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
483.76
Total Return
383.76%
CAGR
56.75%
Annualized from first index week
Edge vs Market
+34.30%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.67
Sortino 5.20
Current Holdings
1117
Transactions
10719
Avg 3056.2/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4801
Stop 41.3% ·
Warning 58.4%
· 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
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.03 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.48
MD 0.27 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.03 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ARAI
NASDAQ · Arrive AI Inc.
0.42
MD 0.40 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.19
MD 0.14 · Market Dynamics Buy Signal
GIB
NYSE · CGI Inc
67.06
MD 0.07 · Market Dynamics Buy Signal
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.46
MD 0.15 · Market Dynamics Buy Signal
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10.12
MD 1.35 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.44 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 1.51 · Market Dynamics Buy Signal
MKC-V
NYSE · McCormick & Company Incorporated
50.81
MD 0.15 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.15
MD 2.50 · Market Dynamics Buy Signal
MNDO
NASDAQ · MIND CTI Ltd
1.06
MD 0.16 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.96
MD 0.21 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.18 · Market Dynamics Buy Signal
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.55
MD 0.24 · Market Dynamics Buy Signal
SKIN
NASDAQ · Beauty Health Co
0.91
MD 0.21 · Market Dynamics Buy Signal
SKYX
NASDAQ · SKYX Platforms Corp
1.27
MD 0.09 · Market Dynamics Buy Signal
STIM
NASDAQ · Neuronetics Inc
1.76
MD 0.50 · Market Dynamics Buy Signal
TTEK
NASDAQ · Tetra Tech Inc
30.99
MD 0.06 · Market Dynamics Buy Signal
USPH
NYSE · U.S. Physical Therapy, Inc.
72.54
MD 0.07 · Market Dynamics Buy Signal
VRDN
NASDAQ · Viridian Therapeutics Inc
19.74
MD 0.12 · Market Dynamics Buy Signal
WRAP
NASDAQ · Wrap Technologies Inc
2.46
MD 0.26 · Market Dynamics Buy Signal
WVVI
NASDAQ · Willamette Valley Vineyards Inc
2.93
MD 1.08 · Market Dynamics Buy Signal
XTLB
NASDAQ · XTL Biopharmaceuticals Ltd ADR
2.91
MD 0.77 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.53
20% entry drawdown · -23.12%
BIRD
NASDAQ · Allbirds Inc
3.13
20% entry drawdown · -33.15%
BLLN
NASDAQ · BillionToOne, Inc. Class A Common Stock
126.77
Reversal Risk Warning · 28.06%
BYRN
NASDAQ · Byrna Technologies Inc
3.87
20% entry drawdown · -44.55%
CE
NYSE · Celanese Corporation
46.92
20% entry drawdown · -20.19%
CHGG
NYSE · Chegg Inc
0.85
20% entry drawdown · -23.79%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
GKOS
NYSE · Glaukos Corp
152.72
Reversal Risk Warning · 82.11%
JEM
NASDAQ · 707 Cayman Holdings Limited Ordinary Shares
0.54
20% entry drawdown · -64.86%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 75.74%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
NEWT
NASDAQ · NewtekOne, Inc.
14.78
Reversal Risk Warning · 52.99%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
TLPH
NASDAQ · Talphera Inc.
