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
478.70
Total Return
378.70%
CAGR
55.90%
Annualized from first index week
Edge vs Market
+34.12%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.64
Sortino 5.14
Current Holdings
1077
Transactions
10779
Avg 3056.6/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4851
Stop 41.6% ·
Warning 57.9%
· Other 0.5%
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
ADBE
NASDAQ · Adobe Systems Incorporated
237.25
MD 0.17 · Market Dynamics Buy Signal
BL
NASDAQ · Blackline Inc
30.29
MD 0.18 · Market Dynamics Buy Signal
BLKB
NASDAQ · Blackbaud Inc
32.40
MD 0.13 · Market Dynamics Buy Signal
CURV
NYSE · Torrid Holdings Inc
2.33
MD 0.17 · Market Dynamics Buy Signal
DFIN
NYSE · Donnelley Financial Solutions Inc
49.95
MD 0.06 · Market Dynamics Buy Signal
EXPO
NASDAQ · Exponent Inc
62.88
MD 0.09 · Market Dynamics Buy Signal
FIS
NYSE · Fidelity National Information Services Inc
41.91
MD 0.19 · Market Dynamics Buy Signal
HCKT
NASDAQ · The Hackett Group Inc
10.34
MD 0.19 · Market Dynamics Buy Signal
ICFI
NASDAQ · ICF International Inc
78.86
MD 0.80 · Market Dynamics Buy Signal
IQ
NASDAQ · iQIYI Inc
1.19
MD 0.25 · Market Dynamics Buy Signal
LAW
NYSE · CS Disco LLC
4.05
MD 0.26 · Market Dynamics Buy Signal
MAT
NASDAQ · Mattel Inc
14.30
MD 0.13 · Market Dynamics Buy Signal
NRDS
NASDAQ · Nerdwallet Inc
9.26
MD 0.13 · Market Dynamics Buy Signal
ONT
NYSE · Onterris
20.93
MD 0.36 · Market Dynamics Buy Signal
OPRX
NASDAQ · OPTIMIZERx Corp
6.69
MD 0.86 · Market Dynamics Buy Signal
PODD
NASDAQ · Insulet Corporation
164.06
MD 0.42 · Market Dynamics Buy Signal
RCEL
NASDAQ · Avita Medical Ltd
5.10
MD 0.39 · Market Dynamics Buy Signal
UPWK
NASDAQ · Upwork Inc
9.06
MD 0.10 · Market Dynamics Buy Signal
XRAY
NASDAQ · Dentsply Sirona Inc
14.05
MD 0.72 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACB
NASDAQ · Aurora Cannabis Inc
2.63
20% entry drawdown · -20.78%
AIFU
NASDAQ · Fanhua Inc.
34.52
20% entry drawdown · -25.28%
AKTX
NASDAQ · Akari Therapeutics PLC
11.01
20% entry drawdown · -20.68%
ALDX
NASDAQ · Aldeyra The
1.69
20% entry drawdown · -25.55%
ARCT
NASDAQ · Arcturus Therapeutics Holdings Inc
6.05
20% entry drawdown · -26.49%
AWRE
NASDAQ · Aware Inc
1.11
20% entry drawdown · -26.97%
BEEM
NASDAQ · Beam Global
1.03
20% entry drawdown · -24.82%
BNAI
NASDAQ · Brand Engagement Network Inc
11.62
20% entry drawdown · -29.49%
BTBT
NASDAQ · Bit Digital Inc
1.40
20% entry drawdown · -29.65%
EIX
NYSE · Edison International
77.63
Reversal Risk Warning · 49.97%
EVGO
NASDAQ · Evgo Inc
1.68
20% entry drawdown · -20.94%
EVO
NASDAQ · Evotec SE ADR
1.96
20% entry drawdown · -27.94%
GENK
NASDAQ · GEN Restaurant Group, Inc. Class A Common Stock
1.77
20% entry drawdown · -24.36%
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.05
20% entry drawdown · -28.08%
GRDX
NASDAQ · GridAI Technologies Corp.
3.82
20% entry drawdown · -29.26%
HUBG
NASDAQ · Hub Group Inc
51.22
Reversal Risk Warning · 45.11%
INV
NASDAQ · Innventure, Inc.
3.37
20% entry drawdown · -27.37%
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
9.35
20% entry drawdown · -20.29%
LEDS
NASDAQ · SemiLEDS Corporation
3.01
Reversal Risk Warning · 67.22%
LONA
NASDAQ · LeonaBio, Inc.
7.22
20% entry drawdown · -27.22%
MTEX
NASDAQ · Mannatech Incorporated
4.25
20% entry drawdown · -21.59%
OABI
NASDAQ · OmniAb Inc.
