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
484.55
Total Return
384.55%
CAGR
56.82%
Annualized from first index week
Edge vs Market
+34.37%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.68
Sortino 5.21
Current Holdings
1108
Transactions
10720
Avg 3056.5/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4806
Stop 41.2% ·
Warning 58.2%
· 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
ABT
NYSE · Abbott Laboratories
93.27
MD 0.37 · Market Dynamics Buy Signal
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.04 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.15
MD 0.25 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.02 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BBOT
NASDAQ · BridgeBio Oncology Therapeutics, Inc.
8.32
MD 0.00 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · 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 1.40 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.37 · Market Dynamics Buy Signal
LZ
NASDAQ · LegalZoom.com Inc
7.25
MD 0.71 · 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 2.48 · 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
Q
NYSE · Qnity Electronics, Inc
143.80
MD 0.79 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.19 · 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%
BCDA
NASDAQ · Biocardia Inc
0.91
20% entry drawdown · -23.77%
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%
BLZE
NASDAQ · Backblaze Inc
17.60
Reversal Risk Warning · 135.29%
BMAC
NYSE · Black Mountain Acquisition Corp
10.60
Ticker inactive / final available close · 0.00%
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%
CLYM
NASDAQ · Climb Bio Inc
14.00
Reversal Risk Warning · 227.10%
CVAC
NASDAQ · CureVac NV
4.66
Ticker inactive / final available close · 47.47%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
DENN
NASDAQ · Dennys Corp
6.25
Ticker inactive / final available close · 51.33%
DWSN
NASDAQ · Dawson Geophysical Company
7.57
Reversal Risk Warning · 394.77%
EWTX
NASDAQ · Edgewise Therapeutics Inc
45.41
Reversal Risk Warning · 315.08%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
GKOS
NYSE · Glaukos Corp
152.72
Reversal Risk Warning · 82.11%
GRCL
NASDAQ · Gracell Biotechnologies Inc.
10.25
Ticker inactive / final available close · 107.49%
IRDM
NASDAQ · Iridium Communications Inc
50.06
Reversal Risk Warning · 118.07%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 75.74%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
MBX
NASDAQ · MBX Biosciences, Inc. Common Stock
61.05
Reversal Risk Warning · 408.75%
MPLT
NASDAQ · MapLight Therapeutics, Inc. Common Stock
39.32
Reversal Risk Warning · 36.43%
ODP
NASDAQ · ODP Corp
28.00
Ticker inactive / final available close · 57.57%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
PC
NASDAQ · Premium Catering (Holdings) Limited
9.40
Ticker inactive / final available close · 41.10%
PTRN
NASDAQ · Pattern Group Inc. Series A Common Stock
28.95
Reversal Risk Warning · 81.85%
RCM
NASDAQ · R1 RCM Inc
14.31
Ticker inactive / final available close · 28.92%
RLAY
NASDAQ · Relay Therapeutics Inc
20.01
Reversal Risk Warning · 566.83%
ROSS
NYSE · Ross Acquisition II Corp
11.08
Ticker inactive / final available close · 3.84%
SBFG
NASDAQ · SB Financial Group Inc
26.27
Reversal Risk Warning · 94.76%
SLRN
NASDAQ · ACELYRIN, INC. Common Stock
2.27
Ticker inactive / final available close · -11.67%
THRD
NASDAQ · Third Harmonic Bio Inc.
5.38
Ticker inactive / final available close · 4.06%
TLPH
NASDAQ · Talphera Inc.
1.46
Reversal Risk Warning · 196.33%
TTRX
NASDAQ · Turn Therapeutics Inc. Common Stock
9.44
Reversal Risk Warning · 84.02%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
WKC
NYSE · World Kinect Corporation
35.32
Reversal Risk Warning · 71.05%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
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
-
-
Q
NYSE · Qnity Electronics, Inc
10 Jul 2026143.80
143.80
New
Entry week
Buy
0.79
-
-
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
-
-
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
-
-
RDY
NYSE · Dr. Reddy’s Laboratories Ltd ADR
2 May 202513.91
13.19
-5.20%
Buy
0.20
-
-
REAX
NASDAQ · Real Brokerage Inc
3 Jul 20262.17
2.05
-5.53%
Buy
0.08
-
-
REGN
NASDAQ · Regeneron Pharmaceuticals Inc
16 May 2025590.29
664.52
12.58%
Buy
0.10
-
-
RELX
NYSE · Relx PLC ADR
24 Apr 202635.83
32.44
-9.46%
Buy
0.13
-
-
RELY
NASDAQ · Remitly Global Inc
20 Feb 202617.15
23.77
38.60%
Buy
0.53
-
-
REXR
NYSE · Rexford Industrial Realty Inc
20 Jun 202534.88
34.12
-2.19%
Buy
0.12
-
-
REYN
NASDAQ · Reynolds Consumer Products Inc
25 Jul 202521.29
26.27
23.39%
Buy
0.09
-
-
RFAI
NASDAQ · RF Acquisition Corp II Ordinary Shares
2 May 202510.45
11.04
5.60%
Buy
2.21
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
6 Feb 2026
Exit
TXT
NYSE · Textron Inc
95.40
Reversal Risk Warning
24.56%
Entry 16 May 2025
76.59
6 Feb 2026
Exit
UBFO
NASDAQ · United Security Bancshares
11.41
Reversal Risk Warning
75.13%
Entry 28 Jul 2023
6.52
6 Feb 2026
Exit
UBSI
NASDAQ · United Bankshares Inc
44.71
Reversal Risk Warning
47.93%
Entry 17 Nov 2023
30.22
6 Feb 2026
Exit
UCB
NYSE · United Community Banks, Inc.
