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
ASLE
NASDAQ · AerSale Corp
15 Nov 20246.06
6.20
2.31%
Buy
0.84
-
-
ASPS
NASDAQ · Altisource Portfolio Solutions SA
27 Mar 20266.80
5.57
-18.09%
Buy
0.45
-
-
ASTH
NASDAQ · Astrana Health Inc
20 Mar 202624.23
35.56
46.76%
Buy
0.21
-
-
ASUR
NASDAQ · Asure Software Inc
5 Jan 20248.38
8.03
-4.18%
Buy
0.14
-
-
ATHM
NYSE · Autohome Inc
19 Jun 202617.46
23.22
33.02%
Buy
0.21
-
-
ATKR
NYSE · Atkore International Group Inc
9 May 202566.27
72.96
10.09%
Buy
0.10
-
-
ATNI
NASDAQ · ATN International Inc
18 Jul 202516.90
23.81
40.92%
Buy
0.28
-
-
ATOM
NASDAQ · Atomera Inc
13 Feb 20263.92
5.16
31.63%
Buy
0.89
-
-
ATR
NYSE · AptarGroup Inc
10 Jul 2026125.08
133.96
7.10%
Buy
0.16
-
-
ATRA
NASDAQ · Atara Biotherapeutics Inc
15 May 20269.58
8.38
-12.53%
Buy
0.58
-
-
ATRC
NASDAQ · AtriCure Inc
12 Jul 202423.19
37.76
62.83%
Buy
0.45
-
-
ATS
NYSE · ATS Corporation
30 May 202528.97
27.24
-5.97%
Buy
0.21
-
-
AURA
NASDAQ · Aura Biosciences Inc
27 Feb 20265.89
7.01
19.02%
Buy
0.22
-
-
AUTL
NASDAQ · Autolus Therapeutics Ltd
1 May 20261.47
1.49
1.36%
Buy
0.03
-
-
AVB
NYSE · AvalonBay Communities Inc
1 May 2026181.74
185.61
2.13%
Buy
0.11
-
-
AVNT
NYSE · Avient Corp
20 Jun 202532.40
36.32
12.10%
Buy
0.09
-
-
AVNW
NASDAQ · Aviat Networks Inc
3 Jan 202518.40
20.48
11.30%
Buy
0.07
-
-
AVTR
NYSE · Avantor Inc
12 Jun 20269.39
13.78
46.75%
Buy
0.99
-
-
AVTX
NASDAQ · Avalo Therapeutics Inc
3 Oct 202513.40
18.25
36.19%
Buy
1.48
-
-
AVXL
NASDAQ · Anavex Life Sciences Corp
3 Jul 20262.76
2.75
-0.36%
Buy
0.11
-
-
AVY
NYSE · Avery Dennison Corp
8 Aug 2025167.03
169.73
1.61%
Buy
0.38
-
-
AXIN
NASDAQ · Axiom Intelligence Acquisition Corp 1 Class A Ordinary Shares
6 Mar 202610.15
10.29
1.33%
Buy
0.42
-
-
AXR
NYSE · AMREP Corporation
20 Jun 202521.50
23.24
8.09%
Buy
0.18
-
-
AXTA
NYSE · Axalta Coating Systems Ltd
5 Jun 202632.18
35.81
11.28%
Buy
0.00
-
-
AYTU
NASDAQ · Aytu BioScience Inc
16 May 20252.13
2.23
4.69%
Buy
0.38
-
-
AZTA
NASDAQ · Azenta Inc
12 Jun 202622.59
28.13
24.52%
Buy
0.14
-
-
BAER
NASDAQ · Bridger Aerospace Group Holdings, Inc. Common Stock
6 Jun 20251.87
1.94
4.02%
Buy
0.30
-
-
BBNX
NASDAQ · Beta Bionics, Inc. Common Stock
5 Jun 202613.89
12.83
-7.63%
Buy
0.22
-
-
BBOT
NASDAQ · BridgeBio Oncology Therapeutics, Inc.
10 Jul 20268.32
8.09
-2.76%
Buy
0.01
-
-
BBY
NYSE · Best Buy Co. Inc
20 Jun 202563.97
86.26
34.84%
Buy
0.20
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Dec 2023
Entry
TFSL
NASDAQ · TFS Financial Corporation
10.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
1 Dec 2023
Entry
TG
NYSE · Tredegar Corporation
4.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
1 Dec 2023
Entry
TGS
NYSE · Transportadora de Gas del Sur SA ADR
13.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
1 Dec 2023
Entry
TMDX
NASDAQ · TransMedics Group Inc
74.66
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
1 Dec 2023
Entry
TRC
NYSE · Tejon Ranch Co
16.43
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
1 Dec 2023
Entry
TRN
NYSE · Trinity Industries Inc
23.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
1 Dec 2023
Entry
TRS
NASDAQ · TriMas Corporation
25.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
1 Dec 2023
Entry
TRUP
NASDAQ · Trupanion Inc
29.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
1 Dec 2023
Entry
UMH
NYSE · UMH Properties Inc
12.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
1 Dec 2023
Entry
URI
NYSE · United Rentals Inc
490.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
1 Dec 2023
Entry
VABK
NASDAQ · Virginia National Bankshares Corp
33.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
1 Dec 2023
Entry
VLGEA
NASDAQ · Village Super Market Inc
24.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.70
1 Dec 2023
Entry
VRDN
NASDAQ · Viridian Therapeutics Inc
17.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
1 Dec 2023
Entry
WAFD
NASDAQ · WaFd, Inc.
26.02
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
1 Dec 2023
Entry
WASH
NASDAQ · Washington Trust Bancorp Inc
23.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
1 Dec 2023
Entry
WAT
NYSE · Waters Corporation
288.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
1 Dec 2023
Entry
WPC
NYSE · W P Carey Inc
54.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
1 Dec 2023
Entry
WPM
NYSE · Wheaton Precious Metals Corp
48.50
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.92
1 Dec 2023
Entry
WSBF
NASDAQ · Waterstone Financial Inc
11.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
1 Dec 2023
Entry
WSFS
NASDAQ · WSFS Financial Corporation
39.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
1 Dec 2023
Entry
WTBA
NASDAQ · West Bancorporation
16.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
1 Dec 2023
Entry
XMTR
NASDAQ · Xometry Inc
25.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.09
1 Dec 2023
Entry
YOU
NYSE · Clear Secure Inc
20.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
1 Dec 2023
Entry
YUM
NYSE · Yum! Brands Inc
121.31
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
1 Dec 2023
Entry
ZEPP
NYSE · Zepp Health Corp
6.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.81
24 Nov 2023
Entry
ACGLN
NASDAQ · Arch Capital Group Ltd.
16.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
24 Nov 2023
Entry
ACGLO
NASDAQ · Arch Capital Group Ltd
18.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.43
24 Nov 2023
Entry
AEG
NYSE · Aegon NV ADR
4.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
24 Nov 2023
Entry
AIOT
NASDAQ · PowerFleet, Inc.
2.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
24 Nov 2023
Entry
AIT
NYSE · Applied Industrial Technologies
160.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07