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
NVO
NYSE · Novo Nordisk A/S
22 May 202644.96
49.48
10.05%
Buy
0.26
-
-
NVR
NYSE · NVR Inc
26 Jun 20266828.62
6479.39
-5.11%
Buy
0.38
-
-
NVST
NYSE · Envista Holdings Corp
16 Aug 202417.91
25.91
44.67%
Buy
0.28
-
-
NWL
NASDAQ · Newell Brands Inc
12 Jun 20264.92
5.17
5.08%
Buy
0.17
-
-
NX
NYSE · Quanex Building Products
19 Dec 202515.30
17.40
13.74%
Buy
0.25
-
-
NXDR
NYSE · NXDR
15 May 20262.03
2.39
17.73%
Buy
0.30
-
-
NXPL
NASDAQ · Nextplat Corp
1 May 20266.34
7.03
10.88%
Buy
0.10
-
-
NXRT
NYSE · Nexpoint Residential Trust Inc
8 May 202629.38
27.31
-7.05%
Buy
0.03
-
-
OABI
NASDAQ · OmniAb Inc.
22 May 20262.65
2.29
-13.58%
Buy
0.46
-
-
OBA
NASDAQ · Oxley Bridge Acquisition Limited Class A Ordinary Shares
6 Mar 202610.12
10.25
1.28%
Buy
0.75
-
-
OBIO
NASDAQ · Orchestra BioMed Holdings Inc.
17 Oct 20253.32
3.99
20.18%
Buy
0.99
-
-
OC
NYSE · Owens Corning Inc
23 Jan 2026123.48
143.35
16.09%
Buy
0.19
-
-
OCCI
NASDAQ · OFS Credit Company Inc
22 May 20262.98
2.67
-10.40%
Buy
0.26
-
-
OCSL
NASDAQ · Oaktree Specialty Lending Corp
17 Apr 202612.75
12.12
-4.94%
Buy
0.09
-
-
ODD
NASDAQ · ODDITY Tech Ltd. Class A Ordinary Shares
12 Jun 202611.72
17.08
45.73%
Buy
0.37
-
-
ODP
NASDAQ · ODP Corp
6 Jun 202517.77
28.00
57.57%
Buy
0.88
-
-
OEC
NYSE · Orion Engineered Carbons SA
27 Mar 20266.04
5.69
-5.84%
Buy
0.37
-
-
OFS
NASDAQ · OFS Capital Corp
17 Apr 20263.96
3.72
-5.95%
Buy
0.09
-
-
OGCP
NYSE · Empire State Realty OP LP
15 May 20265.69
5.24
-7.83%
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
9.68
-1.12%
Buy
0.11
-
-
OKUR
NASDAQ · OnKure Therapeutics, Inc.
22 Aug 20252.83
4.28
51.24%
Buy
1.52
-
-
OLN
NYSE · Olin Corporation
22 Aug 202522.41
20.68
-7.71%
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
81.93
14.10%
Buy
0.02
-
-
OMCL
NASDAQ · Omnicell Inc
21 Nov 202536.00
44.92
24.78%
Buy
1.53
-
-
OMSE
NASDAQ · OMS Energy Technologies Inc.
2 Jan 20264.49
4.45
-0.89%
Buy
0.10
-
-
ONCY
NASDAQ · Oncolytics Biotech Inc
27 Jun 20250.75
0.89
18.21%
Buy
0.58
-
-
OPK
NASDAQ · Opko Health Inc
12 Jan 20240.98
1.35
38.04%
Buy
0.06
-
-
ORIC
NASDAQ · Oric Pharmaceuticals Inc
6 Jun 20259.32
10.85
16.42%
Buy
0.20
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
12 Jun 2026
Entry
ABM
NYSE · ABM Industries Incorporated
45.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
12 Jun 2026
Exit
ACNB
NASDAQ · ACNB Corporation
57.50
Reversal Risk Warning
62.94%
Entry 17 Nov 2023
35.29
12 Jun 2026
Exit
AIT
NYSE · Applied Industrial Technologies
320.11
Reversal Risk Warning
99.23%
Entry 24 Nov 2023
160.67
12 Jun 2026
Entry
ALAR
NASDAQ · Alarum Technologies Ltd.
