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
487.74
Total Return
387.74%
CAGR
57.51%
Annualized from first index week
Edge vs Market
+35.40%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.70
Sortino 5.25
Current Holdings
1105
Transactions
10675
Avg 3060.4/yr ·
255.0/mo ·
58.9/wk
Exit Mix
4785
Stop 41.3% ·
Warning 58.5%
· 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
ABT
NYSE · Abbott Laboratories
95.40
MD 0.06 · Market Dynamics Buy Signal
ACET
NASDAQ · Adicet Bio Inc
9.00
MD 0.90 · Market Dynamics Buy Signal
AKBA
NASDAQ · Akebia Ther
1.24
MD 0.04 · Market Dynamics Buy Signal
ALDX
NASDAQ · Aldeyra The
2.27
MD 0.20 · Market Dynamics Buy Signal
ALIT
NYSE · Alight Inc
14.26
MD 0.88 · Market Dynamics Buy Signal
ANGI
NASDAQ · ANGI Homeservices Inc
6.06
MD 0.09 · Market Dynamics Buy Signal
AVXL
NASDAQ · Anavex Life Sciences Corp
2.76
MD 0.10 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
10.93
MD 0.02 · Market Dynamics Buy Signal
BILL
NYSE · Bill Com Holdings Inc
40.48
MD 0.02 · Market Dynamics Buy Signal
BTMD
NASDAQ · biote Corp
2.17
MD 0.93 · Market Dynamics Buy Signal
BYRN
NASDAQ · Byrna Technologies Inc
6.97
MD 0.51 · Market Dynamics Buy Signal
CIGI
NASDAQ · Colliers International Group Inc Bats
98.51
MD 0.06 · Market Dynamics Buy Signal
CLRO
NASDAQ · ClearOne Inc
6.48
MD 0.63 · Market Dynamics Buy Signal
CRAC
NASDAQ · Crown Reserve Acquisition Corp. I Class A Ordinary Shares
10.12
MD 1.89 · Market Dynamics Buy Signal
DEFT
NASDAQ · DeFi Technologies Inc.
0.53
MD 0.47 · Market Dynamics Buy Signal
DNMX
NASDAQ · Dynamix Corporation III Class A Ordinary Shares
10.01
MD 1.48 · Market Dynamics Buy Signal
DYAI
NASDAQ · Dyadic International Inc
0.94
MD 0.21 · Market Dynamics Buy Signal
ELBM
NASDAQ · Electra Battery Materials Corp
0.56
MD 0.28 · Market Dynamics Buy Signal
ESBA
NYSE · Empire State Realty OP LP ES
5.64
MD 0.68 · Market Dynamics Buy Signal
EVO
NASDAQ · Evotec SE ADR
2.90
MD 0.20 · Market Dynamics Buy Signal
EVTC
NYSE · Evertec Inc
29.63
MD 0.27 · Market Dynamics Buy Signal
FISK
NYSE · Empire State Realty OP LP 250
5.61
MD 0.63 · Market Dynamics Buy Signal
FOUR
NYSE · Shift4 Payments Inc
51.35
MD 0.87 · Market Dynamics Buy Signal
GHI
NYSE · Greystone Housing Impact Investors LP
5.96
MD 0.27 · Market Dynamics Buy Signal
GIS
NYSE · General Mills Inc
37.57
MD 0.41 · Market Dynamics Buy Signal
HELP
NASDAQ · Cybin Inc. Common Stock
6.24
MD 0.51 · Market Dynamics Buy Signal
INCR
NASDAQ · InterCure Ltd.
1.09
MD 1.06 · Market Dynamics Buy Signal
KNSL
NYSE · Kinsale Capital Group Inc
354.85
MD 0.09 · Market Dynamics Buy Signal
LAB
NASDAQ · Standard Biotools Inc
0.91
MD 0.26 · Market Dynamics Buy Signal
LZ
NASDAQ · LegalZoom.com Inc
6.92
MD 0.38 · Market Dynamics Buy Signal
MRSH
NYSE · Marsh & McLennan Companies, Inc.
