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
NABL
NYSE · N-Able Inc
22 May 20263.66
4.68
27.87%
Buy
0.08
-
-
NAVI
NASDAQ · Navient Corp
15 May 20267.62
8.39
10.13%
Buy
0.14
-
-
NBP
NASDAQ · NovaBridge Biosciences
24 Jul 20261.77
1.60
-9.60%
Buy
0.13
-
-
NBR
NYSE · Nabors Industries Ltd.
12 Sep 202542.36
85.67
102.24%
Buy
1.47
-
-
NCMI
NASDAQ · National CineMedia Inc
22 May 20262.99
4.01
34.11%
Buy
0.41
-
-
NDLS
NASDAQ · Noodles & Company
27 Mar 20269.20
18.62
102.39%
Buy
0.34
-
-
NEO
NASDAQ · NeoGenomics Inc
29 Aug 20258.78
15.29
74.15%
Buy
0.47
-
-
NEOG
NASDAQ · Neogen Corporation
7 Nov 20256.40
12.04
88.13%
Buy
1.27
-
-
NERV
NASDAQ · Minerva Neurosciences Inc
22 Aug 20252.44
3.98
63.45%
Buy
1.33
-
-
NEXT
NASDAQ · Nextdecade Corp
20 Feb 20265.48
6.72
22.63%
Buy
0.03
-
-
NGNE
NASDAQ · Neurogene Inc
2 May 202516.97
32.89
93.81%
Buy
0.20
-
-
NICE
NASDAQ · Nice Ltd ADR
31 Jul 202698.79
98.79
New
Entry week
Buy
0.36
-
-
NIO
NYSE · Nio Inc Class A ADR
1 Aug 20255.01
4.88
-2.59%
Buy
1.63
-
-
NKE
NYSE · Nike Inc
3 Jul 202644.09
41.71
-5.40%
Buy
0.29
-
-
NMAX
NYSE · Newsmax, Inc.
17 Apr 20266.95
7.71
10.94%
Buy
1.33
-
-
NMP
NASDAQ · NMP Acquisition Corp.
1 May 202610.19
10.30
1.08%
Buy
2.46
-
-
NNBR
NASDAQ · NN Inc
30 Jan 20261.49
3.31
122.15%
Buy
0.18
-
-
NNDM
NASDAQ · Nano Dimension Ltd
11 Jul 20251.58
1.50
-5.06%
Buy
0.14
-
-
NOA
NYSE · North American Construction Group Ltd
24 Oct 202514.96
13.60
-9.07%
Buy
0.03
-
-
NOG
NYSE · Northern Oil & Gas Inc
12 Dec 202521.82
21.15
-3.07%
Buy
0.07
-
-
NOMA
NASDAQ · NOMADAR Corp. Class A Common Stock
22 May 20263.60
3.01
-16.39%
Buy
0.33
-
-
NOMD
NYSE · Nomad Foods Ltd
5 Jun 20269.91
11.90
20.08%
Buy
0.05
-
-
NOVT
NASDAQ · Novanta Inc
30 May 2025123.82
142.55
15.13%
Buy
0.03
-
-
NOW
NYSE · ServiceNow Inc
22 May 2026102.13
111.23
8.91%
Buy
0.41
-
-
NRDS
NASDAQ · Nerdwallet Inc
17 Jul 20269.26
9.00
-2.81%
Buy
0.13
-
-
NRT
NYSE · North European Oil Royalty Trust
26 Sep 20255.25
9.51
81.11%
Buy
0.56
-
-
NRXP
NASDAQ · NRX Pharmaceuticals Inc
10 Apr 20262.22
3.15
41.89%
Buy
0.03
-
-
NSIT
NASDAQ · Insight Enterprises Inc
22 May 202697.73
128.93
31.92%
Buy
1.28
-
-
NSP
NYSE · Insperity Inc
8 May 202632.02
50.61
58.08%
Buy
0.09
-
-
NSSC
NASDAQ · NAPCO Security Technologies Inc
16 May 202527.30
37.08
35.82%
Buy
0.11
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
22 Dec 2023
Entry
CARR
NYSE · Carrier Global Corp
55.26
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
22 Dec 2023
Entry
CCBG
NASDAQ · Capital City Bank Group
28.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
22 Dec 2023
Entry
CCLD
NASDAQ · CareCloud, Inc.
1.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.55
22 Dec 2023
Entry
CM
NYSE · Canadian Imperial Bank Of Commerce
43.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.38
22 Dec 2023
Entry
CNH
NYSE · CNH Industrial N.V.
11.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
22 Dec 2023
Entry
COMP
NYSE · Compass Inc
3.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.44
22 Dec 2023
Entry
CP
NYSE · Canadian Pacific Kansas City Limited
77.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
22 Dec 2023
Entry
CPAY
NYSE · Corpay Inc
277.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
22 Dec 2023
Entry
CPT
NYSE · Camden Property Trust
89.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.51
22 Dec 2023
Entry
CRNT
NASDAQ · Ceragon Networks Ltd
2.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.54
22 Dec 2023
Entry
CSW
NYSE · CSW Industrials, Inc.
206.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.44
22 Dec 2023
Entry
CTS
NYSE · CTS Corporation
42.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
22 Dec 2023
Entry
CVLT
NASDAQ · CommVault Systems Inc
79.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.07
22 Dec 2023
Entry
CX
NYSE · Cemex SAB de CV ADR
8.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
22 Dec 2023
Entry
CYTK
NASDAQ · Cytokinetics Inc
44.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.22
22 Dec 2023
Entry
ENVA
NYSE · Enova International Inc
55.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
22 Dec 2023
Entry
F
NYSE · Ford Motor Company
10.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
22 Dec 2023
Entry
FBIO
NASDAQ · Fortress Biotech Inc
2.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
22 Dec 2023
Entry
FHTX
NASDAQ · Foghorn Therapeutics Inc
6.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
22 Dec 2023
Entry
FN
NYSE · Fabrinet
191.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
22 Dec 2023
Entry
FORM
NASDAQ · FormFactor Inc
41.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.23
22 Dec 2023
Entry
FPH
NYSE · Five Point Holdings LLC
2.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
22 Dec 2023
Entry
FRD
NASDAQ · Friedman Industries Inc. Common Stock
14.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
22 Dec 2023
Entry
FSLR
NASDAQ · First Solar Inc
170.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
22 Dec 2023
Entry
GBX
NYSE · Greenbrier Companies Inc
40.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
22 Dec 2023
Entry
GCBC
NASDAQ · Greene County Bancorp Inc
29.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
22 Dec 2023
Entry
GFL
NYSE · Gfl Environmental Holdings Inc
33.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
22 Dec 2023
Entry
GKOS
NYSE · Glaukos Corp
82.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
22 Dec 2023
Entry
GLUE
NASDAQ · Monte Rosa Therapeutics Inc
5.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
22 Dec 2023
Exit
GNE
NYSE · Genie Energy Ltd
28.12
Reversal Risk Warning
56.48%
Entry 13 Oct 2023
17.97