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
478.70
Total Return
378.70%
CAGR
55.90%
Annualized from first index week
Edge vs Market
+34.12%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.64
Sortino 5.14
Current Holdings
1077
Transactions
10779
Avg 3056.6/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4851
Stop 41.6% ·
Warning 57.9%
· 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
ADBE
NASDAQ · Adobe Systems Incorporated
237.25
MD 0.17 · Market Dynamics Buy Signal
BL
NASDAQ · Blackline Inc
30.29
MD 0.18 · Market Dynamics Buy Signal
BLKB
NASDAQ · Blackbaud Inc
32.40
MD 0.13 · Market Dynamics Buy Signal
CURV
NYSE · Torrid Holdings Inc
2.33
MD 0.17 · Market Dynamics Buy Signal
DFIN
NYSE · Donnelley Financial Solutions Inc
49.95
MD 0.06 · Market Dynamics Buy Signal
EXPO
NASDAQ · Exponent Inc
62.88
MD 0.09 · Market Dynamics Buy Signal
FIS
NYSE · Fidelity National Information Services Inc
41.91
MD 0.19 · Market Dynamics Buy Signal
HCKT
NASDAQ · The Hackett Group Inc
10.34
MD 0.19 · Market Dynamics Buy Signal
ICFI
NASDAQ · ICF International Inc
78.86
MD 0.80 · Market Dynamics Buy Signal
IQ
NASDAQ · iQIYI Inc
1.19
MD 0.25 · Market Dynamics Buy Signal
LAW
NYSE · CS Disco LLC
4.05
MD 0.26 · Market Dynamics Buy Signal
MAT
NASDAQ · Mattel Inc
14.30
MD 0.13 · Market Dynamics Buy Signal
NRDS
NASDAQ · Nerdwallet Inc
9.26
MD 0.13 · Market Dynamics Buy Signal
ONT
NYSE · Onterris
20.93
MD 0.36 · Market Dynamics Buy Signal
OPRX
NASDAQ · OPTIMIZERx Corp
6.69
MD 0.86 · Market Dynamics Buy Signal
PODD
NASDAQ · Insulet Corporation
164.06
MD 0.42 · Market Dynamics Buy Signal
RCEL
NASDAQ · Avita Medical Ltd
5.10
MD 0.39 · Market Dynamics Buy Signal
UPWK
NASDAQ · Upwork Inc
9.06
MD 0.10 · Market Dynamics Buy Signal
XRAY
NASDAQ · Dentsply Sirona Inc
14.05
MD 0.72 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACB
NASDAQ · Aurora Cannabis Inc
2.63
20% entry drawdown · -20.78%
AIFU
NASDAQ · Fanhua Inc.
34.52
20% entry drawdown · -25.28%
AKTX
NASDAQ · Akari Therapeutics PLC
11.01
20% entry drawdown · -20.68%
ALDX
NASDAQ · Aldeyra The
1.69
20% entry drawdown · -25.55%
ARCT
NASDAQ · Arcturus Therapeutics Holdings Inc
6.05
20% entry drawdown · -26.49%
AWRE
NASDAQ · Aware Inc
1.11
20% entry drawdown · -26.97%
BEEM
NASDAQ · Beam Global
1.03
20% entry drawdown · -24.82%
BNAI
NASDAQ · Brand Engagement Network Inc
11.62
20% entry drawdown · -29.49%
BTBT
NASDAQ · Bit Digital Inc
1.40
20% entry drawdown · -29.65%
EIX
NYSE · Edison International
77.63
Reversal Risk Warning · 49.97%
EVGO
NASDAQ · Evgo Inc
1.68
20% entry drawdown · -20.94%
EVO
NASDAQ · Evotec SE ADR
1.96
20% entry drawdown · -27.94%
GENK
NASDAQ · GEN Restaurant Group, Inc. Class A Common Stock
1.77
20% entry drawdown · -24.36%
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.05
20% entry drawdown · -28.08%
GRDX
NASDAQ · GridAI Technologies Corp.
3.82
20% entry drawdown · -29.26%
HUBG
NASDAQ · Hub Group Inc
51.22
Reversal Risk Warning · 45.11%
INV
NASDAQ · Innventure, Inc.
3.37
20% entry drawdown · -27.37%
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
9.35
20% entry drawdown · -20.29%
LEDS
NASDAQ · SemiLEDS Corporation
3.01
Reversal Risk Warning · 67.22%
LONA
NASDAQ · LeonaBio, Inc.
