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
483.76
Total Return
383.76%
CAGR
56.75%
Annualized from first index week
Edge vs Market
+34.30%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.67
Sortino 5.20
Current Holdings
1117
Transactions
10719
Avg 3056.2/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4801
Stop 41.3% ·
Warning 58.4%
· 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
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.03 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.48
MD 0.27 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.03 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ARAI
NASDAQ · Arrive AI Inc.
0.42
MD 0.40 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.19
MD 0.14 · Market Dynamics Buy Signal
GIB
NYSE · CGI Inc
67.06
MD 0.07 · Market Dynamics Buy Signal
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.46
MD 0.15 · Market Dynamics Buy Signal
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10.12
MD 1.35 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.44 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 1.51 · Market Dynamics Buy Signal
MKC-V
NYSE · McCormick & Company Incorporated
50.81
MD 0.15 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.15
MD 2.50 · Market Dynamics Buy Signal
MNDO
NASDAQ · MIND CTI Ltd
1.06
MD 0.16 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.96
MD 0.21 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.18 · Market Dynamics Buy Signal
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.55
MD 0.24 · Market Dynamics Buy Signal
SKIN
NASDAQ · Beauty Health Co
0.91
MD 0.21 · Market Dynamics Buy Signal
SKYX
NASDAQ · SKYX Platforms Corp
1.27
MD 0.09 · Market Dynamics Buy Signal
STIM
NASDAQ · Neuronetics Inc
1.76
MD 0.50 · Market Dynamics Buy Signal
TTEK
NASDAQ · Tetra Tech Inc
30.99
MD 0.06 · Market Dynamics Buy Signal
USPH
NYSE · U.S. Physical Therapy, Inc.
72.54
MD 0.07 · Market Dynamics Buy Signal
VRDN
NASDAQ · Viridian Therapeutics Inc
19.74
MD 0.12 · Market Dynamics Buy Signal
WRAP
NASDAQ · Wrap Technologies Inc
2.46
MD 0.26 · Market Dynamics Buy Signal
WVVI
NASDAQ · Willamette Valley Vineyards Inc
2.93
MD 1.08 · Market Dynamics Buy Signal
XTLB
NASDAQ · XTL Biopharmaceuticals Ltd ADR
2.91
MD 0.77 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.53
20% entry drawdown · -23.12%
BIRD
NASDAQ · Allbirds Inc
3.13
20% entry drawdown · -33.15%
BLLN
NASDAQ · BillionToOne, Inc. Class A Common Stock
126.77
Reversal Risk Warning · 28.06%
BYRN
NASDAQ · Byrna Technologies Inc
3.87
20% entry drawdown · -44.55%
CE
NYSE · Celanese Corporation
46.92
20% entry drawdown · -20.19%
CHGG
NYSE · Chegg Inc
0.85
20% entry drawdown · -23.79%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
GKOS
NYSE · Glaukos Corp
152.72
Reversal Risk Warning · 82.11%
JEM
NASDAQ · 707 Cayman Holdings Limited Ordinary Shares
0.54
20% entry drawdown · -64.86%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 75.74%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
NEWT
NASDAQ · NewtekOne, Inc.
14.78
Reversal Risk Warning · 52.99%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
TLPH
NASDAQ · Talphera Inc.
1.46
Reversal Risk Warning · 196.33%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
ARL
NYSE · American Realty Investors Inc
30 May 202514.27
20.78
45.62%
Buy
0.29
-
-
ARQ
NASDAQ · Arq Inc
22 May 20262.46
2.32
-5.69%
Buy
0.01
-
-
ARTV
NASDAQ · Artiva Biotherapeutics, Inc. Common Stock
29 Aug 20253.15
9.64
206.03%
Buy
1.17
-
-
ASAN
NYSE · Asana Inc
29 May 20267.70
7.33
-4.81%
Buy
0.48
-
-
ASC
NYSE · Ardmore Shpng
22 Aug 202510.96
16.39
49.52%
Buy
1.96
-
-
ASH
NYSE · Ashland Global Holdings Inc
4 Jul 202552.18
66.75
27.92%
Buy
0.63
-
-
ASIX
NYSE · AdvanSix Inc
9 Jan 202618.20
20.28
11.44%
Buy
0.14
-
-
ASLE
NASDAQ · AerSale Corp
15 Nov 20246.06
6.02
-0.66%
Buy
0.84
-
-
ASPS
NASDAQ · Altisource Portfolio Solutions SA
27 Mar 20266.80
7.23
6.32%
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
46.88
93.46%
Buy
0.21
-
-
ASUR
NASDAQ · Asure Software Inc
5 Jan 20248.38
7.83
-6.56%
Buy
0.14
-
-
ATHM
NYSE · Autohome Inc
19 Jun 202617.46
20.30
16.29%
Buy
0.21
-
-
ATKR
NYSE · Atkore International Group Inc
9 May 202566.27
72.24
9.01%
Buy
0.10
-
-
ATNI
NASDAQ · ATN International Inc
18 Jul 202516.90
23.91
41.51%
Buy
0.28
-
-
ATOM
NASDAQ · Atomera Inc
13 Feb 20263.92
6.63
69.13%
Buy
0.89
-
-
ATR
NYSE · AptarGroup Inc
