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
470.81
Total Return
370.81%
CAGR
54.44%
Annualized from first index week
Edge vs Market
+32.75%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.59
Sortino 5.03
Current Holdings
1067
Transactions
10881
Avg 3052.4/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4907
Stop 42.0% ·
Warning 57.4%
· 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
BR
NYSE · Broadridge Financial Solutions Inc
153.95
MD 0.49 · Market Dynamics Buy Signal
BZFD
NASDAQ · BuzzFeed Inc
1.19
MD 0.22 · Market Dynamics Buy Signal
CMCO
NASDAQ · Columbus McKinnon Corporation
19.17
MD 0.48 · Market Dynamics Buy Signal
CNET
NASDAQ · ZW Data Action Technologies Inc
1.60
MD 1.12 · Market Dynamics Buy Signal
CRM
NYSE · Salesforce.com Inc
184.02
MD 0.35 · Market Dynamics Buy Signal
DPZ
NASDAQ · Domino's Pizza Inc Common Stock
347.44
MD 0.32 · Market Dynamics Buy Signal
DXC
NYSE · DXC Technology Co
11.24
MD 0.02 · Market Dynamics Buy Signal
EFOR
NYSE · Everforth, Inc.
28.44
MD 0.09 · Market Dynamics Buy Signal
GEHC
NASDAQ · GE HealthCare Technologies Inc.
68.02
MD 0.24 · Market Dynamics Buy Signal
GOGO
NASDAQ · Gogo Inc
4.18
MD 0.11 · Market Dynamics Buy Signal
HLNE
NASDAQ · Hamilton Lane Inc
88.91
MD 0.13 · Market Dynamics Buy Signal
HUBS
NYSE · HubSpot Inc
237.36
MD 1.24 · Market Dynamics Buy Signal
HURN
NASDAQ · Huron Consulting Group Inc
151.77
MD 0.52 · Market Dynamics Buy Signal
INFY
NYSE · Infosys Ltd ADR
12.03
MD 0.30 · Market Dynamics Buy Signal
INTA
NASDAQ · Intapp Inc
32.69
MD 1.29 · Market Dynamics Buy Signal
LVWR
NYSE · LiveWire Group Inc.
1.81
MD 0.42 · Market Dynamics Buy Signal
NICE
NASDAQ · Nice Ltd ADR
98.79
MD 0.36 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.48
MD 0.20 · Market Dynamics Buy Signal
PTC
NASDAQ · PTC Inc
137.20
MD 0.02 · Market Dynamics Buy Signal
SGRP
NASDAQ · SPAR Group Inc
0.60
MD 0.30 · Market Dynamics Buy Signal
SPOK
NASDAQ · Spok Holdings Inc
10.90
MD 0.50 · Market Dynamics Buy Signal
TAP
NYSE · Molson Coors Brewing Co Class B
41.56
MD 0.07 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.45
MD 0.50 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
98.13
MD 1.47 · Market Dynamics Buy Signal
WK
NYSE · Workiva Inc
59.80
MD 0.70 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACDC
NASDAQ · ProFrac Holding Corp.
4.04
20% entry drawdown · -20.00%
ADXN
NASDAQ · Addex Therapeutics Ltd
5.20
20% entry drawdown · -23.64%
AVD
NYSE · American Vanguard Corporation
2.39
20% entry drawdown · -24.37%
BLDR
NYSE · Builders FirstSource Inc
66.44
20% entry drawdown · -25.47%
CJMB
NASDAQ · Callan JMB Inc. Common Stock
1.35
20% entry drawdown · -47.06%
CLRO
NASDAQ · ClearOne Inc
4.08
20% entry drawdown · -37.04%
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
2.92
20% entry drawdown · -26.45%
DBX
NASDAQ · Dropbox Inc
32.56
Reversal Risk Warning · 12.66%
DFH
NYSE · Dream Finders Homes Inc
12.79
20% entry drawdown · -25.64%
EVH
NYSE · Evolent Health Inc
3.09
20% entry drawdown · -35.63%
JMSB
NASDAQ · John Marshall Bancorp Inc
23.20
Reversal Risk Warning · 36.35%
KFFB
NASDAQ · Kentucky First Federal Bancorp
5.48
Reversal Risk Warning · 113.87%
KPTI
NASDAQ · Karyopharm Therapeutics Inc
1.92
20% entry drawdown · -67.57%
KRRO
NASDAQ · Korro Bio, Inc.
