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
469.57
Total Return
369.57%
CAGR
54.68%
Annualized from first index week
Edge vs Market
+33.24%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.60
Sortino 5.04
Current Holdings
1070
Transactions
10830
Avg 3054.5/yr ·
254.5/mo ·
58.7/wk
Exit Mix
4880
Stop 41.8% ·
Warning 57.6%
· 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
ALC
NYSE · Alcon AG
67.91
MD 0.00 · Market Dynamics Buy Signal
BIXI
NASDAQ · Bitcoin Infrastructure Acquisition Corp Ltd. Class A Ordinary Shares
10.01
MD 1.18 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.14
MD 0.19 · Market Dynamics Buy Signal
CAG
NYSE · Conagra Brands, Inc.
14.77
MD 0.57 · Market Dynamics Buy Signal
CJMB
NASDAQ · Callan JMB Inc. Common Stock
2.55
MD 0.41 · Market Dynamics Buy Signal
FMST
NASDAQ · Foremost Lithium Resource & Technology Ltd. Common stock
1.65
MD 0.05 · Market Dynamics Buy Signal
GCL
NASDAQ · GCL Global Holdings Ltd Ordinary Shares
0.51
MD 0.67 · Market Dynamics Buy Signal
KNDI
NASDAQ · Kandi Technologies Group Inc
0.65
MD 0.31 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 0.90 · Market Dynamics Buy Signal
LVLU
NASDAQ · Lulu's Fashion Lounge Holdings Inc
19.20
MD 0.16 · Market Dynamics Buy Signal
LW
NYSE · Lamb Weston Holdings Inc
49.58
MD 1.48 · Market Dynamics Buy Signal
MAMO
NASDAQ · Massimo Group Common Stock
0.98
MD 0.13 · Market Dynamics Buy Signal
NBP
NASDAQ · NovaBridge Biosciences
1.77
MD 0.13 · Market Dynamics Buy Signal
OFIX
NASDAQ · Orthofix Medical Inc
11.25
MD 0.22 · Market Dynamics Buy Signal
OTIS
NYSE · Otis Worldwide Corp
71.93
MD 0.05 · Market Dynamics Buy Signal
OTLY
NASDAQ · Oatly Group AB ADR
13.37
MD 0.05 · Market Dynamics Buy Signal
PLNT
NYSE · Planet Fitness Inc
53.48
MD 0.02 · Market Dynamics Buy Signal
PSN
NYSE · Parsons Corp
58.73
MD 0.56 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
0.79
MD 0.16 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.04
MD 0.93 · Market Dynamics Buy Signal
WSTN
NASDAQ · Westin Acquisition Corp
10.13
MD 1.67 · Market Dynamics Buy Signal
WVVIP
NASDAQ · Willamette Valley Vineyards Inc PR
2.78
MD 0.21 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AMST
NASDAQ · Amesite Operating Co
0.99
20% entry drawdown · -21.44%
ATER
NASDAQ · Aterian Inc
0.40
20% entry drawdown · -70.94%
BARK
NYSE · BARK, Inc.
8.51
20% entry drawdown · -22.14%
BZFD
NASDAQ · BuzzFeed Inc
1.11
20% entry drawdown · -25.50%
BZH
NYSE · Beazer Homes USA Inc
33.19
Reversal Risk Warning · 60.11%
COOK
NYSE · Traeger Inc
61.26
20% entry drawdown · -22.75%
DAR
NYSE · Darling Ingredients Inc
62.50
Reversal Risk Warning · 59.93%
DFSC
NASDAQ · DEFSEC Technologies Inc.
1.51
20% entry drawdown · -35.19%
GEHC
NASDAQ · GE HealthCare Technologies Inc.
60.58
20% entry drawdown · -20.22%
GOOS
NYSE · Canada Goose Holdings Inc
8.89
20% entry drawdown · -24.47%
GTEC
NASDAQ · Greenland Acquisition Corp
0.51
20% entry drawdown · -21.19%
LFCR
NASDAQ · Lifecore Biomedical Inc.
4.33
20% entry drawdown · -21.84%
LFMD
NASDAQ · LifeMD Inc
3.71
20% entry drawdown · -20.04%
LOCL
NYSE · Local Bounti Corp
1.06
20% entry drawdown · -22.63%
NIXX
NASDAQ · Nixxy, Inc.
0.85
20% entry drawdown · -35.80%
NKTX
NASDAQ · Nkarta Inc
2.27
20% entry drawdown · -25.08%
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.33
20% entry drawdown · -21.28%
PPSI
NASDAQ · Pioneer Power Solutions Inc.
