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
479.75
Total Return
379.75%
CAGR
56.00%
Annualized from first index week
Edge vs Market
+34.22%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.65
Sortino 5.16
Current Holdings
1081
Transactions
10781
Avg 3057.2/yr ·
254.8/mo ·
58.8/wk
Exit Mix
4850
Stop 41.5% ·
Warning 58.0%
· 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
ADBE
NASDAQ · Adobe Systems Incorporated
237.25
MD 0.17 · Market Dynamics Buy Signal
BL
NASDAQ · Blackline Inc
30.29
MD 0.18 · Market Dynamics Buy Signal
BLKB
NASDAQ · Blackbaud Inc
32.40
MD 0.13 · Market Dynamics Buy Signal
CDNL
NASDAQ · Cardinal Infrastructure Group Inc. Class A Common Stock
71.23
MD 1.59 · Market Dynamics Buy Signal
CURV
NYSE · Torrid Holdings Inc
2.33
MD 0.16 · Market Dynamics Buy Signal
DFIN
NYSE · Donnelley Financial Solutions Inc
49.95
MD 0.06 · Market Dynamics Buy Signal
EXPO
NASDAQ · Exponent Inc
62.88
MD 0.09 · Market Dynamics Buy Signal
FIS
NYSE · Fidelity National Information Services Inc
41.91
MD 0.19 · Market Dynamics Buy Signal
HCKT
NASDAQ · The Hackett Group Inc
10.34
MD 0.19 · Market Dynamics Buy Signal
ICFI
NASDAQ · ICF International Inc
78.86
MD 0.80 · Market Dynamics Buy Signal
LAW
NYSE · CS Disco LLC
4.05
MD 0.26 · Market Dynamics Buy Signal
NRDS
NASDAQ · Nerdwallet Inc
9.26
MD 0.13 · Market Dynamics Buy Signal
ONT
NYSE · Onterris
20.93
MD 0.36 · Market Dynamics Buy Signal
OPRX
NASDAQ · OPTIMIZERx Corp
6.69
MD 0.86 · Market Dynamics Buy Signal
PODD
NASDAQ · Insulet Corporation
164.06
MD 0.42 · Market Dynamics Buy Signal
RCEL
NASDAQ · Avita Medical Ltd
5.10
MD 0.39 · Market Dynamics Buy Signal
UPWK
NASDAQ · Upwork Inc
9.06
MD 0.10 · Market Dynamics Buy Signal
XRAY
NASDAQ · Dentsply Sirona Inc
14.05
MD 0.72 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACB
NASDAQ · Aurora Cannabis Inc
2.63
20% entry drawdown · -20.78%
AIFU
NASDAQ · Fanhua Inc.
34.52
20% entry drawdown · -25.28%
AKTX
NASDAQ · Akari Therapeutics PLC
11.01
20% entry drawdown · -20.68%
ALDX
NASDAQ · Aldeyra The
1.69
20% entry drawdown · -25.55%
ARCT
NASDAQ · Arcturus Therapeutics Holdings Inc
6.05
20% entry drawdown · -26.49%
AWRE
NASDAQ · Aware Inc
1.11
20% entry drawdown · -26.97%
BEEM
NASDAQ · Beam Global
1.03
20% entry drawdown · -24.82%
BNAI
NASDAQ · Brand Engagement Network Inc
11.62
20% entry drawdown · -29.49%
BTBT
NASDAQ · Bit Digital Inc
1.40
20% entry drawdown · -29.65%
EIX
NYSE · Edison International
77.63
Reversal Risk Warning · 49.97%
EVGO
NASDAQ · Evgo Inc
1.68
20% entry drawdown · -20.94%
EVO
NASDAQ · Evotec SE ADR
1.96
20% entry drawdown · -27.94%
GENK
NASDAQ · GEN Restaurant Group, Inc. Class A Common Stock
1.77
20% entry drawdown · -24.36%
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.05
20% entry drawdown · -28.08%
HUBG
NASDAQ · Hub Group Inc
51.22
Reversal Risk Warning · 45.11%
INV
NASDAQ · Innventure, Inc.
