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
494.61
Total Return
394.61%
CAGR
56.21%
Annualized from first index week
Edge vs Market
+33.47%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.65
Sortino 5.18
Current Holdings
1076
Transactions
10942
Avg 3053.1/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4933
Stop 42.1% ·
Warning 57.3%
· 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
ACM
NYSE · Aecom Technology Corporation
75.84
MD 0.19 · Market Dynamics Buy Signal
ACN
NYSE · Accenture plc
175.72
MD 0.15 · Market Dynamics Buy Signal
AWRE
NASDAQ · Aware Inc
1.27
MD 0.13 · Market Dynamics Buy Signal
BAFN
NASDAQ · Bayfirst Financial Corp
6.34
MD 0.07 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
11.22
MD 0.46 · Market Dynamics Buy Signal
BGSI
NYSE · Boyd Group Services Inc.
102.34
MD 0.05 · Market Dynamics Buy Signal
BHC
NYSE · Bausch Health Companies Inc
6.25
MD 0.17 · Market Dynamics Buy Signal
BIOA
NASDAQ · BioAge Labs, Inc
11.72
MD 0.19 · Market Dynamics Buy Signal
BRLT
NASDAQ · Brilliant Earth Group Inc
1.28
MD 0.02 · Market Dynamics Buy Signal
CDNL
NASDAQ · Cardinal Infrastructure Group Inc. Class A Common Stock
64.00
MD 0.17 · Market Dynamics Buy Signal
CLX
NYSE · The Clorox Company
105.15
MD 0.50 · Market Dynamics Buy Signal
CTSH
NASDAQ · Cognizant Technology Solutions Corp Class A
57.67
MD 0.29 · Market Dynamics Buy Signal
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
3.32
MD 1.69 · Market Dynamics Buy Signal
DOCS
NYSE · Doximity Inc
27.40
MD 0.99 · Market Dynamics Buy Signal
FRPT
NASDAQ · Freshpet Inc
66.91
MD 0.17 · Market Dynamics Buy Signal
FWRD
NASDAQ · Forward Air Corporation
19.35
MD 0.19 · Market Dynamics Buy Signal
G
NYSE · Genpact Limited
34.29
MD 0.42 · Market Dynamics Buy Signal
GLOB
NYSE · Globant SA
37.40
MD 0.19 · Market Dynamics Buy Signal
HUIZ
NASDAQ · Huize Holding Ltd
1.66
MD 0.29 · Market Dynamics Buy Signal
INSP
NYSE · Inspire Medical Systems Inc
60.16
MD 0.93 · Market Dynamics Buy Signal
INTU
NASDAQ · Intuit Inc
325.25
MD 0.07 · Market Dynamics Buy Signal
IT
NYSE · Gartner Inc
185.60
MD 0.94 · Market Dynamics Buy Signal
LBRDA
NASDAQ · Liberty Broadband Srs A
35.93
MD 0.00 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.11
MD 0.28 · Market Dynamics Buy Signal
MOS
NYSE · The Mosaic Company
23.06
MD 0.11 · Market Dynamics Buy Signal
MRDN
NASDAQ · Meridian Holdings Inc
14.42
MD 0.94 · Market Dynamics Buy Signal
OPCH
NASDAQ · Option Care Health Inc
23.79
MD 0.22 · Market Dynamics Buy Signal
PBH
NYSE · Prestige Brand Holdings Inc
54.85
MD 0.16 · Market Dynamics Buy Signal
PCOR
NYSE · Procore Technologies Inc
57.06
MD 0.53 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.14
MD 0.59 · Market Dynamics Buy Signal
RKDA
NASDAQ · Arcadia Biosciences Inc
0.70
MD 0.22 · Market Dynamics Buy Signal
RWAY
NASDAQ · Runway Growth Finance Corp
6.84
MD 0.16 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.53
MD 0.61 · Market Dynamics Buy Signal
TNDM
NASDAQ · Tandem Diabetes Care Inc
22.38
MD 0.31 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
101.83
MD 1.69 · Market Dynamics Buy Signal
TSCO
NASDAQ · Tractor Supply Company
34.56
MD 0.23 · Market Dynamics Buy Signal
UPST
NASDAQ · Upstart Holdings Inc
31.09
MD 0.08 · Market Dynamics Buy Signal
VNT
NYSE · Vontier Corp
35.09
MD 0.23 · Market Dynamics Buy Signal
WIX
NASDAQ · Wix.Com Ltd
60.20
MD 0.10 · Market Dynamics Buy Signal
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
2.02
MD 1.63 · Market Dynamics Buy Signal
ZKH
NYSE · ZKH Group Limited
2.85
MD 0.27 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AHCO
NASDAQ · Adapthealth Corp
5.69
20% entry drawdown · -23.83%
AKBA
NASDAQ · Akebia Ther
0.91
20% entry drawdown · -26.62%
AMLX
NASDAQ · Amylyx Pharmaceuticals Inc
22.82
Reversal Risk Warning · 260.51%
APTV
NYSE · Aptiv PLC
49.55
20% entry drawdown · -25.65%
ATS
NYSE · ATS Corporation
21.13
20% entry drawdown · -27.06%
BAER
NASDAQ · Bridger Aerospace Group Holdings, Inc. Common Stock
1.26
20% entry drawdown · -32.44%
BTMD
NASDAQ · biote Corp
1.48
20% entry drawdown · -31.80%
CRL
NYSE · Charles River Laboratories
267.49
Reversal Risk Warning · 78.98%
DAAQ
NASDAQ · Digital Asset Acquisition Corp.
