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
469.57
Total Return
369.57%
CAGR
54.68%
Annualized from first index week
Edge vs Market
+33.24%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.60
Sortino 5.04
Current Holdings
1070
Transactions
10830
Avg 3054.5/yr ·
254.5/mo ·
58.7/wk
Exit Mix
4880
Stop 41.8% ·
Warning 57.6%
· Other 0.5%
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
ALC
NYSE · Alcon AG
67.91
MD 0.00 · Market Dynamics Buy Signal
BIXI
NASDAQ · Bitcoin Infrastructure Acquisition Corp Ltd. Class A Ordinary Shares
10.01
MD 1.18 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.14
MD 0.19 · Market Dynamics Buy Signal
CAG
NYSE · Conagra Brands, Inc.
14.77
MD 0.57 · Market Dynamics Buy Signal
CJMB
NASDAQ · Callan JMB Inc. Common Stock
2.55
MD 0.41 · Market Dynamics Buy Signal
FMST
NASDAQ · Foremost Lithium Resource & Technology Ltd. Common stock
1.65
MD 0.05 · Market Dynamics Buy Signal
GCL
NASDAQ · GCL Global Holdings Ltd Ordinary Shares
0.51
MD 0.67 · Market Dynamics Buy Signal
KNDI
NASDAQ · Kandi Technologies Group Inc
0.65
MD 0.31 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 0.90 · Market Dynamics Buy Signal
LVLU
NASDAQ · Lulu's Fashion Lounge Holdings Inc
19.20
MD 0.16 · Market Dynamics Buy Signal
LW
NYSE · Lamb Weston Holdings Inc
49.58
MD 1.48 · Market Dynamics Buy Signal
MAMO
NASDAQ · Massimo Group Common Stock
0.98
MD 0.13 · Market Dynamics Buy Signal
NBP
NASDAQ · NovaBridge Biosciences
1.77
MD 0.13 · Market Dynamics Buy Signal
OFIX
NASDAQ · Orthofix Medical Inc
11.25
MD 0.22 · Market Dynamics Buy Signal
OTIS
NYSE · Otis Worldwide Corp
71.93
MD 0.05 · Market Dynamics Buy Signal
OTLY
NASDAQ · Oatly Group AB ADR
13.37
MD 0.05 · Market Dynamics Buy Signal
PLNT
NYSE · Planet Fitness Inc
53.48
MD 0.02 · Market Dynamics Buy Signal
PSN
NYSE · Parsons Corp
58.73
MD 0.56 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
0.79
MD 0.16 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.04
MD 0.93 · Market Dynamics Buy Signal
WSTN
NASDAQ · Westin Acquisition Corp
10.13
MD 1.67 · Market Dynamics Buy Signal
WVVIP
NASDAQ · Willamette Valley Vineyards Inc PR
2.78
MD 0.21 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AMST
NASDAQ · Amesite Operating Co
0.99
20% entry drawdown · -21.44%
ATER
NASDAQ · Aterian Inc
0.40
20% entry drawdown · -70.94%
BARK
NYSE · BARK, Inc.
8.51
20% entry drawdown · -22.14%
BZFD
NASDAQ · BuzzFeed Inc
1.11
20% entry drawdown · -25.50%
BZH
NYSE · Beazer Homes USA Inc
33.19
Reversal Risk Warning · 60.11%
COOK
NYSE · Traeger Inc
61.26
20% entry drawdown · -22.75%
DAR
NYSE · Darling Ingredients Inc
62.50
Reversal Risk Warning · 59.93%
DFSC
NASDAQ · DEFSEC Technologies Inc.
1.51
20% entry drawdown · -35.19%
GEHC
NASDAQ · GE HealthCare Technologies Inc.
60.58
20% entry drawdown · -20.22%
GOOS
NYSE · Canada Goose Holdings Inc
8.89
20% entry drawdown · -24.47%
GTEC
NASDAQ · Greenland Acquisition Corp
0.51
20% entry drawdown · -21.19%
LFCR
NASDAQ · Lifecore Biomedical Inc.
4.33
20% entry drawdown · -21.84%
LFMD
NASDAQ · LifeMD Inc
3.71
20% entry drawdown · -20.04%
LOCL
NYSE · Local Bounti Corp
1.06
20% entry drawdown · -22.63%
NIXX
NASDAQ · Nixxy, Inc.
0.85
20% entry drawdown · -35.80%
NKTX
NASDAQ · Nkarta Inc
2.27
20% entry drawdown · -25.08%
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.33
20% entry drawdown · -21.28%
PPSI
NASDAQ · Pioneer Power Solutions Inc.
