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
483.76
Total Return
383.76%
CAGR
56.75%
Annualized from first index week
Edge vs Market
+34.30%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.67
Sortino 5.20
Current Holdings
1117
Transactions
10719
Avg 3056.2/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4801
Stop 41.3% ·
Warning 58.4%
· Other 0.2%
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
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.03 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.48
MD 0.27 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.03 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ARAI
NASDAQ · Arrive AI Inc.
0.42
MD 0.40 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.19
MD 0.14 · Market Dynamics Buy Signal
GIB
NYSE · CGI Inc
67.06
MD 0.07 · Market Dynamics Buy Signal
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.46
MD 0.15 · Market Dynamics Buy Signal
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10.12
MD 1.35 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.44 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 1.51 · Market Dynamics Buy Signal
MKC-V
NYSE · McCormick & Company Incorporated
50.81
MD 0.15 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.15
MD 2.50 · Market Dynamics Buy Signal
MNDO
NASDAQ · MIND CTI Ltd
1.06
MD 0.16 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.96
MD 0.21 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.18 · Market Dynamics Buy Signal
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.55
MD 0.24 · Market Dynamics Buy Signal
SKIN
NASDAQ · Beauty Health Co
0.91
MD 0.21 · Market Dynamics Buy Signal
SKYX
NASDAQ · SKYX Platforms Corp
1.27
MD 0.09 · Market Dynamics Buy Signal
STIM
NASDAQ · Neuronetics Inc
1.76
MD 0.50 · Market Dynamics Buy Signal
TTEK
NASDAQ · Tetra Tech Inc
30.99
MD 0.06 · Market Dynamics Buy Signal
USPH
NYSE · U.S. Physical Therapy, Inc.
72.54
MD 0.07 · Market Dynamics Buy Signal
VRDN
NASDAQ · Viridian Therapeutics Inc
19.74
MD 0.12 · Market Dynamics Buy Signal
WRAP
NASDAQ · Wrap Technologies Inc
2.46
MD 0.26 · Market Dynamics Buy Signal
WVVI
NASDAQ · Willamette Valley Vineyards Inc
2.93
MD 1.08 · Market Dynamics Buy Signal
XTLB
NASDAQ · XTL Biopharmaceuticals Ltd ADR
2.91
MD 0.77 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.53
20% entry drawdown · -23.12%
BIRD
NASDAQ · Allbirds Inc
3.13
20% entry drawdown · -33.15%
BLLN
NASDAQ · BillionToOne, Inc. Class A Common Stock
126.77
Reversal Risk Warning · 28.06%
BYRN
NASDAQ · Byrna Technologies Inc
3.87
20% entry drawdown · -44.55%
CE
NYSE · Celanese Corporation
46.92
20% entry drawdown · -20.19%
CHGG
NYSE · Chegg Inc
0.85
20% entry drawdown · -23.79%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
GKOS
NYSE · Glaukos Corp
152.72
Reversal Risk Warning · 82.11%
JEM
NASDAQ · 707 Cayman Holdings Limited Ordinary Shares
0.54
20% entry drawdown · -64.86%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 75.74%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
NEWT
NASDAQ · NewtekOne, Inc.
14.78
Reversal Risk Warning · 52.99%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
TLPH
NASDAQ · Talphera Inc.
