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
478.70
Total Return
378.70%
CAGR
55.90%
Annualized from first index week
Edge vs Market
+34.12%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.64
Sortino 5.14
Current Holdings
1077
Transactions
10779
Avg 3056.6/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4851
Stop 41.6% ·
Warning 57.9%
· Other 0.5%
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
ADBE
NASDAQ · Adobe Systems Incorporated
237.25
MD 0.17 · Market Dynamics Buy Signal
BL
NASDAQ · Blackline Inc
30.29
MD 0.18 · Market Dynamics Buy Signal
BLKB
NASDAQ · Blackbaud Inc
32.40
MD 0.13 · Market Dynamics Buy Signal
CURV
NYSE · Torrid Holdings Inc
2.33
MD 0.17 · Market Dynamics Buy Signal
DFIN
NYSE · Donnelley Financial Solutions Inc
49.95
MD 0.06 · Market Dynamics Buy Signal
EXPO
NASDAQ · Exponent Inc
62.88
MD 0.09 · Market Dynamics Buy Signal
FIS
NYSE · Fidelity National Information Services Inc
41.91
MD 0.19 · Market Dynamics Buy Signal
HCKT
NASDAQ · The Hackett Group Inc
10.34
MD 0.19 · Market Dynamics Buy Signal
ICFI
NASDAQ · ICF International Inc
78.86
MD 0.80 · Market Dynamics Buy Signal
IQ
NASDAQ · iQIYI Inc
1.19
MD 0.25 · Market Dynamics Buy Signal
LAW
NYSE · CS Disco LLC
4.05
MD 0.26 · Market Dynamics Buy Signal
MAT
NASDAQ · Mattel Inc
14.30
MD 0.13 · Market Dynamics Buy Signal
NRDS
NASDAQ · Nerdwallet Inc
9.26
MD 0.13 · Market Dynamics Buy Signal
ONT
NYSE · Onterris
20.93
MD 0.36 · Market Dynamics Buy Signal
OPRX
NASDAQ · OPTIMIZERx Corp
6.69
MD 0.86 · Market Dynamics Buy Signal
PODD
NASDAQ · Insulet Corporation
164.06
MD 0.42 · Market Dynamics Buy Signal
RCEL
NASDAQ · Avita Medical Ltd
5.10
MD 0.39 · Market Dynamics Buy Signal
UPWK
NASDAQ · Upwork Inc
9.06
MD 0.10 · Market Dynamics Buy Signal
XRAY
NASDAQ · Dentsply Sirona Inc
14.05
MD 0.72 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACB
NASDAQ · Aurora Cannabis Inc
2.63
20% entry drawdown · -20.78%
AIFU
NASDAQ · Fanhua Inc.
34.52
20% entry drawdown · -25.28%
AKTX
NASDAQ · Akari Therapeutics PLC
11.01
20% entry drawdown · -20.68%
ALDX
NASDAQ · Aldeyra The
1.69
20% entry drawdown · -25.55%
ARCT
NASDAQ · Arcturus Therapeutics Holdings Inc
6.05
20% entry drawdown · -26.49%
AWRE
NASDAQ · Aware Inc
1.11
20% entry drawdown · -26.97%
BEEM
NASDAQ · Beam Global
1.03
20% entry drawdown · -24.82%
BNAI
NASDAQ · Brand Engagement Network Inc
11.62
20% entry drawdown · -29.49%
BTBT
NASDAQ · Bit Digital Inc
1.40
20% entry drawdown · -29.65%
EIX
NYSE · Edison International
77.63
Reversal Risk Warning · 49.97%
EVGO
NASDAQ · Evgo Inc
1.68
20% entry drawdown · -20.94%
EVO
NASDAQ · Evotec SE ADR
1.96
20% entry drawdown · -27.94%
GENK
NASDAQ · GEN Restaurant Group, Inc. Class A Common Stock
1.77
20% entry drawdown · -24.36%
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.05
20% entry drawdown · -28.08%
GRDX
NASDAQ · GridAI Technologies Corp.
3.82
20% entry drawdown · -29.26%
HUBG
NASDAQ · Hub Group Inc
51.22
Reversal Risk Warning · 45.11%
INV
NASDAQ · Innventure, Inc.
3.37
20% entry drawdown · -27.37%
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
9.35
20% entry drawdown · -20.29%
LEDS
NASDAQ · SemiLEDS Corporation
3.01
Reversal Risk Warning · 67.22%
LONA
NASDAQ · LeonaBio, Inc.
7.22
20% entry drawdown · -27.22%
MTEX
NASDAQ · Mannatech Incorporated
4.25
20% entry drawdown · -21.59%
OABI
NASDAQ · OmniAb Inc.
