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
MORN
NASDAQ · Morningstar Inc
22 May 2026179.64
165.18
-8.05%
Buy
0.80
-
-
MPT
NYSE · Medical Properties Trust, Inc.
26 Jan 20242.67
4.51
68.76%
Buy
0.04
-
-
MQ
NASDAQ · Marqeta Inc
28 Feb 202516.72
15.87
-5.08%
Buy
0.29
-
-
MRDN
NASDAQ · Meridian Holdings Inc
12 Jun 202614.33
14.08
-1.71%
Buy
1.34
-
-
MRKR
NASDAQ · Marker Therapeutics Inc
28 Nov 20251.24
1.51
21.77%
Buy
0.31
-
-
MRM
NASDAQ · Medirom Healthcare Technologies Inc
29 May 20261.14
0.99
-13.16%
Buy
0.10
-
-
MRNA
NASDAQ · Moderna Inc
23 Jan 202648.71
68.27
40.16%
Buy
1.83
-
-
MRP
NYSE · Millrose Properties, Inc.
3 Jul 202628.98
28.37
-2.12%
Buy
0.13
-
-
MRSH
NYSE · Marsh & McLennan Companies, Inc.
3 Jul 2026178.54
178.31
-0.13%
Buy
0.32
-
-
MRTN
NASDAQ · Marten Transport Ltd
12 Dec 202511.67
17.15
46.96%
Buy
0.21
-
-
MRVI
NASDAQ · Maravai Lifesciences Holdings Inc
3 Oct 20253.09
6.09
97.09%
Buy
1.31
-
-
MSGM
NASDAQ · Motorsport Gaming Us LLC
25 Apr 20252.40
4.61
92.08%
Buy
0.28
-
-
MSTR
NASDAQ · MicroStrategy Incorporated
3 Jul 2026100.77
94.64
-6.08%
Buy
0.01
-
-
MTAL
NYSE · Metals Acquisition Corp. II
30 May 202512.16
10.20
-16.12%
Buy
0.50
-
-
MTCH
NASDAQ · Match Group Inc
20 Jun 202529.88
38.85
30.01%
Buy
0.24
-
-
MTEX
NASDAQ · Mannatech Incorporated
19 Jun 20265.42
4.70
-13.28%
Buy
0.10
-
-
MTLS
NASDAQ · Materialise NV
20 Jun 20255.39
6.77
25.60%
Buy
0.15
-
-
MTN
NYSE · Vail Resorts Inc
12 Jun 2026131.13
150.14
14.50%
Buy
0.19
-
-
MTUS
NYSE · Metallus, Inc
6 Jun 202514.06
19.06
35.56%
Buy
0.14
-
-
MTW
NYSE · Manitowoc Company Inc
23 May 202510.33
12.78
23.72%
Buy
0.33
-
-
MUR
NYSE · Murphy Oil Corporation
20 Jun 202523.74
33.75
42.17%
Buy
0.27
-
-
MWYN
NASDAQ · Marwynn Holdings, Inc. Common stock
8 May 20260.79
1.03
30.31%
Buy
0.06
-
-
MX
NYSE · MagnaChip Semiconductor
16 Jan 20263.03
4.02
32.67%
Buy
0.21
-
-
MYSE
NASDAQ · Myseum, Inc.
26 Jun 20262.47
2.31
-6.48%
Buy
0.07
-
-
NABL
NYSE · N-Able Inc
22 May 20263.66
4.23
15.57%
Buy
0.08
-
-
NAUT
NASDAQ · Nautilus Biotechnology Inc
31 Oct 20251.33
1.89
42.11%
Buy
2.03
-
-
NAVI
NASDAQ · Navient Corp
15 May 20267.62
8.24
8.16%
Buy
0.14
-
-
NBR
NYSE · Nabors Industries Ltd.
