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
ONCY
NASDAQ · Oncolytics Biotech Inc
27 Jun 20250.75
0.75
0.36%
Buy
0.58
-
-
ONT
NYSE · Onterris
17 Jul 202620.93
20.99
0.29%
Buy
0.36
-
-
OPK
NASDAQ · Opko Health Inc
12 Jan 20240.98
1.32
34.97%
Buy
0.06
-
-
OPRX
NASDAQ · OPTIMIZERx Corp
17 Jul 20266.69
6.05
-9.57%
Buy
0.86
-
-
ORIC
NASDAQ · Oric Pharmaceuticals Inc
6 Jun 20259.32
11.07
18.78%
Buy
0.20
-
-
ORKT
NASDAQ · Orangekloud Technology Inc. Class A Ordinary Shares
27 Mar 20261.04
0.97
-6.73%
Buy
0.86
-
-
OSUR
NASDAQ · OraSure Technologies Inc
30 Jan 20262.79
4.05
45.16%
Buy
0.23
-
-
OTEX
NASDAQ · Open Text Corp
22 May 202623.19
25.34
9.25%
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
71.95
0.03%
Buy
0.05
-
-
OTLY
NASDAQ · Oatly Group AB ADR
24 Jul 202613.37
14.89
11.37%
Buy
0.06
-
-
OVID
NASDAQ · Ovid Therapeutics Inc
18 Jul 20250.55
2.22
303.64%
Buy
1.34
-
-
OWL
NYSE · Blue Owl Capital Inc
29 May 202610.28
10.30
0.19%
Buy
0.40
-
-
OWLS
NASDAQ · OBOOK Holdings Inc. Class A Common Shares
29 May 20265.80
5.24
-9.74%
Buy
1.48
-
-
OWLT
NYSE · Owlet Inc
26 Jun 20265.49
5.14
-6.38%
Buy
0.15
-
-
OXBR
NASDAQ · Oxbridge Re Holdings Ltd
3 Jul 20261.28
1.31
2.34%
Buy
1.09
-
-
PACK
NYSE · Ranpak Holdings Corp
18 Jul 20253.54
5.12
44.63%
Buy
0.12
-
-
PAGS
NYSE · PagSeguro Digital Ltd
7 Feb 20256.88
9.64
40.13%
Buy
0.24
-
-
PAMT
NASDAQ · PAMT CORP
22 May 202611.98
16.12
34.52%
Buy
0.09
-
-
PATH
NYSE · Uipath Inc
29 May 202611.72
12.76
8.87%
Buy
0.19
-
-
PAYC
NYSE · Paycom Software, Inc.
1 May 2026131.59
163.96
24.60%
Buy
0.34
-
-
PAYO
NASDAQ · Payoneer Global Inc
29 May 20265.20
7.17
37.88%
Buy
0.33
-
-
PAYX
NASDAQ · Paychex Inc
15 May 202691.54
116.84
27.64%
Buy
0.33
-
-
PCAP
NASDAQ · ProCap Acquisition Corp Class A Ordinary Shares
6 Mar 202610.20
10.32
1.18%
Buy
0.49
-
-
PCG
NYSE · PG&E Corp
29 Aug 202515.16
17.38
14.61%
Buy
0.05
-
-
PCRX
NASDAQ · Pacira BioSciences, Inc.
25 Oct 202416.83
26.41
56.92%
Buy
0.12
-
-
PCTY
NASDAQ · Paylocity Holding Corporation
15 May 2026107.12
137.90
28.73%
Buy
0.20
-
-
PCVX
NASDAQ · Vaxcyte Inc
3 Oct 202542.66
54.08
26.77%
Buy
0.95
-
-
PENN
NASDAQ · Penn National Gaming Inc
27 Feb 202615.64
20.53
31.27%
Buy
0.06
-
-
PERF
NYSE · Perfect Corp.