2.12
20% entry drawdown · -20.00%
OCCI
NASDAQ · OFS Credit Company Inc
2.27
20% entry drawdown · -23.83%
PBF
NYSE · PBF Energy Inc
62.75
Reversal Risk Warning · 219.84%
PLUG
NASDAQ · Plug Power Inc
2.17
20% entry drawdown · -20.80%
PMCB
NASDAQ · PharmaCyte Biotech Inc
0.63
20% entry drawdown · -21.31%
PMEC
NASDAQ · Primech Holdings Ltd. Ordinary Shares
0.52
20% entry drawdown · -28.59%
QFIN
NASDAQ · 360 Finance Inc
12.73
20% entry drawdown · -20.83%
RPT
NYSE · Rithm Property Trust Inc.
10.89
20% entry drawdown · -27.03%
RXRX
NASDAQ · Recursion Pharmaceuticals Inc
2.95
20% entry drawdown · -22.50%
SNPS
NASDAQ · Synopsys Inc
384.28
20% entry drawdown · -25.60%
SORA
NASDAQ · Top Win International Limited
1.73
20% entry drawdown · -23.18%
VERU
NASDAQ · Veru Inc
2.38
20% entry drawdown · -30.00%
WING
NASDAQ · Wingstop Inc
142.33
20% entry drawdown · -20.03%
WW
NASDAQ · WW International, Inc. Common Stock
14.57
20% entry drawdown · -21.46%
ZSQR
NASDAQ · Z Squared Inc.
5.06
20% entry drawdown · -45.47%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
SSTI
NASDAQ · Shotspotter Inc
12 Jun 20268.03
8.59
6.97%
Buy
1.17
-
-
SSYS
NASDAQ · Stratasys Ltd
27 Sep 20248.14
8.14
0.00%
Buy
0.15
-
-
STAA
NASDAQ · STAAR Surgical Company
17 Apr 202625.08
26.44
5.42%
Buy
0.32
-
-
STG
NYSE · Sunlands Technology Group
5 Jun 20263.47
3.57
2.88%
Buy
0.04
-
-
STHO
NASDAQ · Star Holdings
20 Jun 20257.72
9.41
21.89%
Buy
0.31
-
-
STIM
NASDAQ · Neuronetics Inc
10 Jul 20261.76
1.62
-7.95%
Buy
0.50
-
-
STRO
NASDAQ · Sutro Biopharma
16 Jan 202613.82
23.57
70.55%
Buy
1.22
-
-
STRR
NASDAQ · Star Equity Holdings Inc
19 Sep 202511.47
11.16
-2.70%
Buy
1.58
-
-
STTK
NASDAQ · Shattuck Labs Inc
5 Dec 20253.10
7.53
142.90%
Buy
0.51
-
-
STUB
NYSE · StubHub Holdings, Inc.
22 May 20269.98
9.25
-7.31%
Buy
0.18
-
-
STVN
NYSE · Stevanato Group SpA
8 May 202618.16
19.17
5.53%
Buy
0.61
-
-
STZ
NYSE · Constellation Brands Inc Class A
12 Dec 2025145.46
132.87
-8.65%
Buy
0.17
-
-
SUNS
NASDAQ · Sunrise Realty Trust, Inc.
12 Jun 20268.23
8.30
0.88%
Buy
0.12
-
-
SUZ
NYSE · Suzano Papel e Celulose SA ADR
13 Jun 20259.55
8.21
-14.01%
Buy
0.06
-
-
SVC
NASDAQ · Service Properties Trust
26 Jun 20268.55
8.55
0.01%
Buy
0.08
-
-
SVCO
NASDAQ · Silvaco Group, Inc. Common Stock
20 Mar 20266.34
7.94
25.24%
Buy
0.31
-
-
SVV
NYSE · Savers Value Village, Inc.
5 Jun 20268.99
9.94
10.57%
Buy
0.01
-
-
SWK
NYSE · Stanley Black & Decker Inc
4 Jul 202567.98
90.17
32.64%
Buy
0.13
-
-
SWKS
NASDAQ · Skyworks Solutions Inc
24 Apr 202663.11
59.35
-5.96%
Buy
0.14
-
-
SXC
NYSE · SunCoke Energy Inc
6 Mar 20265.83
8.37
43.61%
Buy
0.26
-
-
TACO
NASDAQ · Berto Acquisition Corp. Ordinary Shares
13 Feb 202610.19
10.50
3.04%
Buy
0.05
-
-
TACT
NASDAQ · TransAct Technologies Incorporated
29 May 20264.47
5.23
17.00%
Buy
1.20
-
-
TAVI
NASDAQ · Tavia Acquisition Corp. Ordinary Shares
25 Jul 202510.28
10.67
3.84%
Buy
1.24
-
-
TDC
NYSE · Teradata Corp
7 Nov 202527.60
30.52
10.58%
Buy
1.11
-
-
TDOC
NYSE · Teladoc Inc
1 May 20266.46
9.43
45.98%
Buy
0.31
-
-
TDW
NYSE · Tidewater Inc
6 Jun 202543.43
75.82
74.58%
Buy
0.18
-
-
TEAM
NASDAQ · Atlassian Corp Plc
8 May 202691.60
93.29
1.84%
Buy
0.36
-
-
TECH
NASDAQ · Bio-Techne Corp
19 Jun 202657.94
72.12
24.47%
Buy
0.11
-
-
TECX
NASDAQ · Tectonic Therapeutic, Inc.