2.98
20% entry drawdown · -25.13%
RC
NYSE · Ready Capital Corp
1.47
20% entry drawdown · -20.97%
REAX
NASDAQ · Real Brokerage Inc
1.69
20% entry drawdown · -22.12%
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.41
20% entry drawdown · -25.36%
SEDG
NASDAQ · SolarEdge Technologies Inc
42.60
20% entry drawdown · -31.02%
SGRP
NASDAQ · SPAR Group Inc
0.38
20% entry drawdown · -46.99%
SRG
NYSE · Seritage Growth Properties
2.31
20% entry drawdown · -22.22%
TOMZ
NASDAQ · TOMI Environmental Solutions Inc
1.54
20% entry drawdown · -33.95%
UPST
NASDAQ · Upstart Holdings Inc
26.93
20% entry drawdown · -20.30%
WETO
NASDAQ · Webus International Limited Ordinary Shares
0.69
Price scale break · 37.71%
WRAP
NASDAQ · Wrap Technologies Inc
1.70
20% entry drawdown · -30.89%
XELB
NASDAQ · Xcel Brands Inc
1.23
20% entry drawdown · -21.15%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
BOW
NYSE · Bowhead Specialty Holdings Inc.
1 May 202624.32
31.11
27.92%
Buy
0.29
-
-
BOX
NYSE · Box Inc
8 May 202625.72
29.01
12.79%
Buy
0.36
-
-
BPAC
NASDAQ · Bullpen Parlay Acquisition Co
12 Jun 202610.12
10.15
0.30%
Buy
0.59
-
-
BRAG
NASDAQ · Bragg Gaming Group Inc
27 Mar 20261.84
1.63
-11.42%
Buy
0.02
-
-
BRCC
NYSE · BRC Inc.
24 Apr 20261.16
1.08
-6.90%
Buy
0.62
-
-
BRKR
NASDAQ · Bruker Corporation
7 Nov 202539.83
60.45
51.77%
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
10.41
-15.61%
Buy
0.03
-
-
BSY
NASDAQ · Bentley Systems Inc
8 May 202632.69
31.40
-3.95%
Buy
0.01
-
-
BTMD
NASDAQ · biote Corp
3 Jul 20262.17
2.28
5.07%
Buy
0.94
-
-
BUR
NYSE · Burford Capital Ltd
24 Jul 20264.14
4.14
New
Entry week
Buy
0.19
-
-
BWIN
NASDAQ · The Baldwin Insurance Group, Inc.
3 Apr 202622.35
26.47
18.43%
Buy
0.40
-
-
BZ
NASDAQ · Kanzhun Ltd ADR
5 Jun 202614.03
15.42
9.91%
Buy
0.15
-
-
BZUN
NASDAQ · Baozun Inc
1 Mar 20242.36
2.48
5.08%
Buy
0.08
-
-
CAG
NYSE · Conagra Brands, Inc.
24 Jul 202614.77
14.77
New
Entry week
Buy
0.57
-
-
CAL
NYSE · Caleres Inc
24 Apr 202613.48
11.78
-12.59%
Buy
0.10
-
-
CAPN
NASDAQ · Cayson Acquisition Corp Ordinary shares
17 Oct 202510.46
11.10
6.12%
Buy
0.74
-
-
CATO
NYSE · Cato Corporation
13 Jun 20253.01
3.30
9.63%
Buy
0.32
-
-
CAVA
NYSE · CAVA Group, Inc.
26 Dec 202560.15
62.01
3.09%
Buy
0.07
-
-
CBLL
NASDAQ · CeriBell, Inc
7 Nov 202511.98
16.91
41.15%
Buy
0.35
-
-
CBRL
NASDAQ · Cracker Barrel Old Country Store
22 May 202632.39
53.71
65.82%
Buy
0.75
-
-
CBT
NYSE · Cabot Corporation
9 Jan 202672.01
90.15
25.19%
Buy
0.01
-
-
CBZ
NYSE · CBIZ Inc
29 May 202633.20
42.63
28.40%
Buy
0.50
-
-
CC
NYSE · Chemours Co
27 Jun 202511.47
17.22
50.18%
Buy
0.27
-
-
CCRN
NASDAQ · Cross Country Healthcare Inc
8 May 202613.18
13.25
0.53%
Buy
1.13
-
-
CCXI
NASDAQ · Churchill Capital Corp XI
26 Jun 202613.86
13.68
-1.30%
Buy
0.47
-
-
CDW
NASDAQ · CDW Corp
22 May 2026110.82
133.82
20.75%
Buy
0.13
-
-
CDXS
NASDAQ · Codexis Inc
13 Mar 20261.61
1.48
-8.07%
Buy
0.08
-
-
CELH
NASDAQ · Celsius Holdings Inc
21 Mar 202532.93
27.12
-17.64%
Buy
1.29
-
-
CERT
NASDAQ · Certara Inc
19 Jun 20265.54
7.51
35.56%
Buy
0.37
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
7 Mar 2025
Entry
ESLT
NASDAQ · Elbit Systems Ltd
354.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.59
