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
494.61
Total Return
394.61%
CAGR
56.21%
Annualized from first index week
Edge vs Market
+33.47%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.65
Sortino 5.18
Current Holdings
1076
Transactions
10942
Avg 3053.1/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4933
Stop 42.1% ·
Warning 57.3%
· 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
ACM
NYSE · Aecom Technology Corporation
75.84
MD 0.19 · Market Dynamics Buy Signal
ACN
NYSE · Accenture plc
175.72
MD 0.15 · Market Dynamics Buy Signal
AWRE
NASDAQ · Aware Inc
1.27
MD 0.13 · Market Dynamics Buy Signal
BAFN
NASDAQ · Bayfirst Financial Corp
6.34
MD 0.07 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
11.22
MD 0.46 · Market Dynamics Buy Signal
BGSI
NYSE · Boyd Group Services Inc.
102.34
MD 0.05 · Market Dynamics Buy Signal
BHC
NYSE · Bausch Health Companies Inc
6.25
MD 0.17 · Market Dynamics Buy Signal
BIOA
NASDAQ · BioAge Labs, Inc
11.72
MD 0.19 · Market Dynamics Buy Signal
BRLT
NASDAQ · Brilliant Earth Group Inc
1.28
MD 0.02 · Market Dynamics Buy Signal
CDNL
NASDAQ · Cardinal Infrastructure Group Inc. Class A Common Stock
64.00
MD 0.17 · Market Dynamics Buy Signal
CLX
NYSE · The Clorox Company
105.15
MD 0.50 · Market Dynamics Buy Signal
CTSH
NASDAQ · Cognizant Technology Solutions Corp Class A
57.67
MD 0.29 · Market Dynamics Buy Signal
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
3.32
MD 1.69 · Market Dynamics Buy Signal
DOCS
NYSE · Doximity Inc
27.40
MD 0.99 · Market Dynamics Buy Signal
FRPT
NASDAQ · Freshpet Inc
66.91
MD 0.17 · Market Dynamics Buy Signal
FWRD
NASDAQ · Forward Air Corporation
19.35
MD 0.19 · Market Dynamics Buy Signal
G
NYSE · Genpact Limited
34.29
MD 0.42 · Market Dynamics Buy Signal
GLOB
NYSE · Globant SA
37.40
MD 0.19 · Market Dynamics Buy Signal
HUIZ
NASDAQ · Huize Holding Ltd
1.66
MD 0.29 · Market Dynamics Buy Signal
INSP
NYSE · Inspire Medical Systems Inc
60.16
MD 0.93 · Market Dynamics Buy Signal
INTU
NASDAQ · Intuit Inc
325.25
MD 0.07 · Market Dynamics Buy Signal
IT
NYSE · Gartner Inc
185.60
MD 0.94 · Market Dynamics Buy Signal
LBRDA
NASDAQ · Liberty Broadband Srs A
35.93
MD 0.00 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.11
MD 0.28 · Market Dynamics Buy Signal
MOS
NYSE · The Mosaic Company
23.06
MD 0.11 · Market Dynamics Buy Signal
MRDN
NASDAQ · Meridian Holdings Inc
14.42
MD 0.94 · Market Dynamics Buy Signal
OPCH
NASDAQ · Option Care Health Inc
23.79
MD 0.22 · Market Dynamics Buy Signal
PBH
NYSE · Prestige Brand Holdings Inc
54.85
MD 0.16 · Market Dynamics Buy Signal
PCOR
NYSE · Procore Technologies Inc
57.06
MD 0.53 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.14
MD 0.59 · Market Dynamics Buy Signal
RKDA
NASDAQ · Arcadia Biosciences Inc
0.70
MD 0.22 · Market Dynamics Buy Signal
RWAY
NASDAQ · Runway Growth Finance Corp
6.84
MD 0.16 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.53
MD 0.61 · Market Dynamics Buy Signal
TNDM
NASDAQ · Tandem Diabetes Care Inc
22.38
MD 0.31 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
101.83
MD 1.69 · Market Dynamics Buy Signal
TSCO
NASDAQ · Tractor Supply Company
34.56
MD 0.23 · Market Dynamics Buy Signal
UPST
NASDAQ · Upstart Holdings Inc
31.09
MD 0.08 · Market Dynamics Buy Signal
VNT
NYSE · Vontier Corp
35.09
MD 0.23 · Market Dynamics Buy Signal
WIX
NASDAQ · Wix.Com Ltd
60.20
MD 0.10 · Market Dynamics Buy Signal
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
2.02
MD 1.63 · Market Dynamics Buy Signal
ZKH
NYSE · ZKH Group Limited
2.85
MD 0.27 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AHCO
NASDAQ · Adapthealth Corp
5.69
20% entry drawdown · -23.83%
AKBA
NASDAQ · Akebia Ther
0.91
20% entry drawdown · -26.62%
AMLX
NASDAQ · Amylyx Pharmaceuticals Inc
22.82
Reversal Risk Warning · 260.51%
APTV
NYSE · Aptiv PLC
49.55
20% entry drawdown · -25.65%
ATS
NYSE · ATS Corporation
21.13
20% entry drawdown · -27.06%
BAER
NASDAQ · Bridger Aerospace Group Holdings, Inc. Common Stock
1.26
20% entry drawdown · -32.44%
BTMD
NASDAQ · biote Corp
1.48
20% entry drawdown · -31.80%
CRL
NYSE · Charles River Laboratories
267.49
Reversal Risk Warning · 78.98%
DAAQ
NASDAQ · Digital Asset Acquisition Corp.