3.37
20% entry drawdown · -27.37%
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
9.35
20% entry drawdown · -20.29%
LEDS
NASDAQ · SemiLEDS Corporation
3.01
Reversal Risk Warning · 67.22%
LONA
NASDAQ · LeonaBio, Inc.
7.22
20% entry drawdown · -27.22%
MTEX
NASDAQ · Mannatech Incorporated
4.25
20% entry drawdown · -21.59%
OABI
NASDAQ · OmniAb Inc.
2.12
20% entry drawdown · -20.00%
OCCI
NASDAQ · OFS Credit Company Inc
2.27
20% entry drawdown · -23.83%
PBF
NYSE · PBF Energy Inc
62.75
Reversal Risk Warning · 219.84%
PLUG
NASDAQ · Plug Power Inc
2.17
20% entry drawdown · -20.80%
PMCB
NASDAQ · PharmaCyte Biotech Inc
0.63
20% entry drawdown · -21.31%
PMEC
NASDAQ · Primech Holdings Ltd. Ordinary Shares
0.52
20% entry drawdown · -28.59%
QFIN
NASDAQ · 360 Finance Inc
12.73
20% entry drawdown · -20.83%
RPT
NYSE · Rithm Property Trust Inc.
10.89
20% entry drawdown · -27.03%
RXRX
NASDAQ · Recursion Pharmaceuticals Inc
2.95
20% entry drawdown · -22.50%
SNPS
NASDAQ · Synopsys Inc
384.28
20% entry drawdown · -25.60%
SORA
NASDAQ · Top Win International Limited
1.73
20% entry drawdown · -23.18%
VERU
NASDAQ · Veru Inc
2.38
20% entry drawdown · -30.00%
WING
NASDAQ · Wingstop Inc
142.33
20% entry drawdown · -20.03%
WW
NASDAQ · WW International, Inc. Common Stock
14.57
20% entry drawdown · -21.46%
ZSQR
NASDAQ · Z Squared Inc.
5.06
20% entry drawdown · -45.47%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
CGBD
NASDAQ · Carlyle Secured Lending Inc
1 May 202611.58
10.45
-9.72%
Buy
0.15
-
-
CGEM
NASDAQ · Cullinan Oncology LLC
31 Oct 20258.66
17.69
104.27%
Buy
1.01
-
-
CHA
NASDAQ · Chagee Holdings Limited American Depositary Shares
13 Mar 202611.16
11.30
1.25%
Buy
0.35
-
-
CHAR
NASDAQ · Charlton Aria Acquisition Corporation Class A Ordinary Shares
7 Nov 202510.39
10.84
4.33%
Buy
0.06
-
-
CHCT
NYSE · Community Healthcare Trust Inc
14 Nov 202513.98
18.81
34.54%
Buy
0.26
-
-
CHDN
NASDAQ · Churchill Downs Incorporated
1 May 202698.65
83.95
-14.90%
Buy
0.04
-
-
CHEC
NASDAQ · Chenghe Acquisition III Co. Class A Ordinary Share
5 Jun 202610.15
10.20
0.49%
Buy
1.09
-
-
CHH
NYSE · Choice Hotels International Inc
2 Jan 202695.83
111.84
16.70%
Buy
0.06
-
-
CHKP
NASDAQ · Check Point Software Technologies Ltd
26 Jun 2026130.05
137.10
5.42%
Buy
0.05
-
-
CHRD
NASDAQ · Chord Energy Corp
20 Jun 202599.38
128.10
28.90%
Buy
0.44
-
-
CHRN
NASDAQ · ChronoScale Corporation
5 Sep 20254.04
26.43
554.21%
Buy
0.75
-
-
CHRS
NASDAQ · Coherus BioSciences Inc
18 Jul 20250.88
1.40
58.95%
Buy
0.18
-
-
CI
NYSE · Cigna Corp
7 Nov 2025260.20
281.45
8.17%
Buy
0.02
-
-
CIGI
NASDAQ · Colliers International Group Inc Bats
3 Jul 202698.51
101.92
3.46%
Buy
0.06
-
-
CLAR
NASDAQ · Clarus Corp
19 Jun 20263.13
3.43
9.58%
Buy
0.66
-
-
CLB
NYSE · Core Laboratories NV
5 Sep 202512.60
11.34
-9.97%
Buy
0.52
-
-
CLDX
NASDAQ · Celldex Therapeutics Inc
16 May 202520.45
35.35
72.86%
Buy
0.37
-
-
CLF
NYSE · Cleveland-Cliffs Inc
4 Jul 20258.82
9.28
5.22%
Buy
0.38
-
-
CLNN
NASDAQ · Clene Inc.