10.37
20% entry drawdown · -20.17%
LKQ
NASDAQ · LKQ Corporation
22.45
20% entry drawdown · -23.71%
MRDN
NASDAQ · Meridian Holdings Inc
11.27
20% entry drawdown · -21.33%
MYGN
NASDAQ · Myriad Genetics Inc
2.86
20% entry drawdown · -51.36%
NAUT
NASDAQ · Nautilus Biotechnology Inc
0.98
20% entry drawdown · -26.54%
NXL
NASDAQ · Nexalin Technology Inc.
0.34
20% entry drawdown · -29.80%
OI
NYSE · O-I Glass Inc
7.15
20% entry drawdown · -26.97%
PDCC
NYSE · Pearl Diver Credit Company Inc.
8.60
20% entry drawdown · -22.67%
PSN
NYSE · Parsons Corp
44.21
20% entry drawdown · -21.46%
RADX
NASDAQ · Radiopharm Theranostics Limited American Depositary Shares
3.15
20% entry drawdown · -28.89%
SILO
NASDAQ · Silo Pharma Inc
4.19
20% entry drawdown · -23.78%
SKIN
NASDAQ · Beauty Health Co
0.69
20% entry drawdown · -24.64%
TULP
NASDAQ · Bloomia Holdings, Inc.
3.27
20% entry drawdown · -20.82%
TZOO
NASDAQ · Travelzoo
7.23
20% entry drawdown · -25.46%
WHD
NYSE · Cactus Inc
65.01
Reversal Risk Warning · 52.94%
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
1.00
20% entry drawdown · -52.04%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
UEIC
NASDAQ · Universal Electronics Inc
16 Jan 20263.96
4.58
15.66%
Buy
0.27
-
-
UFI
NYSE · Unifi Inc
23 Jan 20263.87
6.40
65.37%
Buy
0.21
-
-
UG
NASDAQ · United-Guardian Inc
30 Jan 20266.96
7.05
1.27%
Buy
0.32
-
-
UHAL
NYSE · U-Haul Holding Company
24 Apr 202652.59
70.91
34.84%
Buy
0.01
-
-
UIS
NYSE · Unisys Corporation
1 May 20262.66
2.87
7.89%
Buy
0.41
-
-
ULBI
NASDAQ · Ultralife Corporation
30 Jan 20266.38
5.19
-18.65%
Buy
0.30
-
-
UNCY
NASDAQ · Unicycive Therapeutics Inc
24 Oct 20255.13
5.01
-2.34%
Buy
0.28
-
-
UNH
NYSE · UnitedHealth Group Incorporated
29 Aug 2025301.69
414.40
37.36%
Buy
0.23
-
-
UPBD
NASDAQ · Upbound Group Inc.
19 Jun 202618.32
19.39
5.84%
Buy
0.09
-
-
UPS
NYSE · United Parcel Service Inc
15 Aug 202582.73
104.22
25.97%
Buy
0.22
-
-
UPWK
NASDAQ · Upwork Inc
17 Jul 20269.06
9.16
1.10%
Buy
0.10
-
-
USNA
NYSE · USANA Health Sciences Inc
22 May 202618.74
22.11
17.98%
Buy
0.04
-
-
USPH
NYSE · U.S. Physical Therapy, Inc.
10 Jul 202672.54
79.06
8.99%
Buy
0.07
-
-
UTMD
NASDAQ · Utah Medical Products Inc
13 Jun 202553.78
70.52
31.12%
Buy
0.14
-
-
UTSI
NASDAQ · UTStarcom Holdings Corp
9 Jan 20262.45
2.48
1.22%
Buy
0.26
-
-
UTZ
NYSE · Utz Brands Inc
3 Jul 20268.27
14.12
70.74%
Buy
0.58
-
-
UYSC
NASDAQ · UY Scuti Acquisition Corp.
13 Mar 202610.37
10.78
3.95%
Buy
2.71
-
-
VAC
NYSE · Marriot Vacations Worldwide
16 Jan 202658.62
97.51
66.34%
Buy
0.04
-
-
VALN
NASDAQ · Valneva SE ADR
24 Jan 20254.90
4.97
1.43%
Buy
0.13
-
-
VALU
NASDAQ · Value Line Inc
9 May 202537.98
34.19
-9.98%
Buy
0.02
-
-
VANI
NASDAQ · Vivani Medical Inc.
