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
PENN
NASDAQ · Penn National Gaming Inc
27 Feb 202615.64
20.48
30.95%
Buy
0.06
-
-
PERF
NYSE · Perfect Corp.
3 Apr 20261.69
1.93
14.20%
Buy
0.09
-
-
PETZ
NASDAQ · TDH Holdings Inc
1 Aug 20251.04
1.18
13.46%
Buy
0.34
-
-
PFE
NYSE · Pfizer Inc
27 Jun 202522.60
24.54
8.57%
Buy
0.11
-
-
PGAC
NASDAQ · Pantages Capital Acquisition Corporation
20 Mar 202610.47
10.71
2.29%
Buy
1.35
-
-
PGNY
NASDAQ · Progyny Inc
27 Dec 202416.90
31.19
84.56%
Buy
0.01
-
-
PGY
NASDAQ · Pagaya Technologies Ltd.
3 Jul 202617.79
15.89
-10.68%
Buy
1.04
-
-
PHR
NYSE · Phreesia Inc
29 May 20269.86
10.22
3.65%
Buy
0.44
-
-
PII
NYSE · Polaris Industries Inc
6 Jun 202539.30
73.04
85.83%
Buy
0.72
-
-
PIII
NASDAQ · P3 Health Partners Inc
15 May 202611.29
9.62
-14.79%
Buy
0.89
-
-
PINS
NYSE · Pinterest Inc
1 May 202620.22
22.13
9.45%
Buy
0.06
-
-
PKX
NYSE · POSCO Holdings Inc
7 Mar 202552.05
52.34
0.55%
Buy
0.46
-
-
PLNT
NYSE · Planet Fitness Inc
24 Jul 202653.48
53.48
New
Entry week
Buy
0.02
-
-
PLUS
NASDAQ · ePlus inc
30 May 202570.46
89.02
26.34%
Buy
0.48
-
-
PMTS
NASDAQ · CPI Card Group Inc
7 Nov 202513.80
19.52
41.45%
Buy
0.20
-
-
POCI
NASDAQ · Precision Optics Corporation, Inc. Common stock
16 May 20254.52
4.30
-4.87%
Buy
0.18
-
-
PODD
NASDAQ · Insulet Corporation
17 Jul 2026164.06
163.26
-0.49%
Buy
0.42
-
-
POLE
NASDAQ · Andretti Acquisition Corp. II Class A Ordinary Shares
13 Jun 202510.38
10.80
4.05%
Buy
2.68
-
-
POOL
NASDAQ · Pool Corporation
19 Jun 2026198.99
183.77
-7.65%
Buy
0.00
-
-
POWW
NASDAQ · Ammo Inc
10 Jan 20251.36
2.06
51.47%
Buy
0.37
-
-
PPG
NYSE · PPG Industries Inc
23 May 2025107.24
116.00
8.17%
Buy
0.19
-
-
PRAA
NASDAQ · PRA Group Inc
20 Mar 202617.46
16.98
-2.75%
Buy
0.29
-
-
PRGO
NYSE · Perrigo Company PLC
8 May 202611.41
10.09
-11.57%
Buy
0.03
-
-
PRKS
NYSE · United Parks & Resorts Inc
17 Apr 202636.07
44.83
24.29%
Buy
0.16
-
-
PRLD
NASDAQ · Prelude Therapeutics Inc
21 Nov 20251.67
3.83
129.34%
Buy
1.67
-
-
PRMB
NYSE · Primo Brands Corporation
16 Jan 202618.61
22.70
21.97%
Buy
0.19
-
-
PRME
NASDAQ · Prime Medicine, Inc. Common Stock
20 Jun 20252.07
2.95
42.51%
Buy
0.44
-
-
PROF
NASDAQ · Profound Medical Corp
22 Aug 20254.74
7.26
53.16%
Buy
0.18
-
-
PRTA
NASDAQ · Prothena Corporation plc
1 Aug 20256.81
8.75
28.49%
Buy
0.13
-
-
PRZO
NASDAQ · ParaZero Technologies Ltd. Ordinary Shares
23 Aug 20240.56
0.49
-12.76%
Buy
0.07
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
22 Nov 2024
Entry
MATW
NASDAQ · Matthews International Corporation
28.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.51
22 Nov 2024
Exit
MSTR
NASDAQ · MicroStrategy Incorporated
421.88
Reversal Risk Warning
290.85%
Entry 1 Mar 2024
107.94
22 Nov 2024
Exit
NBTB
NASDAQ · NBT Bancorp Inc
47.70
Reversal Risk Warning
59.49%
Entry 14 Jul 2023
29.91
22 Nov 2024
Exit
NEOV
NASDAQ · NeoVolta Inc. Common Stock
5.80