1.46
Reversal Risk Warning · 196.33%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
AMPH
NASDAQ · Amphastar P
26 Jun 202621.78
18.72
-14.05%
Buy
0.46
-
-
AMPL
NASDAQ · Amplitude Inc
22 May 20266.70
9.18
37.01%
Buy
0.34
-
-
AMPY
NYSE · Amplify Energy Corp
13 Jun 20253.56
3.94
10.67%
Buy
0.03
-
-
AMR
NYSE · Alpha Metallurgical Resources Inc
19 Sep 2025166.10
146.69
-11.69%
Buy
1.61
-
-
AMRC
NYSE · Ameresco Inc
6 Jun 202515.51
24.94
60.80%
Buy
0.49
-
-
AMRN
NASDAQ · Amarin Corporation PLC
23 May 202511.11
14.88
33.93%
Buy
0.02
-
-
AMSF
NASDAQ · AMERISAFE Inc
19 Jun 202631.32
34.46
10.03%
Buy
0.17
-
-
AMST
NASDAQ · Amesite Operating Co
12 Jun 20261.26
1.14
-9.52%
Buy
0.28
-
-
AMWL
NYSE · American Well Corp
8 May 20267.97
9.91
24.34%
Buy
1.34
-
-
ANF
NYSE · Abercrombie & Fitch Company
6 Jun 202582.99
93.07
12.15%
Buy
0.22
-
-
ANGI
NASDAQ · ANGI Homeservices Inc
3 Jul 20266.06
6.24
2.97%
Buy
0.09
-
-
ANIK
NASDAQ · Anika Therapeutics Inc
24 Oct 202510.01
15.60
55.84%
Buy
0.89
-
-
ANNX
NASDAQ · Annexon Inc
12 Sep 20252.42
5.80
139.67%
Buy
0.33
-
-
ANTX
NASDAQ · AN2 Therapeutics Inc
6 Mar 20262.85
4.50
57.89%
Buy
0.07
-
-
AOS
NYSE · Smith AO Corporation
10 Jul 202660.44
60.44
New
Entry week
Buy
0.00
-
-
AOUT
NASDAQ · American Outdoor Brands Inc
26 Dec 20258.28
14.34
73.19%
Buy
0.41
-
-
APOG
NASDAQ · Apogee Enterprises Inc
5 Jun 202637.01
38.82
4.89%
Buy
0.04
-
-
APPF
NASDAQ · Appfolio Inc
15 May 2026151.70
175.58
15.74%
Buy
0.02
-
-
APPN
NASDAQ · Appian Corp
5 Jun 202624.73
25.36
2.55%
Buy
0.08
-
-
APTV
NYSE · Aptiv PLC
6 Jun 202566.64
60.57
-9.11%
Buy
0.17
-
-
APXT
NASDAQ · Apex Treasury Corporation
19 Jun 202610.06
10.07
0.10%
Buy
1.12
-
-
APYX
NASDAQ · Apyx Medical Inc
13 Jun 20251.75
4.38
150.29%
Buy
0.86
-
-
ARAI
NASDAQ · Arrive AI Inc.
10 Jul 20260.42
0.42
New
Entry week
Buy
0.40
-
-
ARCO
NYSE · Arcos Dorados Holdings Inc
31 Oct 20257.05
8.46
20.03%
Buy
0.33
-
-
ARCT
NASDAQ · Arcturus Therapeutics Holdings Inc
27 Feb 20268.23
6.97
-15.31%
Buy
0.18
-
-
ARDT
NYSE · Ardent Health Partners, Inc.
27 Feb 20269.39
10.08
7.35%
Buy
0.14
-
-
ARDX
NASDAQ · Ardelyx Inc
18 Jul 20254.41
5.28
19.73%
Buy
0.03
-
-
ARES
NYSE · Ares Management LP
22 May 2026122.41
121.81
-0.49%
Buy
0.24
-
-
ARHS
NASDAQ · Arhaus Inc
26 Jun 20268.41
7.86
-6.54%
Buy
0.42
-
-
ARKR
NASDAQ · Ark Restaurants Corp
2 Jan 20266.61
5.85
-11.50%
Buy
0.11
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
6 Feb 2026
Exit
BKU
NYSE · BankUnited Inc
50.57
Reversal Risk Warning
111.70%
Entry 21 Jul 2023
23.89
6 Feb 2026
Exit
BLTE
NASDAQ · Belite Bio Inc ADR
187.86
Reversal Risk Warning
283.78%
Entry 31 May 2024
48.95
6 Feb 2026
Exit
BMY
NYSE · Bristol-Myers Squibb Company
61.34
Reversal Risk Warning
36.53%
Entry 2 Aug 2024
44.93
6 Feb 2026
Exit
BOKF
NASDAQ · BOK Financial Corporation
135.26
Reversal Risk Warning
68.36%
Entry 15 Dec 2023
80.34
6 Feb 2026
Exit
BRC
NYSE · Brady Corporation
92.01
Reversal Risk Warning
72.89%
Entry 8 Sep 2023
53.22
6 Feb 2026
Exit
BSM
NYSE · Black Stone Minerals LP
14.38
Reversal Risk Warning
14.75%
Entry 26 Sep 2025
12.53
6 Feb 2026
Exit
BTBT
NASDAQ · Bit Digital Inc
1.80
20% entry drawdown
-23.73%
Entry 30 May 2025
2.36
6 Feb 2026
Exit
BTI
NYSE · British American Tobacco p.l.c.
