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
469.57
Total Return
369.57%
CAGR
54.68%
Annualized from first index week
Edge vs Market
+33.24%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.60
Sortino 5.04
Current Holdings
1070
Transactions
10830
Avg 3054.5/yr ·
254.5/mo ·
58.7/wk
Exit Mix
4880
Stop 41.8% ·
Warning 57.6%
· 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
ALC
NYSE · Alcon AG
67.91
MD 0.00 · Market Dynamics Buy Signal
BIXI
NASDAQ · Bitcoin Infrastructure Acquisition Corp Ltd. Class A Ordinary Shares
10.01
MD 1.18 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.14
MD 0.19 · Market Dynamics Buy Signal
CAG
NYSE · Conagra Brands, Inc.
14.77
MD 0.57 · Market Dynamics Buy Signal
CJMB
NASDAQ · Callan JMB Inc. Common Stock
2.55
MD 0.41 · Market Dynamics Buy Signal
FMST
NASDAQ · Foremost Lithium Resource & Technology Ltd. Common stock
1.65
MD 0.05 · Market Dynamics Buy Signal
GCL
NASDAQ · GCL Global Holdings Ltd Ordinary Shares
0.51
MD 0.67 · Market Dynamics Buy Signal
KNDI
NASDAQ · Kandi Technologies Group Inc
0.65
MD 0.31 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 0.90 · Market Dynamics Buy Signal
LVLU
NASDAQ · Lulu's Fashion Lounge Holdings Inc
19.20
MD 0.16 · Market Dynamics Buy Signal
LW
NYSE · Lamb Weston Holdings Inc
49.58
MD 1.48 · Market Dynamics Buy Signal
MAMO
NASDAQ · Massimo Group Common Stock
0.98
MD 0.13 · Market Dynamics Buy Signal
NBP
NASDAQ · NovaBridge Biosciences
1.77
MD 0.13 · Market Dynamics Buy Signal
OFIX
NASDAQ · Orthofix Medical Inc
11.25
MD 0.22 · Market Dynamics Buy Signal
OTIS
NYSE · Otis Worldwide Corp
71.93
MD 0.05 · Market Dynamics Buy Signal
OTLY
NASDAQ · Oatly Group AB ADR
13.37
MD 0.05 · Market Dynamics Buy Signal
PLNT
NYSE · Planet Fitness Inc
53.48
MD 0.02 · Market Dynamics Buy Signal
PSN
NYSE · Parsons Corp
58.73
MD 0.56 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
0.79
MD 0.16 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.04
MD 0.93 · Market Dynamics Buy Signal
WSTN
NASDAQ · Westin Acquisition Corp
10.13
MD 1.67 · Market Dynamics Buy Signal
WVVIP
NASDAQ · Willamette Valley Vineyards Inc PR
2.78
MD 0.21 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AMST
NASDAQ · Amesite Operating Co
0.99
20% entry drawdown · -21.44%
ATER
NASDAQ · Aterian Inc
0.40
20% entry drawdown · -70.94%
BARK
NYSE · BARK, Inc.
8.51
20% entry drawdown · -22.14%
BZFD
NASDAQ · BuzzFeed Inc
1.11
20% entry drawdown · -25.50%
BZH
NYSE · Beazer Homes USA Inc
33.19
Reversal Risk Warning · 60.11%
COOK
NYSE · Traeger Inc
61.26
20% entry drawdown · -22.75%
DAR
NYSE · Darling Ingredients Inc
62.50
Reversal Risk Warning · 59.93%
DFSC
NASDAQ · DEFSEC Technologies Inc.
1.51
20% entry drawdown · -35.19%
GEHC
NASDAQ · GE HealthCare Technologies Inc.
60.58
20% entry drawdown · -20.22%
GOOS
NYSE · Canada Goose Holdings Inc
8.89
20% entry drawdown · -24.47%
GTEC
NASDAQ · Greenland Acquisition Corp
0.51
20% entry drawdown · -21.19%
LFCR
NASDAQ · Lifecore Biomedical Inc.
4.33
20% entry drawdown · -21.84%
LFMD
NASDAQ · LifeMD Inc
3.71
20% entry drawdown · -20.04%
LOCL
NYSE · Local Bounti Corp
1.06
20% entry drawdown · -22.63%
NIXX
NASDAQ · Nixxy, Inc.