21 Nov 202519.18
32.60
69.97%
Buy
0.02
-
-
TENB
NASDAQ · Tenable Holdings Inc
1 May 202621.23
39.88
87.85%
Buy
0.34
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Aug 2025
Exit
MX
NYSE · MagnaChip Semiconductor
2.96
20% entry drawdown
-20.00%
Entry 6 Jun 2025
3.70
1 Aug 2025
Entry
NIO
NYSE · Nio Inc Class A ADR
5.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.63
1 Aug 2025
Exit
NMRA
NASDAQ · Neumora Therapeutics, Inc.
1.56
20% entry drawdown
-33.62%
Entry 25 Jul 2025
2.35
1 Aug 2025
Exit
NOG
NYSE · Northern Oil & Gas Inc
23.74
20% entry drawdown
-20.96%
Entry 13 Jun 2025
30.04
1 Aug 2025
Exit
NXTC
NASDAQ · NextCure Inc
4.89
20% entry drawdown
-20.75%
Entry 25 Jul 2025
6.17
1 Aug 2025
Exit
OKUR
NASDAQ · OnKure Therapeutics, Inc.
2.20
20% entry drawdown
-23.61%
Entry 6 Jun 2025
2.88
1 Aug 2025
Exit
OKYO
NASDAQ · OKYO Pharma Ltd ADR
3.10
Reversal Risk Warning
211.56%
Entry 9 Aug 2024
1.00
1 Aug 2025
Entry
PETZ
NASDAQ · TDH Holdings Inc
1.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
1 Aug 2025
Exit
PHUN
NASDAQ · Phunware Inc
2.62
20% entry drawdown
-22.09%
Entry 4 Jul 2025
3.36
1 Aug 2025
Entry
PRTA
NASDAQ · Prothena Corporation plc
6.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
1 Aug 2025
Entry
RADX
NASDAQ · Radiopharm Theranostics Limited American Depositary Shares
5.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 3.56
1 Aug 2025
Exit
RDZN
NASDAQ · Roadzen Inc.
1.12
20% entry drawdown
-26.80%
Entry 25 Jul 2025
1.53
1 Aug 2025
Exit
REKR
NASDAQ · Rekor Systems Inc
1.10
20% entry drawdown
-22.26%
Entry 6 Jun 2025
1.42
1 Aug 2025
Exit
RMD
NYSE · ResMed Inc
276.46
Reversal Risk Warning
77.30%
Entry 1 Dec 2023
155.92
1 Aug 2025
Exit
SGML
NASDAQ · Sigma Lithium Resources Corp
5.08
20% entry drawdown
-28.65%
Entry 25 Jul 2025
7.12
1 Aug 2025
Exit
SHFS
NASDAQ · SHF Holdings Inc
2.70
20% entry drawdown
-20.08%
Entry 11 Jul 2025
3.38
1 Aug 2025
Entry
SNSE
NASDAQ · Sensei Biotherapeutics Inc
10.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.86
1 Aug 2025
Entry
SRZN
NASDAQ · Surrozen Inc
11.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
1 Aug 2025
Exit
STRS
NASDAQ · Stratus Properties Inc
15.75
20% entry drawdown
-22.87%
Entry 16 May 2025
20.42
1 Aug 2025
Exit
SWVL
NASDAQ · Swvl Holdings Corp
3.79
20% entry drawdown
-22.02%
Entry 30 May 2025
4.86
1 Aug 2025
Entry
TELO
NASDAQ · Telomir Pharmaceuticals, Inc. Common Stock
1.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
1 Aug 2025
Exit
TLPH
NASDAQ · Talphera Inc.
0.40
20% entry drawdown
-21.10%
Entry 6 Jun 2025
0.51
1 Aug 2025
Exit
TLSA
NASDAQ · Tiziana Life Sciences Ltd
2.38
Reversal Risk Warning
219.46%
Entry 3 May 2024
0.75
1 Aug 2025
Entry
TOYO
NASDAQ · TOYO Co., Ltd Ordinary Shares
6.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.07
1 Aug 2025
Exit
UNCY
NASDAQ · Unicycive Therapeutics Inc
4.20
20% entry drawdown
-20.75%
Entry 22 Nov 2024
5.30
1 Aug 2025
Entry
VRME
NASDAQ · VerifyMe Inc
1.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.72
1 Aug 2025
Exit
VST
NYSE · Vistra Corp.
207.21
Reversal Risk Warning
242.18%
Entry 15 Mar 2024
60.56
1 Aug 2025
Exit
ZEO
NASDAQ · Zeo Energy Corp.
2.46
20% entry drawdown
-20.39%
Entry 30 May 2025
3.09
25 Jul 2025
Exit
AB
NYSE · AllianceBernstein Holding L.P.
39.38
Reversal Risk Warning
63.65%
Entry 8 Dec 2023
24.06
25 Jul 2025
Exit
ACEL
NYSE · Accel Entertainment Inc
12.74
Reversal Risk Warning
22.38%
Entry 16 Feb 2024
10.41