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
BARK
NYSE · BARK, Inc.
3 Jul 202610.93
10.93
New
Entry week
Buy
0.02
-
-
BBNX
NASDAQ · Beta Bionics, Inc. Common Stock
5 Jun 202613.89
16.76
20.66%
Buy
0.22
-
-
BBY
NYSE · Best Buy Co. Inc
20 Jun 202563.97
77.99
21.92%
Buy
0.20
-
-
BCBP
NASDAQ · BCB Bancorp Inc
11 Jul 20258.37
10.28
22.84%
Buy
0.41
-
-
BCC
NYSE · Boise Cascad Llc
19 Dec 202574.33
75.93
2.16%
Buy
0.21
-
-
BCE
NYSE · BCE Inc
7 Mar 202522.54
21.42
-4.95%
Buy
0.07
-
-
BDN
NYSE · Brandywine Realty Trust
24 Apr 20263.06
3.24
5.88%
Buy
0.14
-
-
BDSX
NASDAQ · Biodesix Inc
23 Jan 202611.74
21.99
87.31%
Buy
0.43
-
-
BDTX
NASDAQ · Black Diamond Therapeutics Inc
16 May 20251.95
2.01
3.08%
Buy
0.19
-
-
BDX
NYSE · Becton Dickinson and Company
25 Jul 2025142.21
158.08
11.16%
Buy
0.10
-
-
BEEM
NASDAQ · Beam Global
19 Jun 20261.37
1.29
-5.84%
Buy
0.01
-
-
BF-A
NYSE · Brown-Forman Corporation
17 Apr 202629.48
26.76
-9.22%
Buy
0.43
-
-
BF-B
NYSE · Brown-Forman Corporation
17 Apr 202628.90
26.16
-9.48%
Buy
0.36
-
-
BGS
NYSE · B&G Foods Inc
17 Oct 20254.28
4.08
-4.76%
Buy
0.55
-
-
BGSF
NYSE · BG Staffing Inc
23 May 20253.13
5.70
82.36%
Buy
0.12
-
-
BHFAP
NASDAQ · Brighthouse Financial, Inc.
7 Nov 202515.72
14.75
-6.17%
Buy
0.31
-
-
BIIB
NASDAQ · Biogen Inc
28 Feb 2025140.50
216.12
53.82%
Buy
0.13
-
-
BILL
NYSE · Bill Com Holdings Inc
3 Jul 202640.48
40.48
New
Entry week
Buy
0.02
-
-
BIO-B
NYSE · Bio-Rad Laboratories Inc
20 Jun 2025250.08
296.49
18.56%
Buy
0.10
-
-
BIRD
NASDAQ · Allbirds Inc
19 Jun 20264.68
3.85
-17.77%
Buy
0.10
-
-
BLCO
NYSE · Bausch + Lomb Corp
4 Jul 202513.88
17.16
23.63%
Buy
0.31
-
-
BLIN
NASDAQ · Bridgeline Digital Inc
6 Mar 20260.93
1.19
27.37%
Buy
0.08
-
-
BLLN
NASDAQ · BillionToOne, Inc. Class A Common Stock
29 May 202698.99
120.35
21.58%
Buy
0.97
-
-
BLMN
NASDAQ · Bloomin Brands Inc
8 May 20268.12
8.70
7.14%
Buy
0.24
-
-
BLND
NYSE · Blend Labs Inc
29 May 20261.79
1.81
1.12%
Buy
0.44
-
-
BMAC
NYSE · Black Mountain Acquisition Corp
15 Mar 202410.60
10.60
0.00%
Buy
0.05
-
-
BMI
NYSE · Badger Meter Inc
26 Jun 2026140.88
145.87
3.54%
Buy
0.35
-
-
BNAI
NASDAQ · Brand Engagement Network Inc
23 Jan 202616.48
17.19
4.31%
Buy
0.41
-
-
BOC
NYSE · Boston Omaha Corp
22 May 202612.53
15.09
20.43%
Buy
0.04
-
-
BOLD
NASDAQ · Boundless Bio, Inc. Common Stock
26 Jun 20262.56
2.50
-2.34%
Buy
0.95
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
26 Jun 2026
Exit
SLSN
NASDAQ · Solesence, Inc. Common Stock
0.83
20% entry drawdown
-34.00%
Entry 17 Apr 2026
1.25
26 Jun 2026
Exit
SMBC
NASDAQ · Southern Missouri Bancorp Inc
76.75
Reversal Risk Warning
88.58%
Entry 21 Jul 2023
40.70
26 Jun 2026
Exit
SOC
NYSE · Sable Offshore Corp.
