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
12 Jun 2026
Exit
CDRO
NASDAQ · Codere Online US Corp
9.77
Reversal Risk Warning
136.56%
Entry 26 Jan 2024
4.13
12 Jun 2026
Exit
CECO
NASDAQ · CECO Environmental Corp.
96.74
Reversal Risk Warning
254.23%
Entry 23 May 2025
27.31
12 Jun 2026
Exit
CFR
NYSE · Cullen/Frost Bankers Inc
148.00
Reversal Risk Warning
62.80%
Entry 17 Nov 2023
90.91
12 Jun 2026
Exit
CGCT
NASDAQ · Cartesian Growth Corporation III Class A Ordinary Shares
15.33
Reversal Risk Warning
47.69%
Entry 8 May 2026
10.38
12 Jun 2026
Exit
CHEF
NASDAQ · The Chefs Warehouse Inc
90.75
Reversal Risk Warning
186.46%
Entry 26 Jan 2024
31.68
12 Jun 2026
Exit
CHMG
NASDAQ · Chemung Financial Corp
72.16
Reversal Risk Warning
76.63%
Entry 3 Nov 2023
40.85
12 Jun 2026
Exit
CIVB
NASDAQ · Civista Bancshares Inc
27.21
Reversal Risk Warning
79.15%
Entry 8 Dec 2023
15.19
12 Jun 2026
Exit
CLDT
NYSE · Chatham Lodging Trust REIT
12.76
Reversal Risk Warning
70.75%
Entry 6 Feb 2026
7.48
12 Jun 2026
Exit
CNO
NYSE · CNO Financial Group Inc
50.36
Reversal Risk Warning
102.15%
Entry 24 Nov 2023
24.91
12 Jun 2026
Exit
CNOB
NASDAQ · ConnectOne Bancorp, Inc.
32.77
Reversal Risk Warning
111.95%
Entry 14 Jul 2023
15.46
12 Jun 2026
Exit
COCO
NASDAQ · Vita Coco Company Inc
80.90
Reversal Risk Warning
173.40%
Entry 14 Jun 2024
29.59
12 Jun 2026
Exit
CORZ
NASDAQ · Core Scientific, Inc. Common Stock
27.60
Reversal Risk Warning
159.15%
Entry 30 May 2025
10.65
12 Jun 2026
Exit
CPF
NYSE · Central Pacific Financial Corp
36.60
Reversal Risk Warning
119.87%
Entry 1 Dec 2023
16.65
12 Jun 2026
Exit
CRS
NYSE · Carpenter Technology Corporation
561.49
Reversal Risk Warning
301.82%
Entry 26 Jul 2024
139.74
12 Jun 2026
Exit
CTBI
NASDAQ · Community Trust Bancorp Inc
70.64
Reversal Risk Warning
104.91%
Entry 28 Jul 2023
34.47
12 Jun 2026
Exit
CTO
NYSE · CTO Realty Growth Inc
20.93
Reversal Risk Warning
51.23%
Entry 8 Dec 2023
13.84
12 Jun 2026
Entry
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
3.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.10
12 Jun 2026
Exit
CURB
NYSE · Curbline Properties Corp.
30.78
Reversal Risk Warning
37.87%
Entry 5 Sep 2025
22.33
12 Jun 2026
Exit
CVS
NYSE · CVS Health Corp
101.96
Reversal Risk Warning
97.57%
Entry 7 Feb 2025
51.61
12 Jun 2026
Exit
CWBC
NASDAQ · Community West Bancshares
25.75
Reversal Risk Warning
64.69%
Entry 28 Jul 2023
15.64
12 Jun 2026
Entry
CWH
NYSE · Camping World Holdings Inc
7.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
12 Jun 2026
Exit
DCOM
NYSE · Dime Community Bancshares, Inc.
40.08
Reversal Risk Warning
97.04%
Entry 28 Jul 2023
20.34
12 Jun 2026
Exit
DHC
NASDAQ · Diversified Healthcare Trust
9.03
Reversal Risk Warning
201.56%
Entry 9 May 2025
2.99
12 Jun 2026
Exit
DOMO
NASDAQ · Domo Inc
3.02
20% entry drawdown
-27.58%
Entry 29 May 2026
4.17
12 Jun 2026
Exit
DRH
NASDAQ · Diamondrock Hospitality Company Common Stock
11.83
Reversal Risk Warning
60.17%
Entry 21 Jul 2023
7.39
12 Jun 2026
Entry
DSGR
NASDAQ · Distribution Solutions Group Inc
27.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
12 Jun 2026
Entry
DTSS
NASDAQ · Datasea Inc
0.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.63
12 Jun 2026
Exit
DUO
NASDAQ · Fangdd Network Group Ltd
0.88
20% entry drawdown
-26.46%
Entry 10 Apr 2026
1.20
12 Jun 2026
Entry
DUOL
NASDAQ · Duolingo Inc
122.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.00
12 Jun 2026
Exit
DVA
NYSE · DaVita HealthCare Partners Inc
208.66
Reversal Risk Warning
93.96%
Entry 8 Dec 2023
107.58