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
NDLS
NASDAQ · Noodles & Company
27 Mar 20269.20
12.53
36.20%
Buy
0.34
-
-
NEO
NASDAQ · NeoGenomics Inc
29 Aug 20258.78
14.11
60.71%
Buy
0.47
-
-
NEOG
NASDAQ · Neogen Corporation
7 Nov 20256.40
9.62
50.31%
Buy
1.27
-
-
NERV
NASDAQ · Minerva Neurosciences Inc
22 Aug 20252.44
4.72
93.84%
Buy
1.33
-
-
NEXT
NASDAQ · Nextdecade Corp
20 Feb 20265.48
7.99
45.80%
Buy
0.03
-
-
NGNE
NASDAQ · Neurogene Inc
2 May 202516.97
39.63
133.53%
Buy
0.20
-
-
NIO
NYSE · Nio Inc Class A ADR
1 Aug 20255.01
4.78
-4.59%
Buy
1.63
-
-
NIXX
NASDAQ · Nixxy, Inc.
26 Jun 20261.32
1.28
-3.03%
Buy
1.57
-
-
NKE
NYSE · Nike Inc
3 Jul 202644.09
44.37
0.64%
Buy
0.29
-
-
NKTX
NASDAQ · Nkarta Inc
22 May 20263.03
2.97
-1.98%
Buy
1.14
-
-
NMAX
NYSE · Newsmax, Inc.
17 Apr 20266.95
8.23
18.42%
Buy
1.33
-
-
NMP
NASDAQ · NMP Acquisition Corp.
1 May 202610.19
10.28
0.88%
Buy
2.46
-
-
NNBR
NASDAQ · NN Inc
30 Jan 20261.49
3.48
133.56%
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
13.67
-8.60%
Buy
0.03
-
-
NOG
NYSE · Northern Oil & Gas Inc
12 Dec 202521.82
18.52
-15.13%
Buy
0.07
-
-
NOMA
NASDAQ · NOMADAR Corp. Class A Common Stock
22 May 20263.60
3.11
-13.75%
Buy
0.33
-
-
NOMD
NYSE · Nomad Foods Ltd
5 Jun 20269.91
11.53
16.35%
Buy
0.05
-
-
NOVT
NASDAQ · Novanta Inc
30 May 2025123.82
156.65
26.51%
Buy
0.03
-
-
NOW
NYSE · ServiceNow Inc
22 May 2026102.13
107.71
5.46%
Buy
0.41
-
-
NRT
NYSE · North European Oil Royalty Trust
26 Sep 20255.25
7.31
39.22%
Buy
0.56
-
-
NRXP
NASDAQ · NRX Pharmaceuticals Inc
10 Apr 20262.22
4.19
88.74%
Buy
0.03
-
-
NSIT
NASDAQ · Insight Enterprises Inc
22 May 202697.73
119.81
22.59%
Buy
1.28
-
-
NSP
NYSE · Insperity Inc
8 May 202632.02
45.51
42.15%
Buy
0.09
-
-
NSSC
NASDAQ · NAPCO Security Technologies Inc
16 May 202527.30
36.07
32.12%
Buy
0.11
-
-
NTIC
NASDAQ · Northern Technologies
4 Jul 20258.25
8.15
-1.20%
Buy
0.03
-
-
NTLA
NASDAQ · Intellia Therapeutics Inc
20 Feb 202612.64
14.22
12.46%
Buy
0.15
-
-
NTNX
NASDAQ · Nutanix Inc
24 Apr 202640.56
54.79
35.08%
Buy
0.02
-
-
NVAX
NASDAQ · Novavax Inc
30 May 20257.34
9.33
27.11%
Buy
0.03
-
-
NVCR
NASDAQ · Novocure Ltd
1 May 202616.62
16.30
-1.93%
Buy
0.19
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
20 Mar 2026
Exit
ICFI
NASDAQ · ICF International Inc
65.62
20% entry drawdown
-22.95%
Entry 30 May 2025
85.16
20 Mar 2026
Exit
IMNN
NASDAQ · Imunon Inc
2.87
20% entry drawdown
-22.22%
Entry 9 Jan 2026
3.69
20 Mar 2026
Entry
KPLT
NASDAQ · Katapult Holdings Inc
7.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
20 Mar 2026
Exit
LBRT
NYSE · Liberty Energy Inc.