178.54
MD 0.32 · Market Dynamics Buy Signal
MSTR
NASDAQ · MicroStrategy Incorporated
100.77
MD 0.01 · Market Dynamics Buy Signal
NKE
NYSE · Nike Inc
44.09
MD 0.29 · Market Dynamics Buy Signal
OI
NYSE · O-I Glass Inc
9.79
MD 0.11 · Market Dynamics Buy Signal
OWLT
NYSE · Owlet Inc
5.76
MD 0.26 · Market Dynamics Buy Signal
OXBR
NASDAQ · Oxbridge Re Holdings Ltd
1.28
MD 1.07 · Market Dynamics Buy Signal
PGY
NASDAQ · Pagaya Technologies Ltd.
17.79
MD 1.04 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.17
MD 0.08 · Market Dynamics Buy Signal
SLNG
NASDAQ · Stabilis Solutions Inc
4.19
MD 0.43 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
1.04
MD 0.50 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.06
MD 1.64 · Market Dynamics Buy Signal
UTZ
NYSE · Utz Brands Inc
8.27
MD 0.58 · Market Dynamics Buy Signal
WAY
NASDAQ · Waystar Holding Corp. Common Stock
23.46
MD 0.10 · Market Dynamics Buy Signal
WING
NASDAQ · Wingstop Inc
177.99
MD 0.22 · Market Dynamics Buy Signal
YSG
NYSE · Yatsen Holding
3.47
MD 1.35 · Market Dynamics Buy Signal
ZBH
NYSE · Zimmer Biomet Holdings Inc
87.47
MD 0.13 · Market Dynamics Buy Signal
ZS
NASDAQ · Zscaler Inc
147.33
MD 0.40 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ABCL
NASDAQ · Abcellera Biologics Inc
8.11
Reversal Risk Warning · 137.83%
ABX
NYSE · Abacus Global Management, Inc.
11.86
Reversal Risk Warning · 89.60%
AIRT
NASDAQ · Air T Inc
28.87
Reversal Risk Warning · 60.30%
ALAR
NASDAQ · Alarum Technologies Ltd.
6.35
20% entry drawdown · -34.06%
ALGT
NASDAQ · Allegiant Travel Company
118.67
Reversal Risk Warning · 113.01%
ASTL
NASDAQ · Algoma Steel Group Inc
3.77
20% entry drawdown · -20.46%
BGDE
NASDAQ · Big Digital Energy, Inc.
7.45
20% entry drawdown · -30.18%
ENVX
NASDAQ · Enovix Corp
5.36
20% entry drawdown · -20.83%
FA
NASDAQ · First Advantage Corp
20.53
Reversal Risk Warning · 58.29%
GCBC
NASDAQ · Greene County Bancorp Inc
34.66
Reversal Risk Warning · 41.97%
ILMN
NASDAQ · Illumina Inc
188.68
Reversal Risk Warning · 117.05%
LFVN
NASDAQ · Lifevantage Corporation
6.22
20% entry drawdown · -20.55%
MB
NASDAQ · MasterBeef Group Ordinary Shares
4.51
20% entry drawdown · -26.31%
MOVE
NASDAQ · Movano Inc
17.37
20% entry drawdown · -24.12%
NEUP
NASDAQ · Neuphoria Therapeutics Inc
3.38
20% entry drawdown · -32.94%
OPTU
NYSE · Optimum Communications, Inc.
1.16
20% entry drawdown · -30.12%
RDZN
NASDAQ · Roadzen Inc.
1.34
20% entry drawdown · -25.56%
SMCI
NASDAQ · Super Micro Computer Inc
27.22
20% entry drawdown · -23.04%
TTRX
NASDAQ · Turn Therapeutics Inc. Common Stock
7.12
Reversal Risk Warning · 38.79%
USIO
NASDAQ · Usio Inc
2.48
Reversal Risk Warning · 63.16%
VGAS
NASDAQ · Verde Clean Fuels Inc.
1.00
20% entry drawdown · -34.21%
WXM
NASDAQ · WF International Limited Ordinary Shares
4.29
20% entry drawdown · -23.38%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
BORR
NYSE · Borr Drilling Ltd
5 Sep 20253.04
4.49
47.70%
Buy
1.85
-
-
BOW
NYSE · Bowhead Specialty Holdings Inc.
