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
MNDY
NASDAQ · Monday.Com Ltd
8 May 202672.07
87.15
20.92%
Buy
0.01
-
-
MNKD
NASDAQ · MannKind Corp
29 May 20263.77
3.91
3.71%
Buy
0.06
-
-
MNOV
NASDAQ · MediciNova Inc
11 Jul 20251.27
1.33
4.74%
Buy
0.02
-
-
MNRO
NASDAQ · Monro Muffler Brake Inc
6 Jun 202515.25
12.25
-19.66%
Buy
0.14
-
-
MNTK
NASDAQ · Montauk Renewables Inc
22 May 20261.55
1.71
10.32%
Buy
0.36
-
-
MNTN
NYSE · MNTN, Inc.
13 Mar 20269.57
9.22
-3.66%
Buy
0.08
-
-
MOH
NYSE · Molina Healthcare Inc
20 Feb 2026151.00
195.62
29.55%
Buy
0.72
-
-
MOLN
NASDAQ · Molecular Partners AG ADR
19 Sep 20253.77
3.93
4.24%
Buy
0.95
-
-
MORN
NASDAQ · Morningstar Inc
22 May 2026179.64
192.57
7.20%
Buy
0.80
-
-
MPT
NYSE · Medical Properties Trust, Inc.
26 Jan 20242.67
4.63
73.25%
Buy
0.04
-
-
MQ
NASDAQ · Marqeta Inc
28 Feb 202516.72
17.36
3.83%
Buy
0.29
-
-
MRKR
NASDAQ · Marker Therapeutics Inc
28 Nov 20251.24
1.13
-8.87%
Buy
0.31
-
-
MRM
NASDAQ · Medirom Healthcare Technologies Inc
29 May 20261.14
0.95
-16.67%
Buy
0.10
-
-
MRNA
NASDAQ · Moderna Inc
23 Jan 202648.71
54.82
12.54%
Buy
1.83
-
-
MRP
NYSE · Millrose Properties, Inc.
3 Jul 202628.98
27.98
-3.46%
Buy
0.13
-
-
MRSH
NYSE · Marsh & McLennan Companies, Inc.
3 Jul 2026177.54
189.69
6.84%
Buy
0.26
-
-
MRTN
NASDAQ · Marten Transport Ltd
12 Dec 202511.67
14.79
26.74%
Buy
0.21
-
-
MRVI
NASDAQ · Maravai Lifesciences Holdings Inc
3 Oct 20253.09
6.57
112.62%
Buy
1.31
-
-
MSGM
NASDAQ · Motorsport Gaming Us LLC
25 Apr 20252.40
4.33
80.42%
Buy
0.28
-
-
MSTR
NASDAQ · MicroStrategy Incorporated
3 Jul 2026100.77
93.28
-7.43%
Buy
0.00
-
-
MTAL
NYSE · Metals Acquisition Corp. II
30 May 202512.16
10.22
-15.95%
Buy
0.50
-
-
MTCH
NASDAQ · Match Group Inc
20 Jun 202529.88
39.41
31.88%
Buy
0.24
-
-
MTLS
NASDAQ · Materialise NV
20 Jun 20255.39
6.35
17.81%
Buy
0.15
-
-
MTN
NYSE · Vail Resorts Inc
12 Jun 2026131.13
149.38
13.92%
Buy
0.19
-
-
MTUS
NYSE · Metallus, Inc
6 Jun 202514.06
20.12
43.10%
Buy
0.14
-
-
MTW
NYSE · Manitowoc Company Inc
23 May 202510.33
13.85
34.08%
Buy
0.33
-
-
MUR
NYSE · Murphy Oil Corporation
20 Jun 202523.74
39.74
67.40%
Buy
0.27
-
-
MWYN
NASDAQ · Marwynn Holdings, Inc. Common stock
8 May 20260.79
0.76
-4.48%
Buy
0.06
-
-
MX
NYSE · MagnaChip Semiconductor
16 Jan 20263.03
3.26
7.59%
Buy
0.21
-
-
MYSE
NASDAQ · Myseum, Inc.