1.46
Reversal Risk Warning · 196.33%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
PSFE
NYSE · Paysafe Ltd
6 Mar 20267.55
8.07
6.89%
Buy
0.12
-
-
PSN
NYSE · Parsons Corp
12 Jun 202656.70
55.62
-1.90%
Buy
0.26
-
-
PTEN
NASDAQ · Patterson-UTI Energy Inc
24 Oct 20256.41
9.39
46.45%
Buy
0.68
-
-
PTON
NASDAQ · Peloton Interactive Inc
24 Apr 20265.18
5.86
13.13%
Buy
0.05
-
-
PULM
NASDAQ · Pulmatrix Inc
26 Jun 20261.64
1.72
4.88%
Buy
0.66
-
-
PVH
NYSE · PVH Corp
4 Jul 202572.31
79.37
9.77%
Buy
0.22
-
-
PVL
NYSE · Permianville Royalty Trust
26 Jul 20241.30
1.67
28.64%
Buy
0.34
-
-
PXLW
NASDAQ · Pixelworks Inc
15 May 20266.83
6.10
-10.69%
Buy
0.72
-
-
PXS
NASDAQ · Pyxis Tankers Inc
13 Jun 20253.10
4.17
34.52%
Buy
0.06
-
-
PYPD
NASDAQ · PolyPid
6 Jun 20253.27
5.23
59.94%
Buy
0.96
-
-
PYPL
NASDAQ · PayPal Holdings Inc
24 Apr 202650.32
46.32
-7.94%
Buy
0.13
-
-
PYXS
NASDAQ · Pyxis Oncology Inc
24 Apr 20261.90
2.67
40.53%
Buy
0.18
-
-
PZZA
NASDAQ · Papa John's International Inc
17 Apr 202636.94
33.49
-9.35%
Buy
0.12
-
-
QFIN
NASDAQ · 360 Finance Inc
29 May 202616.08
13.20
-17.91%
Buy
0.95
-
-
QLYS
NASDAQ · Qualys Inc
22 May 2026102.37
152.69
49.16%
Buy
0.07
-
-
QMCO
NASDAQ · Quantum Corporation
8 May 20269.62
10.02
4.16%
Buy
1.28
-
-
QNST
NASDAQ · QuinStreet Inc
1 May 202613.04
16.79
28.76%
Buy
0.11
-
-
QRVO
NASDAQ · Qorvo Inc
23 May 202574.60
85.81
15.03%
Buy
0.17
-
-
QSEA
NASDAQ · Quartzsea Acquisition Corporati
23 Jan 202610.27
10.55
2.69%
Buy
1.04
-
-
QTTB
NASDAQ · Q32 Bio Inc
29 May 202611.05
11.21
1.45%
Buy
0.20
-
-
QUMS
NASDAQ · Quantumsphere Acquisition Corporation
22 May 202610.19
10.25
0.59%
Buy
5.58
-
-
QXL
NASDAQ · Quantum X Labs Inc.
6 Feb 20261.81
5.09
181.73%
Buy
0.10
-
-
RAMP
NYSE · Liveramp Holdings Inc
15 Nov 202427.89
37.88
35.82%
Buy
0.36
-
-
RAY
NASDAQ · Raytech Holding Limited Ordinary Shares
8 May 20263.35
2.99
-10.75%
Buy
0.30
-
-
RBRK
NYSE · Rubrik, Inc.
8 May 202662.34
84.38
35.35%
Buy
0.19
-
-
RC
NYSE · Ready Capital Corp
24 Apr 20261.86
1.65
-11.29%
Buy
0.30
-
-
RCI
NYSE · Rogers Communications Inc
13 Jun 202526.60
32.93
23.79%
Buy
1.14
-
-
RCM
NASDAQ · R1 RCM Inc
23 Feb 202411.10
14.31
28.92%
Buy
0.50
-
-
RDIB
NASDAQ · Reading International B Inc
24 Jan 20256.62
8.51
28.62%
Buy
0.49
-
-
RDNW
NASDAQ · RideNow Group, Inc.
15 Aug 20252.96
5.88
98.65%
Buy
0.65
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
19 Jun 2026
Exit
ALIT
NYSE · Alight Inc
11.38
20% entry drawdown
-27.20%
Entry 1 May 2026
15.64
19 Jun 2026
Exit
ALNT
NASDAQ · Allient Inc.
95.85
Reversal Risk Warning
198.69%
Entry 16 May 2025
32.09
19 Jun 2026
Exit
ALOT
NASDAQ · AstroNova Inc
28.57
Reversal Risk Warning
146.93%
Entry 10 Apr 2026
11.57
19 Jun 2026
Exit
AMAT
NASDAQ · Applied Materials Inc
617.11
Reversal Risk Warning
204.01%
Entry 26 Sep 2025
202.99
19 Jun 2026
Exit
AMBQ
NYSE · Ambiq Micro, Inc.