30 May 20251.26
1.28
1.59%
Buy
0.19
-
-
VC
NASDAQ · Visteon Corp
16 May 202585.81
104.54
21.83%
Buy
0.47
-
-
VCEL
NASDAQ · Vericel Corp Ord
31 Oct 202535.06
45.96
31.09%
Buy
0.01
-
-
VEEV
NYSE · Veeva Systems Inc Class A
29 May 2026174.34
203.78
16.89%
Buy
0.39
-
-
VFC
NYSE · VF Corporation
11 Jul 202512.07
14.32
18.66%
Buy
0.01
-
-
VHI
NYSE · Valhi Inc
6 Feb 202615.34
13.44
-12.37%
Buy
1.25
-
-
VIR
NASDAQ · Vir Biotechnology Inc
24 Oct 20255.98
8.66
44.82%
Buy
1.41
-
-
VIRC
NASDAQ · Virco Manufacturing Corporation
27 Mar 20266.20
6.05
-2.49%
Buy
0.24
-
-
VLRS
NYSE · Volaris
11 Jul 20254.93
7.83
58.82%
Buy
0.20
-
-
VLTO
NYSE · Veralto Corporation
26 Jun 202689.61
94.17
5.09%
Buy
0.02
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Mar 2024
Exit
PK
NYSE · Park Hotels & Resorts Inc
14.02
Reversal Risk Warning
34.45%
Entry 17 Nov 2023
10.43
1 Mar 2024
Entry
PRAX
NASDAQ · Praxis Precision Medicines Inc
49.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.19
1 Mar 2024
Entry
PTGX
NASDAQ · Protagonist Therapeutics Inc
32.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.49
1 Mar 2024
Exit
PYXS
NASDAQ · Pyxis Oncology Inc
6.59
Reversal Risk Warning
212.32%
Entry 5 Jan 2024
2.11
1 Mar 2024
Entry
ROOT
NASDAQ · Root Inc
39.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
1 Mar 2024
Entry
SFM
NASDAQ · Sprouts Farmers Market LLC
63.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.79
1 Mar 2024
Exit
SLN
NASDAQ · Silence Therapeutics PLC
25.78
Reversal Risk Warning
268.81%
Entry 18 Aug 2023
6.99
1 Mar 2024
Entry
SOUN
NASDAQ · SoundHound AI Inc
6.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.93
1 Mar 2024
Entry
SPHR
NYSE · Sphere Entertainment Co.
44.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.47
1 Mar 2024
Exit
SSD
NYSE · Simpson Manufacturing Company Inc
206.15
Reversal Risk Warning
44.71%
Entry 14 Jul 2023
142.46
1 Mar 2024
Entry
TAOX
NASDAQ · TAO Synergies Inc.
5.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.71
1 Mar 2024
Entry
VERI
NASDAQ · Veritone Inc
2.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.18
1 Mar 2024
Exit
VKTX
NASDAQ · Viking Therapeutics Inc
85.22
Reversal Risk Warning
361.15%
Entry 8 Dec 2023
18.48
1 Mar 2024
Exit
VNT
NYSE · Vontier Corp
42.82
Reversal Risk Warning
29.35%
Entry 24 Nov 2023
33.11
1 Mar 2024
Entry
VSEC
NASDAQ · VSE Corporation
74.87
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.51
1 Mar 2024
Entry
VTOL
NYSE · Bristow Group Inc
27.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
1 Mar 2024
Entry
VTVT
NASDAQ · vTv Therapeutics Inc
16.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.75
1 Mar 2024
Entry
WT
NYSE · WisdomTree Inc.
7.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.01
1 Mar 2024
Exit
XMTR
NASDAQ · Xometry Inc
18.00
20% entry drawdown
-29.77%
Entry 1 Dec 2023
25.63
23 Feb 2024
Entry
ACGL
NASDAQ · Arch Capital Group Ltd.
83.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
23 Feb 2024
Exit
ACIC
NASDAQ · American Coastal Insurance Corp
12.28
Reversal Risk Warning
73.69%
Entry 11 Aug 2023
7.07
23 Feb 2024
Exit
ALHC
NASDAQ · Alignment Healthcare LLC
6.28
20% entry drawdown
-21.50%
Entry 8 Dec 2023
8.00
23 Feb 2024
Entry
ANAB
NASDAQ · AnaptysBio Inc
17.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.19
23 Feb 2024
Entry
ANIP
NASDAQ · ANI Pharmaceuticals Inc
59.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
23 Feb 2024
Entry
BBVA
NYSE · Banco Bilbao Viscaya Argentaria SA ADR
8.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.79
23 Feb 2024
Exit
BELFB
NASDAQ · Bel Fuse B Inc
49.91
20% entry drawdown
-32.01%
Entry 16 Feb 2024
73.41
23 Feb 2024
Entry
BWXT
NYSE · BWX Technologies Inc
88.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.36
23 Feb 2024
Entry
BZFD
NASDAQ · BuzzFeed Inc
1.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.62
23 Feb 2024
Entry
DNOW
NYSE · Now Inc
13.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
23 Feb 2024
Entry
DOGZ
NASDAQ · Dogness International Corp Class A
7.40
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.79