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
494.61
Total Return
394.61%
CAGR
56.21%
Annualized from first index week
Edge vs Market
+33.47%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.65
Sortino 5.18
Current Holdings
1076
Transactions
10942
Avg 3053.1/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4933
Stop 42.1% ·
Warning 57.3%
· 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
ACM
NYSE · Aecom Technology Corporation
75.84
MD 0.19 · Market Dynamics Buy Signal
ACN
NYSE · Accenture plc
175.72
MD 0.15 · Market Dynamics Buy Signal
AWRE
NASDAQ · Aware Inc
1.27
MD 0.13 · Market Dynamics Buy Signal
BAFN
NASDAQ · Bayfirst Financial Corp
6.34
MD 0.07 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
11.22
MD 0.46 · Market Dynamics Buy Signal
BGSI
NYSE · Boyd Group Services Inc.
102.34
MD 0.05 · Market Dynamics Buy Signal
BHC
NYSE · Bausch Health Companies Inc
6.25
MD 0.17 · Market Dynamics Buy Signal
BIOA
NASDAQ · BioAge Labs, Inc
11.72
MD 0.19 · Market Dynamics Buy Signal
BRLT
NASDAQ · Brilliant Earth Group Inc
1.28
MD 0.02 · Market Dynamics Buy Signal
CDNL
NASDAQ · Cardinal Infrastructure Group Inc. Class A Common Stock
64.00
MD 0.17 · Market Dynamics Buy Signal
CLX
NYSE · The Clorox Company
105.15
MD 0.50 · Market Dynamics Buy Signal
CTSH
NASDAQ · Cognizant Technology Solutions Corp Class A
57.67
MD 0.29 · Market Dynamics Buy Signal
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
3.32
MD 1.69 · Market Dynamics Buy Signal
DOCS
NYSE · Doximity Inc
27.40
MD 0.99 · Market Dynamics Buy Signal
FRPT
NASDAQ · Freshpet Inc
66.91
MD 0.17 · Market Dynamics Buy Signal
FWRD
NASDAQ · Forward Air Corporation
19.35
MD 0.19 · Market Dynamics Buy Signal
G
NYSE · Genpact Limited
34.29
MD 0.42 · Market Dynamics Buy Signal
GLOB
NYSE · Globant SA
37.40
MD 0.19 · Market Dynamics Buy Signal
HUIZ
NASDAQ · Huize Holding Ltd
1.66
MD 0.29 · Market Dynamics Buy Signal
INSP
NYSE · Inspire Medical Systems Inc
60.16
MD 0.93 · Market Dynamics Buy Signal
INTU
NASDAQ · Intuit Inc
325.25
MD 0.07 · Market Dynamics Buy Signal
IT
NYSE · Gartner Inc
185.60
MD 0.94 · Market Dynamics Buy Signal
LBRDA
NASDAQ · Liberty Broadband Srs A
35.93
MD 0.00 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.11
MD 0.28 · Market Dynamics Buy Signal
MOS
NYSE · The Mosaic Company
23.06
MD 0.11 · Market Dynamics Buy Signal
MRDN
NASDAQ · Meridian Holdings Inc
14.42
MD 0.94 · Market Dynamics Buy Signal
OPCH
NASDAQ · Option Care Health Inc
23.79
MD 0.22 · Market Dynamics Buy Signal
PBH
NYSE · Prestige Brand Holdings Inc
54.85
MD 0.16 · Market Dynamics Buy Signal
PCOR
NYSE · Procore Technologies Inc
57.06
MD 0.53 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.14
MD 0.59 · Market Dynamics Buy Signal
RKDA
NASDAQ · Arcadia Biosciences Inc
0.70
MD 0.22 · Market Dynamics Buy Signal
RWAY
NASDAQ · Runway Growth Finance Corp
6.84
MD 0.16 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.53
MD 0.61 · Market Dynamics Buy Signal
TNDM
NASDAQ · Tandem Diabetes Care Inc
22.38
MD 0.31 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
101.83
MD 1.69 · Market Dynamics Buy Signal
TSCO
NASDAQ · Tractor Supply Company
34.56
MD 0.23 · Market Dynamics Buy Signal
UPST
NASDAQ · Upstart Holdings Inc
31.09
MD 0.08 · Market Dynamics Buy Signal
VNT
NYSE · Vontier Corp
35.09
MD 0.23 · Market Dynamics Buy Signal
WIX
NASDAQ · Wix.Com Ltd
60.20
MD 0.10 · Market Dynamics Buy Signal
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
2.02
MD 1.63 · Market Dynamics Buy Signal
ZKH
NYSE · ZKH Group Limited
2.85
MD 0.27 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AHCO
NASDAQ · Adapthealth Corp
5.69
20% entry drawdown · -23.83%
AKBA
NASDAQ · Akebia Ther
0.91
20% entry drawdown · -26.62%
AMLX
NASDAQ · Amylyx Pharmaceuticals Inc
22.82
Reversal Risk Warning · 260.51%
APTV
NYSE · Aptiv PLC
49.55
20% entry drawdown · -25.65%
ATS
NYSE · ATS Corporation
21.13
20% entry drawdown · -27.06%
BAER
NASDAQ · Bridger Aerospace Group Holdings, Inc. Common Stock
1.26
20% entry drawdown · -32.44%
BTMD
NASDAQ · biote Corp
1.48
20% entry drawdown · -31.80%
CRL
NYSE · Charles River Laboratories
267.49
Reversal Risk Warning · 78.98%
DAAQ
NASDAQ · Digital Asset Acquisition Corp.
