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
487.74
Total Return
387.74%
CAGR
57.51%
Annualized from first index week
Edge vs Market
+35.40%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.70
Sortino 5.25
Current Holdings
1105
Transactions
10675
Avg 3060.4/yr ·
255.0/mo ·
58.9/wk
Exit Mix
4785
Stop 41.3% ·
Warning 58.5%
· Other 0.2%
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
95.40
MD 0.06 · Market Dynamics Buy Signal
ACET
NASDAQ · Adicet Bio Inc
9.00
MD 0.90 · Market Dynamics Buy Signal
AKBA
NASDAQ · Akebia Ther
1.24
MD 0.04 · Market Dynamics Buy Signal
ALDX
NASDAQ · Aldeyra The
2.27
MD 0.20 · Market Dynamics Buy Signal
ALIT
NYSE · Alight Inc
14.26
MD 0.88 · Market Dynamics Buy Signal
ANGI
NASDAQ · ANGI Homeservices Inc
6.06
MD 0.09 · Market Dynamics Buy Signal
AVXL
NASDAQ · Anavex Life Sciences Corp
2.76
MD 0.10 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
10.93
MD 0.02 · Market Dynamics Buy Signal
BILL
NYSE · Bill Com Holdings Inc
40.48
MD 0.02 · Market Dynamics Buy Signal
BTMD
NASDAQ · biote Corp
2.17
MD 0.93 · Market Dynamics Buy Signal
BYRN
NASDAQ · Byrna Technologies Inc
6.97
MD 0.51 · Market Dynamics Buy Signal
CIGI
NASDAQ · Colliers International Group Inc Bats
98.51
MD 0.06 · Market Dynamics Buy Signal
CLRO
NASDAQ · ClearOne Inc
6.48
MD 0.63 · Market Dynamics Buy Signal
CRAC
NASDAQ · Crown Reserve Acquisition Corp. I Class A Ordinary Shares
10.12
MD 1.89 · Market Dynamics Buy Signal
DEFT
NASDAQ · DeFi Technologies Inc.
0.53
MD 0.47 · Market Dynamics Buy Signal
DNMX
NASDAQ · Dynamix Corporation III Class A Ordinary Shares
10.01
MD 1.48 · Market Dynamics Buy Signal
DYAI
NASDAQ · Dyadic International Inc
0.94
MD 0.21 · Market Dynamics Buy Signal
ELBM
NASDAQ · Electra Battery Materials Corp
0.56
MD 0.28 · Market Dynamics Buy Signal
ESBA
NYSE · Empire State Realty OP LP ES
5.64
MD 0.68 · Market Dynamics Buy Signal
EVO
NASDAQ · Evotec SE ADR
2.90
MD 0.20 · Market Dynamics Buy Signal
EVTC
NYSE · Evertec Inc
29.63
MD 0.27 · Market Dynamics Buy Signal
FISK
NYSE · Empire State Realty OP LP 250
5.61
MD 0.63 · Market Dynamics Buy Signal
FOUR
NYSE · Shift4 Payments Inc
51.35
MD 0.87 · Market Dynamics Buy Signal
GHI
NYSE · Greystone Housing Impact Investors LP
5.96
MD 0.27 · Market Dynamics Buy Signal
GIS
NYSE · General Mills Inc
37.57
MD 0.41 · Market Dynamics Buy Signal
HELP
NASDAQ · Cybin Inc. Common Stock
6.24
MD 0.51 · Market Dynamics Buy Signal
INCR
NASDAQ · InterCure Ltd.
1.09
MD 1.06 · Market Dynamics Buy Signal
KNSL
NYSE · Kinsale Capital Group Inc
354.85
MD 0.09 · Market Dynamics Buy Signal
LAB
NASDAQ · Standard Biotools Inc
0.91
MD 0.26 · Market Dynamics Buy Signal
LZ
NASDAQ · LegalZoom.com Inc
6.92
MD 0.38 · Market Dynamics Buy Signal
MRSH
NYSE · Marsh & McLennan Companies, Inc.
