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
484.55
Total Return
384.55%
CAGR
56.82%
Annualized from first index week
Edge vs Market
+34.37%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.68
Sortino 5.21
Current Holdings
1108
Transactions
10720
Avg 3056.5/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4806
Stop 41.2% ·
Warning 58.2%
· 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
ABT
NYSE · Abbott Laboratories
93.27
MD 0.37 · Market Dynamics Buy Signal
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.04 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.15
MD 0.25 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.02 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BBOT
NASDAQ · BridgeBio Oncology Therapeutics, Inc.
8.32
MD 0.00 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · 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 1.40 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.37 · Market Dynamics Buy Signal
LZ
NASDAQ · LegalZoom.com Inc
7.25
MD 0.71 · 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 2.48 · 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
Q
NYSE · Qnity Electronics, Inc
143.80
MD 0.79 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.19 · 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%
BCDA
NASDAQ · Biocardia Inc
0.91
20% entry drawdown · -23.77%
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%
BLZE
NASDAQ · Backblaze Inc
17.60
Reversal Risk Warning · 135.29%
BMAC
NYSE · Black Mountain Acquisition Corp
10.60
Ticker inactive / final available close · 0.00%
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%
CLYM
NASDAQ · Climb Bio Inc
14.00
Reversal Risk Warning · 227.10%
CVAC
NASDAQ · CureVac NV
4.66
Ticker inactive / final available close · 47.47%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
DENN
NASDAQ · Dennys Corp
6.25
Ticker inactive / final available close · 51.33%
DWSN
NASDAQ · Dawson Geophysical Company
7.57
Reversal Risk Warning · 394.77%
EWTX
NASDAQ · Edgewise Therapeutics Inc
45.41
Reversal Risk Warning · 315.08%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
GKOS
NYSE · Glaukos Corp
152.72
Reversal Risk Warning · 82.11%
GRCL
NASDAQ · Gracell Biotechnologies Inc.
10.25
Ticker inactive / final available close · 107.49%
IRDM
NASDAQ · Iridium Communications Inc
50.06
Reversal Risk Warning · 118.07%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 75.74%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
MBX
NASDAQ · MBX Biosciences, Inc. Common Stock
61.05
Reversal Risk Warning · 408.75%
MPLT
NASDAQ · MapLight Therapeutics, Inc. Common Stock
39.32
Reversal Risk Warning · 36.43%
ODP
NASDAQ · ODP Corp
28.00
Ticker inactive / final available close · 57.57%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
PC
NASDAQ · Premium Catering (Holdings) Limited
9.40
Ticker inactive / final available close · 41.10%
PTRN
NASDAQ · Pattern Group Inc. Series A Common Stock
28.95
Reversal Risk Warning · 81.85%
RCM
NASDAQ · R1 RCM Inc
14.31
Ticker inactive / final available close · 28.92%
RLAY
NASDAQ · Relay Therapeutics Inc
20.01
Reversal Risk Warning · 566.83%
ROSS
NYSE · Ross Acquisition II Corp
11.08
Ticker inactive / final available close · 3.84%
SBFG
NASDAQ · SB Financial Group Inc
26.27
Reversal Risk Warning · 94.76%
SLRN
NASDAQ · ACELYRIN, INC. Common Stock
2.27
Ticker inactive / final available close · -11.67%
THRD
NASDAQ · Third Harmonic Bio Inc.
5.38
Ticker inactive / final available close · 4.06%
TLPH
NASDAQ · Talphera Inc.
