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
487.74
Total Return
387.74%
CAGR
57.51%
Annualized from first index week
Edge vs Market
+35.40%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.70
Sortino 5.25
Current Holdings
1105
Transactions
10675
Avg 3060.4/yr ·
255.0/mo ·
58.9/wk
Exit Mix
4785
Stop 41.3% ·
Warning 58.5%
· 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
ABT
NYSE · Abbott Laboratories
95.40
MD 0.06 · Market Dynamics Buy Signal
ACET
NASDAQ · Adicet Bio Inc
9.00
MD 0.90 · Market Dynamics Buy Signal
AKBA
NASDAQ · Akebia Ther
1.24
MD 0.04 · Market Dynamics Buy Signal
ALDX
NASDAQ · Aldeyra The
2.27
MD 0.20 · Market Dynamics Buy Signal
ALIT
NYSE · Alight Inc
14.26
MD 0.88 · Market Dynamics Buy Signal
ANGI
NASDAQ · ANGI Homeservices Inc
6.06
MD 0.09 · Market Dynamics Buy Signal
AVXL
NASDAQ · Anavex Life Sciences Corp
2.76
MD 0.10 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
10.93
MD 0.02 · Market Dynamics Buy Signal
BILL
NYSE · Bill Com Holdings Inc
40.48
MD 0.02 · Market Dynamics Buy Signal
BTMD
NASDAQ · biote Corp
2.17
MD 0.93 · Market Dynamics Buy Signal
BYRN
NASDAQ · Byrna Technologies Inc
6.97
MD 0.51 · Market Dynamics Buy Signal
CIGI
NASDAQ · Colliers International Group Inc Bats
98.51
MD 0.06 · Market Dynamics Buy Signal
CLRO
NASDAQ · ClearOne Inc
6.48
MD 0.63 · Market Dynamics Buy Signal
CRAC
NASDAQ · Crown Reserve Acquisition Corp. I Class A Ordinary Shares
10.12
MD 1.89 · Market Dynamics Buy Signal
DEFT
NASDAQ · DeFi Technologies Inc.
0.53
MD 0.47 · Market Dynamics Buy Signal
DNMX
NASDAQ · Dynamix Corporation III Class A Ordinary Shares
10.01
MD 1.48 · Market Dynamics Buy Signal
DYAI
NASDAQ · Dyadic International Inc
0.94
MD 0.21 · Market Dynamics Buy Signal
ELBM
NASDAQ · Electra Battery Materials Corp
0.56
MD 0.28 · Market Dynamics Buy Signal
ESBA
NYSE · Empire State Realty OP LP ES
5.64
MD 0.68 · Market Dynamics Buy Signal
EVO
NASDAQ · Evotec SE ADR
2.90
MD 0.20 · Market Dynamics Buy Signal
EVTC
NYSE · Evertec Inc
29.63
MD 0.27 · Market Dynamics Buy Signal
FISK
NYSE · Empire State Realty OP LP 250
5.61
MD 0.63 · Market Dynamics Buy Signal
FOUR
NYSE · Shift4 Payments Inc
51.35
MD 0.87 · Market Dynamics Buy Signal
GHI
NYSE · Greystone Housing Impact Investors LP
5.96
MD 0.27 · Market Dynamics Buy Signal
GIS
NYSE · General Mills Inc
37.57
MD 0.41 · Market Dynamics Buy Signal
HELP
NASDAQ · Cybin Inc. Common Stock
6.24
MD 0.51 · Market Dynamics Buy Signal
INCR
NASDAQ · InterCure Ltd.
1.09
MD 1.06 · Market Dynamics Buy Signal
KNSL
NYSE · Kinsale Capital Group Inc
354.85
MD 0.09 · Market Dynamics Buy Signal
LAB
NASDAQ · Standard Biotools Inc
0.91
MD 0.26 · Market Dynamics Buy Signal
LZ
NASDAQ · LegalZoom.com Inc
6.92
MD 0.38 · Market Dynamics Buy Signal
MRSH
NYSE · Marsh & McLennan Companies, Inc.
