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
469.45
Total Return
369.45%
CAGR
54.67%
Annualized from first index week
Edge vs Market
+33.23%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.60
Sortino 5.04
Current Holdings
1071
Transactions
10827
Avg 3053.7/yr ·
254.5/mo ·
58.7/wk
Exit Mix
4878
Stop 41.8% ·
Warning 57.6%
· 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
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 1.17 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.14
MD 0.19 · Market Dynamics Buy Signal
CAG
NYSE · Conagra Brands, Inc.
14.60
MD 0.51 · Market Dynamics Buy Signal
CJMB
NASDAQ · Callan JMB Inc. Common Stock
2.55
MD 0.44 · Market Dynamics Buy Signal
GCL
NASDAQ · GCL Global Holdings Ltd Ordinary Shares
0.51
MD 0.69 · 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
NXL
NASDAQ · Nexalin Technology Inc.
0.48
MD 1.00 · 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 0.06 · Market Dynamics Buy Signal
PLNT
NYSE · Planet Fitness Inc
53.48
MD 0.02 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.04
MD 0.88 · Market Dynamics Buy Signal
WSTN
NASDAQ · Westin Acquisition Corp
10.13
MD 1.79 · 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%
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%
NXGL
NASDAQ · Nexgel Inc
0.44
20% entry drawdown · -22.25%
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%
SEGG
NASDAQ · Lottery.com Inc.
0.63
20% entry drawdown · -24.97%
SGRP
NASDAQ · SPAR Group Inc
0.38
20% entry drawdown · -46.99%
SRG
NYSE · Seritage Growth Properties
2.31
20% entry drawdown · -22.22%
SUIG
NASDAQ · SUI Group Holdings Limited
0.99
20% entry drawdown · -20.16%
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
17 Jul 202658.50
60.42
3.28%
Buy
0.14
-
-
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
0.86
-
-
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
12 Jan 2024
Exit
BALY
NYSE · Bally's Corp
10.62
20% entry drawdown
-27.66%
Entry 15 Dec 2023
14.68
12 Jan 2024
Exit
BBW
NYSE · Build-A-Bear Workshop Inc
21.11
20% entry drawdown
-20.42%
Entry 15 Sep 2023
26.53
12 Jan 2024
Entry
CAMT
NASDAQ · Camtek Ltd
69.83
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
12 Jan 2024
Entry
CNTX
NASDAQ · Context Therapeutics Inc
1.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
12 Jan 2024
Entry
CRDL
NASDAQ · Cardiol Therapeutics Inc Class A
1.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
12 Jan 2024
Entry
DDI
NASDAQ · Doubledown Interactive Co Ltd
9.08
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
12 Jan 2024
Entry
DMAC
NASDAQ · DiaMedica Therapeutics Inc
2.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
12 Jan 2024
Entry
ENTX
NASDAQ · Entera Bio Ltd
1.09
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.59
12 Jan 2024
Entry
EUDA
NASDAQ · EUDA Health Holdings Limited
30.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
12 Jan 2024
Exit
FBIO
NASDAQ · Fortress Biotech Inc
1.92
20% entry drawdown
-30.18%
Entry 22 Dec 2023
2.75
12 Jan 2024
Entry
FFNW
NASDAQ · First Financial Northwest Inc
10.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.13
12 Jan 2024
Exit
FHTX
NASDAQ · Foghorn Therapeutics Inc
5.26
20% entry drawdown
-21.73%
Entry 22 Dec 2023
6.72
12 Jan 2024
Entry
FLXS
NASDAQ · Flexsteel Industries Inc
22.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
12 Jan 2024
Exit
GSIT
NASDAQ · GSI Technology Inc
2.25
20% entry drawdown
-23.73%
Entry 8 Dec 2023
2.95
12 Jan 2024
Entry
HERE
NASDAQ · Here Group Limited
2.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.44
12 Jan 2024
Entry
HITI
NASDAQ · High Tide Inc
1.77
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
12 Jan 2024
Entry
HLN
NYSE · Haleon plc
8.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
12 Jan 2024
Entry
KRYS
NASDAQ · Krystal Biotech Inc
128.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.35
12 Jan 2024
Entry
LAES
NASDAQ · SEALSQ Corp
2.26
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.79
12 Jan 2024
Entry
MDIA
NASDAQ · Mediaco Holding Inc
0.53
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
12 Jan 2024
Entry
META
NASDAQ · Meta Platforms Inc.
371.27
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.81
12 Jan 2024
Exit
MIRM
NASDAQ · Mirum Pharmaceuticals Inc
27.29
20% entry drawdown
-21.87%
Entry 15 Dec 2023
34.93
12 Jan 2024
Entry
MLYS
NASDAQ · Mineralys Therapeutics, Inc. Common Stock
9.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
12 Jan 2024
Exit
NCTY
NASDAQ · The9 Ltd ADR
5.86
20% entry drawdown
-30.32%
Entry 1 Dec 2023
8.41
12 Jan 2024
Entry
NU
NYSE · Nu Holdings Ltd
9.26
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.51
12 Jan 2024
Entry
OGS
NYSE · One Gas Inc
55.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.00
12 Jan 2024
Entry
OPK
NASDAQ · Opko Health Inc
0.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
12 Jan 2024
Entry
PENG
NASDAQ · Penguin Solutions, Inc.
21.41
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
12 Jan 2024
Entry
PGEN
NASDAQ · Precigen Inc
1.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
12 Jan 2024
Exit
PRE
NASDAQ · Prenetics Global Ltd
4.45
20% entry drawdown
-24.70%
Entry 29 Dec 2023
5.91