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
TRUP
NASDAQ · Trupanion Inc
19 Jun 202623.54
25.83
9.73%
Buy
0.11
-
-
TSQ
NYSE · Townsquare Media Inc
23 Jan 20265.65
6.80
20.27%
Buy
0.17
-
-
TTEK
NASDAQ · Tetra Tech Inc
10 Jul 202630.99
30.99
New
Entry week
Buy
0.06
-
-
TULP
NASDAQ · Bloomia Holdings, Inc.
22 Nov 20244.13
3.50
-15.25%
Buy
0.21
-
-
TUSK
NASDAQ · Mammoth Energy Services Inc
16 Jan 20262.29
2.80
22.27%
Buy
0.35
-
-
TV
NYSE · Grupo Televisa SAB ADR
21 Feb 20251.85
2.77
49.57%
Buy
0.21
-
-
TVA
NASDAQ · Texas Ventures Acquisition III Corp
12 Jun 202610.44
10.56
1.15%
Buy
0.06
-
-
TVAI
NASDAQ · Thayer Ventures Acquisition Corporation II Class A Ordinary Shares
23 Jan 202610.20
10.33
1.27%
Buy
1.95
-
-
TWI
NYSE · Titan International Inc
19 Dec 20257.85
7.34
-6.50%
Buy
0.14
-
-
TXG
NASDAQ · 10X Genomics Inc
25 Jul 202514.11
42.73
202.83%
Buy
1.16
-
-
TXMD
NASDAQ · TherapeuticsMD Inc
18 Apr 20251.01
2.00
98.02%
Buy
0.25
-
-
TXO
NYSE · MorningStar Partners, L.P.
13 Feb 202611.98
13.05
8.93%
Buy
0.18
-
-
TYL
NYSE · Tyler Technologies Inc
1 May 2026335.50
309.48
-7.76%
Buy
0.13
-
-
TZOO
NASDAQ · Travelzoo
24 Apr 20269.70
10.92
12.58%
Buy
1.12
-
-
UA
NYSE · Under Armour Inc C
2 Jan 20265.07
6.61
30.37%
Buy
0.43
-
-
UAA
NYSE · Under Armour Inc A
2 Jan 20265.29
6.79
28.36%
Buy
0.54
-
-
UEIC
NASDAQ · Universal Electronics Inc
16 Jan 20263.96
4.66
17.68%
Buy
0.27
-
-
UFI
NYSE · Unifi Inc
23 Jan 20263.87
5.73
48.06%
Buy
0.21
-
-
UG
NASDAQ · United-Guardian Inc
30 Jan 20266.96
7.17
2.99%
Buy
0.32
-
-
UHAL
NYSE · U-Haul Holding Company
24 Apr 202652.59
67.35
28.07%
Buy
0.01
-
-
UIS
NYSE · Unisys Corporation
1 May 20262.66
4.06
52.63%
Buy
0.41
-
-
ULBI
NASDAQ · Ultralife Corporation
30 Jan 20266.38
5.85
-8.31%
Buy
0.30
-
-
UNCY
NASDAQ · Unicycive Therapeutics Inc
24 Oct 20255.13
5.21
1.56%
Buy
0.28
-
-
UNH
NYSE · UnitedHealth Group Incorporated
29 Aug 2025301.69
424.62
40.75%
Buy
0.23
-
-
UPS
NYSE · United Parcel Service Inc
15 Aug 202582.73
112.47
35.94%
Buy
0.22
-
-
UPST
NASDAQ · Upstart Holdings Inc
29 May 202633.79
32.74
-3.11%
Buy
0.55
-
-
USNA
NYSE · USANA Health Sciences Inc
22 May 202618.74
21.98
17.29%
Buy
0.04
-
-
USPH
NYSE · U.S. Physical Therapy, Inc.
10 Jul 202672.54
72.54
New
Entry week
Buy
0.07
-
-
UTMD
NASDAQ · Utah Medical Products Inc
13 Jun 202553.78
67.96
26.36%
Buy
0.14
-
-
UTSI
NASDAQ · UTStarcom Holdings Corp
9 Jan 20262.45
2.49
1.63%
Buy
0.26
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
12 Jun 2026
Exit
PFIS
NASDAQ · Peoples Fin
63.52
Reversal Risk Warning
59.62%
Entry 8 Dec 2023
39.80
12 Jun 2026
Exit
PGC
NASDAQ · Peapack-Gladstone Financial
46.25
Reversal Risk Warning
78.45%
Entry 19 Jul 2024
25.92
12 Jun 2026
Exit
PHIN
NYSE · PHINIA Inc.
