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
WK
NYSE · Workiva Inc
31 Jul 202659.80
59.80
New
Entry week
Buy
0.70
-
-
WLK
NYSE · Westlake Chemical Corporation
26 Dec 202572.93
70.50
-3.33%
Buy
0.03
-
-
WNC
NYSE · Wabash National Corporation
19 Jun 202611.29
12.56
11.23%
Buy
0.10
-
-
WOOF
NASDAQ · Pet Acquisition LLC
17 May 20242.49
2.79
12.05%
Buy
0.29
-
-
WPP
NYSE · WPP PLC ADR
15 May 202616.98
20.21
19.00%
Buy
0.14
-
-
WPRT
NASDAQ · Westport Fuel Systems Inc
9 Jan 20261.97
1.77
-10.41%
Buy
0.03
-
-
WSC
NASDAQ · Willscot Mobile Mini Holdings Corp A
26 Dec 202519.62
24.28
23.73%
Buy
0.14
-
-
WST
NYSE · West Pharmaceutical Services Inc
11 Jul 2025226.43
340.96
50.58%
Buy
0.38
-
-
WSTN
NASDAQ · Westin Acquisition Corp
24 Jul 202610.13
10.14
0.10%
Buy
1.79
-
-
WTG
NASDAQ · Wintergreen Acquisition Corp. Ordinary Shares
20 Mar 202610.26
10.47
2.05%
Buy
1.64
-
-
WU
NYSE · Western Union Co
5 Sep 20257.92
6.36
-19.68%
Buy
0.28
-
-
WVVI
NASDAQ · Willamette Valley Vineyards Inc
10 Jul 20262.93
2.54
-13.31%
Buy
1.08
-
-
WVVIP
NASDAQ · Willamette Valley Vineyards Inc PR
24 Jul 20262.78
2.89
3.96%
Buy
0.21
-
-
WY
NYSE · Weyerhaeuser Company
26 Dec 202523.34
25.03
7.26%
Buy
0.04
-
-
WYHG
NASDAQ · Wing Yip Food Holdings Group Limited American Depositary Shares
8 May 20263.11
3.64
17.21%
Buy
2.68
-
-
XBIO
NASDAQ · Xenetic Biosciences Inc
6 Mar 20262.29
2.54
10.70%
Buy
0.08
-
-
XIFR
NYSE · XPLR Infrastructure LP Unit
8 May 202611.73
11.90
1.45%
Buy
0.41
-
-
XNCR
NASDAQ · Xencor Inc
19 Sep 202510.29
20.21
96.40%
Buy
1.16
-
-
XOS
NASDAQ · Xos Inc
29 May 20262.28
2.10
-8.11%
Buy
0.38
-
-
XP
NASDAQ · Xp Inc
14 Feb 202514.40
17.06
18.47%
Buy
0.18
-
-
XPEL
NASDAQ · Xpel Inc
23 May 202534.49
44.37
28.65%
Buy
0.10
-
-
XPER
NYSE · Xperi Corp
28 Nov 20255.79
7.71
33.16%
Buy
0.33
-
-
XPOF
NYSE · Xponential Fitness Inc
6 Mar 20265.83
6.52
11.84%
Buy
0.20
-
-
XPRO
NYSE · Expro Group Holdings NV
20 Jun 20259.17
15.95
73.94%
Buy
0.09
-
-
XRAY
NASDAQ · Dentsply Sirona Inc
17 Jul 202614.05
13.37
-4.84%
Buy
0.72
-
-
XRN
NYSE · Chiron Real Estate Inc.
