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
470.81
Total Return
370.81%
CAGR
54.44%
Annualized from first index week
Edge vs Market
+32.75%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.59
Sortino 5.03
Current Holdings
1067
Transactions
10881
Avg 3052.4/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4907
Stop 42.0% ·
Warning 57.4%
· 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
BR
NYSE · Broadridge Financial Solutions Inc
153.95
MD 0.49 · Market Dynamics Buy Signal
BZFD
NASDAQ · BuzzFeed Inc
1.19
MD 0.22 · Market Dynamics Buy Signal
CMCO
NASDAQ · Columbus McKinnon Corporation
19.17
MD 0.48 · Market Dynamics Buy Signal
CNET
NASDAQ · ZW Data Action Technologies Inc
1.60
MD 1.12 · Market Dynamics Buy Signal
CRM
NYSE · Salesforce.com Inc
184.02
MD 0.35 · Market Dynamics Buy Signal
DPZ
NASDAQ · Domino's Pizza Inc Common Stock
347.44
MD 0.32 · Market Dynamics Buy Signal
DXC
NYSE · DXC Technology Co
11.24
MD 0.02 · Market Dynamics Buy Signal
EFOR
NYSE · Everforth, Inc.
28.44
MD 0.09 · Market Dynamics Buy Signal
GEHC
NASDAQ · GE HealthCare Technologies Inc.
68.02
MD 0.24 · Market Dynamics Buy Signal
GOGO
NASDAQ · Gogo Inc
4.18
MD 0.11 · Market Dynamics Buy Signal
HLNE
NASDAQ · Hamilton Lane Inc
88.91
MD 0.13 · Market Dynamics Buy Signal
HUBS
NYSE · HubSpot Inc
237.36
MD 1.24 · Market Dynamics Buy Signal
HURN
NASDAQ · Huron Consulting Group Inc
151.77
MD 0.52 · Market Dynamics Buy Signal
INFY
NYSE · Infosys Ltd ADR
12.03
MD 0.30 · Market Dynamics Buy Signal
INTA
NASDAQ · Intapp Inc
32.69
MD 1.29 · Market Dynamics Buy Signal
LVWR
NYSE · LiveWire Group Inc.
1.81
MD 0.42 · Market Dynamics Buy Signal
NICE
NASDAQ · Nice Ltd ADR
98.79
MD 0.36 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.48
MD 0.20 · Market Dynamics Buy Signal
PTC
NASDAQ · PTC Inc
137.20
MD 0.02 · Market Dynamics Buy Signal
SGRP
NASDAQ · SPAR Group Inc
0.60
MD 0.30 · Market Dynamics Buy Signal
SPOK
NASDAQ · Spok Holdings Inc
10.90
MD 0.50 · Market Dynamics Buy Signal
TAP
NYSE · Molson Coors Brewing Co Class B
41.56
MD 0.07 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.45
MD 0.50 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
98.13
MD 1.47 · Market Dynamics Buy Signal
WK
NYSE · Workiva Inc
59.80
MD 0.70 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACDC
NASDAQ · ProFrac Holding Corp.
4.04
20% entry drawdown · -20.00%
ADXN
NASDAQ · Addex Therapeutics Ltd
5.20
20% entry drawdown · -23.64%
AVD
NYSE · American Vanguard Corporation
2.39
20% entry drawdown · -24.37%
BLDR
NYSE · Builders FirstSource Inc
66.44
20% entry drawdown · -25.47%
CJMB
NASDAQ · Callan JMB Inc. Common Stock
1.35
20% entry drawdown · -47.06%
CLRO
NASDAQ · ClearOne Inc
4.08
20% entry drawdown · -37.04%
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
2.92
20% entry drawdown · -26.45%
DBX
NASDAQ · Dropbox Inc
32.56
Reversal Risk Warning · 12.66%
DFH
NYSE · Dream Finders Homes Inc
12.79
20% entry drawdown · -25.64%
EVH
NYSE · Evolent Health Inc
3.09
20% entry drawdown · -35.63%
JMSB
NASDAQ · John Marshall Bancorp Inc
23.20
Reversal Risk Warning · 36.35%
KFFB
NASDAQ · Kentucky First Federal Bancorp
5.48
Reversal Risk Warning · 113.87%
KPTI
NASDAQ · Karyopharm Therapeutics Inc
1.92
20% entry drawdown · -67.57%
KRRO
NASDAQ · Korro Bio, Inc.