2.98
20% entry drawdown · -25.13%
RC
NYSE · Ready Capital Corp
1.47
20% entry drawdown · -20.97%
REAX
NASDAQ · Real Brokerage Inc
1.69
20% entry drawdown · -22.12%
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.41
20% entry drawdown · -25.36%
SEDG
NASDAQ · SolarEdge Technologies Inc
42.60
20% entry drawdown · -31.02%
SGRP
NASDAQ · SPAR Group Inc
0.38
20% entry drawdown · -46.99%
SRG
NYSE · Seritage Growth Properties
2.31
20% entry drawdown · -22.22%
TOMZ
NASDAQ · TOMI Environmental Solutions Inc
1.54
20% entry drawdown · -33.95%
UPST
NASDAQ · Upstart Holdings Inc
26.93
20% entry drawdown · -20.30%
WETO
NASDAQ · Webus International Limited Ordinary Shares
0.69
Price scale break · 37.71%
WRAP
NASDAQ · Wrap Technologies Inc
1.70
20% entry drawdown · -30.89%
XELB
NASDAQ · Xcel Brands Inc
1.23
20% entry drawdown · -21.15%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
TGHL
NASDAQ · The GrowHub Limited Class A Ordinary Shares
10 Apr 20260.36
0.67
86.91%
Buy
0.59
-
-
TGT
NYSE · Target Corporation
27 Jun 202595.12
136.78
43.80%
Buy
0.27
-
-
THRM
NASDAQ · Gentherm Inc
6 Jun 202527.05
42.69
57.82%
Buy
0.10
-
-
TITN
NASDAQ · Titan Machinery Inc
28 Mar 202517.27
19.98
15.69%
Buy
0.63
-
-
TJGC
NASDAQ · TJGC Group Limited
10 Apr 20262.82
5.19
84.04%
Buy
0.67
-
-
TLF
NASDAQ · Tandy Leather Factory Inc
6 Feb 20262.41
2.39
-0.86%
Buy
0.51
-
-
TLIH
NASDAQ · Ten-League International Holdings Limited Ordinary Shares
1 May 20263.66
5.80
58.33%
Buy
0.29
-
-
TLSI
NASDAQ · TriSalus Life Sciences Inc.
26 Jun 20264.73
4.22
-10.78%
Buy
0.10
-
-
TLX
NASDAQ · Telix Pharmaceuticals Limited
6 Mar 20267.52
10.22
35.90%
Buy
0.31
-
-
TLYS
NYSE · Tillys Inc
13 Mar 20262.69
3.77
40.15%
Buy
0.32
-
-
TMCI
NASDAQ · Treace Medical Concepts Inc
15 May 20262.66
4.00
50.38%
Buy
0.92
-
-
TNC
NYSE · Tennant Company
24 Apr 202681.23
87.77
8.05%
Buy
0.11
-
-
TREX
NYSE · Trex Company Inc
23 Jan 202642.55
43.43
2.07%
Buy
0.12
-
-
TRIP
NASDAQ · TripAdvisor Inc
1 May 202611.56
13.70
18.51%
Buy
0.05
-
-
TRNS
NASDAQ · Transcat Inc
6 Feb 202676.33
84.85
11.16%
Buy
0.59
-
-
TROX
NYSE · Tronox Holdings PLC
23 Jan 20266.21
6.24
0.46%
Buy
1.79
-
-
TRUP
NASDAQ · Trupanion Inc
19 Jun 202623.54
23.99
1.91%
Buy
0.11
-
-
TSQ
NYSE · Townsquare Media Inc
23 Jan 20265.65
6.31
11.60%
Buy
0.17
-
-
TTEK
NASDAQ · Tetra Tech Inc
10 Jul 202630.99
31.71
2.32%
Buy
0.06
-
-
TULP
NASDAQ · Bloomia Holdings, Inc.
22 Nov 20244.13
3.82
-7.51%
Buy
0.21
-
-
TUSK
NASDAQ · Mammoth Energy Services Inc
16 Jan 20262.29
2.73
19.21%
Buy
0.35
-
-
TV
NYSE · Grupo Televisa SAB ADR
21 Feb 20251.85
2.75
48.49%
Buy
0.21
-
-
TVA
NASDAQ · Texas Ventures Acquisition III Corp
12 Jun 202610.44
10.52
0.77%
Buy
0.05
-
-
TVAI
NASDAQ · Thayer Ventures Acquisition Corporation II Class A Ordinary Shares
23 Jan 202610.20
10.36
1.57%
Buy
1.95
-
-
TWI
NYSE · Titan International Inc
19 Dec 20257.85
8.02
2.17%
Buy
0.14
-
-
TXG
NASDAQ · 10X Genomics Inc
25 Jul 202514.11
46.27
227.92%
Buy
1.16
-
-
TXMD
NASDAQ · TherapeuticsMD Inc
18 Apr 20251.01
2.06
103.96%
Buy
0.25
-
-
TXO
NYSE · MorningStar Partners, L.P.