18 Jul 202533.47
35.50
6.08%
Buy
0.29
-
-
XRX
NASDAQ · Xerox Corp
1 May 20262.68
2.95
10.13%
Buy
0.30
-
-
XTLB
NASDAQ · XTL Biopharmaceuticals Ltd ADR
10 Jul 20262.91
2.82
-3.09%
Buy
0.77
-
-
YDKG
NASDAQ · Yueda Digital Holding
29 May 20260.83
1.05
26.51%
Buy
1.46
-
-
YELP
NYSE · Yelp Inc
22 May 202622.39
26.43
18.04%
Buy
0.55
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
22 Mar 2024
Entry
NTRP
NASDAQ · NextTrip Inc
4.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.51
22 Mar 2024
Entry
ODC
NYSE · Oil-Dri Corporation Of America
35.66
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.67
22 Mar 2024
Exit
OGI
NASDAQ · OrganiGram Holdings Inc
2.72
Reversal Risk Warning
121.14%
Entry 10 Nov 2023
1.23
22 Mar 2024
Exit
OPRT
NASDAQ · Oportun Financial Corp
2.63
20% entry drawdown
-30.61%
Entry 16 Feb 2024
3.79
22 Mar 2024
Entry
ORCL
NYSE · Oracle Corporation
124.69
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.88
22 Mar 2024
Exit
ORGO
NASDAQ · Organogenesis Holdings Inc
2.61
20% entry drawdown
-21.62%
Entry 8 Dec 2023
3.33
22 Mar 2024
Entry
PNW
NYSE · Pinnacle West Capital Corp
66.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
22 Mar 2024
Entry
PRA
NYSE · ProAssurance Corporation
12.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
22 Mar 2024
Entry
RERE
NYSE · ATRenew Inc DRC
1.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
22 Mar 2024
Entry
RZLT
NASDAQ · Rezolute Inc
2.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.67
22 Mar 2024
Exit
SFB
NYSE · Stifel Financial Corporation 5.20% Senior Notes due 2047
20.61
Reversal Risk Warning
12.49%
Entry 17 Nov 2023
18.33
22 Mar 2024
Entry
SIEB
NASDAQ · Siebert Financial Corp
1.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.87
22 Mar 2024
Exit
SMR
NYSE · Nuscale Power Corp
4.25
20% entry drawdown
-45.86%
Entry 15 Mar 2024
7.85
22 Mar 2024
Exit
TM
NYSE · Toyota Motor Corporation ADR
239.93
Reversal Risk Warning
45.41%
Entry 8 Sep 2023
165.00
22 Mar 2024
Entry
UAN
NYSE · CVR Partners LP
60.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.66
22 Mar 2024
Entry
VFF
NASDAQ · Village Farms International Inc
1.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
22 Mar 2024
Entry
VHI
NYSE · Valhi Inc
16.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
22 Mar 2024
Entry
VVX
NYSE · V2X Inc
43.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
22 Mar 2024
Exit
WMS
NYSE · Advanced Drainage Systems Inc
169.34
Reversal Risk Warning
44.41%
Entry 14 Jul 2023
117.26
22 Mar 2024
Exit
XERS
NASDAQ · Xeris Pharmaceuticals Inc
2.10
20% entry drawdown
-24.19%
Entry 12 Jan 2024
2.77
15 Mar 2024
Exit
ABEO
NASDAQ · Abeona Therapeutics Inc
8.63
Reversal Risk Warning
108.45%
Entry 13 Oct 2023
4.14
15 Mar 2024
Exit
ACMR
NASDAQ · Acm Research Inc
27.11
20% entry drawdown
-20.05%
Entry 1 Mar 2024
33.91
15 Mar 2024
Exit
ADTN
NASDAQ · ADTRAN Inc
5.57
20% entry drawdown
-22.10%
Entry 22 Dec 2023
7.15
15 Mar 2024
Entry
AEYE
NASDAQ · AudioEye Inc
8.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.72
15 Mar 2024
Entry
ATMC
NASDAQ · AlphaTime Acquisition Corp Ordinary Shares
10.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
15 Mar 2024
Entry
BBW
NYSE · Build-A-Bear Workshop Inc
28.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
15 Mar 2024
Entry
BILI
NASDAQ · Bilibili Inc
11.78
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
15 Mar 2024
Entry
BMAC
NYSE · Black Mountain Acquisition Corp
10.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
15 Mar 2024
Entry
BWA
NYSE · BorgWarner Inc
31.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
15 Mar 2024
Exit
COCH
NASDAQ · Envoy Medical Inc.
5.00
20% entry drawdown
-20.00%
Entry 1 Mar 2024
6.25