8.14
20% entry drawdown · -20.51%
FVN
NASDAQ · Future Vision II Acquisition Corporation Ordinary shares
11.80
Reversal Risk Warning · 12.61%
GDTC
NASDAQ · CytoMed Therapeutics Limited Ordinary Shares
0.82
20% entry drawdown · -29.20%
HCAT
NASDAQ · Health Catalyst Inc
1.73
20% entry drawdown · -24.45%
HGBL
NASDAQ · Heritage Global Inc
1.06
20% entry drawdown · -22.63%
IPCX
NASDAQ · Inflection Point Acquisition Corp. III Class A Ordinary Shares
4.44
20% entry drawdown · -56.34%
LVWR
NYSE · LiveWire Group Inc.
1.08
20% entry drawdown · -40.33%
MTW
NYSE · Manitowoc Company Inc
18.81
Reversal Risk Warning · 82.09%
ONT
NYSE · Onterris
16.51
20% entry drawdown · -21.12%
ORGO
NASDAQ · Organogenesis Holdings Inc
1.86
20% entry drawdown · -29.01%
PETZ
NASDAQ · TDH Holdings Inc
1.59
Reversal Risk Warning · 52.40%
PZZA
NASDAQ · Papa John's International Inc
24.47
20% entry drawdown · -33.77%
SPPL
NASDAQ · SIMPPLE LTD. Ordinary Shares
2.54
20% entry drawdown · -35.20%
SWK
NYSE · Stanley Black & Decker Inc
103.89
Reversal Risk Warning · 52.82%
UHAL
NYSE · U-Haul Holding Company
75.27
Reversal Risk Warning · 43.13%
VAC
NYSE · Marriot Vacations Worldwide
123.47
Reversal Risk Warning · 110.62%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
ASTH
NASDAQ · Astrana Health Inc
20 Mar 202624.23
35.76
47.59%
Buy
0.21
-
-
ASUR
NASDAQ · Asure Software Inc
5 Jan 20248.38
8.67
3.46%
Buy
0.14
-
-
ATHM
NYSE · Autohome Inc
19 Jun 202617.46
22.72
30.15%
Buy
0.21
-
-
ATKR
NYSE · Atkore International Group Inc
9 May 202566.27
93.71
41.40%
Buy
0.10
-
-
ATNI
NASDAQ · ATN International Inc
18 Jul 202516.90
31.97
89.21%
Buy
0.28
-
-
ATOM
NASDAQ · Atomera Inc
13 Feb 20263.92
5.48
39.80%
Buy
0.89
-
-
ATR
NYSE · AptarGroup Inc
10 Jul 2026125.08
135.42
8.27%
Buy
0.16
-
-
ATRA
NASDAQ · Atara Biotherapeutics Inc
15 May 20269.58
8.45
-11.80%
Buy
0.58
-
-
ATRC
NASDAQ · AtriCure Inc
12 Jul 202423.19
41.39
78.48%
Buy
0.45
-
-
AURA
NASDAQ · Aura Biosciences Inc
27 Feb 20265.89
7.99
35.65%
Buy
0.22
-
-
AUTL
NASDAQ · Autolus Therapeutics Ltd
1 May 20261.47
2.11
43.54%
Buy
0.03
-
-
AVB
NYSE · AvalonBay Communities Inc
1 May 2026181.74
187.55
3.20%
Buy
0.11
-
-
AVNT
NYSE · Avient Corp
20 Jun 202532.40
45.69
41.02%
Buy
0.09
-
-
AVNW
NASDAQ · Aviat Networks Inc
3 Jan 202518.40
21.12
14.78%
Buy
0.07
-
-
AVTR
NYSE · Avantor Inc
12 Jun 20269.39
13.59
44.73%
Buy
0.99
-
-
AVTX
NASDAQ · Avalo Therapeutics Inc
3 Oct 202513.40
18.32
36.72%
Buy
1.48
-
-
AVXL
NASDAQ · Anavex Life Sciences Corp
3 Jul 20262.76
3.34
21.01%
Buy
0.12
-
-
AVY
NYSE · Avery Dennison Corp
8 Aug 2025167.03
177.18
6.07%
Buy
0.38
-
-
AWRE
NASDAQ · Aware Inc
7 Aug 20261.27
1.27
New
Entry week
Buy
0.13
-
-
AXIN
NASDAQ · Axiom Intelligence Acquisition Corp 1 Class A Ordinary Shares
6 Mar 202610.15
10.27
1.18%
Buy
0.42
-
-
AXR
NYSE · AMREP Corporation
20 Jun 202521.50
22.35
3.95%
Buy
0.18
-
-
AXTA
NYSE · Axalta Coating Systems Ltd
5 Jun 202632.18
38.19
18.68%
Buy
0.00
-
-
AYTU
NASDAQ · Aytu BioScience Inc
16 May 20252.13
2.36
10.80%
Buy
0.38
-
-
AZTA
NASDAQ · Azenta Inc
12 Jun 202622.59
32.04
41.83%
Buy
0.14
-
-
BAFN
NASDAQ · Bayfirst Financial Corp
7 Aug 20266.34
6.34
New
Entry week
Buy
0.07
-
-
BARK
NYSE · BARK, Inc.