35.94
Reversal Risk Warning
43.02%
Entry 8 Dec 2023
25.13
6 Feb 2026
Entry
ULH
NASDAQ · Universal Logistics Holdings Inc
17.83
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.60
6 Feb 2026
Exit
USB
NYSE · U.S. Bancorp
60.09
Reversal Risk Warning
76.97%
Entry 21 Jul 2023
33.95
6 Feb 2026
Entry
VHI
NYSE · Valhi Inc
15.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.25
6 Feb 2026
Exit
WASH
NASDAQ · Washington Trust Bancorp Inc
36.14
Reversal Risk Warning
51.26%
Entry 1 Dec 2023
23.90
6 Feb 2026
Exit
WBS
NYSE · Webster Financial Corporation
72.33
Reversal Risk Warning
76.45%
Entry 21 Jul 2023
40.99
6 Feb 2026
Exit
WMS
NYSE · Advanced Drainage Systems Inc
174.93
Reversal Risk Warning
53.30%
Entry 7 Mar 2025
114.11
6 Feb 2026
Exit
WMT
NASDAQ · Walmart Inc.
130.66
Reversal Risk Warning
129.00%
Entry 23 Feb 2024
57.06
6 Feb 2026
Exit
WNEB
NASDAQ · Western New England Bancorp Inc
14.17
Reversal Risk Warning
116.31%
Entry 27 Oct 2023
6.55
6 Feb 2026
Exit
WS
NYSE · Worthington Steel Inc
47.29
Reversal Risk Warning
77.63%
Entry 16 May 2025
26.62
6 Feb 2026
Exit
WSBC
NASDAQ · WesBanco, Inc.
37.06
Reversal Risk Warning
53.62%
Entry 21 Jul 2023
24.12
6 Feb 2026
Exit
WTBA
NASDAQ · West Bancorporation
25.78
Reversal Risk Warning
55.39%
Entry 1 Dec 2023
16.59
6 Feb 2026
Exit
WTFC
NASDAQ · Wintrust Financial Corporation
160.75
Reversal Risk Warning
103.37%
Entry 21 Jul 2023
79.04
6 Feb 2026
Exit
XLO
NASDAQ · Xilio Development Inc
7.57
20% entry drawdown
-21.44%
Entry 20 Jun 2025
9.64
6 Feb 2026
Entry
XTLB
NASDAQ · XTL Biopharmaceuticals Ltd ADR
4.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.47
6 Feb 2026
Exit
YUMC
NYSE · Yum China Holdings Inc
57.25
Reversal Risk Warning
75.62%
Entry 30 Aug 2024
32.60
6 Feb 2026
Exit
ZWS
NYSE · Zurn Elkay Water Solutions Corporation
52.55
Reversal Risk Warning
77.67%
Entry 28 Jul 2023
29.57
30 Jan 2026
Entry
AEHR
NASDAQ · Aehr Test Systems
25.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
30 Jan 2026
Exit
AMTM
NYSE · Amentum Holdings Inc.
35.78
Reversal Risk Warning
68.69%
Entry 9 May 2025
21.21
30 Jan 2026
Exit
ARI
NYSE · Apollo Commercial Real Estate Finance Inc
10.56
Reversal Risk Warning
29.67%
Entry 24 Nov 2023
8.14
30 Jan 2026
Exit
ASPS
NASDAQ · Altisource Portfolio Solutions SA
5.37
20% entry drawdown
-21.95%
Entry 14 Mar 2025
6.88
30 Jan 2026
Exit
AX
NYSE · Axos Financial Inc
98.99
Reversal Risk Warning
134.68%
Entry 14 Jul 2023
42.18
30 Jan 2026
Exit
BBD
NYSE · Banco Bradesco SA ADR
3.97
Reversal Risk Warning
103.46%
Entry 14 Feb 2025
1.95
30 Jan 2026
Entry
BLNE
NASDAQ · Beeline Holdings, Inc.
3.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
30 Jan 2026
Exit
CHRW
NASDAQ · CH Robinson Worldwide Inc
193.61
Reversal Risk Warning
104.37%
Entry 2 Aug 2024
94.73
30 Jan 2026
Entry
CLX
NYSE · The Clorox Company
111.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.57
30 Jan 2026
Exit
CMPX
NASDAQ · Compass Therapeutics Inc.
6.40
Reversal Risk Warning
305.06%
Entry 30 Aug 2024
1.58