7.36
20% entry drawdown
-25.05%
Entry 9 Jan 2026
9.82
26 Jun 2026
Exit
SPB
NYSE · Spectrum Brands Holdings Inc
87.49
Reversal Risk Warning
49.38%
Entry 25 Jul 2025
58.57
26 Jun 2026
Exit
SPHR
NYSE · Sphere Entertainment Co.
169.85
Reversal Risk Warning
299.93%
Entry 27 Jun 2025
42.47
26 Jun 2026
Entry
SPPL
NASDAQ · SIMPPLE LTD. Ordinary Shares
3.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.23
26 Jun 2026
Entry
SRAD
NASDAQ · Sportradar Group AG
14.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
26 Jun 2026
Exit
SRRK
NASDAQ · Scholar Rock Holding Corp
54.76
Reversal Risk Warning
106.56%
Entry 11 Oct 2024
26.51
26 Jun 2026
Entry
SVC
NASDAQ · Service Properties Trust
1.71
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
26 Jun 2026
Exit
SXI
NYSE · Standex International Corporation
340.50
Reversal Risk Warning
111.82%
Entry 11 Aug 2023
160.75
26 Jun 2026
Exit
THG
NYSE · The Hanover Insurance Group Inc
212.61
Reversal Risk Warning
97.36%
Entry 13 Oct 2023
107.73
26 Jun 2026
Entry
TLSI
NASDAQ · TriSalus Life Sciences Inc.
4.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
26 Jun 2026
Exit
TONX
NASDAQ · TON Strategy Co
2.56
20% entry drawdown
-29.67%
Entry 8 May 2026
3.64
26 Jun 2026
Exit
TRV
NYSE · The Travelers Companies Inc
327.37
Reversal Risk Warning
93.37%
Entry 24 Nov 2023
169.30
26 Jun 2026
Exit
TVTX
NASDAQ · Travere Therapeutics Inc
58.85
Reversal Risk Warning
336.57%
Entry 13 Sep 2024
13.48
26 Jun 2026
Exit
TWIN
NASDAQ · Twin Disc Incorporated
24.19
Reversal Risk Warning
197.08%
Entry 20 Jun 2025
8.14
26 Jun 2026
Exit
TWST
NASDAQ · Twist Bioscience Corp
99.84
Reversal Risk Warning
270.05%
Entry 8 Dec 2023
26.98
26 Jun 2026
Exit
UAL
NASDAQ · United Airlines Holdings Inc
136.11
Reversal Risk Warning
219.88%
Entry 22 Dec 2023
42.55
26 Jun 2026
Exit
UFCS
NASDAQ · United Fire Group Inc
52.55
Reversal Risk Warning
145.56%
Entry 26 Jan 2024
21.40
26 Jun 2026
Exit
UMBF
NASDAQ · UMB Financial Corporation
144.91
Reversal Risk Warning
115.51%
Entry 28 Jul 2023
67.24
26 Jun 2026
Exit
UMC
NYSE · United Microelectronics
25.58
Reversal Risk Warning
175.05%
Entry 16 Jan 2026
9.30
26 Jun 2026
Exit
VCYT
NASDAQ · Veracyte Inc
60.49
Reversal Risk Warning
168.37%
Entry 21 Jun 2024
22.54
26 Jun 2026
Exit
VIK
NYSE · Viking Holdings Ltd
103.26
Reversal Risk Warning
111.64%
Entry 6 Jun 2025
48.79
26 Jun 2026
Entry
VLTO
NYSE · Veralto Corporation
89.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
26 Jun 2026
Exit
VMD
NASDAQ · Viemed Healthcare Inc
11.63
Reversal Risk Warning
68.06%
Entry 27 Jun 2025
6.92
26 Jun 2026
Exit
VNCE
NASDAQ · Vince Holding Corp. Common Stock
7.76
Reversal Risk Warning
356.47%
Entry 23 Aug 2024
1.70
26 Jun 2026
Exit
VSCO
NYSE · Victoria's Secret & Co
88.50
Reversal Risk Warning
192.27%
Entry 17 Oct 2025
30.28
26 Jun 2026
Exit
WHG
NYSE · Westwood Holdings Group Inc
19.92
Reversal Risk Warning
104.96%
Entry 17 Nov 2023
9.72
26 Jun 2026
Exit
WHLRP
NASDAQ · Wheeler Real Estate Investment Trust Inc Pref
9.77
Reversal Risk Warning
287.70%
Entry 23 Aug 2024
2.52
26 Jun 2026
Exit
WKC
NYSE · World Kinect Corporation
33.49
Reversal Risk Warning
62.17%
Entry 15 Dec 2023
20.65