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
470.81
Total Return
370.81%
CAGR
54.44%
Annualized from first index week
Edge vs Market
+32.75%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.59
Sortino 5.03
Current Holdings
1067
Transactions
10881
Avg 3052.4/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4907
Stop 42.0% ·
Warning 57.4%
· 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
BR
NYSE · Broadridge Financial Solutions Inc
153.95
MD 0.49 · Market Dynamics Buy Signal
BZFD
NASDAQ · BuzzFeed Inc
1.19
MD 0.22 · Market Dynamics Buy Signal
CMCO
NASDAQ · Columbus McKinnon Corporation
19.17
MD 0.48 · Market Dynamics Buy Signal
CNET
NASDAQ · ZW Data Action Technologies Inc
1.60
MD 1.12 · Market Dynamics Buy Signal
CRM
NYSE · Salesforce.com Inc
184.02
MD 0.35 · Market Dynamics Buy Signal
DPZ
NASDAQ · Domino's Pizza Inc Common Stock
347.44
MD 0.32 · Market Dynamics Buy Signal
DXC
NYSE · DXC Technology Co
11.24
MD 0.02 · Market Dynamics Buy Signal
EFOR
NYSE · Everforth, Inc.
28.44
MD 0.09 · Market Dynamics Buy Signal
GEHC
NASDAQ · GE HealthCare Technologies Inc.
68.02
MD 0.24 · Market Dynamics Buy Signal
GOGO
NASDAQ · Gogo Inc
4.18
MD 0.11 · Market Dynamics Buy Signal
HLNE
NASDAQ · Hamilton Lane Inc
88.91
MD 0.13 · Market Dynamics Buy Signal
HUBS
NYSE · HubSpot Inc
237.36
MD 1.24 · Market Dynamics Buy Signal
HURN
NASDAQ · Huron Consulting Group Inc
151.77
MD 0.52 · Market Dynamics Buy Signal
INFY
NYSE · Infosys Ltd ADR
12.03
MD 0.30 · Market Dynamics Buy Signal
INTA
NASDAQ · Intapp Inc
32.69
MD 1.29 · Market Dynamics Buy Signal
LVWR
NYSE · LiveWire Group Inc.
1.81
MD 0.42 · Market Dynamics Buy Signal
NICE
NASDAQ · Nice Ltd ADR
98.79
MD 0.36 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.48
MD 0.20 · Market Dynamics Buy Signal
PTC
NASDAQ · PTC Inc
137.20
MD 0.02 · Market Dynamics Buy Signal
SGRP
NASDAQ · SPAR Group Inc
0.60
MD 0.30 · Market Dynamics Buy Signal
SPOK
NASDAQ · Spok Holdings Inc
10.90
MD 0.50 · Market Dynamics Buy Signal
TAP
NYSE · Molson Coors Brewing Co Class B
41.56
MD 0.07 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.45
MD 0.50 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
98.13
MD 1.47 · Market Dynamics Buy Signal
WK
NYSE · Workiva Inc
59.80
MD 0.70 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACDC
NASDAQ · ProFrac Holding Corp.
4.04
20% entry drawdown · -20.00%
ADXN
NASDAQ · Addex Therapeutics Ltd
5.20
20% entry drawdown · -23.64%
AVD
NYSE · American Vanguard Corporation
2.39
20% entry drawdown · -24.37%
BLDR
NYSE · Builders FirstSource Inc
66.44
20% entry drawdown · -25.47%
CJMB
NASDAQ · Callan JMB Inc. Common Stock
1.35
20% entry drawdown · -47.06%
CLRO
NASDAQ · ClearOne Inc
4.08
20% entry drawdown · -37.04%
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
2.92
20% entry drawdown · -26.45%
DBX
NASDAQ · Dropbox Inc
32.56
Reversal Risk Warning · 12.66%
DFH
NYSE · Dream Finders Homes Inc
12.79
20% entry drawdown · -25.64%
EVH
NYSE · Evolent Health Inc
3.09
20% entry drawdown · -35.63%
JMSB
NASDAQ · John Marshall Bancorp Inc
23.20
Reversal Risk Warning · 36.35%
KFFB
NASDAQ · Kentucky First Federal Bancorp
5.48
Reversal Risk Warning · 113.87%
KPTI
NASDAQ · Karyopharm Therapeutics Inc
1.92
20% entry drawdown · -67.57%
KRRO
NASDAQ · Korro Bio, Inc.
