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
PSEC
NASDAQ · Prospect Capital Corporation
2 Jan 20262.41
2.12
-11.89%
Buy
0.62
-
-
PSFE
NYSE · Paysafe Ltd
6 Mar 20267.55
7.95
5.30%
Buy
0.12
-
-
PSN
NYSE · Parsons Corp
24 Jul 202658.73
58.73
New
Entry week
Buy
0.56
-
-
PTEN
NASDAQ · Patterson-UTI Energy Inc
24 Oct 20256.41
10.20
59.08%
Buy
0.68
-
-
PTON
NASDAQ · Peloton Interactive Inc
24 Apr 20265.18
6.08
17.37%
Buy
0.05
-
-
PULM
NASDAQ · Pulmatrix Inc
26 Jun 20261.64
1.65
0.61%
Buy
0.66
-
-
PVH
NYSE · PVH Corp
4 Jul 202572.31
80.41
11.21%
Buy
0.22
-
-
PVL
NYSE · Permianville Royalty Trust
26 Jul 20241.30
1.70
30.96%
Buy
0.34
-
-
PXLW
NASDAQ · Pixelworks Inc
15 May 20266.83
6.09
-10.83%
Buy
0.72
-
-
PXS
NASDAQ · Pyxis Tankers Inc
13 Jun 20253.10
4.47
44.19%
Buy
0.06
-
-
PYPD
NASDAQ · PolyPid
6 Jun 20253.27
3.90
19.27%
Buy
0.96
-
-
PYPL
NASDAQ · PayPal Holdings Inc
24 Apr 202650.32
56.15
11.60%
Buy
0.13
-
-
PYXS
NASDAQ · Pyxis Oncology Inc
24 Apr 20261.90
2.61
37.37%
Buy
0.18
-
-
PZZA
NASDAQ · Papa John's International Inc
17 Apr 202636.94
30.37
-17.80%
Buy
0.12
-
-
QLYS
NASDAQ · Qualys Inc
22 May 2026102.37
137.48
34.30%
Buy
0.07
-
-
QMCO
NASDAQ · Quantum Corporation
8 May 20269.62
11.10
15.38%
Buy
1.28
-
-
QNST
NASDAQ · QuinStreet Inc
1 May 202613.04
15.15
16.18%
Buy
0.11
-
-
QRVO
NASDAQ · Qorvo Inc
23 May 202574.60
86.51
15.97%
Buy
0.17
-
-
QSEA
NASDAQ · Quartzsea Acquisition Corporati
23 Jan 202610.27
10.58
3.02%
Buy
1.04
-
-
QTTB
NASDAQ · Q32 Bio Inc
29 May 202611.05
15.15
37.10%
Buy
0.20
-
-
QUMS
NASDAQ · Quantumsphere Acquisition Corporation
22 May 202610.19
10.27
0.79%
Buy
5.58
-
-
QXL
NASDAQ · Quantum X Labs Inc.
6 Feb 20261.81
4.90
171.21%
Buy
0.10
-
-
RAMP
NYSE · Liveramp Holdings Inc
15 Nov 202427.89
37.67
35.07%
Buy
0.36
-
-
RAY
NASDAQ · Raytech Holding Limited Ordinary Shares
8 May 20263.35
3.19
-4.78%
Buy
0.30
-
-
RBRK
NYSE · Rubrik, Inc.
8 May 202662.34
73.24
17.48%
Buy
0.19
-
-
RCEL
NASDAQ · Avita Medical Ltd
17 Jul 20265.10
4.61
-9.61%
Buy
0.39
-
-
RCI
NYSE · Rogers Communications Inc
13 Jun 202526.60
32.73
23.03%
Buy
1.14
-
-
RDIB
NASDAQ · Reading International B Inc
24 Jan 20256.62
9.14
38.14%
Buy
0.49
-
-
RDNW
NASDAQ · RideNow Group, Inc.