10 Jul 2026125.53
125.53
New
Entry week
Buy
0.18
-
-
ATRA
NASDAQ · Atara Biotherapeutics Inc
15 May 20269.58
9.76
1.88%
Buy
0.58
-
-
ATRC
NASDAQ · AtriCure Inc
12 Jul 202423.19
34.28
47.82%
Buy
0.45
-
-
ATS
NYSE · ATS Corporation
30 May 202528.97
27.95
-3.52%
Buy
0.21
-
-
AURA
NASDAQ · Aura Biosciences Inc
27 Feb 20265.89
6.84
16.13%
Buy
0.22
-
-
AUTL
NASDAQ · Autolus Therapeutics Ltd
1 May 20261.47
1.61
9.52%
Buy
0.03
-
-
AVB
NYSE · AvalonBay Communities Inc
1 May 2026181.74
191.84
5.56%
Buy
0.11
-
-
AVNT
NYSE · Avient Corp
20 Jun 202532.40
36.03
11.20%
Buy
0.09
-
-
AVNW
NASDAQ · Aviat Networks Inc
3 Jan 202518.40
21.65
17.66%
Buy
0.07
-
-
AVTR
NYSE · Avantor Inc
12 Jun 20269.39
10.39
10.65%
Buy
0.99
-
-
AVTX
NASDAQ · Avalo Therapeutics Inc
3 Oct 202513.40
19.21
43.36%
Buy
1.48
-
-
AVY
NYSE · Avery Dennison Corp
8 Aug 2025167.03
160.71
-3.79%
Buy
0.38
-
-
AWRE
NASDAQ · Aware Inc
29 May 20261.52
1.39
-8.55%
Buy
0.05
-
-
AXIN
NASDAQ · Axiom Intelligence Acquisition Corp 1 Class A Ordinary Shares
6 Mar 202610.15
10.32
1.67%
Buy
0.42
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
22 May 2026
Exit
NTCT
NASDAQ · NetScout Systems Inc
41.01
Reversal Risk Warning
114.15%
Entry 2 Aug 2024
19.15
22 May 2026
Exit
NTRS
NASDAQ · Northern Trust Corporation
166.99
Reversal Risk Warning
128.27%
Entry 28 Jul 2023
73.15
22 May 2026
Entry
NVO
NYSE · Novo Nordisk A/S
44.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
22 May 2026
Exit
NVTS
NASDAQ · Navitas Semiconductor Corp
29.25
Reversal Risk Warning
373.30%
Entry 6 Jun 2025
6.18
22 May 2026
Exit
NXPI
NASDAQ · NXP Semiconductors NV
315.38
Reversal Risk Warning
54.73%
Entry 6 Jun 2025
203.82
22 May 2026
Entry
NXXT
NASDAQ · NextNRG Inc.
0.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
22 May 2026
Entry
OABI
NASDAQ · OmniAb Inc.
2.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
22 May 2026
Entry
OCCI
NASDAQ · OFS Credit Company Inc
2.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
22 May 2026
Exit
OFAL
NASDAQ · OFAL
0.30
20% entry drawdown
-29.46%
Entry 6 Feb 2026
0.42
22 May 2026
Entry
OKTA
NASDAQ · Okta Inc
92.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
22 May 2026
Exit
ON
NASDAQ · ON Semiconductor Corporation
116.20
Reversal Risk Warning
131.61%
Entry 6 Jun 2025
50.17
22 May 2026
Exit
ORA
NYSE · Ormat Technologies Inc
133.46
Reversal Risk Warning
78.32%
Entry 15 Dec 2023
74.84
22 May 2026
Entry
ORBS
NASDAQ · Eightco Holdings Inc.
0.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
22 May 2026
Exit
OSS
NASDAQ · One Stop Systems Inc
17.83
Reversal Risk Warning
335.94%
Entry 20 Jun 2025
4.09
22 May 2026
Entry
OTEX
NASDAQ · Open Text Corp
23.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.57
22 May 2026
Entry
PAMT
NASDAQ · PAMT CORP
11.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
22 May 2026
Exit
PBT
NYSE · Permian Basin Royalty Trust
30.96
Reversal Risk Warning
143.48%
Entry 11 Jul 2025
12.71
22 May 2026
Entry
PCLA
NASDAQ · PicoCELA Inc. American Depositary Shares
6.62
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.65
22 May 2026
Exit
PECO
NASDAQ · Phillips Edison & Co Inc
40.20
Reversal Risk Warning
22.96%
Entry 19 Jul 2024
32.69
22 May 2026
Exit
PKBK
NASDAQ · Parke Bancorp Inc
31.30
Reversal Risk Warning
80.76%
Entry 28 Jul 2023
17.32
22 May 2026
Exit
PSTL
NYSE · Postal Realty Trust Inc
23.69
Reversal Risk Warning
89.51%
Entry 21 Jul 2023
12.50
22 May 2026
Exit
QCOM
NASDAQ · Qualcomm Incorporated
237.26
Reversal Risk Warning
103.08%
Entry 21 Jul 2023
116.83
22 May 2026
Entry
QLYS
NASDAQ · Qualys Inc
102.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
22 May 2026
Entry
QUMS
NASDAQ · Quantumsphere Acquisition Corporation
10.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 5.58
22 May 2026
Exit
RENT
NASDAQ · Rent the Runway Inc
3.66
20% entry drawdown
-22.78%
Entry 15 Aug 2025
4.74
22 May 2026
Entry
RILY
NASDAQ · BRC Group Holdings, Inc.
10.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.72
22 May 2026
Exit
RKLB
NASDAQ · Rocket Lab USA Inc.
135.76
Reversal Risk Warning
406.76%
Entry 30 May 2025
26.79
22 May 2026
Entry
RPC
NYSE · Ridgepost Capital, Inc
8.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
22 May 2026
Exit
RPRX
NASDAQ · Royalty Pharma Plc
54.50
Reversal Risk Warning
92.96%
Entry 16 Feb 2024
28.24
22 May 2026
Exit
SATL
NASDAQ · Satellogic V Inc
10.61
Reversal Risk Warning
198.03%
Entry 16 Jan 2026
3.56