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
RTO
NYSE · Rentokil Initial PLC
2 May 202523.30
29.64
27.20%
Buy
0.08
-
-
RVTY
NYSE · Revvity Inc.
24 Oct 202598.75
112.29
13.71%
Buy
0.22
-
-
RXO
NYSE · RXO Inc.
20 Mar 202613.23
26.25
98.41%
Buy
0.13
-
-
RYAN
NYSE · Ryan Specialty Group Holdings Inc
12 Jun 202635.64
40.41
13.38%
Buy
0.30
-
-
RZLT
NASDAQ · Rezolute Inc
3 Apr 20263.12
4.75
52.24%
Buy
0.10
-
-
RZLV
NASDAQ · Rezolve AI Limited Ordinary Shares
15 May 20262.55
2.60
1.96%
Buy
0.03
-
-
S
NYSE · SentinelOne Inc
20 Mar 202614.17
17.88
26.18%
Buy
0.18
-
-
SABS
NASDAQ · SAB Biotherapeutics Inc
24 Oct 20253.03
3.82
26.07%
Buy
0.14
-
-
SAFE
NYSE · Safehold Inc
18 Apr 202514.56
16.11
10.61%
Buy
0.20
-
-
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
10 Jul 20260.55
0.55
New
Entry week
Buy
0.24
-
-
SAIA
NASDAQ · Saia Inc
11 Jul 2025303.28
420.82
38.76%
Buy
0.13
-
-
SANA
NASDAQ · Sana Biotechnology Inc
6 Jun 20252.84
3.85
35.56%
Buy
0.21
-
-
SARO
NYSE · StandardAero, Inc.
19 Jun 202627.75
27.93
0.65%
Buy
0.16
-
-
SBAC
NASDAQ · SBA Communications Corp
3 Apr 2026202.81
190.03
-6.30%
Buy
0.20
-
-
SCL
NYSE · Stepan Company
19 Dec 202546.82
56.57
20.82%
Buy
0.41
-
-
SCM
NYSE · Stellus Capital Investment
12 Jun 20268.89
8.32
-6.42%
Buy
0.06
-
-
SCOR
NASDAQ · Comscore Inc
11 Apr 20255.63
7.45
32.33%
Buy
0.05
-
-
SDGR
NASDAQ · Schrodinger Inc
26 Jun 202616.86
16.49
-2.19%
Buy
1.10
-
-
SEDG
NASDAQ · SolarEdge Technologies Inc
15 May 202661.76
55.18
-10.65%
Buy
0.67
-
-
SEED
NASDAQ · Origin Agritech Ltd
22 Aug 20251.10
1.01
-8.47%
Buy
0.59
-
-
SEER
NASDAQ · Seer Inc
22 Dec 20231.82
2.17
19.23%
Buy
0.27
-
-
SEG
NYSE · Seaport Entertainment Group Inc.
20 Jun 202519.46
25.60
31.55%
Buy
0.21
-
-
SEM
NYSE · Select Medical Holdings
17 Oct 202513.22
16.51
24.86%
Buy
0.15
-
-
SGML
NASDAQ · Sigma Lithium Resources Corp
15 Aug 20256.40
11.91
86.09%
Buy
0.92
-
-
SGMT
NASDAQ · Sagimet Biosciences Inc. Series A Common Stock
6 Jun 20255.56
7.37
32.55%
Buy
0.25
-
-
SGRP
NASDAQ · SPAR Group Inc
22 May 20260.72
0.87
21.34%
Buy
0.46
-
-
SHEN
NASDAQ · Shenandoah Telecommunications Co
21 Mar 202512.65
12.71
0.46%
Buy
0.44
-
-
SHLS
NASDAQ · Shoals Technologies Group Inc
15 Aug 20255.19
10.02
93.06%
Buy
0.54
-
-
SIBN
NASDAQ · Si-Bone Inc
29 May 202614.10
17.56
24.54%
Buy
0.09
-
-
SILO
NASDAQ · Silo Pharma Inc
27 Feb 20265.50
5.70
3.68%
Buy
0.06
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
5 Jun 2026
Entry
BBNX
NASDAQ · Beta Bionics, Inc. Common Stock
13.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
5 Jun 2026
Exit
BFS
NYSE · Saul Centers Inc
36.54
Reversal Risk Warning
20.64%
Entry 19 Dec 2025
30.29
5 Jun 2026
Entry
BON
NASDAQ · Bon Natural Life Ltd
1.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
5 Jun 2026
Exit
BSRR
NASDAQ · Sierra Bancorp
39.09
Reversal Risk Warning
106.09%
Entry 28 Jul 2023
18.97
5 Jun 2026
Exit
BULL
NASDAQ · Webull Corp
5.60
