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
PETZ
NASDAQ · TDH Holdings Inc
1 Aug 20251.04
1.18
13.46%
Buy
0.34
-
-
PEW
NYSE · GrabAGun Digital Holdings Inc.
31 Jul 20262.48
2.48
New
Entry week
Buy
0.20
-
-
PFE
NYSE · Pfizer Inc
27 Jun 202522.60
25.01
10.65%
Buy
0.11
-
-
PGAC
NASDAQ · Pantages Capital Acquisition Corporation
20 Mar 202610.47
10.68
2.01%
Buy
1.35
-
-
PGNY
NASDAQ · Progyny Inc
27 Dec 202416.90
31.13
84.20%
Buy
0.01
-
-
PGY
NASDAQ · Pagaya Technologies Ltd.
3 Jul 202617.79
19.27
8.32%
Buy
1.04
-
-
PHR
NYSE · Phreesia Inc
29 May 20269.86
10.73
8.82%
Buy
0.44
-
-
PII
NYSE · Polaris Industries Inc
6 Jun 202539.30
67.08
70.67%
Buy
0.72
-
-
PIII
NASDAQ · P3 Health Partners Inc
15 May 202611.29
9.83
-12.93%
Buy
0.89
-
-
PINS
NYSE · Pinterest Inc
1 May 202620.22
24.01
18.74%
Buy
0.06
-
-
PKX
NYSE · POSCO Holdings Inc
7 Mar 202552.05
53.17
2.14%
Buy
0.46
-
-
PLNT
NYSE · Planet Fitness Inc
24 Jul 202653.48
55.91
4.54%
Buy
0.02
-
-
PLUS
NASDAQ · ePlus inc
30 May 202570.46
92.41
31.15%
Buy
0.48
-
-
PMTS
NASDAQ · CPI Card Group Inc
7 Nov 202513.80
21.07
52.68%
Buy
0.20
-
-
POCI
NASDAQ · Precision Optics Corporation, Inc. Common stock
16 May 20254.52
4.24
-6.19%
Buy
0.18
-
-
PODD
NASDAQ · Insulet Corporation
17 Jul 2026164.06
165.35
0.79%
Buy
0.42
-
-
POLE
NASDAQ · Andretti Acquisition Corp. II Class A Ordinary Shares
13 Jun 202510.38
10.81
4.15%
Buy
2.68
-
-
POOL
NASDAQ · Pool Corporation
19 Jun 2026198.99
185.71
-6.67%
Buy
0.00
-
-
POWW
NASDAQ · Ammo Inc
10 Jan 20251.36
2.14
57.35%
Buy
0.37
-
-
PPG
NYSE · PPG Industries Inc
23 May 2025107.24
110.52
3.06%
Buy
0.19
-
-
PRAA
NASDAQ · PRA Group Inc
20 Mar 202617.46
17.37
-0.52%
Buy
0.29
-
-
PRGO
NYSE · Perrigo Company PLC
8 May 202611.41
10.11
-11.40%
Buy
0.03
-
-
PRKS
NYSE · United Parks & Resorts Inc
17 Apr 202636.07
44.63
23.73%
Buy
0.16
-
-
PRLD
NASDAQ · Prelude Therapeutics Inc
21 Nov 20251.67
4.60
175.45%
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
2.92
41.06%
Buy
0.44
-
-
PROF
NASDAQ · Profound Medical Corp
22 Aug 20254.74
7.38
55.70%
Buy
0.18
-
-
PRTA
NASDAQ · Prothena Corporation plc
1 Aug 20256.81
8.12
19.24%
Buy
0.13
-
-
PRZO
NASDAQ · ParaZero Technologies Ltd. Ordinary Shares
23 Aug 20240.56
0.46
-17.75%
Buy
0.07
-
-
PSEC
NASDAQ · Prospect Capital Corporation
2 Jan 20262.41
2.13
-11.47%
Buy
0.62
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
24 Nov 2023
Entry
TREE
NASDAQ · Lendingtree Inc
16.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
24 Nov 2023
Entry
TRV
NYSE · The Travelers Companies Inc
169.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.01
24 Nov 2023
Entry
TUYA
NYSE · Tuya Inc ADR
1.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.79
24 Nov 2023
Entry
TWO
NYSE · Two Harbors Investments Corp
9.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
24 Nov 2023
Entry
TXRH
NASDAQ · Texas Roadhouse Inc
107.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
24 Nov 2023
Entry
UG
NASDAQ · United-Guardian Inc
6.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.42
24 Nov 2023
Entry
UHS
NYSE · Universal Health Services Inc
137.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
24 Nov 2023
Entry
USFD
NYSE · US Foods Holding Corp
43.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
24 Nov 2023
Entry
V
NYSE · Visa Inc. Class A
249.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
24 Nov 2023
Entry
VCYT
NASDAQ · Veracyte Inc
26.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
24 Nov 2023
Entry
VERI
NASDAQ · Veritone Inc
2.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
24 Nov 2023
Entry
VHC
NASDAQ · VirnetX Holding Corp Common Stock
8.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
24 Nov 2023
Entry
VMD
NASDAQ · Viemed Healthcare Inc
7.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
24 Nov 2023
Entry
VNOM
NASDAQ · Viper Energy Ut
26.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.39
24 Nov 2023
Entry
VNT
NYSE · Vontier Corp
33.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
24 Nov 2023
Entry
VTR
NYSE · Ventas Inc
41.78
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
24 Nov 2023
Entry
WTS
NYSE · Watts Water Technologies Inc
191.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
24 Nov 2023
Entry
XPO
NYSE · XPO Logistics Inc
89.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
24 Nov 2023
Entry
XYL
NYSE · Xylem Inc
100.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
24 Nov 2023
Entry
XYZ
NYSE · Block, Inc
59.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
17 Nov 2023
Entry
ACIW
NASDAQ · ACI Worldwide Inc
25.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
17 Nov 2023
Entry
ACNB
NASDAQ · ACNB Corporation
35.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.65
17 Nov 2023
Entry
AEP
NASDAQ · American Electric Power Co Inc
70.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
17 Nov 2023
Entry
AER
NYSE · AerCap Holdings NV
67.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
17 Nov 2023
Entry
AMAL
NASDAQ · Amalgamated Bank
20.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56
17 Nov 2023
Entry
ANF
NYSE · Abercrombie & Fitch Company
73.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.06
17 Nov 2023
Entry
ARQ
NASDAQ · Arq Inc
2.50
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
17 Nov 2023
Entry
ASPI
NASDAQ · ASP Isotopes Inc. Common Stock
1.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
17 Nov 2023
Entry
AVA
NYSE · Avista Corporation
30.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
17 Nov 2023
Entry
AVAH
NASDAQ · Aveanna Healthcare Holdings Inc
2.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02