178.54
MD 0.32 · Market Dynamics Buy Signal
MSTR
NASDAQ · MicroStrategy Incorporated
100.77
MD 0.01 · Market Dynamics Buy Signal
NKE
NYSE · Nike Inc
44.09
MD 0.29 · Market Dynamics Buy Signal
OI
NYSE · O-I Glass Inc
9.79
MD 0.11 · Market Dynamics Buy Signal
OWLT
NYSE · Owlet Inc
5.76
MD 0.26 · Market Dynamics Buy Signal
OXBR
NASDAQ · Oxbridge Re Holdings Ltd
1.28
MD 1.07 · Market Dynamics Buy Signal
PGY
NASDAQ · Pagaya Technologies Ltd.
17.79
MD 1.04 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.17
MD 0.08 · Market Dynamics Buy Signal
SLNG
NASDAQ · Stabilis Solutions Inc
4.19
MD 0.43 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
1.04
MD 0.50 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.06
MD 1.64 · Market Dynamics Buy Signal
UTZ
NYSE · Utz Brands Inc
8.27
MD 0.58 · Market Dynamics Buy Signal
WAY
NASDAQ · Waystar Holding Corp. Common Stock
23.46
MD 0.10 · Market Dynamics Buy Signal
WING
NASDAQ · Wingstop Inc
177.99
MD 0.22 · Market Dynamics Buy Signal
YSG
NYSE · Yatsen Holding
3.47
MD 1.35 · Market Dynamics Buy Signal
ZBH
NYSE · Zimmer Biomet Holdings Inc
87.47
MD 0.13 · Market Dynamics Buy Signal
ZS
NASDAQ · Zscaler Inc
147.33
MD 0.40 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ABCL
NASDAQ · Abcellera Biologics Inc
8.11
Reversal Risk Warning · 137.83%
ABX
NYSE · Abacus Global Management, Inc.
11.86
Reversal Risk Warning · 89.60%
AIRT
NASDAQ · Air T Inc
28.87
Reversal Risk Warning · 60.30%
ALAR
NASDAQ · Alarum Technologies Ltd.
6.35
20% entry drawdown · -34.06%
ALGT
NASDAQ · Allegiant Travel Company
118.67
Reversal Risk Warning · 113.01%
ASTL
NASDAQ · Algoma Steel Group Inc
3.77
20% entry drawdown · -20.46%
BGDE
NASDAQ · Big Digital Energy, Inc.
7.45
20% entry drawdown · -30.18%
ENVX
NASDAQ · Enovix Corp
5.36
20% entry drawdown · -20.83%
FA
NASDAQ · First Advantage Corp
20.53
Reversal Risk Warning · 58.29%
GCBC
NASDAQ · Greene County Bancorp Inc
34.66
Reversal Risk Warning · 41.97%
ILMN
NASDAQ · Illumina Inc
188.68
Reversal Risk Warning · 117.05%
LFVN
NASDAQ · Lifevantage Corporation
6.22
20% entry drawdown · -20.55%
MB
NASDAQ · MasterBeef Group Ordinary Shares
4.51
20% entry drawdown · -26.31%
MOVE
NASDAQ · Movano Inc
17.37
20% entry drawdown · -24.12%
NEUP
NASDAQ · Neuphoria Therapeutics Inc
3.38
20% entry drawdown · -32.94%
OPTU
NYSE · Optimum Communications, Inc.
1.16
20% entry drawdown · -30.12%
RDZN
NASDAQ · Roadzen Inc.
1.34
20% entry drawdown · -25.56%
SMCI
NASDAQ · Super Micro Computer Inc
27.22
20% entry drawdown · -23.04%
TTRX
NASDAQ · Turn Therapeutics Inc. Common Stock
7.12
Reversal Risk Warning · 38.79%
USIO
NASDAQ · Usio Inc
2.48
Reversal Risk Warning · 63.16%
VGAS
NASDAQ · Verde Clean Fuels Inc.