26 Jun 20262.47
2.11
-14.57%
Buy
0.07
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
9 Feb 2024
Entry
CMPX
NASDAQ · Compass Therapeutics Inc.
1.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
9 Feb 2024
Exit
CRBP
NASDAQ · Corbus Pharmaceuticals Holding
22.15
20% entry drawdown
-24.89%
Entry 26 Jan 2024
29.49
9 Feb 2024
Entry
CVX
NYSE · Chevron Corp
135.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
9 Feb 2024
Entry
DASH
NASDAQ · DoorDash, Inc. Class A Common Stock
119.31
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.27
9 Feb 2024
Exit
ENIC
NYSE · Enel Chile SA ADR
2.25
20% entry drawdown
-22.05%
Entry 15 Dec 2023
2.89
9 Feb 2024
Entry
FHTX
NASDAQ · Foghorn Therapeutics Inc
5.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
9 Feb 2024
Entry
FIP
NASDAQ · FTAI Infrastructure Inc.
4.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.06
9 Feb 2024
Entry
FTEK
NASDAQ · Fuel Tech Inc
1.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.65
9 Feb 2024
Entry
FTNT
NASDAQ · Fortinet Inc
70.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.27
9 Feb 2024
Exit
GLSI
NASDAQ · Greenwich Lifesciences Inc
8.45
20% entry drawdown
-21.10%
Entry 17 Nov 2023
10.71
9 Feb 2024
Entry
GRPN
NASDAQ · Groupon Inc
16.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
9 Feb 2024
Entry
HEI-A
NYSE · HEICO Corporation
148.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.85
9 Feb 2024
Entry
JBTM
NYSE · JBTMarel Corp
102.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
9 Feb 2024
Exit
JG
NASDAQ · Aurora Mobile Ltd
3.27
20% entry drawdown
-20.44%
Entry 5 Jan 2024
4.11
9 Feb 2024
Entry
KB
NYSE · KB Financial Group Inc
46.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
9 Feb 2024
Exit
KYNB
NASDAQ · Kyntra Bio, Inc.
68.25
Reversal Risk Warning
378.53%
Entry 17 Nov 2023
14.26
9 Feb 2024
Entry
LQDA
NASDAQ · Liquidia Technologies Inc
14.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.30
9 Feb 2024
Entry
MDRR
NASDAQ · Medalist Diversified Reit Inc
10.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
9 Feb 2024
Entry
MKSI
NASDAQ · MKS Instruments Inc
117.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.09
9 Feb 2024
Exit
MRBK
NASDAQ · Meridian Bank
8.98
20% entry drawdown
-23.96%
Entry 17 Nov 2023
11.81
9 Feb 2024
Entry
MSGE
NYSE · Madison Square Garden Entertainment Corp
36.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.31
9 Feb 2024
Exit
MYFW
NASDAQ · First Western Financial Inc
15.78
20% entry drawdown
-22.30%
Entry 15 Dec 2023
20.31
9 Feb 2024
Entry
MYRG
NASDAQ · MYR Group Inc
157.50
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.86
9 Feb 2024
Entry
NET
NYSE · Cloudflare Inc
107.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.96
9 Feb 2024
Entry
NVMI
NASDAQ · Nova Ltd
160.66
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.30
9 Feb 2024
Entry
NXDR
NYSE · NXDR
1.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
9 Feb 2024
Exit
NYC
NYSE · New York City REIT Inc
7.20
20% entry drawdown
-20.88%
Entry 29 Sep 2023
9.10
9 Feb 2024
Exit
OTTR
NASDAQ · Otter Tail Corporation
92.33
Reversal Risk Warning
12.09%
Entry 22 Dec 2023
82.37
9 Feb 2024
Entry
PCT
NASDAQ · Purecycle Technologies Holdings Corp
4.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
9 Feb 2024
Entry
PTON
NASDAQ · Peloton Interactive Inc
4.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26