10.37
20% entry drawdown · -20.17%
LKQ
NASDAQ · LKQ Corporation
22.45
20% entry drawdown · -23.71%
MRDN
NASDAQ · Meridian Holdings Inc
11.27
20% entry drawdown · -21.33%
MYGN
NASDAQ · Myriad Genetics Inc
2.86
20% entry drawdown · -51.36%
NAUT
NASDAQ · Nautilus Biotechnology Inc
0.98
20% entry drawdown · -26.54%
NXL
NASDAQ · Nexalin Technology Inc.
0.34
20% entry drawdown · -29.80%
OI
NYSE · O-I Glass Inc
7.15
20% entry drawdown · -26.97%
PDCC
NYSE · Pearl Diver Credit Company Inc.
8.60
20% entry drawdown · -22.67%
PSN
NYSE · Parsons Corp
44.21
20% entry drawdown · -21.46%
RADX
NASDAQ · Radiopharm Theranostics Limited American Depositary Shares
3.15
20% entry drawdown · -28.89%
SILO
NASDAQ · Silo Pharma Inc
4.19
20% entry drawdown · -23.78%
SKIN
NASDAQ · Beauty Health Co
0.69
20% entry drawdown · -24.64%
TULP
NASDAQ · Bloomia Holdings, Inc.
3.27
20% entry drawdown · -20.82%
TZOO
NASDAQ · Travelzoo
7.23
20% entry drawdown · -25.46%
WHD
NYSE · Cactus Inc
65.01
Reversal Risk Warning · 52.94%
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
1.00
20% entry drawdown · -52.04%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
BCBP
NASDAQ · BCB Bancorp Inc
11 Jul 20258.37
9.99
19.37%
Buy
0.41
-
-
BCC
NYSE · Boise Cascad Llc
19 Dec 202574.33
76.38
2.76%
Buy
0.21
-
-
BCE
NYSE · BCE Inc
7 Mar 202522.54
21.68
-3.80%
Buy
0.07
-
-
BDN
NYSE · Brandywine Realty Trust
24 Apr 20263.06
3.04
-0.65%
Buy
0.14
-
-
BDSX
NASDAQ · Biodesix Inc
23 Jan 202611.74
21.20
80.58%
Buy
0.43
-
-
BDTX
NASDAQ · Black Diamond Therapeutics Inc
16 May 20251.95
1.69
-13.33%
Buy
0.19
-
-
BDX
NYSE · Becton Dickinson and Company
25 Jul 2025142.21
165.62
16.46%
Buy
0.10
-
-
BF-A
NYSE · Brown-Forman Corporation
17 Apr 202629.48
29.22
-0.87%
Buy
0.43
-
-
BF-B
NYSE · Brown-Forman Corporation
17 Apr 202628.90
28.73
-0.58%
Buy
0.36
-
-
BFAM
NYSE · Bright Horizons Family Solutions Inc
10 Jul 202673.31
74.54
1.68%
Buy
0.11
-
-
BGS
NYSE · B&G Foods Inc
17 Oct 20254.28
3.53
-17.60%
Buy
0.55
-
-
BGSF
NYSE · BG Staffing Inc
23 May 20253.13
5.55
77.56%
Buy
0.12
-
-
BHFAP
NASDAQ · Brighthouse Financial, Inc.