3 Apr 20261.69
1.92
13.61%
Buy
0.09
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
16 Feb 2024
Exit
ADCT
NYSE · ADC Therapeutics SA
5.29
Reversal Risk Warning
376.58%
Entry 1 Dec 2023
1.11
16 Feb 2024
Exit
AGI
NYSE · Alamos Gold Inc
11.57
20% entry drawdown
-21.13%
Entry 1 Dec 2023
14.67
16 Feb 2024
Exit
ALNY
NASDAQ · Alnylam Pharmaceuticals Inc
147.00
20% entry drawdown
-23.04%
Entry 22 Dec 2023
191.02
16 Feb 2024
Entry
BELFB
NASDAQ · Bel Fuse B Inc
73.41
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.40
16 Feb 2024
Entry
BKD
NYSE · Brookdale Senior Living Inc
6.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.72
16 Feb 2024
Entry
BLIN
NASDAQ · Bridgeline Digital Inc
0.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.74
16 Feb 2024
Exit
BMR
NASDAQ · Beamr Imaging Ltd. Ordinary Share
2.11
Price scale break
0.00%
Entry 9 Feb 2024
2.11
16 Feb 2024
Entry
CNK
NYSE · Cinemark Holdings Inc
16.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
16 Feb 2024
Exit
CPS
NYSE · Cooper Stnd
14.16
20% entry drawdown
-24.03%
Entry 24 Nov 2023
18.64
16 Feb 2024
Exit
CRSP
NASDAQ · Crispr Therapeutics AG
82.22
Reversal Risk Warning
21.11%
Entry 17 Nov 2023
67.89
16 Feb 2024
Entry
CSV
NYSE · Carriage Services Inc
24.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56
16 Feb 2024
Entry
DAO
NYSE · Youdao Inc
4.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
16 Feb 2024
Entry
FWONA
NASDAQ · Liberty Media Corporation Series A Liberty Formula One Common Stock
62.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.94
16 Feb 2024
Entry
FWONK
NASDAQ · Liberty Media Corporation Series C Liberty Formula One Common Stock
69.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.21
16 Feb 2024
Entry
GEO
NYSE · Geo Group Inc
12.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.46
16 Feb 2024
Entry
GNSS
NASDAQ · Genasys Inc
1.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
16 Feb 2024
Entry
GTLS
NYSE · Chart Industries Inc
132.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
16 Feb 2024
Exit
ICU
NASDAQ · SeaStar Medical Holding Corporation
290.00
Reversal Risk Warning
339.39%
Entry 29 Sep 2023
66.00
16 Feb 2024
Entry
IFS
NYSE · Intercorp Financial Services Inc
24.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.15
16 Feb 2024
Exit
IMNM
NASDAQ · Immunome Inc
25.84
Reversal Risk Warning
141.50%
Entry 29 Dec 2023
10.70
16 Feb 2024
Exit
INBS
NASDAQ · Intelligent Bio Solutions Inc.
44.20
20% entry drawdown
-25.71%
Entry 2 Feb 2024
59.50
16 Feb 2024
Entry
IPX
NASDAQ · IperionX Limited American Depositary Share
15.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.84
16 Feb 2024
Entry
JMIA
NYSE · Jumia Technologies AG
4.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.49
16 Feb 2024
Entry
KR
NYSE · Kroger Company
45.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.87
16 Feb 2024
Exit
LRMR
NASDAQ · Larimar Therapeutics Inc
12.78
Reversal Risk Warning
198.60%
Entry 22 Dec 2023
4.28
16 Feb 2024
Entry
LYTS
NASDAQ · LSI Industries Inc
13.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
16 Feb 2024
Exit
MLKN
NASDAQ · MillerKnoll Inc
27.52
Reversal Risk Warning
67.12%
Entry 21 Jul 2023
16.47
16 Feb 2024
Entry
MOD
NYSE · Modine Manufacturing Company
80.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.77
16 Feb 2024
Entry
MPLX
NYSE · MPLX LP
32.66
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.88
16 Feb 2024
Exit
MRCY
NASDAQ · Mercury Systems Inc
29.13
20% entry drawdown
-20.24%
Entry 22 Dec 2023
36.52