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
ASH
NYSE · Ashland Global Holdings Inc
4 Jul 202552.18
66.40
27.25%
Buy
0.63
-
-
ASIX
NYSE · AdvanSix Inc
9 Jan 202618.20
21.05
15.68%
Buy
0.14
-
-
ASLE
NASDAQ · AerSale Corp
15 Nov 20246.06
6.18
1.98%
Buy
0.84
-
-
ASPS
NASDAQ · Altisource Portfolio Solutions SA
27 Mar 20266.80
5.80
-14.71%
Buy
0.45
-
-
ASTH
NASDAQ · Astrana Health Inc
20 Mar 202624.23
40.31
66.36%
Buy
0.21
-
-
ASUR
NASDAQ · Asure Software Inc
5 Jan 20248.38
7.66
-8.59%
Buy
0.14
-
-
ATHM
NYSE · Autohome Inc
19 Jun 202617.46
21.11
20.93%
Buy
0.21
-
-
ATKR
NYSE · Atkore International Group Inc
9 May 202566.27
76.63
15.63%
Buy
0.10
-
-
ATNI
NASDAQ · ATN International Inc
18 Jul 202516.90
23.45
38.79%
Buy
0.28
-
-
ATOM
NASDAQ · Atomera Inc
13 Feb 20263.92
5.18
32.14%
Buy
0.89
-
-
ATR
NYSE · AptarGroup Inc
10 Jul 2026125.53
132.36
5.44%
Buy
0.18
-
-
ATRA
NASDAQ · Atara Biotherapeutics Inc
15 May 20269.58
7.90
-17.54%
Buy
0.58
-
-
ATRC
NASDAQ · AtriCure Inc
12 Jul 202423.19
35.04
51.10%
Buy
0.45
-
-
ATS
NYSE · ATS Corporation
30 May 202528.97
26.42
-8.80%
Buy
0.21
-
-
AURA
NASDAQ · Aura Biosciences Inc
27 Feb 20265.89
7.05
19.69%
Buy
0.22
-
-
AUTL
NASDAQ · Autolus Therapeutics Ltd
1 May 20261.47
1.45
-1.36%
Buy
0.03
-
-
AVB
NYSE · AvalonBay Communities Inc
1 May 2026181.74
189.61
4.33%
Buy
0.11
-
-
AVNT
NYSE · Avient Corp
20 Jun 202532.40
37.60
16.05%
Buy
0.09
-
-
AVNW
NASDAQ · Aviat Networks Inc
3 Jan 202518.40
20.25
10.05%
Buy
0.07
-
-
AVTR
NYSE · Avantor Inc
12 Jun 20269.39
11.44
21.83%
Buy
0.99
-
-
AVTX
NASDAQ · Avalo Therapeutics Inc
3 Oct 202513.40
18.44
37.61%
Buy
1.48
-
-
AVXL
NASDAQ · Anavex Life Sciences Corp
3 Jul 20262.76
2.40
-13.04%
Buy
0.11
-
-
AVY
NYSE · Avery Dennison Corp
8 Aug 2025167.03
160.90
-3.67%
Buy
0.38
-
-
AXIN
NASDAQ · Axiom Intelligence Acquisition Corp 1 Class A Ordinary Shares
6 Mar 202610.15
10.29
1.38%
Buy
0.42
-
-
AXR
NYSE · AMREP Corporation
20 Jun 202521.50
25.41
18.19%
Buy
0.18
-
-
AXTA
NYSE · Axalta Coating Systems Ltd
5 Jun 202632.18
32.76
1.80%
Buy
0.00
-
-
AYTU
NASDAQ · Aytu BioScience Inc
16 May 20252.13
2.16
1.41%
Buy
0.38
-
-
AZTA
NASDAQ · Azenta Inc
12 Jun 202622.59
27.37
21.16%
Buy
0.14
-
-
BAER
NASDAQ · Bridger Aerospace Group Holdings, Inc. Common Stock
6 Jun 20251.87
1.85
-0.80%
Buy
0.30
-
-
BBNX
NASDAQ · Beta Bionics, Inc. Common Stock
5 Jun 202613.89
15.85
14.11%
Buy
0.22
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
12 Apr 2024
Exit
LMB
NASDAQ · Limbach Holdings Inc
39.53
20% entry drawdown
-22.46%
Entry 1 Mar 2024
50.98
12 Apr 2024
Entry
PAAS
NYSE · Pan American Silver Corp.