7 Aug 202611.22
11.22
New
Entry week
Buy
0.46
-
-
BBNX
NASDAQ · Beta Bionics, Inc. Common Stock
5 Jun 202613.89
15.90
14.47%
Buy
0.22
-
-
BBOT
NASDAQ · BridgeBio Oncology Therapeutics, Inc.
10 Jul 20268.32
9.33
12.14%
Buy
0.05
-
-
BBY
NYSE · Best Buy Co. Inc
20 Jun 202563.97
82.00
28.18%
Buy
0.20
-
-
BCBP
NASDAQ · BCB Bancorp Inc
11 Jul 20258.37
8.91
6.47%
Buy
0.41
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
11 Aug 2023
Entry
UBS
NYSE · UBS Group AG
21.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.83
11 Aug 2023
Entry
UROY
NASDAQ · Uranium Royalty Corp
2.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.04
11 Aug 2023
Exit
VICR
NASDAQ · Vicor Corporation
75.90
20% entry drawdown
-20.22%
Entry 28 Jul 2023
95.14
11 Aug 2023
Entry
VLO
NYSE · Valero Energy Corporation
128.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.77
4 Aug 2023
Entry
ABCB
NYSE · Ameris Bancorp
43.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.04
4 Aug 2023
Entry
ACA
NYSE · Arcosa Inc
77.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.88
4 Aug 2023
Entry
ACT
NASDAQ · Enact Holdings Inc
26.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.40
4 Aug 2023
Entry
AD
NYSE · Array Digital Infrastructure, Inc.
15.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
4 Aug 2023
Entry
AFBI
NASDAQ · Affinity Bancshares Inc
13.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
4 Aug 2023
Entry
AIG
NYSE · American International Group Inc
56.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.91
4 Aug 2023
Entry
AIZ
NYSE · Assurant, Inc.
135.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.30
4 Aug 2023
Entry
AMGN
NASDAQ · Amgen Inc
221.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.51
4 Aug 2023
Entry
APO
NYSE · Apollo Global Management LLC Class A
82.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.00
4 Aug 2023
Entry
ASPI
NASDAQ · ASP Isotopes Inc. Common Stock
1.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.01
4 Aug 2023
Entry
ATR
NYSE · AptarGroup Inc
116.47
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
4 Aug 2023
Entry
BBDC
NYSE · Barings BDC Inc
5.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.18
4 Aug 2023
Entry
BCO
NYSE · Brinks Company
70.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
4 Aug 2023
Entry
BOOT
NYSE · Boot Barn Holdings Inc
99.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.29
4 Aug 2023
Entry
CACI
NYSE · CACI International Inc
354.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.37
4 Aug 2023
Entry
CBAN
NYSE · Colony Bankcorp Inc.
10.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.89
4 Aug 2023
Entry
CCNE
NASDAQ · CNB Financial Corporation
18.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.85
4 Aug 2023
Entry
CHRW
NASDAQ · CH Robinson Worldwide Inc
91.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
4 Aug 2023
Entry
CIIT
NASDAQ · Tianci International, Inc. Common Stock
70.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
4 Aug 2023
Entry
CINF
NASDAQ · Cincinnati Financial Corporation
101.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
4 Aug 2023
Entry
CLOV
NASDAQ · Clover Health Investments Corp
1.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.50
4 Aug 2023
Exit
CLSK
NASDAQ · CleanSpark Inc
5.30
20% entry drawdown
-23.19%
Entry 14 Jul 2023
6.90
4 Aug 2023
Entry
CNA
NYSE · CNA Financial Corporation
32.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.50
4 Aug 2023
Entry
CNX
NYSE · CNX Resources Corp
21.09
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.52
4 Aug 2023
Entry
CORT
NASDAQ · Corcept Therapeutics Incorporated
31.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.70
4 Aug 2023
Entry
CRAI
NASDAQ · CRA International Inc
103.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30