10.37
20% entry drawdown · -20.17%
LKQ
NASDAQ · LKQ Corporation
22.45
20% entry drawdown · -23.71%
MRDN
NASDAQ · Meridian Holdings Inc
11.27
20% entry drawdown · -21.33%
MYGN
NASDAQ · Myriad Genetics Inc
2.86
20% entry drawdown · -51.36%
NAUT
NASDAQ · Nautilus Biotechnology Inc
0.98
20% entry drawdown · -26.54%
NXL
NASDAQ · Nexalin Technology Inc.
0.34
20% entry drawdown · -29.80%
OI
NYSE · O-I Glass Inc
7.15
20% entry drawdown · -26.97%
PDCC
NYSE · Pearl Diver Credit Company Inc.
8.60
20% entry drawdown · -22.67%
PSN
NYSE · Parsons Corp
44.21
20% entry drawdown · -21.46%
RADX
NASDAQ · Radiopharm Theranostics Limited American Depositary Shares
3.15
20% entry drawdown · -28.89%
SILO
NASDAQ · Silo Pharma Inc
4.19
20% entry drawdown · -23.78%
SKIN
NASDAQ · Beauty Health Co
0.69
20% entry drawdown · -24.64%
TULP
NASDAQ · Bloomia Holdings, Inc.
3.27
20% entry drawdown · -20.82%
TZOO
NASDAQ · Travelzoo
7.23
20% entry drawdown · -25.46%
WHD
NYSE · Cactus Inc
65.01
Reversal Risk Warning · 52.94%
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
1.00
20% entry drawdown · -52.04%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
AMRN
NASDAQ · Amarin Corporation PLC
23 May 202511.11
14.26
28.35%
Buy
0.02
-
-
AMSF
NASDAQ · AMERISAFE Inc
19 Jun 202631.32
29.04
-7.28%
Buy
0.17
-
-
AMWL
NYSE · American Well Corp
8 May 20267.97
10.75
34.88%
Buy
1.34
-
-
ANF
NYSE · Abercrombie & Fitch Company
6 Jun 202582.99
99.54
19.94%
Buy
0.22
-
-
ANGI
NASDAQ · ANGI Homeservices Inc
26 Jun 20265.97
5.67
-5.03%
Buy
0.04
-
-
ANIK
NASDAQ · Anika Therapeutics Inc
24 Oct 202510.01
19.28
92.61%
Buy
0.89
-
-
ANNX
NASDAQ · Annexon Inc
12 Sep 20252.42
5.10
110.54%
Buy
0.33
-
-
ANTX
NASDAQ · AN2 Therapeutics Inc
6 Mar 20262.85
5.35
87.72%
Buy
0.07
-
-
AOS
NYSE · Smith AO Corporation
17 Jul 202658.50
60.13
2.79%
Buy
0.14
-
-
AOUT
NASDAQ · American Outdoor Brands Inc
26 Dec 20258.28
12.36
49.28%
Buy
0.41
-
-
APOG
NASDAQ · Apogee Enterprises Inc
5 Jun 202637.01
39.60
7.00%
Buy
0.04
-
-
APPF
NASDAQ · Appfolio Inc
15 May 2026151.70
180.19
18.78%
Buy
0.02
-
-
APPN
NASDAQ · Appian Corp
5 Jun 202624.73
26.96
9.02%
Buy
0.08
-
-
APTV
NYSE · Aptiv PLC
6 Jun 202566.64
56.47
-15.26%
Buy
0.17
-
-
APXT
NASDAQ · Apex Treasury Corporation
19 Jun 202610.06
10.10
0.40%
Buy
1.18
-
-
APYX
NASDAQ · Apyx Medical Inc
13 Jun 20251.75
4.10
134.29%
Buy
0.86
-
-
AQB
NASDAQ · AquaBounty Technologies Inc
26 Jun 20261.10
0.91
-17.67%
Buy
0.86
-
-
ARCO
NYSE · Arcos Dorados Holdings Inc
31 Oct 20257.05
8.17
15.92%
Buy
0.33
-
-
ARDT
NYSE · Ardent Health Partners, Inc.
