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
483.76
Total Return
383.76%
CAGR
56.75%
Annualized from first index week
Edge vs Market
+34.30%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.67
Sortino 5.20
Current Holdings
1117
Transactions
10719
Avg 3056.2/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4801
Stop 41.3% ·
Warning 58.4%
· 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
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.03 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.48
MD 0.27 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.03 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ARAI
NASDAQ · Arrive AI Inc.
0.42
MD 0.40 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.19
MD 0.14 · Market Dynamics Buy Signal
GIB
NYSE · CGI Inc
67.06
MD 0.07 · Market Dynamics Buy Signal
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.46
MD 0.15 · Market Dynamics Buy Signal
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10.12
MD 1.35 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.44 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 1.51 · Market Dynamics Buy Signal
MKC-V
NYSE · McCormick & Company Incorporated
50.81
MD 0.15 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.15
MD 2.50 · Market Dynamics Buy Signal
MNDO
NASDAQ · MIND CTI Ltd
1.06
MD 0.16 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.96
MD 0.21 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.18 · Market Dynamics Buy Signal
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.55
MD 0.24 · Market Dynamics Buy Signal
SKIN
NASDAQ · Beauty Health Co
0.91
MD 0.21 · Market Dynamics Buy Signal
SKYX
NASDAQ · SKYX Platforms Corp
1.27
MD 0.09 · Market Dynamics Buy Signal
STIM
NASDAQ · Neuronetics Inc
1.76
MD 0.50 · Market Dynamics Buy Signal
TTEK
NASDAQ · Tetra Tech Inc
30.99
MD 0.06 · Market Dynamics Buy Signal
USPH
NYSE · U.S. Physical Therapy, Inc.
72.54
MD 0.07 · Market Dynamics Buy Signal
VRDN
NASDAQ · Viridian Therapeutics Inc
19.74
MD 0.12 · Market Dynamics Buy Signal
WRAP
NASDAQ · Wrap Technologies Inc
2.46
MD 0.26 · Market Dynamics Buy Signal
WVVI
NASDAQ · Willamette Valley Vineyards Inc
2.93
MD 1.08 · Market Dynamics Buy Signal
XTLB
NASDAQ · XTL Biopharmaceuticals Ltd ADR
2.91
MD 0.77 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.53
20% entry drawdown · -23.12%
BIRD
NASDAQ · Allbirds Inc
3.13
20% entry drawdown · -33.15%
BLLN
NASDAQ · BillionToOne, Inc. Class A Common Stock
126.77
Reversal Risk Warning · 28.06%
BYRN
NASDAQ · Byrna Technologies Inc
3.87
20% entry drawdown · -44.55%
CE
NYSE · Celanese Corporation
46.92
20% entry drawdown · -20.19%
CHGG
NYSE · Chegg Inc
0.85
20% entry drawdown · -23.79%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
GKOS
NYSE · Glaukos Corp
152.72
Reversal Risk Warning · 82.11%
JEM
NASDAQ · 707 Cayman Holdings Limited Ordinary Shares
0.54
20% entry drawdown · -64.86%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 75.74%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
NEWT
NASDAQ · NewtekOne, Inc.
14.78
Reversal Risk Warning · 52.99%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
TLPH
NASDAQ · Talphera Inc.
1.46
Reversal Risk Warning · 196.33%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
BMI
NYSE · Badger Meter Inc
26 Jun 2026140.88
144.18
2.34%
Buy
0.35
-
-
BNAI
NASDAQ · Brand Engagement Network Inc
23 Jan 202616.48
14.11
-14.38%
Buy
0.41
-
-
BOC
NYSE · Boston Omaha Corp
22 May 202612.53
14.09
12.45%
Buy
0.04
-
-
BOLD
NASDAQ · Boundless Bio, Inc. Common Stock
26 Jun 20262.56
2.41
-5.86%
Buy
0.95
-
-
BON
NASDAQ · Bon Natural Life Ltd
5 Jun 20261.25
1.22
-2.40%
Buy
0.02
-
-
BORR
NYSE · Borr Drilling Ltd
5 Sep 20253.04
4.33
42.43%
Buy
1.85
-
-
BOW
NYSE · Bowhead Specialty Holdings Inc.
