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
RSSS
NASDAQ · Research Solutions Inc
12 Jun 20262.33
2.16
-7.30%
Buy
0.29
-
-
RTO
NYSE · Rentokil Initial PLC
2 May 202523.30
24.21
3.90%
Buy
0.08
-
-
RVTY
NYSE · Revvity Inc.
24 Oct 202598.75
114.66
16.11%
Buy
0.22
-
-
RWAY
NASDAQ · Runway Growth Finance Corp
7 Aug 20266.84
6.84
New
Entry week
Buy
0.16
-
-
RXO
NYSE · RXO Inc.
20 Mar 202613.23
21.70
64.02%
Buy
0.13
-
-
RYAN
NYSE · Ryan Specialty Group Holdings Inc
12 Jun 202635.64
42.84
20.20%
Buy
0.31
-
-
RZLT
NASDAQ · Rezolute Inc
3 Apr 20263.12
4.69
50.32%
Buy
0.10
-
-
RZLV
NASDAQ · Rezolve AI Limited Ordinary Shares
15 May 20262.55
2.73
7.06%
Buy
0.03
-
-
S
NYSE · SentinelOne Inc
20 Mar 202614.17
21.40
51.02%
Buy
0.18
-
-
SABS
NASDAQ · SAB Biotherapeutics Inc
24 Oct 20253.03
3.90
28.71%
Buy
0.14
-
-
SAFE
NYSE · Safehold Inc
18 Apr 202514.56
16.29
11.85%
Buy
0.20
-
-
SAIA
NASDAQ · Saia Inc
11 Jul 2025303.28
364.21
20.09%
Buy
0.13
-
-
SANA
NASDAQ · Sana Biotechnology Inc
6 Jun 20252.84
3.52
23.94%
Buy
0.21
-
-
SARO
NYSE · StandardAero, Inc.
19 Jun 202627.75
29.19
5.19%
Buy
0.16
-
-
SBAC
NASDAQ · SBA Communications Corp
3 Apr 2026202.81
184.03
-9.26%
Buy
0.20
-
-
SCL
NYSE · Stepan Company
19 Dec 202546.82
65.15
39.15%
Buy
0.41
-
-
SCOR
NASDAQ · Comscore Inc
11 Apr 20255.63
7.20
27.89%
Buy
0.05
-
-
SDGR
NASDAQ · Schrodinger Inc
19 Jun 202615.76
18.16
15.23%
Buy
0.98
-
-
SEED
NASDAQ · Origin Agritech Ltd
22 Aug 20251.10
1.04
-5.73%
Buy
0.59
-
-
SEER
NASDAQ · Seer Inc
22 Dec 20231.82
2.17
19.23%
Buy
0.27
-
-
SEG
NYSE · Seaport Entertainment Group Inc.
20 Jun 202519.46
28.25
45.17%
Buy
0.21
-
-
SGML
NASDAQ · Sigma Lithium Resources Corp
15 Aug 20256.40
11.38
77.81%
Buy
0.92
-
-
SGMT
NASDAQ · Sagimet Biosciences Inc. Series A Common Stock
6 Jun 20255.56
9.06
62.95%
Buy
0.25
-
-
SGRP
NASDAQ · SPAR Group Inc
31 Jul 20260.60
0.65
8.33%
Buy
0.30
-
-
SHEN
NASDAQ · Shenandoah Telecommunications Co
21 Mar 202512.65
13.48
6.54%
Buy
0.44
-
-
SHLS
NASDAQ · Shoals Technologies Group Inc
15 Aug 20255.19
8.93
72.06%
Buy
0.54
-
-
SIBN
NASDAQ · Si-Bone Inc
29 May 202614.10
18.61
31.99%
Buy
0.09
-
-
SIRI
NASDAQ · Sirius XM Holding Inc
4 Jul 202523.18
29.91
29.05%
Buy
0.57
-
-
SJ
NASDAQ · Scienjoy Holding Corp
9 Jan 20260.80
0.90
13.23%
Buy
0.81
-
-
SJM
NYSE · The J. M. Smucker Company
12 Jun 2026116.49
120.16
3.15%
Buy
0.15
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
17 Nov 2023
Entry
WSR
NYSE · Whitestone REIT
9.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.43
10 Nov 2023
Entry
ABVC
NASDAQ · ABVC Biopharma Inc
1.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
10 Nov 2023
Entry
AMBP
NYSE · Ardagh Metal Packaging SA
2.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
10 Nov 2023
Entry
AMT
NYSE · American Tower Corp
167.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
10 Nov 2023
Entry
ATLCP
NASDAQ · Atlanticus Holdings Corp Preferred
16.69
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
10 Nov 2023
Entry
AZO
NYSE · AutoZone Inc
2702.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
10 Nov 2023
Entry
BBSI
NASDAQ · Barrett Business Services Inc
25.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
10 Nov 2023
Entry
BVFL
NASDAQ · BV Financial, Inc. Common Stock
10.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.44
10 Nov 2023
Entry
CL
NYSE · Colgate-Palmolive Company
71.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
10 Nov 2023
Entry
DECK
NYSE · Deckers Outdoor Corporation
105.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
10 Nov 2023
Entry
EA
NASDAQ · Electronic Arts Inc
131.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
10 Nov 2023
Exit
ELDN
NASDAQ · Eledon Pharmaceuticals Inc
1.16
20% entry drawdown
-24.18%
Entry 6 Oct 2023
1.53
10 Nov 2023
Entry
FATE
NASDAQ · Fate Therapeutics Inc
2.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
10 Nov 2023
Exit
FLXS
NASDAQ · Flexsteel Industries Inc
15.63
20% entry drawdown
-26.94%
Entry 1 Sep 2023
21.40
10 Nov 2023
Exit
GKOS
NYSE · Glaukos Corp
60.54
20% entry drawdown
-23.45%
Entry 14 Jul 2023
79.09
10 Nov 2023
Entry
GRMN
NYSE · Garmin Ltd
111.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
10 Nov 2023
Exit
GRPN
NASDAQ · Groupon Inc
8.83
20% entry drawdown
-21.83%
Entry 18 Aug 2023
11.29
10 Nov 2023
Entry
GWW
NYSE · WW Grainger Inc
776.02
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
10 Nov 2023
Entry
HCI
NYSE · HCI Group Inc
72.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
10 Nov 2023
Entry
HLIT
NASDAQ · Harmonic Inc
10.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
10 Nov 2023
Entry
HRTG
NYSE · Heritage Insurance Hldgs Inc
7.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.06
10 Nov 2023
Entry
HWBK
NASDAQ · Hawthorn Bancshares Inc
19.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.10
10 Nov 2023
Entry
IFF
NYSE · International Flavors & Fragrances Inc
67.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
10 Nov 2023
Entry
JAKK
NASDAQ · JAKKS Pacific Inc
24.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
10 Nov 2023
Entry
JXN
NYSE · Jackson Financial Inc
39.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.97
10 Nov 2023
Entry
LDOS
NYSE · Leidos Holdings Inc
100.43
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
10 Nov 2023
Exit
LFVN
NASDAQ · Lifevantage Corporation
5.39
20% entry drawdown
-27.05%
Entry 27 Oct 2023
7.38
10 Nov 2023
Exit
LYTS
NASDAQ · LSI Industries Inc
11.91
20% entry drawdown
-23.18%
Entry 18 Aug 2023
15.50
10 Nov 2023
Entry
METC
NASDAQ · Ramaco Resources Inc
14.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.73
10 Nov 2023
Entry
MTX
NYSE · Minerals Technologies Inc
58.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07