31.36
Reversal Risk Warning
106.90%
Entry 17 Oct 2025
15.16
20 Mar 2026
Exit
LNG
NYSE · Cheniere Energy Inc
280.24
Reversal Risk Warning
62.93%
Entry 13 Oct 2023
172.00
20 Mar 2026
Entry
LONA
NASDAQ · LeonaBio, Inc.
9.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
20 Mar 2026
Exit
LYEL
NASDAQ · Lyell Immunopharma Inc
19.12
20% entry drawdown
-20.33%
Entry 28 Nov 2025
24.00
20 Mar 2026
Entry
MAN
NYSE · ManpowerGroup Inc
26.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
20 Mar 2026
Exit
MGY
NYSE · Magnolia Oil & Gas Corp
30.58
Reversal Risk Warning
53.13%
Entry 7 Jul 2023
19.97
20 Mar 2026
Exit
MMLP
NASDAQ · Martin Midstream Partners LP
2.27
20% entry drawdown
-21.04%
Entry 16 Jan 2026
2.87
20 Mar 2026
Exit
MNTK
NASDAQ · Montauk Renewables Inc
1.13
20% entry drawdown
-32.74%
Entry 20 Feb 2026
1.68
20 Mar 2026
Exit
MOBX
NASDAQ · Mobix Labs Inc
4.82
20% entry drawdown
-23.56%
Entry 13 Mar 2026
6.30
20 Mar 2026
Exit
NAMM
NASDAQ · Namib Minerals Ordinary Shares
1.96
20% entry drawdown
-36.77%
Entry 23 Jan 2026
3.10
20 Mar 2026
Exit
NMRA
NASDAQ · Neumora Therapeutics, Inc.
2.51
20% entry drawdown
-25.96%
Entry 20 Feb 2026
3.39
20 Mar 2026
Exit
NSIT
NASDAQ · Insight Enterprises Inc
70.71
20% entry drawdown
-20.68%
Entry 6 Feb 2026
89.14
20 Mar 2026
Exit
NWL
NASDAQ · Newell Brands Inc
3.29
20% entry drawdown
-21.03%
Entry 23 Jan 2026
4.17
20 Mar 2026
Exit
NXDR
NYSE · NXDR
1.43
20% entry drawdown
-23.94%
Entry 18 Jul 2025
1.88
20 Mar 2026
Exit
OTLY
NASDAQ · Oatly Group AB ADR
9.68
20% entry drawdown
-22.50%
Entry 6 Jun 2025
12.49
20 Mar 2026
Exit
PDS
NYSE · Precision Drilling Corporation
98.64
Reversal Risk Warning
92.88%
Entry 13 Jun 2025
51.14
20 Mar 2026
Entry
PGAC
NASDAQ · Pantages Capital Acquisition Corporation
10.47
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.35
20 Mar 2026
Entry
PRAA
NASDAQ · PRA Group Inc
17.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
20 Mar 2026
Exit
RCEL
NASDAQ · Avita Medical Ltd
3.95
20% entry drawdown
-21.47%
Entry 27 Feb 2026
5.03
20 Mar 2026
Exit
RCMT
NASDAQ · RCM Technologies Inc
18.05
20% entry drawdown
-20.97%
Entry 16 May 2025
22.84
20 Mar 2026
Exit
RRGB
NASDAQ · Red Robin Gourmet Burgers Inc
3.16
20% entry drawdown
-23.86%
Entry 6 Mar 2026
4.15
20 Mar 2026
Entry
RXO
NYSE · RXO Inc.
13.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
20 Mar 2026
Entry
S
NYSE · SentinelOne Inc
14.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
20 Mar 2026
Entry
SLN
NASDAQ · Silence Therapeutics PLC
6.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
20 Mar 2026
Entry
SLNG
NASDAQ · Stabilis Solutions Inc
4.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
20 Mar 2026
Exit
SMCI
NASDAQ · Super Micro Computer Inc
20.53
20% entry drawdown
-43.41%
Entry 7 Feb 2025
36.28
20 Mar 2026
Exit
SNDX
NASDAQ · Syndax Pharmaceuticals Inc
24.23
Reversal Risk Warning
94.15%
Entry 8 Aug 2025
12.48