61.91
Reversal Risk Warning
97.81%
Entry 26 Jul 2024
31.30
6 Feb 2026
Exit
BWB
NASDAQ · Bridgewater Bancshares Inc
19.97
Reversal Risk Warning
81.88%
Entry 21 Jul 2023
10.98
6 Feb 2026
Exit
CAH
NYSE · Cardinal Health Inc
225.78
Reversal Risk Warning
134.10%
Entry 3 Nov 2023
96.44
6 Feb 2026
Exit
CB
NYSE · Chubb Ltd
328.97
Reversal Risk Warning
60.76%
Entry 15 Sep 2023
204.64
6 Feb 2026
Exit
CBAN
NYSE · Colony Bankcorp Inc.
20.82
Reversal Risk Warning
105.64%
Entry 4 Aug 2023
10.12
6 Feb 2026
Entry
CBRL
NASDAQ · Cracker Barrel Old Country Store
33.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.50
6 Feb 2026
Exit
CCK
NYSE · Crown Holdings Inc
112.11
Reversal Risk Warning
36.98%
Entry 10 May 2024
81.84
6 Feb 2026
Exit
CFBK
NASDAQ · CF Bankshares Inc
33.21
Reversal Risk Warning
96.36%
Entry 21 Jul 2023
16.91
6 Feb 2026
Exit
CFG
NYSE · Citizens Financial Group, Inc.
67.64
Reversal Risk Warning
161.04%
Entry 1 Dec 2023
25.91
6 Feb 2026
Entry
CLDT
NYSE · Chatham Lodging Trust REIT
7.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.12
6 Feb 2026
Exit
CMC
NYSE · Commercial Metals Company
82.72
Reversal Risk Warning
70.81%
Entry 29 Dec 2023
48.43
6 Feb 2026
Exit
CME
NASDAQ · CME Group Inc
293.60
Reversal Risk Warning
62.06%
Entry 8 Sep 2023
181.16
6 Feb 2026
Entry
CNMD
NYSE · CONMED Corporation
41.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
6 Feb 2026
Exit
COLB
NASDAQ · Columbia Banking System Inc
31.27
Reversal Risk Warning
73.30%
Entry 14 Jul 2023
18.04
6 Feb 2026
Exit
CPA
NYSE · Copa Holdings SA
150.41
Reversal Risk Warning
72.56%
Entry 15 Dec 2023
87.16
6 Feb 2026
Exit
CZNC
NASDAQ · Citizens & Northern Corp
23.19
Reversal Risk Warning
30.92%
Entry 17 Nov 2023
17.71
6 Feb 2026
Exit
DCI
NYSE · Donaldson Company Inc
108.33
Reversal Risk Warning
66.73%
Entry 2 Feb 2024
64.98
6 Feb 2026
Entry
DFH
NYSE · Dream Finders Homes Inc
19.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
6 Feb 2026
Entry
DHX
NYSE · DHI Group Inc
1.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
6 Feb 2026
Exit
DKL
NYSE · Delek Logistics Partners LP
51.45
Reversal Risk Warning
42.17%
Entry 3 Nov 2023
36.19
6 Feb 2026
Exit
DOV
NYSE · Dover Corporation
222.60
Reversal Risk Warning
54.36%
Entry 1 Sep 2023
144.21
6 Feb 2026
Exit
EAF
NYSE · GrafTech International Ltd
8.44
20% entry drawdown
-27.24%
Entry 6 Jun 2025
11.60
6 Feb 2026
Exit
EBC
NASDAQ · Eastern Bankshares Inc
21.58
Reversal Risk Warning
60.35%
Entry 15 Dec 2023
13.46