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
EBMT
NASDAQ · Eagle Bancorp Montana Inc
23.14
Reversal Risk Warning
85.88%
Entry 21 Jul 2023
12.45
6 Feb 2026
Exit
ECOR
NASDAQ · Electrocore LLC
5.45
20% entry drawdown
-23.67%
Entry 16 Jan 2026
7.14
6 Feb 2026
Exit
EGBN
NASDAQ · Eagle Bancorp Inc
27.57
Reversal Risk Warning
53.11%
Entry 15 Aug 2025
18.01
6 Feb 2026
Exit
ELAN
NYSE · Elanco Animal Health
25.20
Reversal Risk Warning
95.05%
Entry 16 May 2025
12.92
6 Feb 2026
Exit
ESQ
NASDAQ · Esquire Financial Holdings Inc
114.94
Reversal Risk Warning
111.86%
Entry 19 Jul 2024
54.25
6 Feb 2026
Exit
FBNC
NASDAQ · First Bancorp
61.97
Reversal Risk Warning
96.25%
Entry 21 Jul 2023
31.58
6 Feb 2026
Exit
FELE
NASDAQ · Franklin Electric Co Inc
107.25
Reversal Risk Warning
18.39%
Entry 11 Jul 2025
90.59
6 Feb 2026
Exit
FER
NASDAQ · Ferrovial SE
70.55
Reversal Risk Warning
69.57%
Entry 27 Sep 2024
41.60
6 Feb 2026
Exit
FHN
NYSE · First Horizon Corporation
25.85
Reversal Risk Warning
112.31%
Entry 1 Dec 2023
12.18
6 Feb 2026
Exit
FIBK
NASDAQ · First Interstate BancSystem Inc
37.84
Reversal Risk Warning
83.98%
Entry 14 Jul 2023
20.57
6 Feb 2026
Exit
FITB
NASDAQ · Fifth Third Bancorp
54.61
Reversal Risk Warning
114.78%
Entry 21 Jul 2023
25.43
6 Feb 2026
Exit
FLS
NYSE · Flowserve Corporation
85.20
Reversal Risk Warning
93.36%
Entry 22 Mar 2024
44.06
6 Feb 2026
Exit
FNB
NYSE · F.N.B. Corp
18.63
Reversal Risk Warning
62.94%
Entry 1 Dec 2023
11.43
6 Feb 2026
Exit
GATX
NYSE · GATX Corporation
187.06
Reversal Risk Warning
65.47%
Entry 15 Dec 2023
113.05
6 Feb 2026
Exit
GDYN
NASDAQ · Grid Dynamics Holdings Inc
7.13
20% entry drawdown
-23.66%
Entry 31 Oct 2025
9.34
6 Feb 2026
Exit
GEF
NYSE · Greif Bros Corporation
74.01
Reversal Risk Warning
16.23%
Entry 6 Jun 2025
63.67
6 Feb 2026
Exit
GEL
NYSE · Genesis Energy LP
17.01
Reversal Risk Warning
87.31%
Entry 1 Sep 2023
9.08
6 Feb 2026
Exit
GFF
NYSE · Griffon Corporation
94.36
Reversal Risk Warning
131.85%
Entry 14 Jul 2023
40.70
6 Feb 2026
Exit
GIL
NYSE · Gildan Activewear Inc.
70.61
Reversal Risk Warning
108.18%
Entry 17 Nov 2023
33.92
6 Feb 2026
Exit
GILD
NASDAQ · Gilead Sciences Inc
150.65
Reversal Risk Warning
101.79%
Entry 3 Nov 2023
74.66
6 Feb 2026
Entry
GROV
NYSE · Grove Collaborative Holdings, Inc.
1.53
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
6 Feb 2026
Exit
GSK
NYSE · GlaxoSmithKline PLC ADR
59.27
Reversal Risk Warning
76.15%
Entry 15 Sep 2023
33.65
6 Feb 2026
Exit
HFWA
NASDAQ · Heritage Financial Corporation
27.95
Reversal Risk Warning
69.41%
Entry 28 Jul 2023
16.50
6 Feb 2026
Exit
HIFS
NASDAQ · Hingham Institution for Savings
332.62
Reversal Risk Warning
73.00%
Entry 15 Dec 2023
192.26
6 Feb 2026
Exit
HON
NASDAQ · Honeywell International Inc
247.41
Reversal Risk Warning
36.45%
Entry 24 Nov 2023
181.32
6 Feb 2026
Exit
HSY
NYSE · Hershey Co
228.24
Reversal Risk Warning
28.14%
Entry 7 Mar 2025
178.12
6 Feb 2026
Exit
HTH
NYSE · Hilltop Holdings Inc
39.42
Reversal Risk Warning
40.39%
Entry 24 Nov 2023
28.08
6 Feb 2026
Exit
HUYA
NYSE · HUYA Inc
4.40
Reversal Risk Warning
257.83%
Entry 27 Oct 2023
1.23
6 Feb 2026
Exit
HWC
NASDAQ · Hancock Whitney Corp
73.31
Reversal Risk Warning
83.51%
Entry 1 Dec 2023
39.95
6 Feb 2026
Entry
IBIO
NASDAQ · iBio, Inc. Common Stock
2.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.33