27 Feb 20269.39
10.67
13.63%
Buy
0.14
-
-
ARDX
NASDAQ · Ardelyx Inc
18 Jul 20254.41
4.95
12.24%
Buy
0.03
-
-
ARES
NYSE · Ares Management LP
22 May 2026122.41
128.09
4.64%
Buy
0.24
-
-
ARHS
NASDAQ · Arhaus Inc
26 Jun 20268.41
7.41
-11.89%
Buy
0.42
-
-
ARKR
NASDAQ · Ark Restaurants Corp
2 Jan 20266.61
5.65
-14.52%
Buy
0.11
-
-
ARL
NYSE · American Realty Investors Inc
30 May 202514.27
15.22
6.66%
Buy
0.29
-
-
ARQ
NASDAQ · Arq Inc
22 May 20262.46
1.97
-19.92%
Buy
0.01
-
-
ARTV
NASDAQ · Artiva Biotherapeutics, Inc. Common Stock
29 Aug 20253.15
10.10
220.63%
Buy
1.17
-
-
ASAN
NYSE · Asana Inc
29 May 20267.70
8.32
8.05%
Buy
0.48
-
-
ASC
NYSE · Ardmore Shpng
22 Aug 202510.96
17.39
58.64%
Buy
1.96
-
-
ASH
NYSE · Ashland Global Holdings Inc
4 Jul 202552.18
72.61
39.15%
Buy
0.63
-
-
ASIX
NYSE · AdvanSix Inc
9 Jan 202618.20
20.06
10.24%
Buy
0.14
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
5 Jan 2024
Entry
TARA
NASDAQ · Protara Therapeutics Inc
2.08
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.23
5 Jan 2024
Entry
TOST
NYSE · Toast Inc
17.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
5 Jan 2024
Entry
TRU
NYSE · TransUnion
64.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
5 Jan 2024
Entry
UL
NYSE · Unilever PLC ADR
50.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
5 Jan 2024
Exit
VERI
NASDAQ · Veritone Inc
1.66
20% entry drawdown
-24.20%
Entry 24 Nov 2023
2.19
5 Jan 2024
Exit
VHC
NASDAQ · VirnetX Holding Corp Common Stock
6.08
20% entry drawdown
-28.39%
Entry 24 Nov 2023
8.49
5 Jan 2024
Entry
VSH
NYSE · Vishay Intertechnology Inc
21.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
5 Jan 2024
Entry
WRBY
NYSE · Warby Parker Inc
13.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
29 Dec 2023
Entry
ACNT
NASDAQ · Synalloy Corporation
9.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
29 Dec 2023
Entry
ADUR
NASDAQ · Aduro Clean Technologies Inc. Common Stock
3.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.55
29 Dec 2023
Entry
ALKS
NASDAQ · Alkermes Plc
27.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
29 Dec 2023
Entry
ALNT
NASDAQ · Allient Inc.
29.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
29 Dec 2023
Entry
AMPX
NYSE · Amprius Technologies Inc.
5.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.68
29 Dec 2023
Entry
ARR
NYSE · ARMOUR Residential REIT Inc
12.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
29 Dec 2023
Entry
ATLC
NASDAQ · Atlanticus Holdings Corporation
38.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.94
29 Dec 2023
Exit
AVTX
NASDAQ · Avalo Therapeutics Inc
9.10
20% entry drawdown
-36.81%
Entry 15 Dec 2023
14.40
29 Dec 2023
Exit
BGDE
NASDAQ · Big Digital Energy, Inc.
64.00
Reversal Risk Warning
240.43%
Entry 1 Dec 2023
18.80
29 Dec 2023
Entry
BTCT
NASDAQ · BTC Digital Ltd.
4.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.11
29 Dec 2023
Entry
BWIN
NASDAQ · The Baldwin Insurance Group, Inc.
24.02
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
29 Dec 2023
Exit
CDIO
NASDAQ · Cardio Diagnostics Holdings Inc
74.70
Reversal Risk Warning
565.06%
Entry 3 Nov 2023
11.23
29 Dec 2023
Entry
CGEM
NASDAQ · Cullinan Oncology LLC
10.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
29 Dec 2023
Entry
CGEN
NASDAQ · Compugen
1.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.54
29 Dec 2023
Entry
CMC
NYSE · Commercial Metals Company
48.43
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
29 Dec 2023
Exit
CRD-B
NYSE · Crawford & Company
12.19
Reversal Risk Warning
41.38%
Entry 15 Sep 2023
8.62
29 Dec 2023
Entry
CRDF
NASDAQ · Cardiff Oncology Inc
1.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
29 Dec 2023
Entry
CSR
NYSE · Centerspace
52.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
29 Dec 2023
Exit
DDI
NASDAQ · Doubledown Interactive Co Ltd
7.35
20% entry drawdown
-20.55%
Entry 15 Sep 2023
9.25
29 Dec 2023
Entry
EDUC
NASDAQ · Educational Development Corporation
1.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
29 Dec 2023
Entry
EWTX
NASDAQ · Edgewise Therapeutics Inc
10.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.62
29 Dec 2023
Entry
FKWL
NASDAQ · Franklin Wireless Corp
3.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.32