1.00
20% entry drawdown · -34.21%
WXM
NASDAQ · WF International Limited Ordinary Shares
4.29
20% entry drawdown · -23.38%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
AMR
NYSE · Alpha Metallurgical Resources Inc
19 Sep 2025166.10
160.00
-3.67%
Buy
1.61
-
-
AMRC
NYSE · Ameresco Inc
6 Jun 202515.51
25.40
63.77%
Buy
0.49
-
-
AMRN
NASDAQ · Amarin Corporation PLC
23 May 202511.11
16.37
47.34%
Buy
0.02
-
-
AMSF
NASDAQ · AMERISAFE Inc
19 Jun 202631.32
34.99
11.72%
Buy
0.17
-
-
AMST
NASDAQ · Amesite Operating Co
12 Jun 20261.26
1.18
-6.35%
Buy
0.28
-
-
AMWL
NYSE · American Well Corp
8 May 20267.97
9.25
16.06%
Buy
1.34
-
-
ANF
NYSE · Abercrombie & Fitch Company
6 Jun 202582.99
92.42
11.36%
Buy
0.22
-
-
ANGI
NASDAQ · ANGI Homeservices Inc
3 Jul 20266.06
6.06
New
Entry week
Buy
0.09
-
-
ANIK
NASDAQ · Anika Therapeutics Inc
24 Oct 202510.01
15.36
53.45%
Buy
0.89
-
-
ANNX
NASDAQ · Annexon Inc
12 Sep 20252.42
5.46
125.62%
Buy
0.33
-
-
ANTX
NASDAQ · AN2 Therapeutics Inc
6 Mar 20262.85
4.42
55.09%
Buy
0.07
-
-
AOUT
NASDAQ · American Outdoor Brands Inc
26 Dec 20258.28
13.37
61.47%
Buy
0.41
-
-
APOG
NASDAQ · Apogee Enterprises Inc
5 Jun 202637.01
40.57
9.62%
Buy
0.04
-
-
APPF
NASDAQ · Appfolio Inc
15 May 2026151.70
170.90
12.66%
Buy
0.02
-
-
APPN
NASDAQ · Appian Corp
5 Jun 202624.73
24.40
-1.33%
Buy
0.08
-
-
APTV
NYSE · Aptiv PLC
6 Jun 202566.64
58.89
-11.63%
Buy
0.17
-
-
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
19 Jun 20261.99
1.60
-19.60%
Buy
0.39
-
-
APYX
NASDAQ · Apyx Medical Inc
13 Jun 20251.75
4.30
145.71%
Buy
0.86
-
-
ARCO
NYSE · Arcos Dorados Holdings Inc
31 Oct 20257.05
8.23
16.77%
Buy
0.33
-
-
ARCT
NASDAQ · Arcturus Therapeutics Holdings Inc
27 Feb 20268.23
7.28
-11.54%
Buy
0.18
-
-
ARDT
NYSE · Ardent Health Partners, Inc.
27 Feb 20269.39
10.76
14.59%
Buy
0.14
-
-
ARDX
NASDAQ · Ardelyx Inc
18 Jul 20254.41
5.27
19.50%
Buy
0.03
-
-
ARES
NYSE · Ares Management LP
22 May 2026122.41
116.90
-4.51%
Buy
0.24
-
-
ARHS
NASDAQ · Arhaus Inc
26 Jun 20268.41
8.62
2.50%
Buy
0.42
-
-
ARKR
NASDAQ · Ark Restaurants Corp
2 Jan 20266.61
5.85
-11.50%
Buy
0.11
-
-
ARL
NYSE · American Realty Investors Inc
30 May 202514.27
21.22
48.70%
Buy
0.29
-
-
ARQ
NASDAQ · Arq Inc
22 May 20262.46
2.27
-7.72%
Buy
0.01
-
-
ARTV
NASDAQ · Artiva Biotherapeutics, Inc. Common Stock
29 Aug 20253.15
9.61
205.08%
Buy
1.17
-
-
ASAN
NYSE · Asana Inc
29 May 20267.70
7.34
-4.68%
Buy
0.48
-
-
ASC
NYSE · Ardmore Shpng
22 Aug 202510.96
14.86
35.56%
Buy
1.96
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
12 Jun 2026
Exit
EC
NYSE · Ecopetrol SA ADR
16.58
Reversal Risk Warning
134.17%
Entry 31 Jan 2025
7.08
12 Jun 2026
Entry
EDHL
NASDAQ · Everbright Digital Holding Limited Ordinary Shares
8.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.45
12 Jun 2026
Exit
EFSC
NASDAQ · Enterprise Financial Services
63.84
Reversal Risk Warning
64.21%
Entry 1 Dec 2023
38.88
12 Jun 2026
Exit
ELTX
NASDAQ · Elicio Therapeutics Inc.
