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
OMSE
NASDAQ · OMS Energy Technologies Inc.
2 Jan 20264.49
4.23
-5.79%
Buy
0.10
-
-
ONCY
NASDAQ · Oncolytics Biotech Inc
27 Jun 20250.75
0.81
8.21%
Buy
0.58
-
-
ONT
NYSE · Onterris
17 Jul 202620.93
19.66
-6.07%
Buy
0.36
-
-
OPK
NASDAQ · Opko Health Inc
12 Jan 20240.98
1.22
24.74%
Buy
0.06
-
-
OPRX
NASDAQ · OPTIMIZERx Corp
17 Jul 20266.69
6.24
-6.73%
Buy
0.86
-
-
ORIC
NASDAQ · Oric Pharmaceuticals Inc
6 Jun 20259.32
12.10
29.83%
Buy
0.20
-
-
ORKT
NASDAQ · Orangekloud Technology Inc. Class A Ordinary Shares
27 Mar 20261.04
1.07
2.88%
Buy
0.86
-
-
OSUR
NASDAQ · OraSure Technologies Inc
30 Jan 20262.79
3.97
42.29%
Buy
0.23
-
-
OTEX
NASDAQ · Open Text Corp
22 May 202623.19
22.37
-3.55%
Buy
0.57
-
-
OTGA
NASDAQ · OTG Acquisition Corp. I Class A Ordinary Share
29 May 202610.16
10.17
0.10%
Buy
2.27
-
-
OTIS
NYSE · Otis Worldwide Corp
24 Jul 202671.93
71.93
New
Entry week
Buy
0.05
-
-
OTLY
NASDAQ · Oatly Group AB ADR
24 Jul 202613.37
13.37
New
Entry week
Buy
0.05
-
-
OVID
NASDAQ · Ovid Therapeutics Inc
18 Jul 20250.55
2.33
323.64%
Buy
1.34
-
-
OWL
NYSE · Blue Owl Capital Inc
29 May 202610.28
9.45
-8.07%
Buy
0.40
-
-
OWLS
NASDAQ · OBOOK Holdings Inc. Class A Common Shares
29 May 20265.80
5.45
-6.03%
Buy
1.48
-
-
OWLT
NYSE · Owlet Inc
26 Jun 20265.49
5.25
-4.37%
Buy
0.15
-
-
OXBR
NASDAQ · Oxbridge Re Holdings Ltd
3 Jul 20261.28
1.57
22.66%
Buy
1.09
-
-
PACK
NYSE · Ranpak Holdings Corp
18 Jul 20253.54
6.47
82.77%
Buy
0.12
-
-
PAGS
NYSE · PagSeguro Digital Ltd
7 Feb 20256.88
9.20
33.74%
Buy
0.24
-
-
PAMT
NASDAQ · PAMT CORP
22 May 202611.98
16.22
35.39%
Buy
0.09
-
-
PATH
NYSE · Uipath Inc
29 May 202611.72
10.84
-7.51%
Buy
0.19
-
-
PAYC
NYSE · Paycom Software, Inc.
1 May 2026131.59
145.35
10.46%
Buy
0.34
-
-
PAYO
NASDAQ · Payoneer Global Inc
29 May 20265.20
7.12
36.92%
Buy
0.33
-
-
PAYX
NASDAQ · Paychex Inc
15 May 202691.54
113.55
24.04%
Buy
0.33
-
-
PCAP
NASDAQ · ProCap Acquisition Corp Class A Ordinary Shares
6 Mar 202610.20
10.31
1.08%
Buy
0.49
-
-
PCG
NYSE · PG&E Corp
29 Aug 202515.16
17.85
17.71%
Buy
0.05
-
-
PCRX
NASDAQ · Pacira BioSciences, Inc.
25 Oct 202416.83
25.88
53.77%
Buy
0.12
-
-
PCTY
NASDAQ · Paylocity Holding Corporation
15 May 2026107.12
125.27
16.94%
Buy
0.20
-
-
PCVX
NASDAQ · Vaxcyte Inc
3 Oct 202542.66
54.66
28.13%
Buy
0.95
-
-
PDCC
NYSE · Pearl Diver Credit Company Inc.
15 May 202611.13
9.22
-17.13%
Buy
0.02
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
16 May 2025
Entry
FIVE
NASDAQ · Five Below Inc
106.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
16 May 2025
Entry
FOXF
NASDAQ · Fox Factory Holding Corp
26.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
16 May 2025
Exit
FRHC
NASDAQ · Freedom Holding Corp
176.00
Reversal Risk Warning
80.77%
Entry 13 Sep 2024
97.36
16 May 2025
Entry
FSLR
NASDAQ · First Solar Inc
178.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
16 May 2025
Entry
FTEK
NASDAQ · Fuel Tech Inc
1.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
16 May 2025
Entry
GEV
NYSE · GE Vernova LLC
426.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
16 May 2025
Entry
GOTU
NYSE · Gaotu Techedu Inc DRC
3.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.62
16 May 2025
Entry
GXO
NYSE · GXO Logistics Inc
42.27
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
16 May 2025
Exit
HIMS
NYSE · Hims Hers Health Inc
64.65
Reversal Risk Warning
392.76%
Entry 1 Mar 2024
13.12
16 May 2025
Entry
HOWL
NASDAQ · Werewolf Therapeutics Inc
1.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
16 May 2025
Entry
HUHU
NASDAQ · HUHUTECH International Group Inc. Ordinary Shares
5.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.63
16 May 2025
Entry
INM
NASDAQ · InMed Pharmaceuticals Inc
2.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
16 May 2025
Entry
INSW
NYSE · International Seaways Inc
34.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.78
16 May 2025
Entry
ITOC
NASDAQ · iTonic Holdings Ltd.
5.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.09
16 May 2025
Entry
IZM
NASDAQ · ICZOOM Group Inc. Class A Ordinary Shares
2.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.28
16 May 2025
Entry
KALU
NASDAQ · Kaiser Aluminum Corporation
70.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
16 May 2025
Entry
LEG
NYSE · Leggett & Platt Incorporated
9.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
16 May 2025
Entry
LIF
NASDAQ · Life360, Inc. Common Stock
60.26
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
16 May 2025
Entry
LOT
NASDAQ · Lotus Technology Inc.
2.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.35
16 May 2025
Entry
LPCN
NASDAQ · Lipocine Inc
3.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
16 May 2025
Entry
LPG
NYSE · Dorian LPG Ltd
21.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.21
16 May 2025
Entry
MBLY
NASDAQ · Mobileye Global Inc. Class A Common Stock
15.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
16 May 2025
Entry
MCHP
NASDAQ · Microchip Technology Inc
59.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
16 May 2025
Entry
MGM
NYSE · MGM Resorts International
33.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
16 May 2025
Entry
MLCO
NASDAQ · Melco Resorts & Entertainment Ltd
6.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.43
16 May 2025
Entry
MSA
NYSE · MSA Safety
157.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
16 May 2025
Exit
NB
NASDAQ · NioCorp Developments Ltd. Common Stock
2.27
20% entry drawdown
-20.07%
Entry 18 Apr 2025
2.84
16 May 2025
Exit
NPCE
NASDAQ · Neuropace Inc
17.49
Reversal Risk Warning
191.50%
Entry 25 Aug 2023
6.00
16 May 2025
Entry
NSSC
NASDAQ · NAPCO Security Technologies Inc
27.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
16 May 2025
Exit
NTNX
NASDAQ · Nutanix Inc
82.77
Reversal Risk Warning
113.88%
Entry 13 Oct 2023
38.70