7.22
20% entry drawdown · -27.22%
MTEX
NASDAQ · Mannatech Incorporated
4.25
20% entry drawdown · -21.59%
OABI
NASDAQ · OmniAb Inc.
2.12
20% entry drawdown · -20.00%
OCCI
NASDAQ · OFS Credit Company Inc
2.27
20% entry drawdown · -23.83%
PBF
NYSE · PBF Energy Inc
62.75
Reversal Risk Warning · 219.84%
PLUG
NASDAQ · Plug Power Inc
2.17
20% entry drawdown · -20.80%
PMCB
NASDAQ · PharmaCyte Biotech Inc
0.63
20% entry drawdown · -21.31%
PMEC
NASDAQ · Primech Holdings Ltd. Ordinary Shares
0.52
20% entry drawdown · -28.59%
QFIN
NASDAQ · 360 Finance Inc
12.73
20% entry drawdown · -20.83%
RPT
NYSE · Rithm Property Trust Inc.
10.89
20% entry drawdown · -27.03%
RXRX
NASDAQ · Recursion Pharmaceuticals Inc
2.95
20% entry drawdown · -22.50%
SNPS
NASDAQ · Synopsys Inc
384.28
20% entry drawdown · -25.60%
SORA
NASDAQ · Top Win International Limited
1.73
20% entry drawdown · -23.18%
VERU
NASDAQ · Veru Inc
2.38
20% entry drawdown · -30.00%
WING
NASDAQ · Wingstop Inc
142.33
20% entry drawdown · -20.03%
WW
NASDAQ · WW International, Inc. Common Stock
14.57
20% entry drawdown · -21.46%
ZSQR
NASDAQ · Z Squared Inc.
5.06
20% entry drawdown · -45.47%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
ASH
NYSE · Ashland Global Holdings Inc
4 Jul 202552.18
68.64
31.54%
Buy
0.63
-
-
ASIX
NYSE · AdvanSix Inc
9 Jan 202618.20
20.79
14.25%
Buy
0.14
-
-
ASLE
NASDAQ · AerSale Corp
15 Nov 20246.06
6.05
-0.17%
Buy
0.84
-
-
ASPS
NASDAQ · Altisource Portfolio Solutions SA
27 Mar 20266.80
6.35
-6.62%
Buy
0.45
-
-
ASTH
NASDAQ · Astrana Health Inc
20 Mar 202624.23
44.94
85.47%
Buy
0.21
-
-
ASUR
NASDAQ · Asure Software Inc
5 Jan 20248.38
8.14
-2.86%
Buy
0.14
-
-
ATER
NASDAQ · Aterian Inc
19 Jun 20261.38
1.30
-5.80%
Buy
1.34
-
-
ATHM
NYSE · Autohome Inc
19 Jun 202617.46
21.53
23.34%
Buy
0.21
-
-
ATKR
NYSE · Atkore International Group Inc
9 May 202566.27
73.42
10.79%
Buy
0.10
-
-
ATNI
NASDAQ · ATN International Inc
18 Jul 202516.90
23.17
37.13%
Buy
0.28
-
-
ATOM
NASDAQ · Atomera Inc
13 Feb 20263.92
5.62
43.37%
Buy
0.89
-
-
ATR
NYSE · AptarGroup Inc
10 Jul 2026125.53
132.61
5.64%
Buy
0.18
-
-
ATRA
NASDAQ · Atara Biotherapeutics Inc
15 May 20269.58
8.39
-12.42%
Buy
0.58
-
-
ATRC
NASDAQ · AtriCure Inc
12 Jul 202423.19
34.95
50.71%
Buy
0.45
-
-
ATS
NYSE · ATS Corporation
30 May 202528.97
27.58
-4.80%
Buy
0.21
-
-
AURA
NASDAQ · Aura Biosciences Inc
27 Feb 20265.89
6.99
18.68%
Buy
0.22
-
-
AUTL
NASDAQ · Autolus Therapeutics Ltd
1 May 20261.47
1.44
-2.04%
Buy
0.03
-
-
AVB
NYSE · AvalonBay Communities Inc
1 May 2026181.74
192.53
5.94%
Buy
0.11
-
-
AVNT
NYSE · Avient Corp
20 Jun 202532.40
36.97
14.10%
Buy
0.09
-
-
AVNW
NASDAQ · Aviat Networks Inc
3 Jan 202518.40
20.79
12.96%
Buy
0.07
-
-
AVTR
NYSE · Avantor Inc
12 Jun 20269.39
11.07
17.89%
Buy
0.99
-
-
AVTX
NASDAQ · Avalo Therapeutics Inc
3 Oct 202513.40
19.37
44.55%
Buy
1.48
-
-
AVXL
NASDAQ · Anavex Life Sciences Corp
3 Jul 20262.76
2.39
-13.41%
Buy
0.11
-
-
AVY
NYSE · Avery Dennison Corp
8 Aug 2025167.03
160.41
-3.96%
Buy
0.38
-
-
AXIN
NASDAQ · Axiom Intelligence Acquisition Corp 1 Class A Ordinary Shares
6 Mar 202610.15
10.28
1.28%
Buy
0.42
-
-
AXR
NYSE · AMREP Corporation
20 Jun 202521.50
25.60
19.07%
Buy
0.18
-
-
AXTA
NYSE · Axalta Coating Systems Ltd
5 Jun 202632.18
32.34
0.50%
Buy
0.00
-
-
AYTU
NASDAQ · Aytu BioScience Inc
16 May 20252.13
2.15
0.94%
Buy
0.38
-
-
AZTA
NASDAQ · Azenta Inc
12 Jun 202622.59
26.29
16.38%
Buy
0.14
-
-
BAER
NASDAQ · Bridger Aerospace Group Holdings, Inc. Common Stock