1 May 202624.32
31.39
29.07%
Buy
0.29
-
-
BOX
NYSE · Box Inc
8 May 202625.72
28.64
11.35%
Buy
0.36
-
-
BPAC
NASDAQ · Bullpen Parlay Acquisition Co
12 Jun 202610.12
10.13
0.10%
Buy
0.59
-
-
BRAG
NASDAQ · Bragg Gaming Group Inc
27 Mar 20261.84
2.01
9.23%
Buy
0.02
-
-
BRCC
NYSE · BRC Inc.
24 Apr 20261.16
1.18
1.72%
Buy
0.62
-
-
BRKR
NASDAQ · Bruker Corporation
7 Nov 202539.83
60.06
50.79%
Buy
0.75
-
-
BRO
NYSE · Brown & Brown Inc
26 Jun 202664.22
67.66
5.36%
Buy
0.24
-
-
BRSL
NYSE · Brightstar Lottery PLC
18 Apr 202512.34
10.92
-11.48%
Buy
0.03
-
-
BSY
NASDAQ · Bentley Systems Inc
8 May 202632.69
31.67
-3.13%
Buy
0.01
-
-
BTBT
NASDAQ · Bit Digital Inc
22 May 20261.99
1.69
-15.08%
Buy
0.88
-
-
BTMD
NASDAQ · biote Corp
3 Jul 20262.17
2.33
7.37%
Buy
0.93
-
-
BUR
NYSE · Burford Capital Ltd
10 Jul 20264.19
4.19
New
Entry week
Buy
0.14
-
-
BWIN
NASDAQ · The Baldwin Insurance Group, Inc.
3 Apr 202622.35
26.50
18.57%
Buy
0.40
-
-
BZ
NASDAQ · Kanzhun Ltd ADR
5 Jun 202614.03
13.76
-1.92%
Buy
0.15
-
-
BZFD
NASDAQ · BuzzFeed Inc
15 May 20261.49
1.43
-4.03%
Buy
1.36
-
-
BZH
NYSE · Beazer Homes USA Inc
23 May 202520.73
31.89
53.84%
Buy
0.20
-
-
BZUN
NASDAQ · Baozun Inc
1 Mar 20242.36
2.84
20.34%
Buy
0.08
-
-
CAL
NYSE · Caleres Inc
24 Apr 202613.48
11.81
-12.36%
Buy
0.10
-
-
CAPN
NASDAQ · Cayson Acquisition Corp Ordinary shares
17 Oct 202510.46
11.06
5.74%
Buy
0.74
-
-
CATO
NYSE · Cato Corporation
13 Jun 20253.01
3.47
15.28%
Buy
0.32
-
-
CAVA
NYSE · CAVA Group, Inc.
