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
469.45
Total Return
369.45%
CAGR
54.67%
Annualized from first index week
Edge vs Market
+33.23%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.60
Sortino 5.04
Current Holdings
1071
Transactions
10827
Avg 3053.7/yr ·
254.5/mo ·
58.7/wk
Exit Mix
4878
Stop 41.8% ·
Warning 57.6%
· 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
ALC
NYSE · Alcon AG
67.91
MD 0.00 · Market Dynamics Buy Signal
BIXI
NASDAQ · Bitcoin Infrastructure Acquisition Corp Ltd. Class A Ordinary Shares
10.01
MD 1.17 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.14
MD 0.19 · Market Dynamics Buy Signal
CAG
NYSE · Conagra Brands, Inc.
14.60
MD 0.51 · Market Dynamics Buy Signal
CJMB
NASDAQ · Callan JMB Inc. Common Stock
2.55
MD 0.44 · Market Dynamics Buy Signal
GCL
NASDAQ · GCL Global Holdings Ltd Ordinary Shares
0.51
MD 0.69 · Market Dynamics Buy Signal
KNDI
NASDAQ · Kandi Technologies Group Inc
0.65
MD 0.31 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 0.90 · Market Dynamics Buy Signal
LVLU
NASDAQ · Lulu's Fashion Lounge Holdings Inc
19.20
MD 0.16 · Market Dynamics Buy Signal
LW
NYSE · Lamb Weston Holdings Inc
49.58
MD 1.48 · Market Dynamics Buy Signal
MAMO
NASDAQ · Massimo Group Common Stock
0.98
MD 0.13 · Market Dynamics Buy Signal
NBP
NASDAQ · NovaBridge Biosciences
1.77
MD 0.13 · Market Dynamics Buy Signal
NXL
NASDAQ · Nexalin Technology Inc.
0.48
MD 1.00 · Market Dynamics Buy Signal
OFIX
NASDAQ · Orthofix Medical Inc
11.25
MD 0.22 · Market Dynamics Buy Signal
OTIS
NYSE · Otis Worldwide Corp
71.93
MD 0.05 · Market Dynamics Buy Signal
OTLY
NASDAQ · Oatly Group AB ADR
13.37
MD 0.06 · Market Dynamics Buy Signal
PLNT
NYSE · Planet Fitness Inc
53.48
MD 0.02 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.04
MD 0.88 · Market Dynamics Buy Signal
WSTN
NASDAQ · Westin Acquisition Corp
10.13
MD 1.79 · Market Dynamics Buy Signal
WVVIP
NASDAQ · Willamette Valley Vineyards Inc PR
2.78
MD 0.21 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AMST
NASDAQ · Amesite Operating Co
0.99
20% entry drawdown · -21.44%
ATER
NASDAQ · Aterian Inc
0.40
20% entry drawdown · -70.94%
BARK
NYSE · BARK, Inc.
8.51
20% entry drawdown · -22.14%
BZFD
NASDAQ · BuzzFeed Inc
1.11
20% entry drawdown · -25.50%
BZH
NYSE · Beazer Homes USA Inc
33.19
Reversal Risk Warning · 60.11%
DFSC
NASDAQ · DEFSEC Technologies Inc.
1.51
20% entry drawdown · -35.19%
GEHC
NASDAQ · GE HealthCare Technologies Inc.
60.58
20% entry drawdown · -20.22%
GOOS
NYSE · Canada Goose Holdings Inc
8.89
20% entry drawdown · -24.47%
GTEC
NASDAQ · Greenland Acquisition Corp
0.51
20% entry drawdown · -21.19%
LFCR
NASDAQ · Lifecore Biomedical Inc.
4.33
20% entry drawdown · -21.84%
LFMD
NASDAQ · LifeMD Inc
3.71
20% entry drawdown · -20.04%
LOCL
NYSE · Local Bounti Corp
1.06
20% entry drawdown · -22.63%
NIXX
NASDAQ · Nixxy, Inc.
0.85
20% entry drawdown · -35.80%
NKTX
NASDAQ · Nkarta Inc
2.27
20% entry drawdown · -25.08%
NXGL
NASDAQ · Nexgel Inc
0.44
20% entry drawdown · -22.25%
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.33
20% entry drawdown · -21.28%
PPSI
NASDAQ · Pioneer Power Solutions Inc.
