.71
8 Aug 2025
Exit
SHLS
NASDAQ · Shoals Technologies Group Inc
4.72
20% entry drawdown
-21.07%
Entry 4 Jul 2025
5.98
8 Aug 2025
Entry
SLGL
NASDAQ · Sol Gel Technologies Ltd
15.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.41
8 Aug 2025
Exit
SLN
NASDAQ · Silence Therapeutics PLC
5.04
20% entry drawdown
-21.74%
Entry 11 Jul 2025
6.44
8 Aug 2025
Entry
SNDX
NASDAQ · Syndax Pharmaceuticals Inc
12.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
8 Aug 2025
Entry
SNGX
NASDAQ · Soligenix Inc.
2.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
8 Aug 2025
Exit
SNN
NYSE · Smith & Nephew SNATS Inc
35.31
Reversal Risk Warning
43.24%
Entry 1 Dec 2023
24.65
8 Aug 2025
Exit
SNSE
NASDAQ · Sensei Biotherapeutics Inc
7.65
20% entry drawdown
-25.91%
Entry 1 Aug 2025
10.33