Reversal Risk Warning
177.51%
Entry 5 Apr 2024
2.09
22 Nov 2024
Exit
NKTR
NASDAQ · Nektar Therapeutics
15.75
20% entry drawdown
-20.45%
Entry 5 Apr 2024
19.80
22 Nov 2024
Exit
NMG
NYSE · Nouveau Monde Graphite Inc
1.26
20% entry drawdown
-20.75%
Entry 11 Oct 2024
1.59
22 Nov 2024
Entry
NRDY
NYSE · Nerdy Inc
1.40
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.47
22 Nov 2024
Entry
NUTX
NASDAQ · Nutex Health Inc
32.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.00
22 Nov 2024
Exit
OC
NYSE · Owens Corning Inc
196.07
Reversal Risk Warning
34.98%
Entry 15 Dec 2023
145.26
22 Nov 2024
Exit
OKE
NYSE · ONEOK Inc
108.30
Reversal Risk Warning
71.73%
Entry 5 Jan 2024
63.07
22 Nov 2024
Exit
ONON
NYSE · On Holding Ltd
58.13
Reversal Risk Warning
103.04%
Entry 8 Dec 2023
28.63
22 Nov 2024
Exit
OPBK
NASDAQ · OP Bancorp
16.26
Reversal Risk Warning
84.18%
Entry 28 Jul 2023
8.83
22 Nov 2024
Entry
OUST
NASDAQ · Ouster, Inc. Common Stock
9.53
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
22 Nov 2024
Entry
PBT
NYSE · Permian Basin Royalty Trust
13.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.63
22 Nov 2024
Entry
PBYI
NASDAQ · Puma Biotechnology Inc
3.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
22 Nov 2024
Exit
PCYO
NASDAQ · Pure Cycle Corporation
14.03
Reversal Risk Warning
28.13%
Entry 15 Dec 2023
10.95
22 Nov 2024
Entry
PDYN
NASDAQ · Palladyne AI Corp
4.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.68
22 Nov 2024
Exit
PNR
NYSE · Pentair PLC
105.27
Reversal Risk Warning
55.74%
Entry 28 Jul 2023
67.60
22 Nov 2024
Exit
QNST
NASDAQ · QuinStreet Inc
22.91
Reversal Risk Warning
99.91%
Entry 24 Nov 2023
11.46
22 Nov 2024
Exit
QTWO
NYSE · Q2 Holdings
106.37
Reversal Risk Warning
183.50%
Entry 1 Dec 2023
37.52
22 Nov 2024
Entry
QUBT
NASDAQ · Quantum Computing Inc
6.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.97
22 Nov 2024
Entry
RBRK
NYSE · Rubrik, Inc.
51.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.44
22 Nov 2024
Entry
REAL
NASDAQ · TheRealReal Inc
4.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.02
22 Nov 2024
Exit
REFI
NASDAQ · Chicago Atlantic Real Estate Finance Inc
12.88
Reversal Risk Warning
24.73%
Entry 1 Sep 2023
10.32
22 Nov 2024
Entry
RILYG
NASDAQ · B. Riley Financial Inc. 5.00% Senior Notes due 2026
11.45
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
22 Nov 2024
Exit
RPC
NYSE · Ridgepost Capital, Inc
13.45
Reversal Risk Warning
70.84%
Entry 7 Jun 2024
7.87
22 Nov 2024
Exit
SG
NYSE · Sweetgreen Inc
43.40
Reversal Risk Warning
295.62%
Entry 12 Jan 2024
10.97
22 Nov 2024
Exit
SKY
NYSE · Skyline Corporation
102.10
Reversal Risk Warning
36.88%
Entry 22 Dec 2023
74.59
22 Nov 2024
Exit
SKYX
NASDAQ · SKYX Platforms Corp
1.00
20% entry drawdown
-24.81%
Entry 11 Oct 2024
1.33
22 Nov 2024
Entry
SNEX
NASDAQ · Stonex Group Inc
30.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.85