178.54
MD 0.32 · Market Dynamics Buy Signal
MSTR
NASDAQ · MicroStrategy Incorporated
100.77
MD 0.01 · Market Dynamics Buy Signal
NKE
NYSE · Nike Inc
44.09
MD 0.29 · Market Dynamics Buy Signal
OI
NYSE · O-I Glass Inc
9.79
MD 0.11 · Market Dynamics Buy Signal
OWLT
NYSE · Owlet Inc
5.76
MD 0.26 · Market Dynamics Buy Signal
OXBR
NASDAQ · Oxbridge Re Holdings Ltd
1.28
MD 1.07 · Market Dynamics Buy Signal
PGY
NASDAQ · Pagaya Technologies Ltd.
17.79
MD 1.04 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.17
MD 0.08 · Market Dynamics Buy Signal
SLNG
NASDAQ · Stabilis Solutions Inc
4.19
MD 0.43 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
1.04
MD 0.50 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.06
MD 1.64 · Market Dynamics Buy Signal
UTZ
NYSE · Utz Brands Inc
8.27
MD 0.58 · Market Dynamics Buy Signal
WAY
NASDAQ · Waystar Holding Corp. Common Stock
23.46
MD 0.10 · Market Dynamics Buy Signal
WING
NASDAQ · Wingstop Inc
177.99
MD 0.22 · Market Dynamics Buy Signal
YSG
NYSE · Yatsen Holding
3.47
MD 1.35 · Market Dynamics Buy Signal
ZBH
NYSE · Zimmer Biomet Holdings Inc
87.47
MD 0.13 · Market Dynamics Buy Signal
ZS
NASDAQ · Zscaler Inc
147.33
MD 0.40 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ABCL
NASDAQ · Abcellera Biologics Inc
8.11
Reversal Risk Warning · 137.83%
ABX
NYSE · Abacus Global Management, Inc.
11.86
Reversal Risk Warning · 89.60%
AIRT
NASDAQ · Air T Inc
28.87
Reversal Risk Warning · 60.30%
ALAR
NASDAQ · Alarum Technologies Ltd.
6.35
20% entry drawdown · -34.06%
ALGT
NASDAQ · Allegiant Travel Company
118.67
Reversal Risk Warning · 113.01%
ASTL
NASDAQ · Algoma Steel Group Inc
3.77
20% entry drawdown · -20.46%
BGDE
NASDAQ · Big Digital Energy, Inc.
7.45
20% entry drawdown · -30.18%
ENVX
NASDAQ · Enovix Corp
5.36
20% entry drawdown · -20.83%
FA
NASDAQ · First Advantage Corp
20.53
Reversal Risk Warning · 58.29%
GCBC
NASDAQ · Greene County Bancorp Inc
34.66
Reversal Risk Warning · 41.97%
ILMN
NASDAQ · Illumina Inc
188.68
Reversal Risk Warning · 117.05%
LFVN
NASDAQ · Lifevantage Corporation
6.22
20% entry drawdown · -20.55%
MB
NASDAQ · MasterBeef Group Ordinary Shares
4.51
20% entry drawdown · -26.31%
MOVE
NASDAQ · Movano Inc
17.37
20% entry drawdown · -24.12%
NEUP
NASDAQ · Neuphoria Therapeutics Inc
3.38
20% entry drawdown · -32.94%
OPTU
NYSE · Optimum Communications, Inc.
1.16
20% entry drawdown · -30.12%
RDZN
NASDAQ · Roadzen Inc.
1.34
20% entry drawdown · -25.56%
SMCI
NASDAQ · Super Micro Computer Inc
27.22
20% entry drawdown · -23.04%
TTRX
NASDAQ · Turn Therapeutics Inc. Common Stock
7.12
Reversal Risk Warning · 38.79%
USIO
NASDAQ · Usio Inc
2.48
Reversal Risk Warning · 63.16%
VGAS
NASDAQ · Verde Clean Fuels Inc.