7 Nov 202515.72
13.95
-11.26%
Buy
0.31
-
-
BIIB
NASDAQ · Biogen Inc
28 Feb 2025140.50
202.95
44.45%
Buy
0.13
-
-
BILL
NYSE · Bill Com Holdings Inc
3 Jul 202640.48
45.13
11.49%
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
10.02
0.10%
Buy
1.17
-
-
BL
NASDAQ · Blackline Inc
17 Jul 202630.29
31.40
3.66%
Buy
0.18
-
-
BLCO
NYSE · Bausch + Lomb Corp
4 Jul 202513.88
16.91
21.83%
Buy
0.31
-
-
BLIN
NASDAQ · Bridgeline Digital Inc
6 Mar 20260.93
1.16
24.16%
Buy
0.08
-
-
BLKB
NASDAQ · Blackbaud Inc
17 Jul 202632.40
42.80
32.10%
Buy
0.13
-
-
BLMN
NASDAQ · Bloomin Brands Inc
8 May 20268.12
8.66
6.65%
Buy
0.24
-
-
BLND
NYSE · Blend Labs Inc
29 May 20261.79
1.78
-0.56%
Buy
0.44
-
-
BMI
NYSE · Badger Meter Inc
26 Jun 2026140.88
134.35
-4.64%
Buy
0.35
-
-
BOC
NYSE · Boston Omaha Corp
22 May 202612.53
14.18
13.17%
Buy
0.04
-
-
BOLD
NASDAQ · Boundless Bio, Inc. Common Stock
26 Jun 20262.56
2.50
-2.34%
Buy
0.97
-
-
BON
NASDAQ · Bon Natural Life Ltd
5 Jun 20261.25
1.10
-12.00%
Buy
0.02
-
-
BORR
NYSE · Borr Drilling Ltd
5 Sep 20253.04
4.03
32.57%
Buy
1.85
-
-
BOW
NYSE · Bowhead Specialty Holdings Inc.
1 May 202624.32
30.59
25.78%
Buy
0.29
-
-
BOX
NYSE · Box Inc
8 May 202625.72
31.55
22.67%
Buy
0.36
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Dec 2023
Entry
OSPN
NASDAQ · OneSpan Inc
9.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
1 Dec 2023
Entry
OZK
NASDAQ · Bank Ozk
40.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
1 Dec 2023
Entry
PBA
NYSE · Pembina Pipeline Corp
29.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.63
1 Dec 2023
Entry
PDM
NYSE · Piedmont Office Realty Trust Inc
6.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
1 Dec 2023
Entry
PLSE
NASDAQ · Pulse Biosciences Inc
9.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
1 Dec 2023
Entry
QTWO
NYSE · Q2 Holdings
37.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.43
1 Dec 2023
Entry
RBC
NYSE · RBC Bearings Incorporated
264.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
1 Dec 2023
Entry
RBCAA
NASDAQ · Republic Bancorp Inc
44.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.57
1 Dec 2023
Entry
RCL
NYSE · Royal Caribbean Cruises Ltd
107.66
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
1 Dec 2023
Entry
RDVT
NASDAQ · Red Violet Inc
20.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
1 Dec 2023
Entry
RGLD
NASDAQ · Royal Gold Inc
119.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.82
1 Dec 2023
Entry
RIO
NYSE · Rio Tinto ADR
60.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.40
1 Dec 2023
Entry
RMD
NYSE · ResMed Inc
155.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
1 Dec 2023
Entry
RMM
NYSE · RiverNorth Managed Duration Municipal Income Fund Inc
12.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
1 Dec 2023
Exit
RNGR
NYSE · Ranger Energy Services Inc
9.65
20% entry drawdown
-21.44%
Entry 18 Aug 2023
12.28
1 Dec 2023
Entry
RNST
NYSE · Renasant Corporation
26.83
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
1 Dec 2023
Entry
ROL
NYSE · Rollins Inc
39.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
1 Dec 2023
Entry
ROST
NASDAQ · Ross Stores Inc
128.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.78
1 Dec 2023
Entry
RRBI
NASDAQ · Red River Bancshares Inc
51.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.18
1 Dec 2023
Entry
SB
NYSE · Safe Bulkers Inc
3.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.43
1 Dec 2023
Entry
SHIP
NASDAQ · Seanergy Maritime Holdings Corp
6.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.53
1 Dec 2023
Entry
SLM
NASDAQ · SLM Corp
14.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.48
1 Dec 2023
Entry
SNA
NYSE · Snap-On Inc
262.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
1 Dec 2023
Entry
SNN
NYSE · Smith & Nephew SNATS Inc
24.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
1 Dec 2023
Entry
SSNC
NASDAQ · SS&C Technologies Holdings Inc
55.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
1 Dec 2023
Entry
STIM
NASDAQ · Neuronetics Inc
2.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.47
1 Dec 2023
Entry
SYK
NYSE · Stryker Corporation
290.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
1 Dec 2023
Entry
TBCH
NASDAQ · Turtle Beach Corporation
11.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.43
1 Dec 2023
Entry
TCI
NYSE · Transcontinental Realty Investors
33.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
1 Dec 2023
Entry
TEO
NYSE · Telecom Argentina SA ADR
8.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56