9.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.38
12 Jun 2026
Entry
ALIS
NASDAQ · Calisa Acquisition Corp Ordinary shares
10.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.57
12 Jun 2026
Entry
ALK
NYSE · Alaska Air Group Inc
47.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
12 Jun 2026
Exit
ALRS
NASDAQ · Alerus Financial Corp
30.09
Reversal Risk Warning
82.03%
Entry 14 Jul 2023
16.53
12 Jun 2026
Exit
ALX
NYSE · Alexanders Inc
262.60
Reversal Risk Warning
79.81%
Entry 21 Jul 2023
146.04
12 Jun 2026
Exit
AMAL
NASDAQ · Amalgamated Bank
44.65
Reversal Risk Warning
121.66%
Entry 17 Nov 2023
20.14
12 Jun 2026
Entry
AMST
NASDAQ · Amesite Operating Co
1.26
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
12 Jun 2026
Entry
ANGH
NASDAQ · Anghami De Inc
5.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.95
12 Jun 2026
Exit
APLE
NYSE · Apple Hospitality REIT Inc
16.14
Reversal Risk Warning
43.10%
Entry 4 Jul 2025
11.28
12 Jun 2026
Exit
ARCB
NASDAQ · ArcBest Corp
173.04
Reversal Risk Warning
153.02%
Entry 20 Jun 2025
68.39
12 Jun 2026
Exit
ARKO
NASDAQ · Arko Corp
8.63
Reversal Risk Warning
100.18%
Entry 20 Jun 2025
4.31
12 Jun 2026
Exit
AROW
NASDAQ · Arrow Financial Corporation
39.86
Reversal Risk Warning
119.05%
Entry 21 Jul 2023
18.20
12 Jun 2026
Exit
ARW
NYSE · Arrow Electronics Inc
226.78
Reversal Risk Warning
96.94%
Entry 2 May 2025
115.15
12 Jun 2026
Exit
ASML
NASDAQ · ASML Holding NV ADR
1863.55
Reversal Risk Warning
153.82%
Entry 15 Dec 2023
734.21
12 Jun 2026
Exit
ASYS
NASDAQ · Amtech Systems Inc
23.99
Reversal Risk Warning
96.64%
Entry 19 Dec 2025
12.20
12 Jun 2026
Exit
ATI
NYSE · Allegheny Technologies Incorporated
198.48
Reversal Risk Warning
177.75%
Entry 9 May 2025
71.46
12 Jun 2026
Exit
AUC
NASDAQ · ATIF Holdings Limited
6.10
20% entry drawdown
-20.78%
Entry 29 May 2026
7.70
12 Jun 2026
Exit
AVAL
NYSE · Grupo Aval
5.53
Reversal Risk Warning
108.20%
Entry 31 Jan 2025
2.66
12 Jun 2026
Entry
AVTR
NYSE · Avantor Inc
9.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.99
12 Jun 2026
Exit
AXSM
NASDAQ · Axsome Therapeutics Inc
255.17
Reversal Risk Warning
232.19%
Entry 22 Dec 2023
76.82
12 Jun 2026
Entry
AZTA
NASDAQ · Azenta Inc
22.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
12 Jun 2026
Exit
AZZ
NYSE · AZZ Incorporated
150.63
Reversal Risk Warning
169.54%
Entry 22 Dec 2023
55.89
12 Jun 2026
Exit
BAFN
NASDAQ · Bayfirst Financial Corp
5.07
20% entry drawdown
-20.03%
Entry 27 Mar 2026
6.34
12 Jun 2026
Exit
BAP
NYSE · Credicorp Ltd
369.55
Reversal Risk Warning
149.59%
Entry 8 Mar 2024
148.06
12 Jun 2026
Exit
BBCP
NASDAQ · Concrete Pumping Holdings Class A
11.12
Reversal Risk Warning
95.88%
Entry 2 Aug 2024
5.68
12 Jun 2026
Exit
BFH
NYSE · Bread Financial Holdings, Inc.
101.71
Reversal Risk Warning
198.25%
Entry 26 Jan 2024
34.10
12 Jun 2026
Exit
BHE
NYSE · Benchmark Electronics Inc
89.78
Reversal Risk Warning
154.44%
Entry 3 May 2024
35.28