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
YEXT
NYSE · Yext Inc
12 Jun 20264.06
5.46
34.48%
Buy
0.01
-
-
YIBO
NASDAQ · Planet Image International Limited Class A Ordinary Shares
22 May 20260.97
1.24
27.84%
Buy
0.65
-
-
YJ
NASDAQ · Yunji Inc
20 Feb 20261.46
1.25
-14.38%
Buy
0.14
-
-
YORW
NASDAQ · The York Water Company
14 Mar 202533.70
30.97
-8.10%
Buy
0.51
-
-
YSG
NYSE · Yatsen Holding
3 Jul 20263.47
3.43
-1.15%
Buy
1.36
-
-
ZBH
NYSE · Zimmer Biomet Holdings Inc
3 Jul 202687.47
93.93
7.39%
Buy
0.13
-
-
ZBIO
NASDAQ · Zenas BioPharma, Inc. Common Stock
16 Jan 202620.16
31.44
55.95%
Buy
0.19
-
-
ZBRA
NASDAQ · Zebra Technologies Corporation
1 May 2026227.08
293.82
29.39%
Buy
0.09
-
-
ZD
NASDAQ · Ziff Davis Inc
13 Mar 202639.46
53.08
34.52%
Buy
0.27
-
-
ZETA
NYSE · Zeta Global Holdings Corp
20 Jun 202514.18
21.60
52.33%
Buy
0.11
-
-
ZGN
NYSE · Ermenegildo Zegna NV
16 May 20258.52
14.71
72.72%
Buy
0.27
-
-
ZH
NYSE · Zhihu Inc ADR
16 Aug 20243.08
3.27
6.17%
Buy
0.02
-
-
ZIP
NYSE · Ziprecruiter Inc
1 May 20263.09
3.94
27.51%
Buy
0.31
-
-
ZLAB
NASDAQ · Zai Lab Ltd
20 Feb 202620.04
18.27
-8.83%
Buy
0.10
-
-
ZS
NASDAQ · Zscaler Inc
3 Jul 2026147.33
151.20
2.63%
Buy
0.40
-
-
ZTEK
NASDAQ · ZEN Graphene Solutions Ltd
26 Jun 20260.49
0.68
38.86%
Buy
0.04
-
-
ZVIA
NYSE · Zevia Pbc
15 May 20261.33
1.70
27.82%
Buy
0.17
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
26 Apr 2024
Exit
STRA
NASDAQ · Strategic Education Inc
113.83
Reversal Risk Warning
55.41%
Entry 1 Sep 2023
73.25
26 Apr 2024
Exit
STTK
NASDAQ · Shattuck Labs Inc
10.59
Reversal Risk Warning
342.17%
Entry 24 Nov 2023
2.40
26 Apr 2024
Exit
VNCE
NASDAQ · Vince Holding Corp. Common Stock
2.23
20% entry drawdown
-35.55%
Entry 29 Dec 2023
3.46
26 Apr 2024
Exit
VRDN
NASDAQ · Viridian Therapeutics Inc
12.88
20% entry drawdown
-25.20%
Entry 1 Dec 2023
17.22
26 Apr 2024
Exit
WAVE
NASDAQ · Eco Wave Power Global AB ADR
2.74
20% entry drawdown
-25.95%
Entry 12 Apr 2024
3.70
26 Apr 2024
Entry
YSG
NYSE · Yatsen Holding
4.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.68
26 Apr 2024
Exit
ZYME
NASDAQ · Zymeworks Inc. Common Stock
8.26
20% entry drawdown
-20.50%
Entry 29 Dec 2023
10.39
19 Apr 2024
Exit
ANAB
NASDAQ · AnaptysBio Inc
13.25
20% entry drawdown
-23.19%
Entry 23 Feb 2024
17.25
19 Apr 2024
Exit
AOSL
NASDAQ · Alpha and Omega Semiconductor Ltd
19.55
20% entry drawdown
-25.69%
Entry 5 Jan 2024
26.31
19 Apr 2024
Exit
APGE
NASDAQ · Apogee Therapeutics, Inc. Common Stock
46.91
20% entry drawdown
-30.54%
Entry 8 Mar 2024
67.54
19 Apr 2024
Exit
BEEP
NASDAQ · Mobile Infrastructure Corporation
3.27
20% entry drawdown
-24.25%
Entry 15 Dec 2023
4.31
19 Apr 2024
Entry
BHR
NYSE · Braemar Hotel & Resorts Inc
2.02
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
19 Apr 2024
Exit
BLTE
NASDAQ · Belite Bio Inc ADR
33.43
20% entry drawdown
-25.43%
Entry 15 Dec 2023
44.83
19 Apr 2024
Entry
CENX
NASDAQ · Century Aluminum Company
17.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.58
19 Apr 2024
Exit
CNEY
NASDAQ · CN Energy Group Inc
17.75
20% entry drawdown
-42.28%
Entry 5 Apr 2024
30.75
19 Apr 2024
Entry
CPSS
NASDAQ · Consumer Portfolio Services Inc
9.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
19 Apr 2024
Exit
DFTX
NASDAQ · Definium Therapeutics, Inc.
8.68
20% entry drawdown
-21.09%
Entry 5 Apr 2024
11.00
19 Apr 2024
Exit
DMAC
NASDAQ · DiaMedica Therapeutics Inc
2.39
20% entry drawdown
-20.07%
Entry 12 Jan 2024
2.99
19 Apr 2024
Entry
DPRO
NASDAQ · Draganfly Inc
6.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
19 Apr 2024
Entry
DWSN
NASDAQ · Dawson Geophysical Company
1.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.79
19 Apr 2024
Exit
ELVA
NASDAQ · Electrovaya Inc.
2.99
20% entry drawdown
-21.73%
Entry 5 Jan 2024
3.82
19 Apr 2024
Entry
EXFY
NASDAQ · Expensify Inc
1.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.10
19 Apr 2024
Entry
HTCO
NASDAQ · Caravelle International Group
25.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.79
19 Apr 2024
Exit
KOPN
NASDAQ · Kopin Corporation
1.22
20% entry drawdown
-24.69%
Entry 24 Nov 2023
1.62
19 Apr 2024
Exit
MOLN
NASDAQ · Molecular Partners AG ADR
3.32
20% entry drawdown
-27.35%
Entry 22 Dec 2023
4.57
19 Apr 2024
Exit
NET
NYSE · Cloudflare Inc
84.10
20% entry drawdown
-22.07%
Entry 9 Feb 2024
107.92
19 Apr 2024
Exit
NTRP
NASDAQ · NextTrip Inc
2.76
20% entry drawdown
-39.34%
Entry 22 Mar 2024
4.55
19 Apr 2024
Exit
NUVB
NYSE · Nuvation Bio Inc
2.60
20% entry drawdown
-28.57%
Entry 29 Mar 2024
3.64
19 Apr 2024
Exit
OUST
NASDAQ · Ouster, Inc. Common Stock
7.16
20% entry drawdown
-25.42%
Entry 5 Apr 2024
9.60
19 Apr 2024
Exit
PEN
NYSE · Penumbra Inc
202.72
20% entry drawdown
-21.60%
Entry 22 Dec 2023
258.58