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
PSFE
NYSE · Paysafe Ltd
6 Mar 20267.55
8.08
7.02%
Buy
0.12
-
-
PTC
NASDAQ · PTC Inc
31 Jul 2026137.20
137.20
New
Entry week
Buy
0.02
-
-
PTEN
NASDAQ · Patterson-UTI Energy Inc
24 Oct 20256.41
10.48
63.45%
Buy
0.68
-
-
PTON
NASDAQ · Peloton Interactive Inc
24 Apr 20265.18
6.39
23.36%
Buy
0.05
-
-
PULM
NASDAQ · Pulmatrix Inc
26 Jun 20261.64
1.74
6.10%
Buy
0.66
-
-
PVH
NYSE · PVH Corp
4 Jul 202572.31
86.66
19.85%
Buy
0.22
-
-
PVL
NYSE · Permianville Royalty Trust
26 Jul 20241.30
1.73
33.27%
Buy
0.34
-
-
PXLW
NASDAQ · Pixelworks Inc
15 May 20266.83
6.01
-12.01%
Buy
0.72
-
-
PXS
NASDAQ · Pyxis Tankers Inc
13 Jun 20253.10
4.76
53.55%
Buy
0.06
-
-
PYPD
NASDAQ · PolyPid
6 Jun 20253.27
4.29
31.19%
Buy
0.96
-
-
PYPL
NASDAQ · PayPal Holdings Inc
24 Apr 202650.32
57.21
13.70%
Buy
0.13
-
-
PYXS
NASDAQ · Pyxis Oncology Inc
24 Apr 20261.90
2.65
39.47%
Buy
0.18
-
-
PZZA
NASDAQ · Papa John's International Inc
17 Apr 202636.94
29.90
-19.07%
Buy
0.12
-
-
QLYS
NASDAQ · Qualys Inc
22 May 2026102.37
144.75
41.40%
Buy
0.07
-
-
QMCO
NASDAQ · Quantum Corporation
8 May 20269.62
10.64
10.60%
Buy
1.28
-
-
QNST
NASDAQ · QuinStreet Inc
1 May 202613.04
15.50
18.87%
Buy
0.11
-
-
QRVO
NASDAQ · Qorvo Inc
23 May 202574.60
90.57
21.41%
Buy
0.17
-
-
QSEA
NASDAQ · Quartzsea Acquisition Corporati
23 Jan 202610.27
10.62
3.41%
Buy
1.04
-
-
QTTB
NASDAQ · Q32 Bio Inc
29 May 202611.05
15.68
41.90%
Buy
0.20
-
-
QUMS
NASDAQ · Quantumsphere Acquisition Corporation
22 May 202610.19
10.28
0.88%
Buy
5.58
-
-
QXL
NASDAQ · Quantum X Labs Inc.
6 Feb 20261.81
4.41
144.09%
Buy
0.10
-
-
RAMP
NYSE · Liveramp Holdings Inc
15 Nov 202427.89
37.87
35.78%
Buy
0.36
-
-
RAY
NASDAQ · Raytech Holding Limited Ordinary Shares
8 May 20263.35
2.76
-17.61%
Buy
0.30
-
-
RBRK
NYSE · Rubrik, Inc.
8 May 202662.34
72.36
16.07%
Buy
0.19
-
-
RCEL
NASDAQ · Avita Medical Ltd
17 Jul 20265.10
4.40
-13.73%
Buy
0.39
-
-
RCI
NYSE · Rogers Communications Inc
13 Jun 202526.60
33.85
27.24%
Buy
1.14
-
-
RDIB
NASDAQ · Reading International B Inc
24 Jan 20256.62
8.45
27.71%
Buy
0.49
-
-
RDNW
NASDAQ · RideNow Group, Inc.