8.14
20% entry drawdown · -20.51%
FVN
NASDAQ · Future Vision II Acquisition Corporation Ordinary shares
11.80
Reversal Risk Warning · 12.61%
GDTC
NASDAQ · CytoMed Therapeutics Limited Ordinary Shares
0.82
20% entry drawdown · -29.20%
HCAT
NASDAQ · Health Catalyst Inc
1.73
20% entry drawdown · -24.45%
HGBL
NASDAQ · Heritage Global Inc
1.06
20% entry drawdown · -22.63%
IPCX
NASDAQ · Inflection Point Acquisition Corp. III Class A Ordinary Shares
4.44
20% entry drawdown · -56.34%
LVWR
NYSE · LiveWire Group Inc.
1.08
20% entry drawdown · -40.33%
MTW
NYSE · Manitowoc Company Inc
18.81
Reversal Risk Warning · 82.09%
ONT
NYSE · Onterris
16.51
20% entry drawdown · -21.12%
ORGO
NASDAQ · Organogenesis Holdings Inc
1.86
20% entry drawdown · -29.01%
PETZ
NASDAQ · TDH Holdings Inc
1.59
Reversal Risk Warning · 52.40%
PZZA
NASDAQ · Papa John's International Inc
24.47
20% entry drawdown · -33.77%
SPPL
NASDAQ · SIMPPLE LTD. Ordinary Shares
2.54
20% entry drawdown · -35.20%
SWK
NYSE · Stanley Black & Decker Inc
103.89
Reversal Risk Warning · 52.82%
UHAL
NYSE · U-Haul Holding Company
75.27
Reversal Risk Warning · 43.13%
VAC
NYSE · Marriot Vacations Worldwide
123.47
Reversal Risk Warning · 110.62%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
PRME
NASDAQ · Prime Medicine, Inc. Common Stock
20 Jun 20252.07
3.08
48.79%
Buy
0.44
-
-
PROF
NASDAQ · Profound Medical Corp
22 Aug 20254.74
7.41
56.33%
Buy
0.18
-
-
PRTA
NASDAQ · Prothena Corporation plc
1 Aug 20256.81
8.76
28.63%
Buy
0.13
-
-
PRZO
NASDAQ · ParaZero Technologies Ltd. Ordinary Shares
23 Aug 20240.56
0.55
-1.62%
Buy
0.07
-
-
PSEC
NASDAQ · Prospect Capital Corporation
2 Jan 20262.41
2.33
-3.16%
Buy
0.62
-
-
PSFE
NYSE · Paysafe Ltd
6 Mar 20267.55
7.32
-3.05%
Buy
0.12
-
-
PTC
NASDAQ · PTC Inc
31 Jul 2026137.20
147.71
7.66%
Buy
0.02
-
-
PTEN
NASDAQ · Patterson-UTI Energy Inc
24 Oct 20256.41
9.87
53.93%
Buy
0.68
-
-
PTON
NASDAQ · Peloton Interactive Inc
24 Apr 20265.18
5.68
9.65%
Buy
0.05
-
-
PULM
NASDAQ · Pulmatrix Inc
26 Jun 20261.64
1.66
1.22%
Buy
0.66
-
-
PVH
NYSE · PVH Corp
4 Jul 202572.31
87.58
21.12%
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
6.54
-4.25%
Buy
0.72
-
-
PXS
NASDAQ · Pyxis Tankers Inc
13 Jun 20253.10
5.03
62.26%
Buy
0.06
-
-
PYPD
NASDAQ · PolyPid
6 Jun 20253.27
4.84
48.01%
Buy
0.96
-
-
PYPL
NASDAQ · PayPal Holdings Inc
24 Apr 202650.32
59.07
17.40%
Buy
0.13
-
-
PYXS
NASDAQ · Pyxis Oncology Inc
24 Apr 20261.90
3.73
96.32%
Buy
0.18
-
-
QLYS
NASDAQ · Qualys Inc
22 May 2026102.37
183.48
79.23%
Buy
0.07
-
-
QMCO
NASDAQ · Quantum Corporation
8 May 20269.62
12.04
25.16%
Buy
1.28
-
-
QNST
NASDAQ · QuinStreet Inc
1 May 202613.04
21.08
61.66%
Buy
0.11
-
-
QRVO
NASDAQ · Qorvo Inc
23 May 202574.60
99.08
32.82%
Buy
0.17
-
-
QSEA
NASDAQ · Quartzsea Acquisition Corporati
23 Jan 202610.27
10.65
3.70%
Buy
1.04
-
-
QTTB
NASDAQ · Q32 Bio Inc
29 May 202611.05
15.60
41.18%
Buy
0.20
-
-
QUMS
NASDAQ · Quantumsphere Acquisition Corporation
22 May 202610.19
10.30
1.08%
Buy
5.58
-
-
QXL
NASDAQ · Quantum X Labs Inc.