18.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.68
12 Apr 2024
Exit
PLSE
NASDAQ · Pulse Biosciences Inc
7.22
20% entry drawdown
-21.18%
Entry 1 Dec 2023
9.16
12 Apr 2024
Exit
QURE
NASDAQ · Uniqure NV
4.78
20% entry drawdown
-21.12%
Entry 10 Nov 2023
6.06
12 Apr 2024
Entry
RAVE
NASDAQ · Rave Restaurant Group Inc
2.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
12 Apr 2024
Exit
SFST
NASDAQ · Southern First Bancshares Inc
26.56
20% entry drawdown
-25.71%
Entry 15 Dec 2023
35.75
12 Apr 2024
Exit
SMBK
NYSE · SmartFinancial, Inc.
18.83
20% entry drawdown
-20.78%
Entry 21 Jul 2023
23.77
12 Apr 2024
Entry
SNOA
NASDAQ · Sonoma Pharmaceuticals Inc
3.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.69
12 Apr 2024
Exit
SOUN
NASDAQ · SoundHound AI Inc
4.38
20% entry drawdown
-27.42%
Entry 1 Mar 2024
6.04
12 Apr 2024
Entry
TFPM
NYSE · Triple Flag Precious Metals Corp
15.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.56
12 Apr 2024
Entry
THR
NYSE · Thermon Group Holdings Inc
30.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
12 Apr 2024
Exit
TISI
NYSE · Team Inc
7.30
20% entry drawdown
-21.46%
Entry 5 Apr 2024
9.30
12 Apr 2024
Exit
VABK
NASDAQ · Virginia National Bankshares Corp
23.84
20% entry drawdown
-28.53%
Entry 1 Dec 2023
33.36
12 Apr 2024
Entry
WAVE
NASDAQ · Eco Wave Power Global AB ADR
3.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.57
12 Apr 2024
Exit
Z
NASDAQ · Zillow Group Inc Class C
44.42
20% entry drawdown
-24.44%
Entry 22 Dec 2023
58.79
5 Apr 2024
Entry
ACB
NASDAQ · Aurora Cannabis Inc
6.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56
5 Apr 2024
Entry
ADM
NYSE · Archer-Daniels-Midland Company
58.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
5 Apr 2024
Entry
ASMB
NASDAQ · Assembly Biosciences Inc
13.77
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.28
5 Apr 2024
Exit
AVTX
NASDAQ · Avalo Therapeutics Inc
16.40
20% entry drawdown
-24.60%
Entry 29 Mar 2024
21.75
5 Apr 2024
Entry
BOOT
NYSE · Boot Barn Holdings Inc
100.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.90
5 Apr 2024
Entry
CDE
NYSE · Coeur Mining Inc
4.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.74
5 Apr 2024
Entry
CIB
NYSE · Grupo Cibest S.A.
29.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.53
5 Apr 2024
Entry
CNEY
NASDAQ · CN Energy Group Inc
30.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
5 Apr 2024
Entry
DFTX
NASDAQ · Definium Therapeutics, Inc.
11.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.00
5 Apr 2024
Entry
DOGZ
NASDAQ · Dogness International Corp Class A
8.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.15
5 Apr 2024
Exit
DUOT
NASDAQ · Duos Technologies Group Inc
3.29
20% entry drawdown
-25.68%
Entry 26 Jan 2024
4.42
5 Apr 2024
Exit
EDUC
NASDAQ · Educational Development Corporation
2.62
Reversal Risk Warning
125.86%
Entry 29 Dec 2023
1.16
5 Apr 2024
Entry
EGO
NYSE · Eldorado Gold Corp
15.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
5 Apr 2024
Entry
FSM
NYSE · Fortuna Silver Mines Inc
4.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
5 Apr 2024
Entry
FTI
NYSE · TechnipFMC PLC
26.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.25