15 Aug 20252.96
6.18
108.78%
Buy
0.65
-
-
RDY
NYSE · Dr. Reddy’s Laboratories Ltd ADR
2 May 202513.91
11.85
-14.83%
Buy
0.20
-
-
REGN
NASDAQ · Regeneron Pharmaceuticals Inc
16 May 2025590.29
762.63
29.20%
Buy
0.10
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
16 Feb 2024
Exit
NCLH
NYSE · Norwegian Cruise Line Holdings Ltd
16.26
20% entry drawdown
-20.14%
Entry 15 Dec 2023
20.36
16 Feb 2024
Entry
NVDA
NASDAQ · NVIDIA Corporation
72.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.84
16 Feb 2024
Entry
OCGN
NASDAQ · Ocugen Inc
0.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.40
16 Feb 2024
Entry
OPRT
NASDAQ · Oportun Financial Corp
3.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
16 Feb 2024
Entry
PESI
NASDAQ · Perma-Fix Environmental Svcs Inc
8.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
16 Feb 2024
Entry
PLMR
NASDAQ · Palomar Holdings Inc
74.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.69
16 Feb 2024
Entry
PRCH
NASDAQ · Porch Group Inc
3.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
16 Feb 2024
Entry
QMCO
NASDAQ · Quantum Corporation
10.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.02
16 Feb 2024
Exit
ROKU
NASDAQ · Roku Inc
72.00
20% entry drawdown
-24.15%
Entry 24 Nov 2023
94.93
16 Feb 2024
Entry
RPRX
NASDAQ · Royalty Pharma Plc
28.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.53
16 Feb 2024
Exit
SAFT
NASDAQ · Safety Insurance Group Inc
77.62
Reversal Risk Warning
25.27%
Entry 11 Aug 2023
61.96
16 Feb 2024
Entry
SLQT
NYSE · Selectquote Inc
1.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.64
16 Feb 2024
Entry
SMFG
NYSE · Sumitomo Mitsui Financial Group Inc
9.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
16 Feb 2024
Exit
TAL
NYSE · TAL Education Group
14.17
Reversal Risk Warning
77.13%
Entry 28 Jul 2023
8.00
16 Feb 2024
Entry
TME
NYSE · Tencent Music Entertainment Group
9.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.01
16 Feb 2024
Exit
TRUP
NASDAQ · Trupanion Inc
22.88
20% entry drawdown
-22.07%
Entry 1 Dec 2023
29.36
16 Feb 2024
Entry
TRVI
NASDAQ · Trevi Therapeutics Inc
2.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.77
16 Feb 2024
Exit
UPST
NASDAQ · Upstart Holdings Inc
26.19
20% entry drawdown
-29.06%
Entry 8 Dec 2023
36.92
16 Feb 2024
Entry
VEON
NASDAQ · VEON Ltd
23.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.15
16 Feb 2024
Entry
VERI
NASDAQ · Veritone Inc
2.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.73
16 Feb 2024
Exit
VHI
NYSE · Valhi Inc
12.46
20% entry drawdown
-20.60%
Entry 22 Dec 2023
15.70
16 Feb 2024
Entry
VSCO
NYSE · Victoria's Secret & Co
29.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.07
9 Feb 2024
Entry
AMG
NYSE · Affiliated Managers Group, Inc.
155.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.23
9 Feb 2024
Exit
ARDX
NASDAQ · Ardelyx Inc
9.74
Reversal Risk Warning
86.23%
Entry 8 Dec 2023
5.23
9 Feb 2024
Entry
ASTE
NASDAQ · Astec Industries Inc
34.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
9 Feb 2024
Exit
ATRA
NASDAQ · Atara Biotherapeutics Inc
20.50
20% entry drawdown
-32.79%
Entry 2 Feb 2024
30.50
9 Feb 2024
Entry
AXON
NASDAQ · Axon Enterprise Inc.
270.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.14
9 Feb 2024
Entry
BMR
NASDAQ · Beamr Imaging Ltd. Ordinary Share
2.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.87
9 Feb 2024
Entry
CD
NASDAQ · Chaince Digital Holdings Inc.
3.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.77
9 Feb 2024
Entry
CMMB
NASDAQ · Chemomab Therapeutics Ltd DRC
2.40
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.62