1.46
Reversal Risk Warning · 196.33%
TTRX
NASDAQ · Turn Therapeutics Inc. Common Stock
9.44
Reversal Risk Warning · 84.02%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
WKC
NYSE · World Kinect Corporation
35.32
Reversal Risk Warning · 71.05%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
CCRN
NASDAQ · Cross Country Healthcare Inc
8 May 202613.18
13.22
0.30%
Buy
1.13
-
-
CCXI
NASDAQ · Churchill Capital Corp XI
26 Jun 202613.86
15.55
12.19%
Buy
0.47
-
-
CDW
NASDAQ · CDW Corp
22 May 2026110.82
144.39
30.29%
Buy
0.13
-
-
CDXS
NASDAQ · Codexis Inc
13 Mar 20261.61
2.43
50.93%
Buy
0.08
-
-
CELH
NASDAQ · Celsius Holdings Inc
21 Mar 202532.93
30.60
-7.08%
Buy
1.29
-
-
CERT
NASDAQ · Certara Inc
19 Jun 20265.54
6.77
22.20%
Buy
0.37
-
-
CGBD
NASDAQ · Carlyle Secured Lending Inc
1 May 202611.58
10.53
-9.03%
Buy
0.15
-
-
CGEM
NASDAQ · Cullinan Oncology LLC
31 Oct 20258.66
18.13
109.35%
Buy
1.01
-
-
CHA
NASDAQ · Chagee Holdings Limited American Depositary Shares
13 Mar 202611.16
11.00
-1.43%
Buy
0.35
-
-
CHAR
NASDAQ · Charlton Aria Acquisition Corporation Class A Ordinary Shares
7 Nov 202510.39
10.81
4.04%
Buy
0.06
-
-
CHCT
NYSE · Community Healthcare Trust Inc
14 Nov 202513.98
18.01
28.81%
Buy
0.26
-
-
CHDN
NASDAQ · Churchill Downs Incorporated
1 May 202698.65
85.52
-13.31%
Buy
0.04
-
-
CHEC
NASDAQ · Chenghe Acquisition III Co. Class A Ordinary Share
5 Jun 202610.15
10.17
0.20%
Buy
1.09
-
-
CHH
NYSE · Choice Hotels International Inc
2 Jan 202695.83
109.72
14.49%
Buy
0.06
-
-
CHKP
NASDAQ · Check Point Software Technologies Ltd
26 Jun 2026130.05
131.70
1.27%
Buy
0.05
-
-
CHRD
NASDAQ · Chord Energy Corp
20 Jun 202599.38
117.39
18.12%
Buy
0.44
-
-
CHRN
NASDAQ · ChronoScale Corporation
5 Sep 20254.04
20.90
417.33%
Buy
0.75
-
-
CHRS
NASDAQ · Coherus BioSciences Inc
18 Jul 20250.88
1.54
74.84%
Buy
0.18
-
-
CI
NYSE · Cigna Corp
7 Nov 2025260.20
293.46
12.78%
Buy
0.02
-
-
CIGI
NASDAQ · Colliers International Group Inc Bats
3 Jul 202698.51
97.64
-0.88%
Buy
0.06
-
-
CLAR
NASDAQ · Clarus Corp
19 Jun 20263.13
3.36
7.35%
Buy
0.66
-
-
CLB
NYSE · Core Laboratories NV
5 Sep 202512.60
11.10
-11.88%
Buy
0.52
-
-
CLDX
NASDAQ · Celldex Therapeutics Inc
16 May 202520.45
39.11
91.25%
Buy
0.37
-
-
CLF
NYSE · Cleveland-Cliffs Inc
4 Jul 20258.82
9.40
6.58%
Buy
0.38
-
-
CLNN
NASDAQ · Clene Inc.
13 Jun 20254.10
6.27
52.93%
Buy
0.17
-
-
CLPR
NYSE · Clipper Realty Inc
1 May 20263.24
2.87
-11.40%
Buy
0.05
-
-
CLRO
NASDAQ · ClearOne Inc
3 Jul 20266.48
8.39
29.48%
Buy
0.65
-
-
CLW
NYSE · Clearwater Paper Corporation
29 May 202616.30
15.80
-3.07%
Buy
0.10
-
-
CMCSA
NASDAQ · Comcast Corp
2 Jan 202625.57
23.57
-7.84%
Buy
0.04
-
-
CMG
NYSE · Chipotle Mexican Grill Inc
26 Jun 202633.34
35.25
5.73%
Buy
0.32
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
5 Dec 2025
Exit
DDS
NYSE · Dillard's, Inc.
668.08
Reversal Risk Warning
87.33%
Entry 15 Dec 2023
356.63
5 Dec 2025
Exit
DIBS
NASDAQ · 1Stdibs.Com Inc
6.08
Reversal Risk Warning
113.33%
Entry 4 Jul 2025
2.85
5 Dec 2025
Entry
FLOC
NYSE · Flowco Holdings Inc.