6 Jun 20251.87
1.94
4.02%
Buy
0.30
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
6 Jun 2025
Entry
PASG
NASDAQ · Passage Bio Inc
8.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
6 Jun 2025
Entry
PHAT
NASDAQ · Phathom Pharmaceuticals Inc
8.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56
6 Jun 2025
Entry
PHIO
NASDAQ · Phio Pharmaceuticals Corp
2.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.16
6 Jun 2025
Entry
PII
NYSE · Polaris Industries Inc
39.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.72
6 Jun 2025
Entry
POWL
NASDAQ · Powell Industries Inc
63.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
6 Jun 2025
Entry
PRG
NYSE · PROG Holdings Inc
28.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
6 Jun 2025
Exit
PVH
NYSE · PVH Corp
65.28
20% entry drawdown
-24.18%
Entry 16 May 2025
86.10
6 Jun 2025
Entry
PYPD
NASDAQ · PolyPid
3.27
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.96
6 Jun 2025
Entry
PZZA
NASDAQ · Papa John's International Inc
47.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
6 Jun 2025
Entry
RAPP
NASDAQ · Rapport Therapeutics, Inc. Common Stock
12.66
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
6 Jun 2025
Entry
RCUS
NYSE · Arcus Biosciences Inc
9.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
6 Jun 2025
Entry
REKR
NASDAQ · Rekor Systems Inc
1.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.00
6 Jun 2025
Entry
RIOT
NASDAQ · Riot Platforms, Inc.
9.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.35
6 Jun 2025
Entry
RNG
NYSE · Ringcentral Inc
27.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
6 Jun 2025
Entry
RRGB
NASDAQ · Red Robin Gourmet Burgers Inc
6.62
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
6 Jun 2025
Entry
SANA
NASDAQ · Sana Biotechnology Inc
2.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
6 Jun 2025
Entry
SBXD
NYSE · SilverBox Corp IV
10.53
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.95
6 Jun 2025
Entry
SGMT
NASDAQ · Sagimet Biosciences Inc. Series A Common Stock
5.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
6 Jun 2025
Entry
SHOO
NASDAQ · Steven Madden Ltd
24.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
6 Jun 2025
Entry
SIMA
NASDAQ · SIM Acquisition Corp. I Class A Ordinary Shares
10.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.49
6 Jun 2025
Entry
SKYE
NASDAQ · Skye Bioscience, Inc. Common Stock
2.43
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.65
6 Jun 2025
Entry
SRI
NYSE · Stoneridge Inc
5.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.27
6 Jun 2025
Entry
STM
NYSE · STMicroelectronics NV ADR
28.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.89
6 Jun 2025
Exit
STN
NYSE · Stantec Inc
105.40
Reversal Risk Warning
58.97%
Entry 14 Jul 2023
66.30
6 Jun 2025
Entry
STOK
NASDAQ · Stoke Therapeutics Inc
11.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.67
6 Jun 2025
Entry
SUIG
NASDAQ · SUI Group Holdings Limited
1.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
6 Jun 2025
Entry
SUNS
NASDAQ · Sunrise Realty Trust, Inc.
9.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
6 Jun 2025
Entry
SYNA
NASDAQ · Synaptics Incorporated
62.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
6 Jun 2025
Entry
TCRX
NASDAQ · Tscan Therapeutics Inc
1.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.69
6 Jun 2025
Entry
TDW
NYSE · Tidewater Inc
43.43
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18