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
484.55
Total Return
384.55%
CAGR
56.82%
Annualized from first index week
Edge vs Market
+34.37%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.68
Sortino 5.21
Current Holdings
1108
Transactions
10720
Avg 3056.5/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4806
Stop 41.2% ·
Warning 58.2%
· 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
ABT
NYSE · Abbott Laboratories
93.27
MD 0.37 · Market Dynamics Buy Signal
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.04 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.15
MD 0.25 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.02 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BBOT
NASDAQ · BridgeBio Oncology Therapeutics, Inc.
8.32
MD 0.00 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · 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 1.40 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.37 · Market Dynamics Buy Signal
LZ
NASDAQ · LegalZoom.com Inc
7.25
MD 0.71 · 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 2.48 · 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
Q
NYSE · Qnity Electronics, Inc
143.80
MD 0.79 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.19 · 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%
BCDA
NASDAQ · Biocardia Inc
0.91
20% entry drawdown · -23.77%
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%
BLZE
NASDAQ · Backblaze Inc
17.60
Reversal Risk Warning · 135.29%
BMAC
NYSE · Black Mountain Acquisition Corp
10.60
Ticker inactive / final available close · 0.00%
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%
CLYM
NASDAQ · Climb Bio Inc
14.00
Reversal Risk Warning · 227.10%
CVAC
NASDAQ · CureVac NV
4.66
Ticker inactive / final available close · 47.47%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
DENN
NASDAQ · Dennys Corp
6.25
Ticker inactive / final available close · 51.33%
DWSN
NASDAQ · Dawson Geophysical Company
7.57
Reversal Risk Warning · 394.77%
EWTX
NASDAQ · Edgewise Therapeutics Inc
45.41
Reversal Risk Warning · 315.08%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
GKOS
NYSE · Glaukos Corp
152.72
Reversal Risk Warning · 82.11%
GRCL
NASDAQ · Gracell Biotechnologies Inc.
10.25
Ticker inactive / final available close · 107.49%
IRDM
NASDAQ · Iridium Communications Inc
50.06
Reversal Risk Warning · 118.07%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 75.74%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
MBX
NASDAQ · MBX Biosciences, Inc. Common Stock
61.05
Reversal Risk Warning · 408.75%
MPLT
NASDAQ · MapLight Therapeutics, Inc. Common Stock
39.32
Reversal Risk Warning · 36.43%
ODP
NASDAQ · ODP Corp
28.00
Ticker inactive / final available close · 57.57%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
PC
NASDAQ · Premium Catering (Holdings) Limited
9.40
Ticker inactive / final available close · 41.10%
PTRN
NASDAQ · Pattern Group Inc. Series A Common Stock
28.95
Reversal Risk Warning · 81.85%
RCM
NASDAQ · R1 RCM Inc
14.31
Ticker inactive / final available close · 28.92%
RLAY
NASDAQ · Relay Therapeutics Inc
20.01
Reversal Risk Warning · 566.83%
ROSS
NYSE · Ross Acquisition II Corp
11.08
Ticker inactive / final available close · 3.84%
SBFG
NASDAQ · SB Financial Group Inc
26.27
Reversal Risk Warning · 94.76%
SLRN
NASDAQ · ACELYRIN, INC. Common Stock
2.27
Ticker inactive / final available close · -11.67%
THRD
NASDAQ · Third Harmonic Bio Inc.
5.38
Ticker inactive / final available close · 4.06%
TLPH
NASDAQ · Talphera Inc.