1 May 202624.32
31.48
29.44%
Buy
0.29
-
-
BOX
NYSE · Box Inc
8 May 202625.72
27.89
8.44%
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
1.75
-4.90%
Buy
0.02
-
-
BRCC
NYSE · BRC Inc.
24 Apr 20261.16
1.21
4.31%
Buy
0.62
-
-
BRKR
NASDAQ · Bruker Corporation
7 Nov 202539.83
61.64
54.76%
Buy
0.75
-
-
BRO
NYSE · Brown & Brown Inc
26 Jun 202664.22
70.00
9.00%
Buy
0.24
-
-
BRSL
NYSE · Brightstar Lottery PLC
18 Apr 202512.34
11.26
-8.72%
Buy
0.03
-
-
BSY
NASDAQ · Bentley Systems Inc
8 May 202632.69
32.26
-1.32%
Buy
0.01
-
-
BTBT
NASDAQ · Bit Digital Inc
22 May 20261.99
1.65
-17.09%
Buy
0.88
-
-
BTMD
NASDAQ · biote Corp
3 Jul 20262.17
2.17
New
Entry week
Buy
0.93
-
-
BWIN
NASDAQ · The Baldwin Insurance Group, Inc.
3 Apr 202622.35
28.41
27.11%
Buy
0.40
-
-
BYRN
NASDAQ · Byrna Technologies Inc
3 Jul 20266.97
6.97
New
Entry week
Buy
0.51
-
-
BZ
NASDAQ · Kanzhun Ltd ADR
5 Jun 202614.03
13.00
-7.34%
Buy
0.15
-
-
BZFD
NASDAQ · BuzzFeed Inc
15 May 20261.49
1.50
0.67%
Buy
1.36
-
-
BZH
NYSE · Beazer Homes USA Inc
23 May 202520.73
28.07
35.41%
Buy
0.20
-
-
BZUN
NASDAQ · Baozun Inc
1 Mar 20242.36
2.78
17.80%
Buy
0.08
-
-
CAL
NYSE · Caleres Inc
24 Apr 202613.48
11.71
-13.10%
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
3.35
11.30%
Buy
0.32
-
-
CAVA
NYSE · CAVA Group, Inc.
26 Dec 202560.15
76.88
27.81%
Buy
0.07
-
-
CBC
NASDAQ · Central Bancompany, Inc. Class A Common Stock
12 Jun 202628.79
31.46
9.27%
Buy
1.86
-
-
CBLL
NASDAQ · CeriBell, Inc
7 Nov 202511.98
19.55
63.19%
Buy
0.35
-
-
CBRL
NASDAQ · Cracker Barrel Old Country Store
22 May 202632.39
53.50
65.17%
Buy
0.75
-
-
CBT
NYSE · Cabot Corporation
9 Jan 202672.01
86.35
19.91%
Buy
0.01
-
-
CBZ
NYSE · CBIZ Inc
29 May 202633.20
35.12
5.78%
Buy
0.50
-
-
CC
NYSE · Chemours Co
27 Jun 202511.47
19.01
65.79%
Buy
0.27
-
-
CCRN
NASDAQ · Cross Country Healthcare Inc
8 May 202613.18
13.20
0.15%
Buy
1.13
-
-
CCXI
NASDAQ · Churchill Capital Corp XI
26 Jun 202613.86
19.10
37.81%
Buy
0.47
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
19 Jun 2026
Exit
BDMD
NASDAQ · Baird Medical Investment Holdings Limited
1.11
20% entry drawdown
-28.39%
Entry 20 Feb 2026
1.55
19 Jun 2026
Exit
BE
NYSE · Bloom Energy Corp
328.91
Reversal Risk Warning
626.39%
Entry 15 Aug 2025
45.28
19 Jun 2026
Entry
BEEM
NASDAQ · Beam Global
1.37
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
19 Jun 2026
Exit
BFLY
NYSE · Butterfly Network Inc
8.90
Reversal Risk Warning
281.97%
Entry 3 Oct 2025
2.33
19 Jun 2026
Entry
BGDE
NASDAQ · Big Digital Energy, Inc.