14.85
Reversal Risk Warning
170.99%
Entry 15 Nov 2024
5.48
12 Jun 2026
Entry
ENR
NYSE · Energizer Holdings Inc
20.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
12 Jun 2026
Exit
EVEX
NYSE · Eve Holding Inc
2.71
20% entry drawdown
-21.45%
Entry 29 May 2026
3.45
12 Jun 2026
Entry
EVH
NYSE · Evolent Health Inc
4.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.27
12 Jun 2026
Exit
EXTR
NASDAQ · Extreme Networks Inc
31.11
Reversal Risk Warning
131.30%
Entry 28 Jun 2024
13.45
12 Jun 2026
Exit
FBIZ
NASDAQ · First Business Financial Services
60.62
Reversal Risk Warning
91.23%
Entry 28 Jul 2023
31.70
12 Jun 2026
Exit
FBP
NYSE · First BanCorp.
25.50
Reversal Risk Warning
118.26%
Entry 14 Jul 2023
11.68
12 Jun 2026
Exit
FCF
NYSE · First Commonwealth Financial
19.91
Reversal Risk Warning
58.68%
Entry 21 Jul 2023
12.55
12 Jun 2026
Exit
FFBC
NASDAQ · First Financial Bancorp
32.30
Reversal Risk Warning
56.62%
Entry 8 Dec 2023
20.62
12 Jun 2026
Entry
FLO
NYSE · Flowers Foods Inc
7.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
12 Jun 2026
Exit
FMBH
NASDAQ · First Mid Illinois Bancshares Inc
46.67
Reversal Risk Warning
76.63%
Entry 21 Jul 2023
26.42
12 Jun 2026
Exit
FRAF
NASDAQ · Franklin Financial Services Corp
60.82
Reversal Risk Warning
141.64%
Entry 14 Jul 2023
25.17
12 Jun 2026
Exit
FRO
NYSE · Frontline Ltd
39.07
Reversal Risk Warning
162.11%
Entry 25 Apr 2025
14.91
12 Jun 2026
Exit
FRST
NASDAQ · Primis Financial Corp
15.74
Reversal Risk Warning
89.57%
Entry 21 Jul 2023
8.30
12 Jun 2026
Exit
FSTR
NASDAQ · LB Foster Company
42.37
Reversal Risk Warning
147.06%
Entry 11 Aug 2023
17.15
12 Jun 2026
Entry
FSV
NASDAQ · FirstService Corp
143.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
12 Jun 2026
Entry
FUL
NYSE · H B Fuller Company
63.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
12 Jun 2026
Exit
FULT
NASDAQ · Fulton Financial Corporation
23.18
Reversal Risk Warning
93.43%
Entry 21 Jul 2023
11.98
12 Jun 2026
Exit
FVCB
NASDAQ · FVCBankcorp Inc
16.79
Reversal Risk Warning
41.72%
Entry 19 Jul 2024
11.85
12 Jun 2026
Exit
FVR
NYSE · FrontView REIT, Inc.
19.66
Reversal Risk Warning
49.07%
Entry 22 Aug 2025
13.19
12 Jun 2026
Exit
GABC
NASDAQ · German American Bancorp Inc
45.91
Reversal Risk Warning
73.91%
Entry 28 Jul 2023
26.40
12 Jun 2026
Exit
GCO
NYSE · Genesco Inc
42.50
Reversal Risk Warning
90.41%
Entry 20 Jun 2025
22.32
12 Jun 2026
Exit
GIII
NASDAQ · G-III Apparel Group Ltd
35.18
Reversal Risk Warning
36.85%
Entry 15 Aug 2025
25.70
12 Jun 2026
Entry
GO
NASDAQ · Grocery Outlet Holding Corp
9.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.83
12 Jun 2026
Exit
GPRK
NYSE · GeoPark Ltd
11.20
Reversal Risk Warning
57.74%
Entry 20 Jun 2025
7.10
12 Jun 2026
Exit
GRC
NYSE · Gorman-Rupp Company
84.59
Reversal Risk Warning
125.73%
Entry 22 Mar 2024
37.47
12 Jun 2026
Exit
GSBC
NASDAQ · Great Southern Bancorp Inc
75.45
Reversal Risk Warning
52.87%
Entry 17 Nov 2023
49.35