1.46
Reversal Risk Warning · 196.33%
TTRX
NASDAQ · Turn Therapeutics Inc. Common Stock
9.44
Reversal Risk Warning · 84.02%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
WKC
NYSE · World Kinect Corporation
35.32
Reversal Risk Warning · 71.05%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
ARQ
NASDAQ · Arq Inc
22 May 20262.46
2.32
-5.69%
Buy
0.01
-
-
ARTV
NASDAQ · Artiva Biotherapeutics, Inc. Common Stock
29 Aug 20253.15
9.64
206.03%
Buy
1.17
-
-
ASAN
NYSE · Asana Inc
29 May 20267.70
7.33
-4.81%
Buy
0.48
-
-
ASC
NYSE · Ardmore Shpng
22 Aug 202510.96
16.39
49.52%
Buy
1.96
-
-
ASH
NYSE · Ashland Global Holdings Inc
4 Jul 202552.18
66.75
27.92%
Buy
0.63
-
-
ASIX
NYSE · AdvanSix Inc
9 Jan 202618.20
20.28
11.44%
Buy
0.14
-
-
ASLE
NASDAQ · AerSale Corp
15 Nov 20246.06
6.02
-0.66%
Buy
0.84
-
-
ASPS
NASDAQ · Altisource Portfolio Solutions SA
27 Mar 20266.80
7.23
6.32%
Buy
0.45
-
-
ASTH
NASDAQ · Astrana Health Inc
20 Mar 202624.23
46.88
93.46%
Buy
0.21
-
-
ASUR
NASDAQ · Asure Software Inc
5 Jan 20248.38
7.83
-6.56%
Buy
0.14
-
-
ATHM
NYSE · Autohome Inc
19 Jun 202617.46
20.30
16.29%
Buy
0.21
-
-
ATKR
NYSE · Atkore International Group Inc
9 May 202566.27
72.24
9.01%
Buy
0.10
-
-
ATNI
NASDAQ · ATN International Inc
18 Jul 202516.90
23.91
41.51%
Buy
0.28
-
-
ATOM
NASDAQ · Atomera Inc
13 Feb 20263.92
6.63
69.13%
Buy
0.89
-
-
ATR
NYSE · AptarGroup Inc
10 Jul 2026125.53
125.53
New
Entry week
Buy
0.18
-
-
ATRA
NASDAQ · Atara Biotherapeutics Inc
15 May 20269.58
9.76
1.88%
Buy
0.58
-
-
ATRC
NASDAQ · AtriCure Inc
12 Jul 202423.19
34.28
47.82%
Buy
0.45
-
-
ATS
NYSE · ATS Corporation
30 May 202528.97
27.95
-3.52%
Buy
0.21
-
-
AURA
NASDAQ · Aura Biosciences Inc
27 Feb 20265.89
6.84
16.13%
Buy
0.22
-
-
AUTL
NASDAQ · Autolus Therapeutics Ltd
1 May 20261.47
1.61
9.52%
Buy
0.03
-
-
AVB
NYSE · AvalonBay Communities Inc
1 May 2026181.74
191.84
5.56%
Buy
0.11
-
-
AVNT
NYSE · Avient Corp
20 Jun 202532.40
36.03
11.20%
Buy
0.09
-
-
AVNW
NASDAQ · Aviat Networks Inc
3 Jan 202518.40
21.65
17.66%
Buy
0.07
-
-
AVTR
NYSE · Avantor Inc
12 Jun 20269.39
10.39
10.65%
Buy
0.99
-
-
AVTX
NASDAQ · Avalo Therapeutics Inc
3 Oct 202513.40
19.21
43.36%
Buy
1.48
-
-
AVXL
NASDAQ · Anavex Life Sciences Corp
3 Jul 20262.76
2.50
-9.42%
Buy
0.10
-
-
AVY
NYSE · Avery Dennison Corp
8 Aug 2025167.03
160.71
-3.79%
Buy
0.38
-
-
AWRE
NASDAQ · Aware Inc
29 May 20261.52
1.39
-8.55%
Buy
0.05
-
-
AXIN
NASDAQ · Axiom Intelligence Acquisition Corp 1 Class A Ordinary Shares
6 Mar 202610.15
10.32
1.67%
Buy
0.42
-
-
AXR
NYSE · AMREP Corporation
20 Jun 202521.50
25.20
17.21%
Buy
0.18
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
28 Nov 2025
Exit
PTCT
NASDAQ · PTC Therapeutics Inc
85.99
Reversal Risk Warning
211.45%
Entry 22 Dec 2023
27.61
28 Nov 2025
Exit
RFL
NYSE · Rafael Holdings, Inc.