85.16
Reversal Risk Warning
116.80%
Entry 3 May 2024
39.28
12 Jun 2026
Exit
PLBC
NASDAQ · Plumas Bancorp
56.61
Reversal Risk Warning
54.74%
Entry 8 Dec 2023
36.58
12 Jun 2026
Exit
PLGO
NYSE · PLGO
23.50
Reversal Risk Warning
76.30%
Entry 23 Feb 2024
13.33
12 Jun 2026
Exit
PLPC
NASDAQ · Preformed Line Products Company
375.22
Reversal Risk Warning
136.91%
Entry 27 Jun 2025
158.38
12 Jun 2026
Exit
PLXS
NASDAQ · Plexus Corp
295.02
Reversal Risk Warning
116.23%
Entry 27 Sep 2024
136.44
12 Jun 2026
Exit
PRLB
NYSE · Proto Labs Inc
78.94
Reversal Risk Warning
102.57%
Entry 8 Nov 2024
38.97
12 Jun 2026
Entry
PSN
NYSE · Parsons Corp
56.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
12 Jun 2026
Entry
Q
NYSE · Qnity Electronics, Inc
150.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.67
12 Jun 2026
Exit
RBCAA
NASDAQ · Republic Bancorp Inc
87.15
Reversal Risk Warning
95.11%
Entry 1 Dec 2023
44.67
12 Jun 2026
Exit
RBKB
NASDAQ · Rhinebeck Bancorp Inc
16.71
Reversal Risk Warning
109.40%
Entry 22 Dec 2023
7.98
12 Jun 2026
Exit
RCEL
NASDAQ · Avita Medical Ltd
3.91
20% entry drawdown
-21.96%
Entry 10 Apr 2026
5.01
12 Jun 2026
Entry
RH
NYSE · RH
153.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
12 Jun 2026
Exit
RL
NYSE · Ralph Lauren Corp Class A
403.00
Reversal Risk Warning
137.72%
Entry 9 Feb 2024
169.52
12 Jun 2026
Exit
RMR
NASDAQ · RMR Group Inc
21.37
Reversal Risk Warning
51.53%
Entry 13 Jun 2025
14.10
12 Jun 2026
Exit
ROKU
NASDAQ · Roku Inc
143.66
Reversal Risk Warning
77.38%
Entry 20 Jun 2025
80.99
12 Jun 2026
Entry
RSSS
NASDAQ · Research Solutions Inc
2.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
12 Jun 2026
Entry
RYAN
NYSE · Ryan Specialty Group Holdings Inc
35.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
12 Jun 2026
Exit
SAIL
NASDAQ · SailPoint, Inc. Common Stock
14.62
20% entry drawdown
-22.36%
Entry 29 May 2026
18.83
12 Jun 2026
Exit
SAN
NYSE · Banco Santander SA ADR
12.87
Reversal Risk Warning
173.98%
Entry 26 Apr 2024
4.70
12 Jun 2026
Exit
SCHL
NASDAQ · Scholastic Corporation
43.89
Reversal Risk Warning
111.65%
Entry 27 Jun 2025
20.74
12 Jun 2026
Entry
SCM
NYSE · Stellus Capital Investment
8.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
12 Jun 2026
Exit
SCYX
NASDAQ · Scynexis Inc
4.23
20% entry drawdown
-25.63%
Entry 30 Jan 2026
5.69
12 Jun 2026
Entry
SENS
NASDAQ · Senseonics Holdings, Inc. Common Stock
7.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
12 Jun 2026
Exit
SEPN
NASDAQ · Septerna, Inc. Common Stock
35.95
Reversal Risk Warning
216.18%
Entry 4 Jul 2025
11.37
12 Jun 2026
Exit
SGLY
NASDAQ · Singularity Future Technology Ltd
0.35
20% entry drawdown
-24.60%
Entry 1 May 2026
0.47
12 Jun 2026
Exit
SHBI
NASDAQ · Shore Bancshares Inc
22.81
Reversal Risk Warning
117.65%
Entry 1 Sep 2023
10.48
12 Jun 2026
Entry
SJM
NYSE · The J. M. Smucker Company
116.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
12 Jun 2026
Exit
SKT
NYSE · Tanger Factory Outlet Centers Inc
40.46
Reversal Risk Warning
84.80%
Entry 4 Aug 2023
21.89