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
469.57
Total Return
369.57%
CAGR
54.68%
Annualized from first index week
Edge vs Market
+33.24%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.60
Sortino 5.04
Current Holdings
1070
Transactions
10830
Avg 3054.5/yr ·
254.5/mo ·
58.7/wk
Exit Mix
4880
Stop 41.8% ·
Warning 57.6%
· Other 0.5%
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
ALC
NYSE · Alcon AG
67.91
MD 0.00 · Market Dynamics Buy Signal
BIXI
NASDAQ · Bitcoin Infrastructure Acquisition Corp Ltd. Class A Ordinary Shares
10.01
MD 1.18 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.14
MD 0.19 · Market Dynamics Buy Signal
CAG
NYSE · Conagra Brands, Inc.
14.77
MD 0.57 · Market Dynamics Buy Signal
CJMB
NASDAQ · Callan JMB Inc. Common Stock
2.55
MD 0.41 · Market Dynamics Buy Signal
FMST
NASDAQ · Foremost Lithium Resource & Technology Ltd. Common stock
1.65
MD 0.05 · Market Dynamics Buy Signal
GCL
NASDAQ · GCL Global Holdings Ltd Ordinary Shares
0.51
MD 0.67 · Market Dynamics Buy Signal
KNDI
NASDAQ · Kandi Technologies Group Inc
0.65
MD 0.31 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 0.90 · Market Dynamics Buy Signal
LVLU
NASDAQ · Lulu's Fashion Lounge Holdings Inc
19.20
MD 0.16 · Market Dynamics Buy Signal
LW
NYSE · Lamb Weston Holdings Inc
49.58
MD 1.48 · Market Dynamics Buy Signal
MAMO
NASDAQ · Massimo Group Common Stock
0.98
MD 0.13 · Market Dynamics Buy Signal
NBP
NASDAQ · NovaBridge Biosciences
1.77
MD 0.13 · Market Dynamics Buy Signal
OFIX
NASDAQ · Orthofix Medical Inc
11.25
MD 0.22 · Market Dynamics Buy Signal
OTIS
NYSE · Otis Worldwide Corp
71.93
MD 0.05 · Market Dynamics Buy Signal
OTLY
NASDAQ · Oatly Group AB ADR
13.37
MD 0.05 · Market Dynamics Buy Signal
PLNT
NYSE · Planet Fitness Inc
53.48
MD 0.02 · Market Dynamics Buy Signal
PSN
NYSE · Parsons Corp
58.73
MD 0.56 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
0.79
MD 0.16 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.04
MD 0.93 · Market Dynamics Buy Signal
WSTN
NASDAQ · Westin Acquisition Corp
10.13
MD 1.67 · Market Dynamics Buy Signal
WVVIP
NASDAQ · Willamette Valley Vineyards Inc PR
2.78
MD 0.21 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AMST
NASDAQ · Amesite Operating Co
0.99
20% entry drawdown · -21.44%
ATER
NASDAQ · Aterian Inc
0.40
20% entry drawdown · -70.94%
BARK
NYSE · BARK, Inc.
8.51
20% entry drawdown · -22.14%
BZFD
NASDAQ · BuzzFeed Inc
1.11
20% entry drawdown · -25.50%
BZH
NYSE · Beazer Homes USA Inc
33.19
Reversal Risk Warning · 60.11%
COOK
NYSE · Traeger Inc
61.26
20% entry drawdown · -22.75%
DAR
NYSE · Darling Ingredients Inc
62.50
Reversal Risk Warning · 59.93%
DFSC
NASDAQ · DEFSEC Technologies Inc.
1.51
20% entry drawdown · -35.19%
GEHC
NASDAQ · GE HealthCare Technologies Inc.
60.58
20% entry drawdown · -20.22%
GOOS
NYSE · Canada Goose Holdings Inc
8.89
20% entry drawdown · -24.47%
GTEC
NASDAQ · Greenland Acquisition Corp
0.51
20% entry drawdown · -21.19%
LFCR
NASDAQ · Lifecore Biomedical Inc.
4.33
20% entry drawdown · -21.84%
LFMD
NASDAQ · LifeMD Inc
3.71
20% entry drawdown · -20.04%
LOCL
NYSE · Local Bounti Corp
1.06
20% entry drawdown · -22.63%
NIXX
NASDAQ · Nixxy, Inc.
0.85
20% entry drawdown · -35.80%
NKTX
NASDAQ · Nkarta Inc
2.27
20% entry drawdown · -25.08%
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.33
20% entry drawdown · -21.28%
PPSI
NASDAQ · Pioneer Power Solutions Inc.