12 Sep 202542.36
82.09
93.79%
Buy
1.47
-
-
NCMI
NASDAQ · National CineMedia Inc
22 May 20262.99
3.90
30.43%
Buy
0.41
-
-
NCTY
NASDAQ · The9 Ltd ADR
12 Jun 20264.72
4.34
-8.05%
Buy
0.15
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
19 Jun 2026
Exit
CEVA
NASDAQ · CEVA Inc
49.72
Reversal Risk Warning
72.22%
Entry 24 Apr 2026
28.87
19 Jun 2026
Exit
CIFR
NASDAQ · Cipher Mining Inc
29.18
Reversal Risk Warning
357.37%
Entry 22 Aug 2025
6.38
19 Jun 2026
Entry
CLAR
NASDAQ · Clarus Corp
3.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.66
19 Jun 2026
Exit
CMTL
NASDAQ · Comtech Telecommunications Corp
2.40
20% entry drawdown
-49.15%
Entry 5 Jun 2026
4.72
19 Jun 2026
Exit
CNMD
NYSE · CONMED Corporation
32.58
20% entry drawdown
-21.53%
Entry 6 Feb 2026
41.52
19 Jun 2026
Exit
CODX
NASDAQ · Co-Diagnostics, Inc. Common Stock
3.37
20% entry drawdown
-33.53%
Entry 22 May 2026
5.07
19 Jun 2026
Exit
COHU
NASDAQ · Cohu Inc
69.40
Reversal Risk Warning
208.17%
Entry 19 Sep 2025
22.52
19 Jun 2026
Exit
CPAC
NYSE · Cementos Pacasmayo SAA ADR
12.70
Reversal Risk Warning
160.81%
Entry 1 Mar 2024
4.87
19 Jun 2026
Entry
CPB
NASDAQ · Campbell’s Co
20.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.48
19 Jun 2026
Exit
CRDO
NASDAQ · Credo Technology Group Holding Ltd
271.83
Reversal Risk Warning
628.57%
Entry 18 Oct 2024
37.31
19 Jun 2026
Exit
CRM
NYSE · Salesforce.com Inc
151.78
20% entry drawdown
-20.37%
Entry 29 May 2026
190.60
19 Jun 2026
Exit
CTRN
NASDAQ · Citi Trends Inc
60.66
Reversal Risk Warning
129.08%
Entry 30 May 2025
26.48
19 Jun 2026
Entry
CXT
NYSE · Crane NXT Co
46.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
19 Jun 2026
Exit
DGICB
NASDAQ · Donegal Group B Inc
22.86
Reversal Risk Warning
106.91%
Entry 9 Aug 2024
11.05
19 Jun 2026
Exit
DHX
NYSE · DHI Group Inc
3.80
Reversal Risk Warning
90.95%
Entry 6 Feb 2026
1.99
19 Jun 2026
Exit
DIOD
NASDAQ · Diodes Incorporated
119.46
Reversal Risk Warning
169.05%
Entry 30 May 2025
44.40
19 Jun 2026
Exit
DMRC
NASDAQ · Digimarc Corporation
9.58
20% entry drawdown
-29.97%
Entry 22 May 2026
13.68
19 Jun 2026
Exit
DQ
NYSE · Daqo New Energy Corp ADR
14.18
20% entry drawdown
-25.29%
Entry 4 Jul 2025
18.98
19 Jun 2026
Exit
DTSS
NASDAQ · Datasea Inc
0.76
20% entry drawdown
-23.44%
Entry 12 Jun 2026
0.99
19 Jun 2026
Exit
EDHL
NASDAQ · Everbright Digital Holding Limited Ordinary Shares
5.58
20% entry drawdown
-35.42%
Entry 12 Jun 2026
8.64
19 Jun 2026
Exit
ENTG
NASDAQ · Entegris Inc
178.77
Reversal Risk Warning
107.13%
Entry 4 Jul 2025
86.31
19 Jun 2026
Entry
ETD
NYSE · Ethan Allen Interiors Inc
21.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
19 Jun 2026
Exit
EVTV
NASDAQ · Envirotech Vehicles Inc
1.45
20% entry drawdown
-24.08%
Entry 10 Apr 2026
1.91
19 Jun 2026
Entry
EXFY
NASDAQ · Expensify Inc
1.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.20
19 Jun 2026
Exit
FBLA
NASDAQ · FB Bancorp, Inc. Common Stock
14.49
Reversal Risk Warning
26.88%
Entry 27 Jun 2025
11.42
19 Jun 2026
Exit
FRD
NASDAQ · Friedman Industries Inc. Common Stock
37.42
Reversal Risk Warning
151.36%
Entry 22 Dec 2023
14.89
19 Jun 2026
Exit
FTDR
NASDAQ · Frontdoor Inc
71.56
Reversal Risk Warning
118.04%
Entry 7 Jul 2023
32.82
19 Jun 2026
Entry
FWRG
NASDAQ · First Watch Restaurant Group Inc
11.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
19 Jun 2026
Exit
GE
NYSE · GE Aerospace
357.20
Reversal Risk Warning
195.97%
Entry 23 Feb 2024
120.69
19 Jun 2026
Entry
GGRP
NASDAQ · The Glimpse Group, Inc.
0.83
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.96