15 Aug 20252.96
6.40
116.22%
Buy
0.65
-
-
RDY
NYSE · Dr. Reddy’s Laboratories Ltd ADR
2 May 202513.91
11.79
-15.26%
Buy
0.20
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
5 Jul 2024
Exit
LFVN
NASDAQ · Lifevantage Corporation
5.72
20% entry drawdown
-20.57%
Entry 24 May 2024
7.20
5 Jul 2024
Entry
MPAA
NASDAQ · Motorcar Parts of America Inc
5.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
5 Jul 2024
Entry
MXL
NASDAQ · MaxLinear Inc
21.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
5 Jul 2024
Exit
NSSC
NASDAQ · NAPCO Security Technologies Inc
51.94
Reversal Risk Warning
71.90%
Entry 1 Dec 2023
30.21
5 Jul 2024
Exit
ONIT
NYSE · Onity Group Inc.
22.60
20% entry drawdown
-21.56%
Entry 15 Dec 2023
28.81
5 Jul 2024
Exit
SRRK
NASDAQ · Scholar Rock Holding Corp
7.74
20% entry drawdown
-25.15%
Entry 27 Oct 2023
10.34
5 Jul 2024
Exit
TKC
NYSE · Turkcell Iletisim Hizmetleri AS
7.43
Reversal Risk Warning
76.88%
Entry 4 Aug 2023
4.20
5 Jul 2024
Entry
VHC
NASDAQ · VirnetX Holding Corp Common Stock
6.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
5 Jul 2024
Entry
VS
NASDAQ · Versus Systems Inc
1.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.86
5 Jul 2024
Entry
ZG
NASDAQ · Zillow Group Inc
44.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
28 Jun 2024
Exit
ALAR
NASDAQ · Alarum Technologies Ltd.
41.71
Reversal Risk Warning
258.03%
Entry 2 Feb 2024
11.65
28 Jun 2024
Entry
ALNY
NASDAQ · Alnylam Pharmaceuticals Inc
243.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.16
28 Jun 2024
Entry
ANAB
NASDAQ · AnaptysBio Inc
16.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
28 Jun 2024
Entry
BETR
NASDAQ · Better Home & Finance Holding Company
22.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
28 Jun 2024
Entry
BMRC
NASDAQ · Bank of Marin Bancorp
14.87
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
28 Jun 2024
Entry
BYFC
NASDAQ · Broadway Financial Corporation
5.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
28 Jun 2024
Entry
CIM
NYSE · Chimera Investment Corporation
10.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
28 Jun 2024
Entry
COSM
NASDAQ · Cosmos Health Inc.
1.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.70
28 Jun 2024
Entry
DHC
NASDAQ · Diversified Healthcare Trust
2.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.61
28 Jun 2024
Entry
ECX
NASDAQ · ECARX Holdings Inc. Class A Ordinary shares
2.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
28 Jun 2024
Entry
ELS
NYSE · Equity Lifestyle Properties Inc
61.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
28 Jun 2024
Exit
ELTX
NASDAQ · Elicio Therapeutics Inc.
4.11
20% entry drawdown
-39.74%
Entry 22 Mar 2024
6.82
28 Jun 2024
Entry
EXTR
NASDAQ · Extreme Networks Inc
13.45
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.18
28 Jun 2024
Exit
HTCO
NASDAQ · Caravelle International Group
14.15
20% entry drawdown
-45.07%
Entry 17 May 2024
25.75
28 Jun 2024
Exit
JCSE
NASDAQ · JE Cleantech Holdings Ltd
0.64
20% entry drawdown
-21.94%
Entry 31 May 2024
0.82
28 Jun 2024
Entry
JMSB
NASDAQ · John Marshall Bancorp Inc
17.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
28 Jun 2024
Entry
KLTR
NASDAQ · Kaltura Inc
1.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
28 Jun 2024
Exit
KORE
NYSE · KORE Group Holdings Inc
2.12
20% entry drawdown
-33.49%
Entry 24 Nov 2023
3.19
28 Jun 2024
Entry
KRNY
NASDAQ · Kearny Financial Corp
5.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
28 Jun 2024
Exit
LDI
NYSE · Loandepot Inc
1.65
20% entry drawdown
-23.26%
Entry 8 Dec 2023
2.15