2.98
20% entry drawdown · -25.13%
RC
NYSE · Ready Capital Corp
1.47
20% entry drawdown · -20.97%
REAX
NASDAQ · Real Brokerage Inc
1.69
20% entry drawdown · -22.12%
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.41
20% entry drawdown · -25.36%
SEDG
NASDAQ · SolarEdge Technologies Inc
42.60
20% entry drawdown · -31.02%
SGRP
NASDAQ · SPAR Group Inc
0.38
20% entry drawdown · -46.99%
SRG
NYSE · Seritage Growth Properties
2.31
20% entry drawdown · -22.22%
TOMZ
NASDAQ · TOMI Environmental Solutions Inc
1.54
20% entry drawdown · -33.95%
UPST
NASDAQ · Upstart Holdings Inc
26.93
20% entry drawdown · -20.30%
WETO
NASDAQ · Webus International Limited Ordinary Shares
0.69
Price scale break · 37.71%
WRAP
NASDAQ · Wrap Technologies Inc
1.70
20% entry drawdown · -30.89%
XELB
NASDAQ · Xcel Brands Inc
1.23
20% entry drawdown · -21.15%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
NTIC
NASDAQ · Northern Technologies
4 Jul 20258.25
8.04
-2.54%
Buy
0.03
-
-
NTLA
NASDAQ · Intellia Therapeutics Inc
20 Feb 202612.64
10.73
-15.11%
Buy
0.15
-
-
NTNX
NASDAQ · Nutanix Inc
24 Apr 202640.56
55.04
35.70%
Buy
0.02
-
-
NVAX
NASDAQ · Novavax Inc
30 May 20257.34
7.46
1.63%
Buy
0.03
-
-
NVCR
NASDAQ · Novocure Ltd
1 May 202616.62
17.65
6.20%
Buy
0.19
-
-
NVO
NYSE · Novo Nordisk A/S
22 May 202644.96
48.77
8.47%
Buy
0.26
-
-
NVR
NYSE · NVR Inc
26 Jun 20266828.62
6414.67
-6.06%
Buy
0.38
-
-
NVST
NYSE · Envista Holdings Corp
16 Aug 202417.91
26.33
47.01%
Buy
0.28
-
-
NWL
NASDAQ · Newell Brands Inc
12 Jun 20264.92
5.08
3.25%
Buy
0.17
-
-
NX
NYSE · Quanex Building Products
19 Dec 202515.30
18.60
21.59%
Buy
0.25
-
-
NXDR
NYSE · NXDR
15 May 20262.03
2.19
7.88%
Buy
0.30
-
-
NXPL
NASDAQ · Nextplat Corp
1 May 20266.34
5.87
-7.41%
Buy
0.10
-
-
NXRT
NYSE · Nexpoint Residential Trust Inc
8 May 202629.38
26.07
-11.27%
Buy
0.03
-
-
OBA
NASDAQ · Oxley Bridge Acquisition Limited Class A Ordinary Shares
6 Mar 202610.12
10.26
1.33%
Buy
0.75
-
-
OBIO
NASDAQ · Orchestra BioMed Holdings Inc.
17 Oct 20253.32
3.74
12.65%
Buy
0.99
-
-
OC
NYSE · Owens Corning Inc
23 Jan 2026123.48
142.34
15.27%
Buy
0.19
-
-
OCSL
NASDAQ · Oaktree Specialty Lending Corp
17 Apr 202612.75
11.68
-8.40%
Buy
0.09
-
-
ODD
NASDAQ · ODDITY Tech Ltd. Class A Ordinary Shares
12 Jun 202611.72
15.34
30.89%
Buy
0.38
-
-
OEC
NYSE · Orion Engineered Carbons SA
27 Mar 20266.04
6.99
15.68%
Buy
0.37
-
-
OFIX
NASDAQ · Orthofix Medical Inc
24 Jul 202611.25
11.25
New
Entry week
Buy
0.22
-
-
OFS
NASDAQ · OFS Capital Corp
17 Apr 20263.96
3.27
-17.33%
Buy
0.09
-
-
OGCP
NYSE · Empire State Realty OP LP
15 May 20265.69
5.40
-5.02%
Buy
0.04
-
-
OGN
NYSE · Organon & Co
17 Apr 20269.75
13.52
38.73%
Buy
0.23
-
-
OI
NYSE · O-I Glass Inc
3 Jul 20269.79
9.08
-7.25%
Buy
0.11
-
-
OKUR
NASDAQ · OnKure Therapeutics, Inc.
