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
MED
NYSE · MEDIFAST INC
30 Jan 202611.44
10.72
-6.29%
Buy
0.24
-
-
MEGL
NASDAQ · Magic Empire Global Limited
3 Jul 20261.36
1.20
-12.13%
Buy
1.01
-
-
MEI
NYSE · Methode Electronics Inc
8 May 20269.63
15.80
64.07%
Buy
0.25
-
-
MENS
NASDAQ · Jyong Biotech Ltd. Ordinary Shares
26 Jun 20261.88
2.21
17.55%
Buy
0.22
-
-
MFIC
NASDAQ · MidCap Financial Investment Corporation
10 Apr 202611.35
9.87
-13.04%
Buy
0.42
-
-
MGNX
NASDAQ · MacroGenics Inc
22 May 20264.53
4.33
-4.42%
Buy
1.21
-
-
MHLA
NYSE · Maiden Holdings, Ltd. 6.625 NT 2046
8 May 202612.07
10.69
-11.51%
Buy
0.11
-
-
MKC-V
NYSE · McCormick & Company Incorporated
10 Jul 202650.81
50.81
New
Entry week
Buy
0.15
-
-
MKDW
NASDAQ · MKDWELL Tech Inc. Ordinary Share
3 Apr 20266.99
11.70
67.38%
Buy
0.04
-
-
MKLY
NASDAQ · McKinley Acquisition Corporation Class A Ordinary Shares
24 Apr 202610.14
10.16
0.20%
Buy
0.34
-
-
MKTW
NASDAQ · Marketwise Inc
17 Jan 20259.95
20.16
102.64%
Buy
0.99
-
-
MLAB
NASDAQ · Mesa Laboratories Inc
17 Oct 202572.69
95.61
31.52%
Buy
0.12
-
-
MLCO
NASDAQ · Melco Resorts & Entertainment Ltd
16 May 20256.44
5.49
-14.75%
Buy
0.43
-
-
MLR
NYSE · Miller Industries Inc
20 Jun 202542.87
48.99
14.27%
Buy
0.18
-
-
MLTX
NASDAQ · MoonLake Immunotherapeutics
20 Feb 202618.77
20.36
8.47%
Buy
0.36
-
-
MMI
NYSE · Marcus & Millichap Inc
10 Apr 202626.20
30.68
17.10%
Buy
0.24
-
-
MMLP
NASDAQ · Martin Midstream Partners LP
27 Mar 20262.50
2.23
-10.63%
Buy
0.17
-
-
MMSI
NASDAQ · Merit Medical Systems Inc
26 Jun 202671.73
73.44
2.38%
Buy
0.48
-
-
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10 Jul 202610.15
10.15
New
Entry week
Buy
2.50
-
-
MMYT
NASDAQ · MakeMyTrip Limited
29 May 202646.74
58.62
25.42%
Buy
0.17
-
-
MNDO
NASDAQ · MIND CTI Ltd
10 Jul 20261.06
1.06
New
Entry week
Buy
0.16
-
-
MNDY
NASDAQ · Monday.Com Ltd
8 May 202672.07
82.47
14.43%
Buy
0.01
-
-
MNKD
NASDAQ · MannKind Corp
29 May 20263.77
4.09
8.49%
Buy
0.06
-
-
MNOV
NASDAQ · MediciNova Inc
11 Jul 20251.27
1.39
9.47%
Buy
0.02
-
-
MNRO
NASDAQ · Monro Muffler Brake Inc
6 Jun 202515.25
16.81
10.25%
Buy
0.14
-
-
MNTK
NASDAQ · Montauk Renewables Inc
22 May 20261.55
1.61
3.87%
Buy
0.36
-
-
MNTN
NYSE · MNTN, Inc.
13 Mar 20269.57
10.50
9.72%
Buy
0.08
-
-
MODD
NASDAQ · Modular Medical Inc
12 Jun 20264.77
3.99
-16.35%
Buy
0.04
-
-
MOH
NYSE · Molina Healthcare Inc
20 Feb 2026151.00
233.31
54.51%
Buy
0.72
-
-
MOLN
NASDAQ · Molecular Partners AG ADR
19 Sep 20253.77
4.02
6.73%
Buy
0.95
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
12 Jun 2026
Exit
BLX
NYSE · Foreign Trade Bank of Latin America Inc
60.46
Reversal Risk Warning
123.97%
Entry 3 May 2024
27.00
12 Jun 2026
Exit
BMO
NYSE · Bank of Montreal
168.30
Reversal Risk Warning
115.26%
Entry 8 Dec 2023
78.19
12 Jun 2026
Exit
BNS
NYSE · Bank of Nova Scotia
83.21
Reversal Risk Warning
102.43%
Entry 14 Jul 2023
41.11
12 Jun 2026
Exit
BOTJ
NASDAQ · Bank of the James Financial Group
24.76
Reversal Risk Warning
143.34%
Entry 28 Jul 2023
10.18
12 Jun 2026
Entry
BPAC
NASDAQ · Bullpen Parlay Acquisition Co
10.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.59
12 Jun 2026
Exit
BPOP
NASDAQ · Popular Inc
160.82
Reversal Risk Warning
126.18%
Entry 1 Dec 2023
71.10
12 Jun 2026
Exit
BSAA
NASDAQ · BEST SPAC I Acquisition Corp. Class A Ordinary Shares
13.78
Reversal Risk Warning
13.19%
Entry 22 May 2026
12.17
12 Jun 2026
Exit
BUSE
NASDAQ · First Busey Corp
28.79
Reversal Risk Warning
59.17%
Entry 7 Jul 2023
18.08
12 Jun 2026
Exit
C
NYSE · Citigroup Inc.
