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
VLRS
NYSE · Volaris
11 Jul 20254.93
7.62
54.56%
Buy
0.20
-
-
VLTO
NYSE · Veralto Corporation
26 Jun 202689.61
92.02
2.69%
Buy
0.02
-
-
VOC
NYSE · VOC Energy Trust
27 Feb 20263.17
3.38
6.62%
Buy
1.30
-
-
VOR
NASDAQ · Vor Biopharma Inc
13 Feb 202612.78
19.26
50.70%
Buy
0.02
-
-
VOYG
NYSE · Voyager Technologies, Inc.
3 Apr 202626.82
25.24
-5.89%
Buy
0.19
-
-
VRA
NASDAQ · Vera Bradley Inc
13 Feb 20262.68
3.69
37.69%
Buy
0.18
-
-
VRDN
NASDAQ · Viridian Therapeutics Inc
10 Jul 202619.74
19.27
-2.38%
Buy
0.12
-
-
VREX
NASDAQ · Varex Imaging Corp
11 Jul 20258.17
10.92
33.66%
Buy
0.15
-
-
VRNS
NASDAQ · Varonis Systems
1 May 202626.50
45.74
72.60%
Buy
0.12
-
-
VRSK
NASDAQ · Verisk Analytics Inc
12 Jun 2026183.29
201.34
9.85%
Buy
0.23
-
-
VRTS
NYSE · Virtus Investment Partners, Inc.
8 May 2026143.93
165.66
15.10%
Buy
0.08
-
-
VSTM
NASDAQ · Verastem Inc
1 Nov 20243.92
6.05
54.34%
Buy
0.90
-
-
VTEX
NYSE · VTEX
13 Mar 20263.79
3.90
2.90%
Buy
0.54
-
-
VVV
NYSE · Valvoline Inc
30 Jan 202632.72
38.96
19.07%
Buy
0.18
-
-
VYGR
NASDAQ · Voyager Therapeutics Inc
15 Aug 20253.73
3.10
-16.89%
Buy
0.97
-
-
VYX
NYSE · NCR Voyix Corporation
29 May 20267.19
7.67
6.68%
Buy
0.25
-
-
WALD
NASDAQ · Waldencast Acquisition Corp
22 May 20261.30
1.69
30.00%
Buy
0.04
-
-
WAY
NASDAQ · Waystar Holding Corp. Common Stock
3 Jul 202623.46
22.51
-4.05%
Buy
0.10
-
-
WBTN
NASDAQ · WEBTOON Entertainment Inc. Common stock
16 May 20258.97
9.00
0.33%
Buy
0.00
-
-
WD
NYSE · Walker & Dunlop Inc
15 May 202650.42
48.20
-4.41%
Buy
0.21
-
-
WDAY
NASDAQ · Workday Inc
22 May 2026128.14
135.34
5.62%
Buy
0.14
-
-
WEAV
NYSE · Weave Communications Inc
8 May 20265.94
6.17
3.87%
Buy
0.11
-
-
WEN
NASDAQ · The Wendy’s Co
15 May 20267.88
6.99
-11.29%
Buy
0.34
-
-
WENN
NASDAQ · Wen Acquisition Corp Class A Ordinary Shares
20 Mar 202610.20
10.33
1.27%
Buy
0.79
-
-
WEST
NASDAQ · Westrock Coffee Company
30 Jan 20264.83
7.60
57.35%
Buy
0.47
-
-
WEX
NYSE · Wex Inc
20 Jun 2025140.67
176.15
25.22%
Buy
0.12
-
-
WFF
NASDAQ · WF Holding Limited Ordinary Shares
29 May 20262.07
2.11
1.93%
Buy
1.08
-
-
WFG
NYSE · West Fraser Timber Co Ltd
16 Jan 202669.73
66.19
-5.08%
Buy
0.35
-
-
WFRD
NASDAQ · Weatherford International plc
22 Aug 202560.30
88.68
47.06%
Buy
1.03
-
-
WGO
NYSE · Winnebago Industries Inc
6 Jun 202531.28
30.77
-1.64%
Buy
0.25
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
2 Aug 2024
Exit
SLAB
NASDAQ · Silicon Laboratories Inc
104.16
20% entry drawdown
-21.86%
Entry 15 Dec 2023
133.30
2 Aug 2024
Entry
TAC
NYSE · TransAlta Corp
7.78
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.36
2 Aug 2024
Exit
TALK
NASDAQ · Talkspace Inc
1.84
20% entry drawdown
-21.37%
Entry 8 Dec 2023
2.34
2 Aug 2024
Exit
TAOX
NASDAQ · TAO Synergies Inc.