0.85
20% entry drawdown · -35.80%
NKTX
NASDAQ · Nkarta Inc
2.27
20% entry drawdown · -25.08%
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.33
20% entry drawdown · -21.28%
PPSI
NASDAQ · Pioneer Power Solutions Inc.
2.98
20% entry drawdown · -25.13%
RC
NYSE · Ready Capital Corp
1.47
20% entry drawdown · -20.97%
REAX
NASDAQ · Real Brokerage Inc
1.69
20% entry drawdown · -22.12%
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.41
20% entry drawdown · -25.36%
SEDG
NASDAQ · SolarEdge Technologies Inc
42.60
20% entry drawdown · -31.02%
SGRP
NASDAQ · SPAR Group Inc
0.38
20% entry drawdown · -46.99%
SRG
NYSE · Seritage Growth Properties
2.31
20% entry drawdown · -22.22%
TOMZ
NASDAQ · TOMI Environmental Solutions Inc
1.54
20% entry drawdown · -33.95%
UPST
NASDAQ · Upstart Holdings Inc
26.93
20% entry drawdown · -20.30%
WETO
NASDAQ · Webus International Limited Ordinary Shares
0.69
Price scale break · 37.71%
WRAP
NASDAQ · Wrap Technologies Inc
1.70
20% entry drawdown · -30.89%
XELB
NASDAQ · Xcel Brands Inc
1.23
20% entry drawdown · -21.15%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
AMR
NYSE · Alpha Metallurgical Resources Inc
19 Sep 2025166.10
142.94
-13.94%
Buy
1.61
-
-
AMRC
NYSE · Ameresco Inc
6 Jun 202515.51
21.75
40.23%
Buy
0.49
-
-
AMRN
NASDAQ · Amarin Corporation PLC
23 May 202511.11
13.55
21.96%
Buy
0.02
-
-
AMSF
NASDAQ · AMERISAFE Inc
19 Jun 202631.32
30.41
-2.91%
Buy
0.17
-
-
AMWL
NYSE · American Well Corp
8 May 20267.97
10.81
35.63%
Buy
1.34
-
-
ANF
NYSE · Abercrombie & Fitch Company
6 Jun 202582.99
93.81
13.04%
Buy
0.22
-
-
ANGI
NASDAQ · ANGI Homeservices Inc
26 Jun 20265.97
5.53
-7.37%
Buy
0.04
-
-
ANIK
NASDAQ · Anika Therapeutics Inc
24 Oct 202510.01
14.95
49.35%
Buy
0.89
-
-
ANNX
NASDAQ · Annexon Inc
12 Sep 20252.42
5.22
115.70%
Buy
0.33
-
-
ANTX
NASDAQ · AN2 Therapeutics Inc
6 Mar 20262.85
4.92
72.63%
Buy
0.07
-
-
AOS
NYSE · Smith AO Corporation
10 Jul 202660.44
60.78
0.56%
Buy
0.00
-
-
AOUT
NASDAQ · American Outdoor Brands Inc
26 Dec 20258.28
12.95
56.40%
Buy
0.41
-
-
APOG
NASDAQ · Apogee Enterprises Inc
5 Jun 202637.01
40.74
10.08%
Buy
0.04
-
-
APPF
NASDAQ · Appfolio Inc
15 May 2026151.70
165.05
8.80%
Buy
0.02
-
-
APPN
NASDAQ · Appian Corp
5 Jun 202624.73
23.75
-3.96%
Buy
0.08
-
-
APTV
NYSE · Aptiv PLC
6 Jun 202566.64
56.55
-15.14%
Buy
0.17
-
-
APXT
NASDAQ · Apex Treasury Corporation
19 Jun 202610.06
10.13
0.69%
Buy
1.18
-
-
APYX
NASDAQ · Apyx Medical Inc
13 Jun 20251.75
3.92
124.00%
Buy
0.86
-
-
AQB
NASDAQ · AquaBounty Technologies Inc
26 Jun 20261.10
0.91
-17.27%
Buy
0.87
-
-
ARCO
NYSE · Arcos Dorados Holdings Inc
31 Oct 20257.05
8.22
16.63%
Buy
0.33
-
-
ARDT
NYSE · Ardent Health Partners, Inc.