7 Mar 2025
Exit
EVLV
NASDAQ · Evolv Technologies Holdings Inc
3.17
20% entry drawdown
-20.95%
Entry 31 Jan 2025
4.01
7 Mar 2025
Exit
FBIOP
NASDAQ · Fortress Biotech Inc Pref Series A
5.37
20% entry drawdown
-24.17%
Entry 24 Jan 2025
7.08
7 Mar 2025
Exit
FORM
NASDAQ · FormFactor Inc
33.00
20% entry drawdown
-20.25%
Entry 22 Dec 2023
41.38
7 Mar 2025
Exit
GDOT
NYSE · Green Dot Corporation
7.46
20% entry drawdown
-20.55%
Entry 26 Jan 2024
9.39
7 Mar 2025
Exit
GEOS
NASDAQ · Geospace Technologies Corporation
7.47
20% entry drawdown
-21.04%
Entry 25 Aug 2023
9.46
7 Mar 2025
Exit
GEV
NYSE · GE Vernova LLC
288.30
20% entry drawdown
-27.93%
Entry 17 Jan 2025
400.02
7 Mar 2025
Entry
GOTU
NYSE · Gaotu Techedu Inc DRC
3.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.49
7 Mar 2025
Exit
HPE
NYSE · Hewlett Packard Enterprise Co
15.26
20% entry drawdown
-27.84%
Entry 8 Nov 2024
21.15
7 Mar 2025
Entry
HSY
NYSE · Hershey Co
178.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.43
7 Mar 2025
Exit
IMRX
NASDAQ · Immuneering Corp
1.52
20% entry drawdown
-24.75%
Entry 13 Sep 2024
2.02
7 Mar 2025
Entry
IONS
NASDAQ · Ionis Pharmaceuticals Inc
33.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
7 Mar 2025
Exit
JVA
NASDAQ · Coffee Holding Co Inc
9.33
Reversal Risk Warning
349.30%
Entry 5 Jul 2024
2.08
7 Mar 2025
Entry
LKFT
NASDAQ · Lakefront Biotherapeutics NV
26.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
7 Mar 2025
Exit
LNSR
NASDAQ · LENSAR Inc
14.86
Reversal Risk Warning
296.27%
Entry 5 Jan 2024
3.75
7 Mar 2025
Exit
LUNR
NASDAQ · Intuitive Machines Inc.
8.77
20% entry drawdown
-29.39%
Entry 15 Nov 2024
12.42
7 Mar 2025
Exit
MRVL
NASDAQ · Marvell Technology Group Ltd
70.57
20% entry drawdown
-24.44%
Entry 8 Nov 2024
93.39
7 Mar 2025
Entry
MT
NYSE · ArcelorMittal SA ADR
32.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.29
7 Mar 2025
Exit
MTRN
NYSE · Materion Corporation
88.26
20% entry drawdown
-22.15%
Entry 24 Nov 2023
113.36
7 Mar 2025
Exit
NRGV
NYSE · Energy Vault Holdings Inc
1.29
20% entry drawdown
-22.29%
Entry 25 Oct 2024
1.66
7 Mar 2025
Exit
NXE
NYSE · NexGen Energy Ltd.
4.85
20% entry drawdown
-22.15%
Entry 15 Sep 2023
6.23
7 Mar 2025
Entry
PKX
NYSE · POSCO Holdings Inc
52.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
7 Mar 2025
Exit
PMVP
NASDAQ · Pmv Pharmaceuticals Inc
1.23
20% entry drawdown
-27.65%
Entry 26 Jan 2024
1.70
7 Mar 2025
Exit
POWL
NASDAQ · Powell Industries Inc
54.05
20% entry drawdown
-20.88%
Entry 20 Sep 2024
68.32
7 Mar 2025
Exit
PRE
NASDAQ · Prenetics Global Ltd
4.75
20% entry drawdown
-20.05%
Entry 13 Dec 2024
5.94
7 Mar 2025
Exit
RFIL
NASDAQ · RF Industries Ltd
4.03
20% entry drawdown
-22.94%
Entry 31 Jan 2025
5.23
7 Mar 2025
Exit
SPCB
NASDAQ · Supercom Ltd
7.07
20% entry drawdown
-21.44%
Entry 3 Jan 2025
9.00
7 Mar 2025
Exit
STIM
NASDAQ · Neuronetics Inc
5.07
Reversal Risk Warning
196.49%
Entry 10 Jan 2025
1.71
7 Mar 2025
Entry
TCI
NYSE · Transcontinental Realty Investors
28.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
7 Mar 2025
Exit
TEM
NASDAQ · Tempus AI, Inc. Class A Common Stock
49.10
20% entry drawdown
-28.80%
Entry 7 Feb 2025
68.96