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
11 Aug 2023
Entry
FTHY
NYSE · First Trust High Yield Opportunities 2027 Term Fund
10.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.26
11 Aug 2023
Entry
GBDC
NASDAQ · Golub Capital BDC Inc
10.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.58
11 Aug 2023
Entry
GCMG
NASDAQ · GCM Grosvenor Inc
7.27
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.69
11 Aug 2023
Entry
GLRE
NASDAQ · Greenlight Capital Re Ltd
11.26
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
11 Aug 2023
Entry
GPOR
NYSE · Gulfport Energy Operating Corp
113.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.66
11 Aug 2023
Entry
HNI
NYSE · HNI Corp
29.76
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.95
11 Aug 2023
Entry
HUBB
NYSE · Hubbell Inc
295.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.61
11 Aug 2023
Exit
IMMX
NASDAQ · Immix Biopharma Inc
1.82
20% entry drawdown
-20.52%
Entry 14 Jul 2023
2.29
11 Aug 2023
Entry
J
NYSE · Jacobs Solutions Inc.
108.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.55
11 Aug 2023
Entry
KEX
NYSE · Kirby Corporation
82.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.55
11 Aug 2023
Entry
KTB
NYSE · Kontoor Brands Inc
43.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
11 Aug 2023
Entry
LEXX
NASDAQ · Lexaria Bioscience Corp
1.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.00
11 Aug 2023
Entry
LLY
NYSE · Eli Lilly and Company
517.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
11 Aug 2023
Entry
NATR
NASDAQ · Natures Sunshine Products Inc
15.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.94
11 Aug 2023
Entry
NWS
NASDAQ · News Corp B
21.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.00
11 Aug 2023
Entry
NWSA
NASDAQ · News Corp A
20.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.97
11 Aug 2023
Entry
NYAX
NASDAQ · Nayax Ltd
24.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.09
11 Aug 2023
Entry
PAY
NYSE · Paymentus Holdings, Inc.
14.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.76
11 Aug 2023
Entry
PAYO
NASDAQ · Payoneer Global Inc
5.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.47
11 Aug 2023
Entry
PLUS
NASDAQ · ePlus inc
65.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.91
11 Aug 2023
Entry
PSHG
NASDAQ · Performance Shipping Inc
1.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.54
11 Aug 2023
Entry
REAX
NASDAQ · Real Brokerage Inc
1.78
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.74
11 Aug 2023
Exit
RZLT
NASDAQ · Rezolute Inc
1.46
20% entry drawdown
-26.26%
Entry 21 Jul 2023
1.98
11 Aug 2023
Entry
SAFT
NASDAQ · Safety Insurance Group Inc
61.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
11 Aug 2023
Entry
SATS
NASDAQ · EchoStar Corporation
23.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.31
11 Aug 2023
Entry
SXI
NYSE · Standex International Corporation
160.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.72
11 Aug 2023
Entry
TNGX
NASDAQ · Tango Therapeutics Inc
7.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.62
11 Aug 2023
Entry
TS
NYSE · Tenaris SA ADR
30.53
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.97
11 Aug 2023
Entry
UBS
NYSE · UBS Group AG
21.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.83
11 Aug 2023
Entry
UROY
NASDAQ · Uranium Royalty Corp
2.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.04