27 Feb 20269.39
10.64
13.31%
Buy
0.14
-
-
ARDX
NASDAQ · Ardelyx Inc
18 Jul 20254.41
5.03
14.06%
Buy
0.03
-
-
ARES
NYSE · Ares Management LP
22 May 2026122.41
126.51
3.35%
Buy
0.24
-
-
ARHS
NASDAQ · Arhaus Inc
26 Jun 20268.41
7.91
-5.95%
Buy
0.42
-
-
ARKR
NASDAQ · Ark Restaurants Corp
2 Jan 20266.61
5.94
-10.14%
Buy
0.11
-
-
ARL
NYSE · American Realty Investors Inc
30 May 202514.27
14.79
3.64%
Buy
0.29
-
-
ARQ
NASDAQ · Arq Inc
22 May 20262.46
2.03
-17.68%
Buy
0.01
-
-
ARTV
NASDAQ · Artiva Biotherapeutics, Inc. Common Stock
29 Aug 20253.15
10.03
218.41%
Buy
1.17
-
-
ASAN
NYSE · Asana Inc
29 May 20267.70
6.86
-10.91%
Buy
0.48
-
-
ASC
NYSE · Ardmore Shpng
22 Aug 202510.96
16.61
51.53%
Buy
1.96
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
11 Jul 2025
Entry
SLNH
NASDAQ · Soluna Holdings Inc
1.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.89
11 Jul 2025
Entry
SQM
NYSE · Sociedad Quimica y Minera de Chile SA ADR B
37.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
11 Jul 2025
Entry
TH
NASDAQ · Target Hospitality Corp
8.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.63
11 Jul 2025
Entry
UONEK
NASDAQ · Urban One Inc Class D
8.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.94
11 Jul 2025
Entry
VFC
NYSE · VF Corporation
12.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
11 Jul 2025
Entry
VLRS
NYSE · Volaris
4.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
11 Jul 2025
Entry
VREX
NASDAQ · Varex Imaging Corp
8.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
11 Jul 2025
Entry
WST
NYSE · West Pharmaceutical Services Inc
226.43
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
11 Jul 2025
Entry
ZEPP
NYSE · Zepp Health Corp
10.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
4 Jul 2025
Entry
AA
NYSE · Alcoa Corp
30.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
4 Jul 2025
Entry
ALOT
NASDAQ · AstroNova Inc
12.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.95
4 Jul 2025
Entry
AMWL
NYSE · American Well Corp
8.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
4 Jul 2025
Entry
ANVS
NYSE · Annovis Bio Inc
2.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.85
4 Jul 2025
Entry
APLE
NYSE · Apple Hospitality REIT Inc
11.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
4 Jul 2025
Entry
ASH
NYSE · Ashland Global Holdings Inc
52.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.63
4 Jul 2025
Entry
BEEP
NASDAQ · Mobile Infrastructure Corporation
4.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
4 Jul 2025
Entry
BLCO
NYSE · Bausch + Lomb Corp
13.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
4 Jul 2025
Entry
BZAI
NASDAQ · Blaize Holdings, Inc.
2.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.55
4 Jul 2025
Entry
CALC
NASDAQ · CalciMedica, Inc. Common Stock
1.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
4 Jul 2025
Entry
CAN
NASDAQ · Canaan Inc
0.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
4 Jul 2025
Exit
CBNK
NASDAQ · Capital Bancorp
34.98
Reversal Risk Warning
73.49%
Entry 3 Nov 2023
20.16
4 Jul 2025
Entry
CELZ
NASDAQ · Creative Medical Technology Holdings Inc
2.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
4 Jul 2025
Entry
CIFR
NASDAQ · Cipher Mining Inc
6.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.21
4 Jul 2025
Entry
CLB
NYSE · Core Laboratories NV
12.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
4 Jul 2025
Entry
CLF
NYSE · Cleveland-Cliffs Inc
8.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
4 Jul 2025
Entry
CMTG
NYSE · Claros Mortgage Trust Inc
3.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.95
4 Jul 2025
Exit
CNH
NYSE · CNH Industrial N.V.
13.56
Reversal Risk Warning
21.25%
Entry 22 Dec 2023
11.18
4 Jul 2025
Entry
CRML
NASDAQ · Critical Metals Corp. Ordinary Shares
3.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.21
4 Jul 2025
Entry
DD
NYSE · Dupont De Nemours Inc
90.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
4 Jul 2025
Entry
DGXX
NASDAQ · Digi Power X Inc.
3.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34