13 Feb 202611.98
13.14
9.68%
Buy
0.18
-
-
TYL
NYSE · Tyler Technologies Inc
1 May 2026335.50
297.15
-11.43%
Buy
0.13
-
-
TZOO
NASDAQ · Travelzoo
24 Apr 20269.70
10.03
3.35%
Buy
1.12
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
27 Jun 2025
Entry
ALGT
NASDAQ · Allegiant Travel Company
55.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
27 Jun 2025
Entry
AMLX
NASDAQ · Amylyx Pharmaceuticals Inc
6.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.19
27 Jun 2025
Exit
ANVS
NYSE · Annovis Bio Inc
2.05
20% entry drawdown
-36.14%
Entry 6 Jun 2025
3.21
27 Jun 2025
Entry
AOSL
NASDAQ · Alpha and Omega Semiconductor Ltd
25.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
27 Jun 2025
Exit
ATEX
NASDAQ · Anterix Inc
25.68
20% entry drawdown
-21.78%
Entry 18 Aug 2023
32.83
27 Jun 2025
Exit
AXON
NASDAQ · Axon Enterprise Inc.
818.60
Reversal Risk Warning
202.09%
Entry 9 Feb 2024
270.98
27 Jun 2025
Exit
BCAX
NASDAQ · Bicara Therapeutics Inc. Common Stock
8.71
20% entry drawdown
-24.26%
Entry 6 Jun 2025
11.50
27 Jun 2025
Entry
BHC
NYSE · Bausch Health Companies Inc
6.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
27 Jun 2025
Entry
BRKR
NASDAQ · Bruker Corporation
41.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
27 Jun 2025
Entry
BTBD
NASDAQ · Bt Brands Inc
1.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
27 Jun 2025
Entry
CC
NYSE · Chemours Co
11.47
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
27 Jun 2025
Entry
CDZI
NASDAQ · Cadiz Inc
3.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
27 Jun 2025
Entry
CERS
NASDAQ · Cerus Corporation
1.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
27 Jun 2025
Entry
CGNX
NASDAQ · Cognex Corporation
31.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.47
27 Jun 2025
Exit
CHGG
NYSE · Chegg Inc
1.30
20% entry drawdown
-20.25%
Entry 6 Jun 2025
1.63
27 Jun 2025
Entry
CLAR
NASDAQ · Clarus Corp
3.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
27 Jun 2025
Exit
CMPS
NASDAQ · Compass Pathways Plc
2.77
20% entry drawdown
-33.89%
Entry 2 May 2025
4.19
27 Jun 2025
Entry
CPRI
NYSE · Capri Holdings Ltd
17.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.35
27 Jun 2025
Exit
CPZ
NASDAQ · Calamos LongShort Equity & Dynamic Income Trust
14.38
Reversal Risk Warning
32.72%
Entry 1 Dec 2023
10.84
27 Jun 2025
Entry
CRGY
NYSE · Crescent Energy Co
8.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
27 Jun 2025
Entry
CTKB
NASDAQ · Cytek Biosciences Inc
3.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
27 Jun 2025
Entry
DEA
NYSE · Eerly Govt Ppty Inc
20.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
27 Jun 2025
Exit
DTIL
NASDAQ · Precision BioSciences Inc
4.30
20% entry drawdown
-21.10%
Entry 21 Mar 2025
5.45
27 Jun 2025
Exit
DWSN
NASDAQ · Dawson Geophysical Company
1.56
20% entry drawdown
-24.27%
Entry 20 Jun 2025
2.06
27 Jun 2025
Entry
DYCQ
NASDAQ · DT Cloud Acquisition Corporation Ordinary Shares
10.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
27 Jun 2025
Entry
EGHT
NASDAQ · 8x8 Inc Common Stock
1.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
27 Jun 2025
Entry
FBLA
NASDAQ · FB Bancorp, Inc. Common Stock
11.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
27 Jun 2025
Exit
FGI
NASDAQ · FGI Industries Ltd
2.85
20% entry drawdown
-21.81%
Entry 20 Jun 2025
3.65
27 Jun 2025
Entry
FIX
NYSE · Comfort Systems USA Inc
533.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.81
27 Jun 2025
Exit
FSCO
NYSE · FS Credit Opportunities Corp.
6.44
Reversal Risk Warning
75.62%
Entry 4 Aug 2023
3.67