90.48
Reversal Risk Warning
160.30%
Entry 17 Apr 2026
34.76
19 Jun 2026
Exit
AMKR
NASDAQ · Amkor Technology Inc
90.46
Reversal Risk Warning
221.15%
Entry 19 Sep 2025
28.17
19 Jun 2026
Exit
AMPG
NASDAQ · Amplitech Group Inc
8.99
Reversal Risk Warning
78.37%
Entry 22 May 2026
5.04
19 Jun 2026
Entry
AMSF
NASDAQ · AMERISAFE Inc
31.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
19 Jun 2026
Exit
AOSL
NASDAQ · Alpha and Omega Semiconductor Ltd
48.04
Reversal Risk Warning
112.10%
Entry 13 Feb 2026
22.65
19 Jun 2026
Entry
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
19 Jun 2026
Entry
APXT
NASDAQ · Apex Treasury Corporation
10.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.12
19 Jun 2026
Exit
ARM
NASDAQ · Arm Holdings plc American Depositary Shares
439.46
Reversal Risk Warning
252.87%
Entry 30 May 2025
124.54
19 Jun 2026
Exit
ATEN
NYSE · A10 Network
33.26
Reversal Risk Warning
126.31%
Entry 3 May 2024
14.70
19 Jun 2026
Entry
ATHM
NYSE · Autohome Inc
17.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
19 Jun 2026
Exit
ATRO
NASDAQ · Astronics Corporation
80.56
Reversal Risk Warning
312.85%
Entry 7 Mar 2025
19.51
19 Jun 2026
Exit
AUPH
NASDAQ · Aurinia Pharmaceuticals Inc
16.46
Reversal Risk Warning
143.49%
Entry 23 Aug 2024
6.76
19 Jun 2026
Exit
BAK
NYSE · Braskem SA Class A
2.94
20% entry drawdown
-23.24%
Entry 13 Feb 2026
3.83
19 Jun 2026
Exit
BDMD
NASDAQ · Baird Medical Investment Holdings Limited
1.11
20% entry drawdown
-28.39%
Entry 20 Feb 2026
1.55
19 Jun 2026
Exit
BE
NYSE · Bloom Energy Corp
328.91
Reversal Risk Warning
626.39%
Entry 15 Aug 2025
45.28
19 Jun 2026
Entry
BEEM
NASDAQ · Beam Global
1.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
19 Jun 2026
Exit
BFLY
NYSE · Butterfly Network Inc
8.90
Reversal Risk Warning
281.97%
Entry 3 Oct 2025
2.33
19 Jun 2026
Entry
BGDE
NASDAQ · Big Digital Energy, Inc.
10.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.11
19 Jun 2026
Entry
BIRD
NASDAQ · Allbirds Inc
4.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
19 Jun 2026
Exit
BTSG
NASDAQ · BrightSpring Health Services, Inc. Common Stock
66.25
Reversal Risk Warning
171.18%
Entry 16 May 2025
24.43
19 Jun 2026
Exit
BWEN
NASDAQ · Broadwind Energy Inc
5.03
Reversal Risk Warning
167.55%
Entry 16 May 2025
1.88
19 Jun 2026
Exit
CAKE
NASDAQ · The Cheesecake Factory
77.19
Reversal Risk Warning
148.79%
Entry 1 Dec 2023
31.03
19 Jun 2026
Exit
CAT
NYSE · Caterpillar Inc
985.82
Reversal Risk Warning
179.10%
Entry 13 Jun 2025
353.21
19 Jun 2026
Exit
CBK
NASDAQ · Commercial Bancgroup, Inc. Common Stock
31.36
Reversal Risk Warning
9.66%
Entry 22 May 2026
28.60
19 Jun 2026
Exit
CCBG
NASDAQ · Capital City Bank Group
47.48
Reversal Risk Warning
65.12%
Entry 22 Dec 2023
28.75
19 Jun 2026
Entry
CERT
NASDAQ · Certara Inc
5.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37