3.77
20% entry drawdown
-26.26%
Entry 1 Mar 2024
5.11
2 Aug 2024
Exit
TNON
NASDAQ · Tenon Medical Inc
4.51
20% entry drawdown
-26.90%
Entry 12 Jul 2024
6.17
2 Aug 2024
Exit
TUYA
NYSE · Tuya Inc ADR
1.37
20% entry drawdown
-20.74%
Entry 24 Nov 2023
1.73
2 Aug 2024
Entry
USAR
NASDAQ · USA Rare Earth, Inc.
10.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.05
2 Aug 2024
Exit
VATE
NYSE · Innovate Corp
5.21
20% entry drawdown
-20.06%
Entry 26 Jul 2024
6.52
2 Aug 2024
Entry
VIOT
NASDAQ · Viomi Technology ADR
0.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.06
2 Aug 2024
Entry
VRSN
NASDAQ · VeriSign Inc
184.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.74
2 Aug 2024
Entry
XCUR
NASDAQ · Exicure Inc
3.31
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.62
26 Jul 2024
Entry
AAMI
NYSE · Acadian Asset Management Inc
25.87
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
26 Jul 2024
Exit
ABM
NYSE · ABM Industries Incorporated
52.90
Reversal Risk Warning
38.60%
Entry 15 Sep 2023
38.16
26 Jul 2024
Entry
ADTN
NASDAQ · ADTRAN Inc
6.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.00
26 Jul 2024
Entry
AERT
NASDAQ · Aeries Technology Inc.
20.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.55
26 Jul 2024
Entry
AMWL
NYSE · American Well Corp
8.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
26 Jul 2024
Entry
ANIX
NASDAQ · Anixa Biosciences Inc
3.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
26 Jul 2024
Entry
AON
NYSE · Aon PLC
317.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
26 Jul 2024
Entry
API
NASDAQ · Agora Inc
2.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
26 Jul 2024
Exit
APLD
NASDAQ · Applied Digital Corporation
4.44
20% entry drawdown
-36.02%
Entry 5 Jul 2024
6.94
26 Jul 2024
Entry
ASRV
NASDAQ · AmeriServ Financial Inc
2.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
26 Jul 2024
Exit
BCPC
NASDAQ · Balchem Corporation
178.75
Reversal Risk Warning
29.93%
Entry 15 Dec 2023
137.57
26 Jul 2024
Entry
BELFB
NASDAQ · Bel Fuse B Inc
74.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.55
26 Jul 2024
Entry
BHF
NASDAQ · Brighthouse Financial, Inc.
49.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
26 Jul 2024
Exit
BHR
NYSE · Braemar Hotel & Resorts Inc
3.47
Reversal Risk Warning
71.56%
Entry 19 Apr 2024
2.02
26 Jul 2024
Entry
BTI
NYSE · British American Tobacco p.l.c.
31.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.76
26 Jul 2024
Entry
CRD-A
NYSE · Crawford & Company
9.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
26 Jul 2024
Entry
CRS
NYSE · Carpenter Technology Corporation
139.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.67
26 Jul 2024
Entry
DGICA
NASDAQ · Donegal Group A Inc
13.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
26 Jul 2024
Entry
DNTH
NASDAQ · Dianthus Therapeutics Inc.
28.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06