1.00
20% entry drawdown · -34.21%
WXM
NASDAQ · WF International Limited Ordinary Shares
4.29
20% entry drawdown · -23.38%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
ASH
NYSE · Ashland Global Holdings Inc
4 Jul 202552.18
67.01
28.42%
Buy
0.63
-
-
ASIX
NYSE · AdvanSix Inc
9 Jan 202618.20
20.29
11.50%
Buy
0.14
-
-
ASLE
NASDAQ · AerSale Corp
15 Nov 20246.06
6.57
8.42%
Buy
0.84
-
-
ASPS
NASDAQ · Altisource Portfolio Solutions SA
27 Mar 20266.80
7.16
5.29%
Buy
0.45
-
-
ASRT
NASDAQ · Assertio Therapeutics Inc
15 May 202623.32
23.50
0.77%
Buy
1.70
-
-
ASTH
NASDAQ · Astrana Health Inc
20 Mar 202624.23
49.17
102.93%
Buy
0.21
-
-
ASUR
NASDAQ · Asure Software Inc
5 Jan 20248.38
8.19
-2.27%
Buy
0.14
-
-
ATHM
NYSE · Autohome Inc
19 Jun 202617.46
18.18
4.15%
Buy
0.21
-
-
ATKR
NYSE · Atkore International Group Inc
9 May 202566.27
69.21
4.43%
Buy
0.10
-
-
ATNI
NASDAQ · ATN International Inc
18 Jul 202516.90
24.81
46.84%
Buy
0.28
-
-
ATOM
NASDAQ · Atomera Inc
13 Feb 20263.92
7.41
89.03%
Buy
0.89
-
-
ATRA
NASDAQ · Atara Biotherapeutics Inc
15 May 20269.58
11.65
21.61%
Buy
0.58
-
-
ATRC
NASDAQ · AtriCure Inc
12 Jul 202423.19
31.79
37.08%
Buy
0.45
-
-
ATS
NYSE · ATS Corporation
30 May 202528.97
27.68
-4.45%
Buy
0.21
-
-
AURA
NASDAQ · Aura Biosciences Inc
27 Feb 20265.89
7.74
31.41%
Buy
0.22
-
-
AUTL
NASDAQ · Autolus Therapeutics Ltd
1 May 20261.47
1.58
7.48%
Buy
0.03
-
-
AVB
NYSE · AvalonBay Communities Inc
1 May 2026181.74
193.96
6.73%
Buy
0.11
-
-
AVNT
NYSE · Avient Corp
20 Jun 202532.40
37.31
15.15%
Buy
0.09
-
-
AVNW
NASDAQ · Aviat Networks Inc
3 Jan 202518.40
21.17
15.05%
Buy
0.07
-
-
AVTR
NYSE · Avantor Inc
12 Jun 20269.39
10.32
9.90%
Buy
0.99
-
-
AVTX
NASDAQ · Avalo Therapeutics Inc
3 Oct 202513.40
18.84
40.60%
Buy
1.48
-
-
AVXL
NASDAQ · Anavex Life Sciences Corp
3 Jul 20262.76
2.76
New
Entry week
Buy
0.10
-
-
AVY
NYSE · Avery Dennison Corp
8 Aug 2025167.03
166.97
-0.04%
Buy
0.38
-
-
AWRE
NASDAQ · Aware Inc
29 May 20261.52
1.35
-11.18%
Buy
0.05
-
-
AXIN
NASDAQ · Axiom Intelligence Acquisition Corp 1 Class A Ordinary Shares
6 Mar 202610.15
10.35
1.97%
Buy
0.42
-
-
AXR
NYSE · AMREP Corporation
20 Jun 202521.50
25.84
20.19%
Buy
0.18
-
-
AXTA
NYSE · Axalta Coating Systems Ltd
5 Jun 202632.18
35.11
9.11%
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
25.84
14.39%
Buy
0.14
-
-
BAER
NASDAQ · Bridger Aerospace Group Holdings, Inc. Common Stock
6 Jun 20251.87
1.96
5.09%
Buy
0.30
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
29 May 2026
Exit
ACTU
NASDAQ · Actuate Therapeutics, Inc. Common stock
2.02
20% entry drawdown
-22.90%
Entry 15 May 2026
2.62
29 May 2026
Exit
ADGM
NASDAQ · Adagio Medical Holdings, Inc Common Stock
0.72
20% entry drawdown
-26.50%
Entry 13 Feb 2026
0.99
29 May 2026
Entry
ADVB
NASDAQ · Advanced Biomed Inc. Common Stock
5.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.68
29 May 2026
Entry
AISP
NASDAQ · Airship AI Holdings Inc
3.02
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.92