17.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.65
5 Dec 2025
Entry
KLIC
NASDAQ · Kulicke and Soffa Industries Inc
48.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.84
5 Dec 2025
Exit
KVAC
NASDAQ · Keen Vision Acquisition Corporation Ordinary Shares
11.91
Reversal Risk Warning
7.69%
Entry 24 Jan 2025
11.06
5 Dec 2025
Entry
LCUT
NASDAQ · Lifetime Brands Inc
4.31
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
5 Dec 2025
Entry
LNTH
NASDAQ · Lantheus Holdings Inc
63.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.64
5 Dec 2025
Entry
LUNR
NASDAQ · Intuitive Machines Inc.
11.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
5 Dec 2025
Entry
NDLS
NASDAQ · Noodles & Company
7.83
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.68
5 Dec 2025
Entry
PACB
NASDAQ · Pacific Biosciences of California
2.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.33
5 Dec 2025
Entry
PMCB
NASDAQ · PharmaCyte Biotech Inc
1.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.00
5 Dec 2025
Exit
QNCX
NASDAQ · Quince Therapeutics, Inc.
802.00
Reversal Risk Warning
445.58%
Entry 13 Sep 2024
147.00
5 Dec 2025
Exit
SF
NYSE · Stifel Financial Corporation
83.38
Reversal Risk Warning
91.00%
Entry 22 Dec 2023
43.65
5 Dec 2025
Exit
STI
NASDAQ · Solidion Technology Inc.
8.39
20% entry drawdown
-25.62%
Entry 21 Nov 2025
11.28
5 Dec 2025
Entry
STTK
NASDAQ · Shattuck Labs Inc
3.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.51
5 Dec 2025
Exit
TKLF
NASDAQ · Yoshitsu Co Ltd ADR
2.39
20% entry drawdown
-26.53%
Entry 12 Jul 2024
3.25
5 Dec 2025
Entry
UONEK
NASDAQ · Urban One Inc Class D
8.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
5 Dec 2025
Entry
VPG
NYSE · Vishay Precision Group Inc
39.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
5 Dec 2025
Exit
VS
NASDAQ · Versus Systems Inc
1.31
20% entry drawdown
-23.84%
Entry 6 Dec 2024
1.72
5 Dec 2025
Exit
WETH
NASDAQ · Wetouch Technology Inc. Common Stock
1.82
20% entry drawdown
-26.91%
Entry 31 Oct 2025
2.49
5 Dec 2025
Exit
WHLRD
NASDAQ · Wheeler Real Estate Investment Trust, Inc.
42.00
Reversal Risk Warning
202.27%
Entry 27 Oct 2023
13.90
5 Dec 2025
Entry
WHWK
NASDAQ · Whitehawk Therapeutics, Inc.
2.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.25
5 Dec 2025
Exit
ZUMZ
NASDAQ · Zumiez Inc
30.62
Reversal Risk Warning
97.68%
Entry 15 Aug 2025
15.49
28 Nov 2025
Exit
ALAR
NASDAQ · Alarum Technologies Ltd.
9.16
20% entry drawdown
-28.72%
Entry 27 Jun 2025
12.85
28 Nov 2025
Entry
ALGN
NASDAQ · Align Technology Inc
147.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56
28 Nov 2025
Entry
ARVN
NASDAQ · Arvinas Inc
12.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.44
28 Nov 2025
Exit
ATEC
NASDAQ · Alphatec Holdings Inc
22.55
Reversal Risk Warning
139.89%
Entry 8 Nov 2024
9.40
28 Nov 2025
Exit
AVA
NYSE · Avista Corporation
40.40
Reversal Risk Warning
30.46%
Entry 17 Nov 2023
30.97
28 Nov 2025
Entry
BIOA
NASDAQ · BioAge Labs, Inc
9.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.96
28 Nov 2025
Exit
BKH
NYSE · Black Hills Corporation
72.39
Reversal Risk Warning
50.86%
Entry 1 Dec 2023
47.99