1.18
20% entry drawdown
-20.76%
Entry 6 Sep 2024
1.49
28 Nov 2025
Exit
RIGL
NASDAQ · Rigel Pharmaceuticals Inc
50.49
Reversal Risk Warning
316.93%
Entry 16 Aug 2024
12.11
28 Nov 2025
Exit
ROL
NYSE · Rollins Inc
61.08
Reversal Risk Warning
54.13%
Entry 1 Dec 2023
39.63
28 Nov 2025
Exit
SONO
NASDAQ · Sonos Inc
18.56
Reversal Risk Warning
72.97%
Entry 27 Jun 2025
10.73
28 Nov 2025
Exit
SPPL
NASDAQ · SIMPPLE LTD. Ordinary Shares
3.53
20% entry drawdown
-24.73%
Entry 12 Sep 2025
4.69
28 Nov 2025
Exit
TBPH
NASDAQ · Theravance Biopharma Inc
20.30
Reversal Risk Warning
105.47%
Entry 6 Dec 2024
9.88
28 Nov 2025
Entry
TE
NYSE · T1 Energy Inc.
4.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.12
28 Nov 2025
Exit
TLRY
NASDAQ · Tilray Inc
8.13
20% entry drawdown
-21.07%
Entry 15 Aug 2025
10.30
28 Nov 2025
Exit
UGI
NYSE · UGI Corporation
38.35
Reversal Risk Warning
80.56%
Entry 15 Sep 2023
21.24
28 Nov 2025
Entry
VEEA
NASDAQ · Veea Inc.
0.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
28 Nov 2025
Exit
VFF
NASDAQ · Village Farms International Inc
3.96
Reversal Risk Warning
277.14%
Entry 16 May 2025
1.05
28 Nov 2025
Exit
VRDN
NASDAQ · Viridian Therapeutics Inc
31.96
Reversal Risk Warning
101.26%
Entry 13 Jun 2025
15.88
28 Nov 2025
Exit
W
NYSE · Wayfair Inc
110.80
Reversal Risk Warning
168.67%
Entry 30 May 2025
41.24
28 Nov 2025
Entry
WEAV
NYSE · Weave Communications Inc
6.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
28 Nov 2025
Exit
WGS
NASDAQ · GeneDx Holdings Corp.
166.95
Reversal Risk Warning
480.09%
Entry 14 Jun 2024
28.78
28 Nov 2025
Entry
XPER
NYSE · Xperi Corp
5.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
28 Nov 2025
Exit
ZYME
NASDAQ · Zymeworks Inc. Common Stock
26.71
Reversal Risk Warning
148.47%
Entry 26 Jul 2024
10.75
21 Nov 2025
Exit
ACET
NASDAQ · Adicet Bio Inc
9.64
20% entry drawdown
-20.47%
Entry 6 Jun 2025
12.12
21 Nov 2025
Entry
ALMS
NASDAQ · Alumis Inc
7.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.59
21 Nov 2025
Entry
ANVS
NYSE · Annovis Bio Inc
3.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
21 Nov 2025
Exit
AQB
NASDAQ · AquaBounty Technologies Inc
0.91
20% entry drawdown
-23.14%
Entry 29 Aug 2025
1.18
21 Nov 2025
Exit
ARQT
NASDAQ · Arcutis Biotherapeutics Inc
29.49
Reversal Risk Warning
456.42%
Entry 26 Jan 2024
5.30
21 Nov 2025
Exit
BRLS
NASDAQ · Borealis Foods Inc.
1.80
20% entry drawdown
-45.12%
Entry 17 Oct 2025
3.28
21 Nov 2025
Entry
CNF
NYSE · CNFinance Holdings Ltd
5.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
21 Nov 2025
Exit
CYCU
NASDAQ · Cycurion, Inc.
4.37
20% entry drawdown
-29.59%
Entry 14 Nov 2025
6.21
21 Nov 2025
Entry
DMAA
NASDAQ · Drugs Made In America Acquisition Corp. Ordinary Shares
10.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
21 Nov 2025
Entry
EVC
NYSE · Entravision Communications
2.62
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
21 Nov 2025
Exit
FNWD
NASDAQ · Finward Bancorp
36.51
Reversal Risk Warning
71.05%
Entry 22 Sep 2023
21.34
21 Nov 2025
Exit
HIG
NYSE · Hartford Financial Services Group
134.64
Reversal Risk Warning
81.03%
Entry 24 Nov 2023
74.37