2.98
20% entry drawdown · -25.13%
RC
NYSE · Ready Capital Corp
1.47
20% entry drawdown · -20.97%
REAX
NASDAQ · Real Brokerage Inc
1.69
20% entry drawdown · -22.12%
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.41
20% entry drawdown · -25.36%
SEDG
NASDAQ · SolarEdge Technologies Inc
42.60
20% entry drawdown · -31.02%
SEGG
NASDAQ · Lottery.com Inc.
0.63
20% entry drawdown · -24.97%
SGRP
NASDAQ · SPAR Group Inc
0.38
20% entry drawdown · -46.99%
SRG
NYSE · Seritage Growth Properties
2.31
20% entry drawdown · -22.22%
SUIG
NASDAQ · SUI Group Holdings Limited
0.99
20% entry drawdown · -20.16%
TOMZ
NASDAQ · TOMI Environmental Solutions Inc
1.54
20% entry drawdown · -33.95%
UPST
NASDAQ · Upstart Holdings Inc
26.93
20% entry drawdown · -20.30%
WETO
NASDAQ · Webus International Limited Ordinary Shares
0.69
Price scale break · 37.71%
WRAP
NASDAQ · Wrap Technologies Inc
1.70
20% entry drawdown · -30.89%
XELB
NASDAQ · Xcel Brands Inc
1.23
20% entry drawdown · -21.15%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
BBNX
NASDAQ · Beta Bionics, Inc. Common Stock
5 Jun 202613.89
15.85
14.11%
Buy
0.22
-
-
BBOT
NASDAQ · BridgeBio Oncology Therapeutics, Inc.
10 Jul 20268.32
8.82
6.01%
Buy
0.01
-
-
BBY
NYSE · Best Buy Co. Inc
20 Jun 202563.97
85.43
33.55%
Buy
0.20
-
-
BCBP
NASDAQ · BCB Bancorp Inc
11 Jul 20258.37
10.14
21.16%
Buy
0.41
-
-
BCC
NYSE · Boise Cascad Llc
19 Dec 202574.33
77.84
4.73%
Buy
0.21
-
-
BCE
NYSE · BCE Inc
7 Mar 202522.54
21.30
-5.48%
Buy
0.07
-
-
BDN
NYSE · Brandywine Realty Trust
24 Apr 20263.06
3.17
3.59%
Buy
0.14
-
-
BDSX
NASDAQ · Biodesix Inc
23 Jan 202611.74
22.00
87.39%
Buy
0.43
-
-
BDTX
NASDAQ · Black Diamond Therapeutics Inc
16 May 20251.95
1.76
-9.74%
Buy
0.19
-
-
BDX
NYSE · Becton Dickinson and Company
25 Jul 2025142.21
156.36
9.95%
Buy
0.10
-
-
BF-A
NYSE · Brown-Forman Corporation
17 Apr 202629.48
26.71
-9.39%
Buy
0.43
-
-
BF-B
NYSE · Brown-Forman Corporation
17 Apr 202628.90
26.08
-9.75%
Buy
0.36
-
-
BFAM
NYSE · Bright Horizons Family Solutions Inc
10 Jul 202673.31
75.77
3.36%
Buy
0.11
-
-
BGS
NYSE · B&G Foods Inc
17 Oct 20254.28
3.51
-18.07%
Buy
0.55
-
-
BGSF
NYSE · BG Staffing Inc
23 May 20253.13
5.51
76.28%
Buy
0.12
-
-
BHFAP
NASDAQ · Brighthouse Financial, Inc.