8.14
20% entry drawdown · -20.51%
FVN
NASDAQ · Future Vision II Acquisition Corporation Ordinary shares
11.80
Reversal Risk Warning · 12.61%
GDTC
NASDAQ · CytoMed Therapeutics Limited Ordinary Shares
0.82
20% entry drawdown · -29.20%
HCAT
NASDAQ · Health Catalyst Inc
1.73
20% entry drawdown · -24.45%
HGBL
NASDAQ · Heritage Global Inc
1.06
20% entry drawdown · -22.63%
IPCX
NASDAQ · Inflection Point Acquisition Corp. III Class A Ordinary Shares
4.44
20% entry drawdown · -56.34%
LVWR
NYSE · LiveWire Group Inc.
1.08
20% entry drawdown · -40.33%
MTW
NYSE · Manitowoc Company Inc
18.81
Reversal Risk Warning · 82.09%
ONT
NYSE · Onterris
16.51
20% entry drawdown · -21.12%
ORGO
NASDAQ · Organogenesis Holdings Inc
1.86
20% entry drawdown · -29.01%
PETZ
NASDAQ · TDH Holdings Inc
1.59
Reversal Risk Warning · 52.40%
PZZA
NASDAQ · Papa John's International Inc
24.47
20% entry drawdown · -33.77%
SPPL
NASDAQ · SIMPPLE LTD. Ordinary Shares
2.54
20% entry drawdown · -35.20%
SWK
NYSE · Stanley Black & Decker Inc
103.89
Reversal Risk Warning · 52.82%
UHAL
NYSE · U-Haul Holding Company
75.27
Reversal Risk Warning · 43.13%
VAC
NYSE · Marriot Vacations Worldwide
123.47
Reversal Risk Warning · 110.62%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
SKIL
NYSE · Skillsoft Corp.
24 Apr 20266.43
9.10
41.52%
Buy
0.09
-
-
SKK
NASDAQ · SKK Holdings Limited
15 May 20264.77
4.80
0.63%
Buy
0.39
-
-
SKYX
NASDAQ · SKYX Platforms Corp
10 Jul 20261.27
1.22
-3.94%
Buy
0.09
-
-
SLGN
NYSE · Silgan Holdings Inc
26 Jun 202646.23
41.71
-9.78%
Buy
0.39
-
-
SLN
NASDAQ · Silence Therapeutics PLC
17 Apr 20267.53
11.95
58.70%
Buy
0.62
-
-
SLNG
NASDAQ · Stabilis Solutions Inc
3 Jul 20264.19
4.69
11.93%
Buy
0.43
-
-
SLVM
NYSE · Sylvamo Corp
5 Sep 202544.03
41.07
-6.72%
Buy
0.17
-
-
SM
NYSE · SM Energy Co
6 Feb 202620.76
28.88
39.10%
Buy
0.69
-
-
SMC
NYSE · Summit Midstream Corporation
14 Nov 202523.76
30.35
27.74%
Buy
0.89
-
-
SMHI
NYSE · SEACOR Marine Holdings Inc
30 May 20255.34
9.52
78.28%
Buy
0.10
-
-
SMPL
NASDAQ · Simply Good Foods Co
12 Jun 202612.57
11.10
-11.69%
Buy
0.01
-
-
SMRT
NYSE · SmartRent Inc
4 Jul 20251.11
1.42
27.93%
Buy
0.68
-
-
SMTI
NASDAQ · Sanara Medtech Inc
8 May 202618.40
34.10
85.33%
Buy
0.24
-
-
SMWB
NYSE · SimilarWeb Ltd
19 Jun 20264.99
7.51
50.50%
Buy
1.21
-
-
SNDL
NASDAQ · SNDL Inc.
1 May 20261.41
1.23
-12.77%
Buy
0.06
-
-
SOCA
NASDAQ · Solarius Capital Acquisition Corp.
27 Mar 202610.14
10.32
1.78%
Buy
0.20
-
-
SOTK
NASDAQ · Sono-Tek Corp
2 May 20254.01
5.27
31.59%
Buy
0.05
-
-
SPEG
NASDAQ · Silver Pegasus Acquisition Corp.