139.83
Reversal Risk Warning
225.36%
Entry 28 Jul 2023
42.98
12 Jun 2026
Exit
CAC
NASDAQ · Camden National Corporation
52.68
Reversal Risk Warning
98.64%
Entry 14 Jul 2023
26.52
12 Jun 2026
Exit
CATY
NASDAQ · Cathay General Bancorp
60.98
Reversal Risk Warning
87.94%
Entry 21 Jul 2023
32.45
12 Jun 2026
Exit
CBAT
NASDAQ · CBAK Energy Technology Inc
0.70
20% entry drawdown
-20.39%
Entry 23 May 2025
0.88
12 Jun 2026
Entry
CBC
NASDAQ · Central Bancompany, Inc. Class A Common Stock
28.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.89
12 Jun 2026
Exit
CCM
NYSE · Concord Medical Services Holdings
4.41
20% entry drawdown
-23.21%
Entry 8 May 2026
5.74
12 Jun 2026
Exit
CCNE
NASDAQ · CNB Financial Corporation
32.80
Reversal Risk Warning
80.05%
Entry 4 Aug 2023
18.22
12 Jun 2026
Exit
CDP
NYSE · COPT Defense Properties
34.24
Reversal Risk Warning
52.39%
Entry 14 Jul 2023
22.47
12 Jun 2026
Exit
CDRO
NASDAQ · Codere Online US Corp
9.77
Reversal Risk Warning
136.56%
Entry 26 Jan 2024
4.13
12 Jun 2026
Exit
CECO
NASDAQ · CECO Environmental Corp.
96.74
Reversal Risk Warning
254.23%
Entry 23 May 2025
27.31
12 Jun 2026
Exit
CFR
NYSE · Cullen/Frost Bankers Inc
148.00
Reversal Risk Warning
62.80%
Entry 17 Nov 2023
90.91
12 Jun 2026
Exit
CGCT
NASDAQ · Cartesian Growth Corporation III Class A Ordinary Shares
15.33
Reversal Risk Warning
47.69%
Entry 8 May 2026
10.38
12 Jun 2026
Exit
CHEF
NASDAQ · The Chefs Warehouse Inc
90.75
Reversal Risk Warning
186.46%
Entry 26 Jan 2024
31.68
12 Jun 2026
Exit
CHMG
NASDAQ · Chemung Financial Corp
72.16
Reversal Risk Warning
76.63%
Entry 3 Nov 2023
40.85
12 Jun 2026
Exit
CIVB
NASDAQ · Civista Bancshares Inc
27.21
Reversal Risk Warning
79.15%
Entry 8 Dec 2023
15.19
12 Jun 2026
Exit
CLDT
NYSE · Chatham Lodging Trust REIT
12.76
Reversal Risk Warning
70.75%
Entry 6 Feb 2026
7.48
12 Jun 2026
Exit
CNO
NYSE · CNO Financial Group Inc
50.36
Reversal Risk Warning
102.15%
Entry 24 Nov 2023
24.91
12 Jun 2026
Exit
CNOB
NASDAQ · ConnectOne Bancorp, Inc.
32.77
Reversal Risk Warning
111.95%
Entry 14 Jul 2023
15.46
12 Jun 2026
Exit
COCO
NASDAQ · Vita Coco Company Inc
80.90
Reversal Risk Warning
173.40%
Entry 14 Jun 2024
29.59
12 Jun 2026
Exit
CORZ
NASDAQ · Core Scientific, Inc. Common Stock
27.60
Reversal Risk Warning
159.15%
Entry 30 May 2025
10.65
12 Jun 2026
Exit
CPF
NYSE · Central Pacific Financial Corp
36.60
Reversal Risk Warning
119.87%
Entry 1 Dec 2023
16.65
12 Jun 2026
Exit
CRS
NYSE · Carpenter Technology Corporation
561.49
Reversal Risk Warning
301.82%
Entry 26 Jul 2024
139.74