7 Nov 202515.72
13.82
-12.09%
Buy
0.31
-
-
BIIB
NASDAQ · Biogen Inc
28 Feb 2025140.50
202.19
43.91%
Buy
0.13
-
-
BILL
NYSE · Bill Com Holdings Inc
3 Jul 202640.48
43.51
7.49%
Buy
0.03
-
-
BIO-B
NYSE · Bio-Rad Laboratories Inc
20 Jun 2025250.08
309.37
23.71%
Buy
0.10
-
-
BIXI
NASDAQ · Bitcoin Infrastructure Acquisition Corp Ltd. Class A Ordinary Shares
24 Jul 202610.01
10.01
New
Entry week
Buy
1.17
-
-
BL
NASDAQ · Blackline Inc
17 Jul 202630.29
28.74
-5.12%
Buy
0.18
-
-
BLCO
NYSE · Bausch + Lomb Corp
4 Jul 202513.88
16.17
16.50%
Buy
0.31
-
-
BLDR
NYSE · Builders FirstSource Inc
26 Jun 202689.14
72.86
-18.26%
Buy
0.13
-
-
BLIN
NASDAQ · Bridgeline Digital Inc
6 Mar 20260.93
1.18
26.30%
Buy
0.08
-
-
BLKB
NASDAQ · Blackbaud Inc
17 Jul 202632.40
32.71
0.96%
Buy
0.13
-
-
BLMN
NASDAQ · Bloomin Brands Inc
8 May 20268.12
7.94
-2.22%
Buy
0.24
-
-
BLND
NYSE · Blend Labs Inc
29 May 20261.79
1.69
-5.59%
Buy
0.44
-
-
BMI
NYSE · Badger Meter Inc
26 Jun 2026140.88
126.32
-10.34%
Buy
0.35
-
-
BOC
NYSE · Boston Omaha Corp
22 May 202612.53
14.21
13.41%
Buy
0.04
-
-
BOLD
NASDAQ · Boundless Bio, Inc. Common Stock
26 Jun 20262.56
2.57
0.39%
Buy
0.97
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
5 Jan 2024
Entry
DAC
NYSE · Danaos Corporation
72.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.33
5 Jan 2024
Entry
DXR
NASDAQ · Daxor Corporation
9.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
5 Jan 2024
Entry
ELVA
NASDAQ · Electrovaya Inc.
3.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.85
5 Jan 2024
Entry
ERO
NYSE · Ero Copper Corp
16.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
5 Jan 2024
Entry
ESOA
NASDAQ · Energy Services Of America Corp
5.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
5 Jan 2024
Entry
FOA
NYSE · Finance of America Companies Inc
9.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
5 Jan 2024
Entry
GIFI
NASDAQ · Gulf Island Fabrication Inc
4.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.42
5 Jan 2024
Entry
GLBE
NASDAQ · Global-E Online Ltd
37.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
5 Jan 2024
Entry
HAYW
NYSE · Hayward Holdings Inc
12.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
5 Jan 2024
Entry
HCA
NYSE · HCA Healthcare, Inc.
270.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.73
5 Jan 2024
Entry
HSHP
NYSE · Himalaya Shipping Ltd.
6.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.25
5 Jan 2024
Entry
ICUI
NASDAQ · ICU Medical Inc
97.62
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
5 Jan 2024
Entry
JG
NASDAQ · Aurora Mobile Ltd
4.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.20
5 Jan 2024
Entry
LBTYK
NASDAQ · Liberty Global PLC Class C
9.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
5 Jan 2024
Entry
LNSR
NASDAQ · LENSAR Inc
3.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.78
5 Jan 2024
Entry
MAMA
NASDAQ · Mama's Creations Inc.
4.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
5 Jan 2024
Entry
MDAI
NASDAQ · Spectral AI Inc.
3.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
5 Jan 2024
Entry
MG
NYSE · Mistras Group Inc
7.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.12
5 Jan 2024
Entry
MTC
NASDAQ · MMTEC Inc
18.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.72
5 Jan 2024
Entry
NAMS
NASDAQ · NewAmsterdam Pharma Company N.V. Ordinary Shares
12.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.84
5 Jan 2024
Entry
NESR
NASDAQ · National Energy Services Reunited Corp Ordinary Shares
8.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
5 Jan 2024
Entry
NMR
NYSE · Nomura Holdings Inc ADR
4.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.09
5 Jan 2024
Entry
NTRB
NASDAQ · Nutriband Inc
2.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.73
5 Jan 2024
Entry
NVS
NYSE · Novartis AG ADR
95.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
5 Jan 2024
Entry
NWG
NYSE · Natwest Group PLC
4.89
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.61
5 Jan 2024
Entry
OKE
NYSE · ONEOK Inc
63.07
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.10
5 Jan 2024
Entry
OMAB
NASDAQ · Grupo Aeroportuario del Centro Norte SAB de CV
70.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
5 Jan 2024
Exit
PFLT
NYSE · PennantPark Floating Rate Capital Ltd
9.23
Reversal Risk Warning
13.44%
Entry 24 Nov 2023
8.14
5 Jan 2024
Exit
PSHG
NASDAQ · Performance Shipping Inc
2.35
Reversal Risk Warning
88.00%
Entry 11 Aug 2023
1.25
5 Jan 2024
Entry
PYXS
NASDAQ · Pyxis Oncology Inc
2.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.81