24 Apr 202610.22
10.34
1.17%
Buy
2.94
-
-
SPMC
NYSE · Sound Point Meridian Capital, Inc.
15 May 202610.76
10.69
-0.69%
Buy
0.30
-
-
SPOK
NASDAQ · Spok Holdings Inc
31 Jul 202610.90
11.52
5.69%
Buy
0.50
-
-
SPRU
NYSE · Spruce Power Holding Corp
19 Sep 20251.76
2.17
23.30%
Buy
0.07
-
-
SPT
NASDAQ · Sprout Social Inc
8 May 20267.40
10.34
39.73%
Buy
0.05
-
-
SQFT
NASDAQ · Presidio Property Trust
19 Jun 20262.68
2.29
-14.55%
Buy
0.02
-
-
SRAD
NASDAQ · Sportradar Group AG
26 Jun 202614.85
13.02
-12.32%
Buy
0.23
-
-
SRI
NYSE · Stoneridge Inc
6 Jun 20255.65
7.46
32.04%
Buy
1.27
-
-
SRPT
NASDAQ · Sarepta Therapeutics Inc
26 Sep 202518.36
16.78
-8.61%
Buy
0.40
-
-
SSBI
NASDAQ · Summit State Bank
20 Dec 20247.64
13.42
75.65%
Buy
0.06
-
-
SSEA
NASDAQ · Starry Sea Acquisition Corp Ordinary Shares
24 Apr 202610.17
10.28
1.08%
Buy
1.14
-
-
SSTI
NASDAQ · Shotspotter Inc
12 Jun 20268.03
7.92
-1.37%
Buy
1.17
-
-
SSYS
NASDAQ · Stratasys Ltd
27 Sep 20248.14
8.92
9.52%
Buy
0.15
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
10 Nov 2023
Entry
NTGR
NASDAQ · NETGEAR Inc
12.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
10 Nov 2023
Entry
OGI
NASDAQ · OrganiGram Holdings Inc
1.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
10 Nov 2023
Entry
PRLB
NYSE · Proto Labs Inc
34.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
10 Nov 2023
Entry
QURE
NASDAQ · Uniqure NV
6.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
10 Nov 2023
Entry
RACE
NYSE · Ferrari NV
324.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
10 Nov 2023
Entry
RBLX
NYSE · Roblox Corp
38.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
10 Nov 2023
Entry
RHP
NYSE · Ryman Hospitality Properties Inc
83.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
10 Nov 2023
Entry
RSG
NYSE · Republic Services Inc
153.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
10 Nov 2023
Entry
SGC
NASDAQ · Superior Uniform Group Inc
9.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
10 Nov 2023
Entry
TBPH
NASDAQ · Theravance Biopharma Inc
10.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
10 Nov 2023
Entry
THR
NYSE · Thermon Group Holdings Inc
31.47
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
10 Nov 2023
Exit
TSHA
NASDAQ · Taysha Gene Therapies Inc
1.51
20% entry drawdown
-21.61%
Entry 18 Aug 2023
1.92
10 Nov 2023
Entry
TZOO
NASDAQ · Travelzoo
7.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
10 Nov 2023
Entry
UVV
NYSE · Universal Corporation
43.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
10 Nov 2023
Entry
VIV
NYSE · Telefonica Brasil SA ADR
8.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.93
10 Nov 2023
Entry
WM
NYSE · Waste Management Inc
164.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
10 Nov 2023
Entry
WRAP
NASDAQ · Wrap Technologies Inc
2.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
3 Nov 2023
Entry
AGO
NYSE · Assured Guaranty Ltd
62.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
3 Nov 2023
Entry
AROC
NYSE · Archrock Inc
13.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
3 Nov 2023
Entry
AVPT
NASDAQ · Avepoint Inc
7.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.45
3 Nov 2023
Entry
CAH
NYSE · Cardinal Health Inc
96.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
3 Nov 2023
Entry
CBNK
NASDAQ · Capital Bancorp
20.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
3 Nov 2023
Entry
CDIO
NASDAQ · Cardio Diagnostics Holdings Inc
11.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.59
3 Nov 2023
Entry
CHMG
NASDAQ · Chemung Financial Corp
40.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
3 Nov 2023
Entry
CURV
NYSE · Torrid Holdings Inc
2.69
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
3 Nov 2023
Entry
DIS
NYSE · Walt Disney Company
83.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
3 Nov 2023
Entry
DKL
NYSE · Delek Logistics Partners LP
36.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
3 Nov 2023
Entry
ENSG
NASDAQ · The Ensign Group Inc
101.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.52
3 Nov 2023
Entry
FINS
NYSE · Angel Oak Financial Strategies Income Term Trust
9.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.55
3 Nov 2023
Entry
FXNC
NASDAQ · First National Corp
17.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.61