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
GL
NYSE · Globe Life Inc
170.44
Reversal Risk Warning
96.02%
Entry 19 Jul 2024
86.95
19 Jun 2026
Entry
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.00
19 Jun 2026
Exit
GOGO
NASDAQ · Gogo Inc
3.41
20% entry drawdown
-25.22%
Entry 10 Apr 2026
4.56
19 Jun 2026
Exit
HAIN
NASDAQ · The Hain Celestial Group Inc
0.61
20% entry drawdown
-22.11%
Entry 15 May 2026
0.78
19 Jun 2026
Exit
HLIO
NYSE · Helios Technologies Inc
90.35
Reversal Risk Warning
152.68%
Entry 4 Jul 2025
35.76
19 Jun 2026
Exit
HUMA
NASDAQ · Humacyte Inc
0.92
20% entry drawdown
-28.89%
Entry 29 May 2026
1.30
19 Jun 2026
Exit
HWBK
NASDAQ · Hawthorn Bancshares Inc
39.14
Reversal Risk Warning
97.81%
Entry 10 Nov 2023
19.79
19 Jun 2026
Exit
ICHR
NASDAQ · Ichor Holdings Ltd
98.61
Reversal Risk Warning
231.13%
Entry 16 Jan 2026
29.78
19 Jun 2026
Exit
IEX
NYSE · IDEX Corporation
224.20
Reversal Risk Warning
25.85%
Entry 30 May 2025
178.15
19 Jun 2026
Entry
ILAG
NASDAQ · Intelligent Living Application Group Inc
3.08
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.63
19 Jun 2026
Exit
INTC
NASDAQ · Intel Corporation
133.99
Reversal Risk Warning
263.81%
Entry 3 Oct 2025
36.83
19 Jun 2026
Exit
INVZ
NASDAQ · Innoviz Technologies
0.58
20% entry drawdown
-23.73%
Entry 29 May 2026
0.76
19 Jun 2026
Entry
JFIN
NASDAQ · Jiayin Group Inc
4.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
19 Jun 2026
Exit
JRSH
NASDAQ · Jerash Holdings US Inc
4.47
Reversal Risk Warning
50.24%
Entry 15 Nov 2024
2.98
19 Jun 2026
Exit
KEEL
NASDAQ · Bitfarms Ltd.
6.29
Reversal Risk Warning
182.06%
Entry 12 Sep 2025
2.23
19 Jun 2026
Exit
KLIC
NASDAQ · Kulicke and Soffa Industries Inc
121.87
Reversal Risk Warning
153.66%
Entry 5 Dec 2025
48.04
19 Jun 2026
Exit
KLXE
NASDAQ · KLX Energy Services Holdings Inc
2.31
20% entry drawdown
-31.19%
Entry 24 Apr 2026
3.35
19 Jun 2026
Entry
KRRO
NASDAQ · Korro Bio, Inc.
12.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.51
19 Jun 2026
Entry
KRSP
NYSE · Rice Acquisition Corporation 3
10.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.09
19 Jun 2026
Entry
LFCR
NASDAQ · Lifecore Biomedical Inc.
5.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
19 Jun 2026
Entry
LITS
NASDAQ · Lite Strategy, Inc.
0.83
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
19 Jun 2026
Exit
LIXT
NASDAQ · Lixte Biotechnology Holdings Inc
7.61
Reversal Risk Warning
168.90%
Entry 4 Jul 2025
2.83
19 Jun 2026
Exit
LOCO
NASDAQ · El Pollo Loco Holdings Inc
16.03
Reversal Risk Warning
81.95%
Entry 22 Dec 2023
8.81
19 Jun 2026
Exit
LOKV
NASDAQ · Live Oak Acquisition Corp. V Class A Ordinary Shares
11.32
Reversal Risk Warning
9.58%
Entry 16 Jan 2026
10.33
19 Jun 2026
Exit
LRCX
NASDAQ · Lam Research Corp
389.04
Reversal Risk Warning
284.54%
Entry 11 Jul 2025
101.17
19 Jun 2026
Entry
MBAV
NASDAQ · M3-Brigade Acquisition V Corp. Class A Ordinary shares
10.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
19 Jun 2026
Exit
MCS
NYSE · Marcus Corporation
23.85
Reversal Risk Warning
87.44%
Entry 2 Aug 2024
12.72
19 Jun 2026
Exit
MCY
NYSE · Mercury General Corporation
102.67
Reversal Risk Warning
164.92%
Entry 19 Jan 2024
38.76
19 Jun 2026
Entry
MDCX
NASDAQ · Medicus Pharma Ltd. Common Stock
0.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
19 Jun 2026
Exit
MKSI
NASDAQ · MKS Instruments Inc
406.37
Reversal Risk Warning
254.19%
Entry 12 Sep 2025
114.73