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
XTLB
NASDAQ · XTL Biopharmaceuticals Ltd ADR
10 Jul 20262.91
2.94
1.03%
Buy
0.77
-
-
YDKG
NASDAQ · Yueda Digital Holding
29 May 20260.83
0.90
8.95%
Buy
1.46
-
-
YELP
NYSE · Yelp Inc
22 May 202622.39
25.10
12.10%
Buy
0.55
-
-
YEXT
NYSE · Yext Inc
12 Jun 20264.06
5.00
23.15%
Buy
0.01
-
-
YIBO
NASDAQ · Planet Image International Limited Class A Ordinary Shares
22 May 20260.97
1.18
21.70%
Buy
0.65
-
-
YJ
NASDAQ · Yunji Inc
20 Feb 20261.46
1.33
-8.90%
Buy
0.14
-
-
YORW
NASDAQ · The York Water Company
14 Mar 202533.70
31.13
-7.62%
Buy
0.51
-
-
YSG
NYSE · Yatsen Holding
3 Jul 20263.47
3.32
-4.32%
Buy
1.36
-
-
ZBH
NYSE · Zimmer Biomet Holdings Inc
3 Jul 202687.47
91.35
4.44%
Buy
0.13
-
-
ZBIO
NASDAQ · Zenas BioPharma, Inc. Common Stock
16 Jan 202620.16
30.39
50.74%
Buy
0.19
-
-
ZBRA
NASDAQ · Zebra Technologies Corporation
1 May 2026227.08
259.92
14.46%
Buy
0.09
-
-
ZD
NASDAQ · Ziff Davis Inc
13 Mar 202639.46
51.60
30.77%
Buy
0.27
-
-
ZETA
NYSE · Zeta Global Holdings Corp
20 Jun 202514.18
19.13
34.91%
Buy
0.11
-
-
ZGN
NYSE · Ermenegildo Zegna NV
16 May 20258.52
14.32
68.15%
Buy
0.27
-
-
ZH
NYSE · Zhihu Inc ADR
16 Aug 20243.08
3.14
1.95%
Buy
0.02
-
-
ZIP
NYSE · Ziprecruiter Inc
1 May 20263.09
3.90
26.21%
Buy
0.31
-
-
ZLAB
NASDAQ · Zai Lab Ltd
20 Feb 202620.04
19.22
-4.09%
Buy
0.10
-
-
ZS
NASDAQ · Zscaler Inc
3 Jul 2026147.33
142.32
-3.40%
Buy
0.40
-
-
ZTEK
NASDAQ · ZEN Graphene Solutions Ltd
26 Jun 20260.49
0.53
8.56%
Buy
0.04
-
-
ZVIA
NYSE · Zevia Pbc
15 May 20261.33
1.50
12.78%
Buy
0.17
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
11 Jul 2025
Entry
BCBP
NASDAQ · BCB Bancorp Inc
8.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
11 Jul 2025
Entry
BGDE
NASDAQ · Big Digital Energy, Inc.
11.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.44
11 Jul 2025
Entry
BHP
NYSE · BHP Group Limited
49.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.81
11 Jul 2025
Entry
BTU
NYSE · Peabody Energy Corp
15.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.76
11 Jul 2025
Entry
CAL
NYSE · Caleres Inc
14.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
11 Jul 2025
Entry
CGTX
NASDAQ · Cognition Therapeutics Inc
0.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.91
11 Jul 2025
Entry
CLIR
NASDAQ · ClearSign Combustion Corporation
5.40
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
11 Jul 2025
Entry
CMPS
NASDAQ · Compass Pathways Plc
3.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.76
11 Jul 2025
Entry
CNR
NYSE · Core Natural Resources, Inc.
75.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56
11 Jul 2025
Exit
CNVS
NASDAQ · Cineverse Corp.
6.80
Reversal Risk Warning
198.25%
Entry 18 Oct 2024
2.28
11 Jul 2025
Entry
COGT
NASDAQ · Cogent Biosciences Inc
10.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.37
11 Jul 2025
Entry
CRBU
NASDAQ · Caribou Biosciences Inc
1.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.37
11 Jul 2025
Entry
DNUT
NASDAQ · Krispy Kreme Inc
3.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
11 Jul 2025
Exit
DRS
NASDAQ · Leonardo DRS, Inc. Common Stock
47.15
Reversal Risk Warning
153.51%
Entry 20 Oct 2023
18.60
11 Jul 2025
Entry
ECOR
NASDAQ · Electrocore LLC
6.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
11 Jul 2025
Entry
ELVA
NASDAQ · Electrovaya Inc.
3.83
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.48
11 Jul 2025
Entry
ENPH
NASDAQ · Enphase Energy Inc
41.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
11 Jul 2025
Exit
EPR
NYSE · EPR Properties
56.80
Reversal Risk Warning
59.63%
Entry 18 Aug 2023
35.59
11 Jul 2025
Entry
FELE
NASDAQ · Franklin Electric Co Inc
90.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
11 Jul 2025
Exit
FINV
NYSE · FinVolution Group
9.97
Reversal Risk Warning
103.46%
Entry 26 Jul 2024
4.90
11 Jul 2025
Entry
FTFT
NASDAQ · Future Fintech Group Inc
63.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.60
11 Jul 2025
Entry
GLMD
NASDAQ · Galmed Pharmaceuticals Ltd
1.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.95
11 Jul 2025
Entry
GLSI
NASDAQ · Greenwich Lifesciences Inc
10.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
11 Jul 2025
Entry
GLUE
NASDAQ · Monte Rosa Therapeutics Inc
5.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
11 Jul 2025
Entry
GNK
NYSE · Genco Shipping & Trading Ltd
14.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.14
11 Jul 2025
Entry
GOVX
NASDAQ · GeoVax Labs Inc
16.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
11 Jul 2025
Entry
HAL
NYSE · Halliburton Company
22.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.68
11 Jul 2025
Entry
HLX
NYSE · Helix Energy Solutions Group Inc
6.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.35
11 Jul 2025
Entry
IHRT
NASDAQ · iHeartMedia Inc Class A
1.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.84
11 Jul 2025
Entry
IRIX
NASDAQ · IRIDEX Corporation
1.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18