29 May 2026
Exit
AMD
NASDAQ · Advanced Micro Devices Inc
516.10
Reversal Risk Warning
210.03%
Entry 25 Jul 2025
166.47
29 May 2026
Exit
ARMK
NYSE · Aramark Holdings
53.38
Reversal Risk Warning
84.99%
Entry 2 Feb 2024
28.86
29 May 2026
Exit
ARWR
NASDAQ · Arrowhead Pharmaceuticals Inc
77.91
Reversal Risk Warning
279.86%
Entry 15 Aug 2025
20.51
29 May 2026
Entry
ASAN
NYSE · Asana Inc
7.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.48
29 May 2026
Exit
ASX
NYSE · ASE Industrial Holding Co Ltd ADR
38.35
Reversal Risk Warning
201.49%
Entry 17 Oct 2025
12.72
29 May 2026
Entry
AUC
NASDAQ · ATIF Holdings Limited
7.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
29 May 2026
Exit
AVT
NASDAQ · Avnet Inc
86.60
Reversal Risk Warning
82.90%
Entry 1 Sep 2023
47.35
29 May 2026
Entry
AWRE
NASDAQ · Aware Inc
1.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
29 May 2026
Exit
BFAM
NYSE · Bright Horizons Family Solutions Inc
62.62
20% entry drawdown
-23.21%
Entry 1 May 2026
81.55
29 May 2026
Exit
BHP
NYSE · BHP Group Limited
88.91
Reversal Risk Warning
78.03%
Entry 11 Jul 2025
49.94
29 May 2026
Exit
BIYA
NASDAQ · Baiya International Group Inc. Ordinary Shares
0.90
20% entry drawdown
-31.04%
Entry 22 May 2026
1.30
29 May 2026
Exit
BLDP
NASDAQ · Ballard Power Systems Inc
6.29
Reversal Risk Warning
283.54%
Entry 13 Jun 2025
1.64
29 May 2026
Entry
BLLN
NASDAQ · BillionToOne, Inc. Class A Common Stock
98.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.97
29 May 2026
Entry
BLND
NYSE · Blend Labs Inc
1.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.44
29 May 2026
Exit
BSTZ
NYSE · BlackRock Science and Technology Trust II
30.24
Reversal Risk Warning
133.99%
Entry 1 Dec 2023
12.93
29 May 2026
Exit
BWA
NYSE · BorgWarner Inc
71.65
Reversal Risk Warning
129.89%
Entry 15 Mar 2024
31.17
29 May 2026
Entry
CANG
NYSE · Cango Inc
0.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
29 May 2026
Entry
CBZ
NYSE · CBIZ Inc
33.20
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.50
29 May 2026
Exit
CERS
NASDAQ · Cerus Corporation
3.04
Reversal Risk Warning
114.08%
Entry 27 Jun 2025
1.42
29 May 2026
Exit
CLFD
NASDAQ · Clearfield Inc
47.22
Reversal Risk Warning
59.20%
Entry 15 Dec 2023
29.66
29 May 2026
Entry
CLW
NYSE · Clearwater Paper Corporation
16.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
29 May 2026
Exit
CPSH
NASDAQ · Cps Technologies
9.02
Reversal Risk Warning
412.53%
Entry 10 Jan 2025
1.76
29 May 2026
Entry
CRE
NASDAQ · Cre8 Enterprise Limited Class A Ordinary Shares
2.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.12
29 May 2026
Entry
CRM
NYSE · Salesforce.com Inc
190.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
29 May 2026
Exit
CRWD
NASDAQ · Crowdstrike Holdings Inc
182.75
Reversal Risk Warning
201.38%
Entry 8 Dec 2023
60.64
29 May 2026
Exit
CSAI
NASDAQ · Cloudastructure, Inc. Class A Common Stock
0.49
20% entry drawdown
-21.12%
Entry 17 Apr 2026
0.62