2.12
20% entry drawdown · -20.00%
OCCI
NASDAQ · OFS Credit Company Inc
2.27
20% entry drawdown · -23.83%
PBF
NYSE · PBF Energy Inc
62.75
Reversal Risk Warning · 219.84%
PLUG
NASDAQ · Plug Power Inc
2.17
20% entry drawdown · -20.80%
PMCB
NASDAQ · PharmaCyte Biotech Inc
0.63
20% entry drawdown · -21.31%
PMEC
NASDAQ · Primech Holdings Ltd. Ordinary Shares
0.52
20% entry drawdown · -28.59%
QFIN
NASDAQ · 360 Finance Inc
12.73
20% entry drawdown · -20.83%
RPT
NYSE · Rithm Property Trust Inc.
10.89
20% entry drawdown · -27.03%
RXRX
NASDAQ · Recursion Pharmaceuticals Inc
2.95
20% entry drawdown · -22.50%
SNPS
NASDAQ · Synopsys Inc
384.28
20% entry drawdown · -25.60%
SORA
NASDAQ · Top Win International Limited
1.73
20% entry drawdown · -23.18%
VERU
NASDAQ · Veru Inc
2.38
20% entry drawdown · -30.00%
WING
NASDAQ · Wingstop Inc
142.33
20% entry drawdown · -20.03%
WW
NASDAQ · WW International, Inc. Common Stock
14.57
20% entry drawdown · -21.46%
ZSQR
NASDAQ · Z Squared Inc.
5.06
20% entry drawdown · -45.47%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
BARK
NYSE · BARK, Inc.
3 Jul 202610.93
9.29
-15.00%
Buy
0.02
-
-
BBNX
NASDAQ · Beta Bionics, Inc. Common Stock
5 Jun 202613.89
17.29
24.48%
Buy
0.22
-
-
BBOT
NASDAQ · BridgeBio Oncology Therapeutics, Inc.
10 Jul 20268.32
8.56
2.88%
Buy
0.02
-
-
BBY
NYSE · Best Buy Co. Inc
20 Jun 202563.97
85.41
33.51%
Buy
0.20
-
-
BCBP
NASDAQ · BCB Bancorp Inc
11 Jul 20258.37
10.29
22.96%
Buy
0.41
-
-
BCC
NYSE · Boise Cascad Llc
19 Dec 202574.33
77.19
3.85%
Buy
0.21
-
-
BCE
NYSE · BCE Inc
7 Mar 202522.54
21.84
-3.09%
Buy
0.07
-
-
BDN
NYSE · Brandywine Realty Trust
24 Apr 20263.06
3.14
2.61%
Buy
0.14
-
-
BDSX
NASDAQ · Biodesix Inc
23 Jan 202611.74
20.19
71.98%
Buy
0.43
-
-
BDTX
NASDAQ · Black Diamond Therapeutics Inc
16 May 20251.95
1.79
-8.21%
Buy
0.19
-
-
BDX
NYSE · Becton Dickinson and Company
25 Jul 2025142.21
158.17
11.23%
Buy
0.10
-
-
BF-A
NYSE · Brown-Forman Corporation
17 Apr 202629.48
26.13
-11.35%
Buy
0.43
-
-
BF-B
NYSE · Brown-Forman Corporation
17 Apr 202628.90
25.58
-11.48%
Buy
0.36
-
-
BFAM
NYSE · Bright Horizons Family Solutions Inc
10 Jul 202673.31
76.58
4.46%
Buy
0.11
-
-
BGS
NYSE · B&G Foods Inc
17 Oct 20254.28
3.71
-13.40%
Buy
0.55
-
-
BGSF
NYSE · BG Staffing Inc
23 May 20253.13
5.74
83.64%
Buy
0.12
-
-
BHFAP
NASDAQ · Brighthouse Financial, Inc.