26 Dec 202560.15
72.18
20.00%
Buy
0.07
-
-
CBC
NASDAQ · Central Bancompany, Inc. Class A Common Stock
12 Jun 202628.79
31.11
8.06%
Buy
1.89
-
-
CBLL
NASDAQ · CeriBell, Inc
7 Nov 202511.98
19.56
63.27%
Buy
0.35
-
-
CBRL
NASDAQ · Cracker Barrel Old Country Store
22 May 202632.39
50.42
55.67%
Buy
0.75
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
9 Jan 2026
Entry
HMR
NASDAQ · Heidmar Maritime Holdings Corp. Common Stock
0.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
9 Jan 2026
Entry
IBIO
NASDAQ · iBio, Inc. Common Stock
2.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.70
9 Jan 2026
Entry
IMNN
NASDAQ · Imunon Inc
3.69
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
9 Jan 2026
Exit
IRMD
NASDAQ · Iradimed Co
98.53
Reversal Risk Warning
105.12%
Entry 27 Sep 2024
48.03
9 Jan 2026
Entry
ITGR
NYSE · Integer Holdings Corp
84.31
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
9 Jan 2026
Exit
IVZ
NYSE · Invesco Plc
28.12
Reversal Risk Warning
109.69%
Entry 8 Dec 2023
13.41
9 Jan 2026
Exit
JCSE
NASDAQ · JE Cleantech Holdings Ltd
1.87
Reversal Risk Warning
178.20%
Entry 5 Jul 2024
0.67
9 Jan 2026
Exit
JMIA
NYSE · Jumia Technologies AG
14.26
Reversal Risk Warning
221.90%
Entry 4 Jul 2025
4.43
9 Jan 2026
Exit
JOYY
NASDAQ · JOYY Inc
64.89
Reversal Risk Warning
109.98%
Entry 14 Jul 2023
30.90
9 Jan 2026
Exit
JXN
NYSE · Jackson Financial Inc
115.39
Reversal Risk Warning
191.05%
Entry 10 Nov 2023
39.65
9 Jan 2026
Entry
KMX
NYSE · CarMax Inc
45.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
9 Jan 2026
Entry
KRO
NYSE · Kronos Worldwide Inc
5.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
9 Jan 2026
Entry
KRUS
NASDAQ · Kura Sushi USA Inc
69.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
9 Jan 2026
Exit
LAUR
NASDAQ · Laureate Education Inc
35.47
Reversal Risk Warning
151.56%
Entry 22 Mar 2024
14.10
9 Jan 2026
Entry
MASK
NASDAQ · 3 E Network Technology Group Ltd Class A Ordinary Shares
9.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
9 Jan 2026
Entry
MERC
NASDAQ · Mercer International Inc
2.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.48
9 Jan 2026
Exit
MITT
NYSE · AG Mortgage Investment Trust Inc
8.51
Reversal Risk Warning
79.59%
Entry 15 Dec 2023
4.74
9 Jan 2026
Exit
MLM
NYSE · Martin Marietta Materials Inc
664.87
Reversal Risk Warning
47.83%
Entry 14 Jul 2023
449.76
9 Jan 2026
Exit
NLY
NYSE · Annaly Capital Management, Inc.
22.55
Reversal Risk Warning
57.76%
Entry 15 Dec 2023
14.30
9 Jan 2026
Exit
NMR
NYSE · Nomura Holdings Inc ADR
8.92
Reversal Risk Warning
114.88%
Entry 5 Jan 2024
4.15
9 Jan 2026
Exit
ONDS
NASDAQ · Ondas Holdings Inc.
13.69
Reversal Risk Warning
513.90%
Entry 18 Jul 2025
2.23
9 Jan 2026
Exit
ONIT
NYSE · Onity Group Inc.
49.98
Reversal Risk Warning
101.05%
Entry 19 Jul 2024
24.86
9 Jan 2026
Exit
PACS
NYSE · PACS Group, Inc.
41.27
Reversal Risk Warning
50.07%
Entry 21 Nov 2025
27.50
9 Jan 2026
Exit
PMVP
NASDAQ · Pmv Pharmaceuticals Inc
1.18
20% entry drawdown
-20.27%
Entry 8 Aug 2025
1.48
9 Jan 2026
Exit
PZZA
NASDAQ · Papa John's International Inc
36.30
20% entry drawdown
-23.67%
Entry 6 Jun 2025
47.56
9 Jan 2026
Exit
RERE
NYSE · ATRenew Inc DRC
5.76
Reversal Risk Warning
252.69%
Entry 22 Mar 2024
1.63
9 Jan 2026
Exit
RKT
NYSE · Rocket Companies Inc
23.29
Reversal Risk Warning
133.96%
Entry 8 Dec 2023
9.95
9 Jan 2026
Exit
SHC
NASDAQ · Sotera Health Co
19.20
Reversal Risk Warning
50.00%
Entry 16 May 2025
12.80
9 Jan 2026
Entry
SJ
NASDAQ · Scienjoy Holding Corp
0.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.81
9 Jan 2026
Entry
SKYQ
NASDAQ · Sky Quarry Inc
4.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20