Weekly performance study
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.
Growth of 100
Weekly, equal-weighted returns compounded from the first qualifying week. The benchmark begins at the same 100-point starting value.
Latest completed week
Current model
Complete record
Method and assumptions
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. All source observations are assigned to one Friday week ending before entries, exits, and returns are calculated. If an active holding has no accepted observation for a week, its last accepted close is carried forward rather than removing its weight.
Active US equities only. ETFs, crypto, commodities, index benchmark records, and listings outside the US market are excluded from this index.
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.
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.
Each position held from the previous completed week contributes equally. The weekly index return is their average close-to-close return, then compounded into the index value.
Research record, not a recommendation. Results are hypothetical, before implementation costs, and do not represent an investable product or a promise of future performance.
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