20% entry drawdown
-20.34%
Entry 1 May 2026
7.03
5 Jun 2026
Entry
BZ
NASDAQ · Kanzhun Ltd ADR
14.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
5 Jun 2026
Exit
CANG
NYSE · Cango Inc
0.33
20% entry drawdown
-25.40%
Entry 29 May 2026
0.44
5 Jun 2026
Exit
CARS
NYSE · Cars.com Inc
9.21
20% entry drawdown
-21.15%
Entry 8 May 2026
11.68
5 Jun 2026
Exit
CDTG
NASDAQ · CDT Environmental Technology Investment Holdings Limited ordinary shares
3.18
20% entry drawdown
-47.00%
Entry 27 Feb 2026
6.00
5 Jun 2026
Entry
CHEC
NASDAQ · Chenghe Acquisition III Co. Class A Ordinary Share
10.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.09
5 Jun 2026
Exit
CMG
NYSE · Chipotle Mexican Grill Inc
29.34
20% entry drawdown
-22.40%
Entry 26 Dec 2025
37.81
5 Jun 2026
Entry
CMTL
NASDAQ · Comtech Telecommunications Corp
4.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
5 Jun 2026
Exit
CNI
NYSE · Canadian National Railway Company
119.73
Reversal Risk Warning
28.31%
Entry 7 Nov 2025
93.31
5 Jun 2026
Exit
CRCL
NYSE · Circle Internet Group, Inc.
80.28
20% entry drawdown
-21.22%
Entry 6 Mar 2026
101.91
5 Jun 2026
Exit
CRGO
NASDAQ · Freightos Limited Ordinary shares
1.64
20% entry drawdown
-20.00%
Entry 8 May 2026
2.05
5 Jun 2026
Exit
CVLG
NYSE · Covenant Logistics Group, Inc.
43.52
Reversal Risk Warning
103.28%
Entry 5 Jan 2024
21.41
5 Jun 2026
Exit
DEFT
NASDAQ · DeFi Technologies Inc.
0.55
20% entry drawdown
-25.50%
Entry 10 Apr 2026
0.74
5 Jun 2026
Exit
DFIN
NYSE · Donnelley Financial Solutions Inc
36.74
20% entry drawdown
-22.54%
Entry 20 Feb 2026
47.43
5 Jun 2026
Exit
DGNX
NASDAQ · Diginex Limited Ordinary Shares
1.00
20% entry drawdown
-31.03%
Entry 29 May 2026
1.45
5 Jun 2026
Exit
DLPN
NASDAQ · Dolphin Entertainment Inc
1.11
20% entry drawdown
-23.45%
Entry 3 Oct 2025
1.45
5 Jun 2026
Exit
EFSI
NASDAQ · Eagle Financial Services Inc Common Stock
41.01
Reversal Risk Warning
47.78%
Entry 24 May 2024
27.75
5 Jun 2026
Entry
EVGO
NASDAQ · Evgo Inc
2.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
5 Jun 2026
Exit
EWBC
NASDAQ · East West Bancorp Inc
125.94
Reversal Risk Warning
118.15%
Entry 28 Jul 2023
57.73
5 Jun 2026
Exit
EXEL
NASDAQ · Exelixis Inc
52.70
Reversal Risk Warning
159.99%
Entry 4 Aug 2023
20.27
5 Jun 2026
Exit
FBIOP
NASDAQ · Fortress Biotech Inc Pref Series A
20.67
Reversal Risk Warning
161.65%
Entry 30 May 2025
7.90
5 Jun 2026
Exit
FCCO
NASDAQ · First Community Corporation
31.36
Reversal Risk Warning
74.99%
Entry 4 Aug 2023
17.92
5 Jun 2026
Exit
FDX
NYSE · FedEx Corporation
329.78
Reversal Risk Warning
107.20%
Entry 21 Jul 2023
159.16
5 Jun 2026
Exit
FISI
NASDAQ · Financial Institutions Inc
36.80
Reversal Risk Warning
117.97%
Entry 28 Jul 2023
16.88
5 Jun 2026
Exit
FMX
NYSE · Fomento Economico Mexicano
122.88
Reversal Risk Warning
52.55%
Entry 14 Feb 2025
80.55
5 Jun 2026
Exit
FROG
NASDAQ · Jfrog Ltd
84.00
Reversal Risk Warning
182.16%
Entry 8 Dec 2023
29.77