22 Aug 20252.83
4.12
45.58%
Buy
1.52
-
-
OLED
NASDAQ · Universal Display
19 Jun 202688.94
79.27
-10.87%
Buy
0.08
-
-
OLN
NYSE · Olin Corporation
22 Aug 202522.41
23.20
3.54%
Buy
1.14
-
-
OLPX
NASDAQ · Olaplex Holdings Inc
26 Dec 20251.35
2.07
53.33%
Buy
0.38
-
-
OMC
NYSE · Omnicom Group Inc
4 Jul 202571.80
79.66
10.94%
Buy
0.02
-
-
OMCL
NASDAQ · Omnicell Inc
21 Nov 202536.00
41.00
13.89%
Buy
1.53
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
11 Apr 2025
Exit
TENX
NASDAQ · Tenax Therapeutics Inc
5.56
20% entry drawdown
-23.10%
Entry 7 Feb 2025
7.23
11 Apr 2025
Entry
UAMY
NYSE · United States Antimony Corporation
2.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
11 Apr 2025
Entry
VRM
NASDAQ · Vroom, Inc. Common Stock
32.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.38
4 Apr 2025
Exit
AEIS
NASDAQ · Advanced Energy Industries Inc
78.82
20% entry drawdown
-28.32%
Entry 22 Dec 2023
109.96
4 Apr 2025
Exit
AIRT
NASDAQ · Air T Inc
15.55
20% entry drawdown
-25.10%
Entry 13 Dec 2024
20.76
4 Apr 2025
Exit
ALDX
NASDAQ · Aldeyra The
1.89
20% entry drawdown
-41.12%
Entry 12 Jan 2024
3.21
4 Apr 2025
Exit
ALNT
NASDAQ · Allient Inc.
20.29
20% entry drawdown
-22.49%
Entry 6 Dec 2024
26.18
4 Apr 2025
Exit
ALP
NASDAQ · Alpha Compute Corp
5.53
20% entry drawdown
-42.40%
Entry 28 Mar 2025
9.60
4 Apr 2025
Exit
AMBA
NASDAQ · Ambarella Inc
41.94
20% entry drawdown
-29.68%
Entry 11 Oct 2024
59.64
4 Apr 2025
Exit
AMN
NYSE · AMN Healthcare Services Inc
20.38
20% entry drawdown
-26.11%
Entry 21 Feb 2025
27.58
4 Apr 2025
Exit
AMWL
NYSE · American Well Corp
6.59
20% entry drawdown
-25.45%
Entry 26 Jul 2024
8.84
4 Apr 2025
Exit
ARLO
NYSE · Arlo Technologies
8.47
20% entry drawdown
-28.40%
Entry 1 Mar 2024
11.83
4 Apr 2025
Exit
ARTW
NASDAQ · Arts-Way Manufacturing Co Inc
1.50
20% entry drawdown
-26.11%
Entry 3 Jan 2025
2.03
4 Apr 2025
Exit
ATI
NYSE · Allegheny Technologies Incorporated
43.00
20% entry drawdown
-26.07%
Entry 3 May 2024
58.16
4 Apr 2025
Exit
BAK
NYSE · Braskem SA Class A
3.32
20% entry drawdown
-27.83%
Entry 14 Feb 2025
4.60
4 Apr 2025
Exit
BCDA
NASDAQ · Biocardia Inc
2.01
20% entry drawdown
-23.28%
Entry 7 Mar 2025
2.62
4 Apr 2025
Exit
BHP
NYSE · BHP Group Limited
40.34
20% entry drawdown
-25.78%
Entry 17 Nov 2023
54.35
4 Apr 2025
Exit
BWLP
NYSE · BW LPG Limited
7.30
20% entry drawdown
-26.87%
Entry 26 Apr 2024
9.99
4 Apr 2025
Exit
CAMT
NASDAQ · Camtek Ltd
50.56
20% entry drawdown
-27.59%
Entry 12 Jan 2024
69.83
4 Apr 2025
Exit
CAT
NYSE · Caterpillar Inc
283.58
20% entry drawdown
-20.21%
Entry 29 Mar 2024
355.39
4 Apr 2025
Exit
CE
NYSE · Celanese Corporation
40.87
20% entry drawdown
-25.90%
Entry 7 Mar 2025
55.16
4 Apr 2025
Exit
CECO
NASDAQ · CECO Environmental Corp.
19.80
20% entry drawdown
-21.80%
Entry 26 Apr 2024
25.32
4 Apr 2025
Exit
CERS
NASDAQ · Cerus Corporation
1.24
20% entry drawdown
-24.85%
Entry 24 Nov 2023
1.65
4 Apr 2025
Exit
CGTX
NASDAQ · Cognition Therapeutics Inc
0.35
20% entry drawdown
-25.90%
Entry 13 Dec 2024
0.48
4 Apr 2025
Exit
CLDT
NYSE · Chatham Lodging Trust REIT
5.89
20% entry drawdown
-21.24%
Entry 16 Aug 2024
7.47
4 Apr 2025
Exit
CLS
NYSE · Celestica Inc.
66.15
20% entry drawdown
-22.95%
Entry 8 Nov 2024
85.85
4 Apr 2025
Exit
CMRE
NYSE · Costamare Inc
6.32
20% entry drawdown
-26.42%
Entry 3 May 2024
8.59
4 Apr 2025
Exit
COUR
NYSE · Coursera Inc
6.26
20% entry drawdown
-21.26%
Entry 29 Nov 2024
7.95
4 Apr 2025
Exit
CTOS
NYSE · Custom Truck One Source Inc
3.52
20% entry drawdown
-30.84%
Entry 15 Nov 2024
5.09
4 Apr 2025
Exit
CTRN
NASDAQ · Citi Trends Inc
19.25
20% entry drawdown
-23.55%
Entry 6 Dec 2024
25.18