7 Nov 202515.72
14.57
-7.32%
Buy
0.31
-
-
BIIB
NASDAQ · Biogen Inc
28 Feb 2025140.50
205.99
46.61%
Buy
0.13
-
-
BILL
NYSE · Bill Com Holdings Inc
3 Jul 202640.48
44.71
10.45%
Buy
0.02
-
-
BIO-B
NYSE · Bio-Rad Laboratories Inc
20 Jun 2025250.08
309.37
23.71%
Buy
0.10
-
-
BL
NASDAQ · Blackline Inc
17 Jul 202630.29
30.29
New
Entry week
Buy
0.18
-
-
BLCO
NYSE · Bausch + Lomb Corp
4 Jul 202513.88
16.26
17.15%
Buy
0.31
-
-
BLIN
NASDAQ · Bridgeline Digital Inc
6 Mar 20260.93
1.22
30.58%
Buy
0.08
-
-
BLKB
NASDAQ · Blackbaud Inc
17 Jul 202632.40
32.40
New
Entry week
Buy
0.13
-
-
BLMN
NASDAQ · Bloomin Brands Inc
8 May 20268.12
8.54
5.17%
Buy
0.24
-
-
BLND
NYSE · Blend Labs Inc
29 May 20261.79
1.81
1.12%
Buy
0.44
-
-
BMI
NYSE · Badger Meter Inc
26 Jun 2026140.88
149.48
6.10%
Buy
0.35
-
-
BOC
NYSE · Boston Omaha Corp
22 May 202612.53
14.14
12.85%
Buy
0.04
-
-
BOLD
NASDAQ · Boundless Bio, Inc. Common Stock
26 Jun 20262.56
2.48
-3.13%
Buy
0.97
-
-
BON
NASDAQ · Bon Natural Life Ltd
5 Jun 20261.25
1.16
-7.20%
Buy
0.02
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
13 Jun 2025
Exit
PHIO
NASDAQ · Phio Pharmaceuticals Corp
2.27
20% entry drawdown
-23.31%
Entry 6 Jun 2025
2.96
13 Jun 2025
Exit
PM
NYSE · Philip Morris International Inc
177.99
Reversal Risk Warning
85.89%
Entry 7 Jun 2024
95.75
13 Jun 2025
Entry
POLE
NASDAQ · Andretti Acquisition Corp. II Class A Ordinary Shares
10.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.68
13 Jun 2025
Entry
PRQR
NASDAQ · ProQR Therapeutics BV
1.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
13 Jun 2025
Entry
PXS
NASDAQ · Pyxis Tankers Inc
3.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
13 Jun 2025
Entry
QTRX
NASDAQ · Quanterix Corp
6.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
13 Jun 2025
Entry
RCI
NYSE · Rogers Communications Inc
26.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.14
13 Jun 2025
Entry
RIG
NYSE · Transocean Ltd
3.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.48
13 Jun 2025
Entry
RMR
NASDAQ · RMR Group Inc
14.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
13 Jun 2025
Entry
ROG
NYSE · Rogers Corporation
68.26
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
13 Jun 2025
Exit
RRGB
NASDAQ · Red Robin Gourmet Burgers Inc
4.85
20% entry drawdown
-26.74%
Entry 6 Jun 2025
6.62
13 Jun 2025
Entry
SA
NYSE · Seabridge Gold Inc.
14.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.19
13 Jun 2025
Exit
SBXD
NYSE · SilverBox Corp IV
10.75
Reversal Risk Warning
2.09%
Entry 6 Jun 2025
10.53
13 Jun 2025
Entry
SHIP
NASDAQ · Seanergy Maritime Holdings Corp
6.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
13 Jun 2025
Entry
SLAB
NASDAQ · Silicon Laboratories Inc
137.87
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.00
13 Jun 2025
Entry
SOBO
NYSE · South Bow Corporation
25.26
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.53
13 Jun 2025
Entry
SSL
NYSE · Sasol Ltd
5.45
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.51
13 Jun 2025
Entry
SSTK
NYSE · Shutterstock
16.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
13 Jun 2025
Entry
STNG
NYSE · Scorpio Tankers Inc
42.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.80
13 Jun 2025
Entry
SUZ
NYSE · Suzano Papel e Celulose SA ADR
9.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
13 Jun 2025
Entry
TALO
NYSE · Talos Energy
9.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.49
13 Jun 2025
Entry
TECK
NYSE · Teck Resources Ltd Class B
38.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
13 Jun 2025
Entry
TELA
NASDAQ · Tela Bio Inc
1.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.33
13 Jun 2025
Entry
TRMD
NASDAQ · Torm PLC Class A
16.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.16
13 Jun 2025
Entry
UTMD
NASDAQ · Utah Medical Products Inc
53.78
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
13 Jun 2025
Entry
VET
NYSE · Vermilion Energy Inc.
7.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
13 Jun 2025
Entry
VRDN
NASDAQ · Viridian Therapeutics Inc
15.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
13 Jun 2025
Exit
XLO
NASDAQ · Xilio Development Inc
9.27
20% entry drawdown
-20.19%
Entry 8 Mar 2024
11.62
13 Jun 2025
Exit
ZLAB
NASDAQ · Zai Lab Ltd
41.00
Reversal Risk Warning
128.79%
Entry 24 May 2024
17.92
6 Jun 2025
Entry
ACDC
NASDAQ · ProFrac Holding Corp.
8.87
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.48