10.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.11
19 Jun 2026
Entry
BIRD
NASDAQ · Allbirds Inc
4.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
19 Jun 2026
Exit
BTSG
NASDAQ · BrightSpring Health Services, Inc. Common Stock
66.25
Reversal Risk Warning
171.18%
Entry 16 May 2025
24.43
19 Jun 2026
Exit
BWEN
NASDAQ · Broadwind Energy Inc
5.03
Reversal Risk Warning
167.55%
Entry 16 May 2025
1.88
19 Jun 2026
Exit
CAKE
NASDAQ · The Cheesecake Factory
77.19
Reversal Risk Warning
148.79%
Entry 1 Dec 2023
31.03
19 Jun 2026
Exit
CAT
NYSE · Caterpillar Inc
985.82
Reversal Risk Warning
179.10%
Entry 13 Jun 2025
353.21
19 Jun 2026
Exit
CBK
NASDAQ · Commercial Bancgroup, Inc. Common Stock
31.36
Reversal Risk Warning
9.66%
Entry 22 May 2026
28.60
19 Jun 2026
Exit
CCBG
NASDAQ · Capital City Bank Group
47.48
Reversal Risk Warning
65.12%
Entry 22 Dec 2023
28.75
19 Jun 2026
Entry
CERT
NASDAQ · Certara Inc
5.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
19 Jun 2026
Exit
CEVA
NASDAQ · CEVA Inc
49.72
Reversal Risk Warning
72.22%
Entry 24 Apr 2026
28.87
19 Jun 2026
Exit
CIFR
NASDAQ · Cipher Mining Inc
29.18
Reversal Risk Warning
357.37%
Entry 22 Aug 2025
6.38
19 Jun 2026
Entry
CLAR
NASDAQ · Clarus Corp
3.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.66
19 Jun 2026
Exit
CMTL
NASDAQ · Comtech Telecommunications Corp
2.40
20% entry drawdown
-49.15%
Entry 5 Jun 2026
4.72
19 Jun 2026
Exit
CNMD
NYSE · CONMED Corporation
32.58
20% entry drawdown
-21.53%
Entry 6 Feb 2026
41.52
19 Jun 2026
Exit
CODX
NASDAQ · Co-Diagnostics, Inc. Common Stock
3.37
20% entry drawdown
-33.53%
Entry 22 May 2026
5.07
19 Jun 2026
Exit
COHU
NASDAQ · Cohu Inc
69.40
Reversal Risk Warning
208.17%
Entry 19 Sep 2025
22.52
19 Jun 2026
Exit
CPAC
NYSE · Cementos Pacasmayo SAA ADR
12.70
Reversal Risk Warning
160.81%
Entry 1 Mar 2024
4.87
19 Jun 2026
Entry
CPB
NASDAQ · Campbell’s Co
20.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.48
19 Jun 2026
Exit
CRDO
NASDAQ · Credo Technology Group Holding Ltd
271.83
Reversal Risk Warning
628.57%
Entry 18 Oct 2024
37.31
19 Jun 2026
Exit
CRM
NYSE · Salesforce.com Inc
151.78
20% entry drawdown
-20.37%
Entry 29 May 2026
190.60
19 Jun 2026
Exit
CTRN
NASDAQ · Citi Trends Inc
60.66
Reversal Risk Warning
129.08%
Entry 30 May 2025
26.48
19 Jun 2026
Entry
CXT
NYSE · Crane NXT Co
46.93
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.26
19 Jun 2026
Exit
DGICB
NASDAQ · Donegal Group B Inc
22.86
Reversal Risk Warning
106.91%
Entry 9 Aug 2024
11.05
19 Jun 2026
Exit
DHX
NYSE · DHI Group Inc
3.80
Reversal Risk Warning
90.95%
Entry 6 Feb 2026
1.99
19 Jun 2026
Exit
DIOD
NASDAQ · Diodes Incorporated
119.46
Reversal Risk Warning
169.05%
Entry 30 May 2025
44.40
19 Jun 2026
Exit
DMRC
NASDAQ · Digimarc Corporation
9.58
20% entry drawdown
-29.97%
Entry 22 May 2026
13.68