6 Feb 20261.81
4.60
154.61%
Buy
0.10
-
-
RAMP
NYSE · Liveramp Holdings Inc
15 Nov 202427.89
37.81
35.57%
Buy
0.36
-
-
RAY
NASDAQ · Raytech Holding Limited Ordinary Shares
8 May 20263.35
2.93
-12.54%
Buy
0.30
-
-
RBRK
NYSE · Rubrik, Inc.
8 May 202662.34
90.07
44.48%
Buy
0.19
-
-
RCEL
NASDAQ · Avita Medical Ltd
17 Jul 20265.10
7.77
52.35%
Buy
0.39
-
-
RCI
NYSE · Rogers Communications Inc
13 Jun 202526.60
34.47
29.57%
Buy
1.14
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
17 Nov 2023
Entry
FSS
NYSE · Federal Signal Corporation
68.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
17 Nov 2023
Entry
FTS
NYSE · Fortis Inc
37.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
17 Nov 2023
Entry
FUNC
NASDAQ · First United Corporation
16.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.66
17 Nov 2023
Entry
GGG
NYSE · Graco Inc
78.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
17 Nov 2023
Entry
GIL
NYSE · Gildan Activewear Inc.
33.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.88
17 Nov 2023
Entry
GLSI
NASDAQ · Greenwich Lifesciences Inc
10.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.95
17 Nov 2023
Entry
GRCL
NASDAQ · Gracell Biotechnologies Inc.
4.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
17 Nov 2023
Entry
GSBC
NASDAQ · Great Southern Bancorp Inc
49.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
17 Nov 2023
Entry
GYRE
NASDAQ · Gyre Therapeutics Inc.
14.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
17 Nov 2023
Entry
HBCP
NASDAQ · Home Bancorp Inc
36.09
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.76
17 Nov 2023
Exit
HITI
NASDAQ · High Tide Inc
1.19
20% entry drawdown
-24.68%
Entry 8 Sep 2023
1.58
17 Nov 2023
Entry
HST
NASDAQ · Host Hotels & Resorts Inc
15.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
17 Nov 2023
Entry
IBM
NYSE · International Business Machines
141.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
17 Nov 2023
Entry
IMDX
NASDAQ · Insight Molecular Diagnostics Inc.
4.09
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
17 Nov 2023
Entry
INDB
NASDAQ · Independent Bank
51.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
17 Nov 2023
Entry
INGN
NASDAQ · Inogen Inc
5.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.86
17 Nov 2023
Entry
JWEL
NASDAQ · Jowell Global Ltd.
1.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
17 Nov 2023
Entry
KLAC
NASDAQ · KLA Corporation
53.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
17 Nov 2023
Entry
KYNB
NASDAQ · Kyntra Bio, Inc.
14.26
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
17 Nov 2023
Entry
LAMR
NASDAQ · Lamar Advertising Company
85.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
17 Nov 2023
Entry
LEVI
NYSE · Levi Strauss & Co Class A
14.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.57
17 Nov 2023
Entry
LKFN
NASDAQ · Lakeland Financial Corporation
52.83
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
17 Nov 2023
Entry
M
NYSE · Macy’s Inc
12.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
17 Nov 2023
Entry
MCO
NYSE · Moodys Corporation
348.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
17 Nov 2023
Entry
MRBK
NASDAQ · Meridian Bank
11.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
17 Nov 2023
Entry
NBP
NASDAQ · NovaBridge Biosciences
1.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
17 Nov 2023
Entry
NEU
NYSE · NewMarket Corporation
488.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
17 Nov 2023
Entry
NJR
NYSE · NewJersey Resources Corporation
38.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
17 Nov 2023
Entry
NMRK
NASDAQ · Newmark Group Inc
7.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
17 Nov 2023
Entry
NNN
NYSE · NNN REIT, Inc.
33.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09