13 Jun 20254.10
5.92
44.39%
Buy
0.17
-
-
CLPR
NYSE · Clipper Realty Inc
1 May 20263.24
2.89
-10.78%
Buy
0.05
-
-
CLRO
NASDAQ · ClearOne Inc
3 Jul 20266.48
7.30
12.65%
Buy
0.65
-
-
CLW
NYSE · Clearwater Paper Corporation
29 May 202616.30
15.98
-1.96%
Buy
0.10
-
-
CMCSA
NASDAQ · Comcast Corp
2 Jan 202625.57
23.79
-6.97%
Buy
0.04
-
-
CMG
NYSE · Chipotle Mexican Grill Inc
26 Jun 202633.34
34.44
3.30%
Buy
0.32
-
-
CMP
NYSE · Compass Minerals International Inc
20 Sep 202411.34
29.46
159.79%
Buy
0.54
-
-
CNC
NYSE · Centene Corp
3 Oct 202538.70
66.44
71.68%
Buy
0.11
-
-
CNH
NYSE · CNH Industrial N.V.
16 Jan 202610.81
10.64
-1.60%
Buy
0.04
-
-
CNMD
NYSE · CONMED Corporation
26 Jun 202635.95
43.20
20.17%
Buy
0.19
-
-
CNNE
NYSE · Cannae Holdings Inc
1 May 202613.53
14.95
10.53%
Buy
0.15
-
-
CNR
NYSE · Core Natural Resources, Inc.
11 Jul 202575.23
83.02
10.35%
Buy
0.56
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
27 Jun 2025
Exit
DTIL
NASDAQ · Precision BioSciences Inc
4.30
20% entry drawdown
-21.10%
Entry 21 Mar 2025
5.45
27 Jun 2025
Exit
DWSN
NASDAQ · Dawson Geophysical Company
1.56
20% entry drawdown
-24.27%
Entry 20 Jun 2025
2.06
27 Jun 2025
Entry
DYCQ
NASDAQ · DT Cloud Acquisition Corporation Ordinary Shares
10.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
27 Jun 2025
Entry
EGHT
NASDAQ · 8x8 Inc Common Stock
1.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
27 Jun 2025
Entry
FBLA
NASDAQ · FB Bancorp, Inc. Common Stock
11.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.46
27 Jun 2025
Exit
FGI
NASDAQ · FGI Industries Ltd
2.85
20% entry drawdown
-21.81%
Entry 20 Jun 2025
3.65
27 Jun 2025
Entry
FIX
NYSE · Comfort Systems USA Inc
533.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.81
27 Jun 2025
Exit
FSCO
NYSE · FS Credit Opportunities Corp.
6.44
Reversal Risk Warning
75.62%
Entry 4 Aug 2023
3.67
27 Jun 2025
Exit
FWDI
NASDAQ · Forward Industries, Inc.
6.06
20% entry drawdown
-22.90%
Entry 9 May 2025
7.86
27 Jun 2025
Exit
GNE
NYSE · Genie Energy Ltd
27.22
Reversal Risk Warning
72.66%
Entry 12 Jul 2024
15.77
27 Jun 2025
Exit
GREE
NASDAQ · Greenidge Generation Holdings Inc
1.15
20% entry drawdown
-27.67%
Entry 23 May 2025
1.59
27 Jun 2025
Exit
GRWG
NASDAQ · GrowGeneration Corp
0.87
20% entry drawdown
-26.27%
Entry 6 Jun 2025
1.18
27 Jun 2025
Entry
HBM
NYSE · Hudbay Minerals Inc.
10.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.40
27 Jun 2025
Exit
HEI-A
NYSE · HEICO Corporation
258.14
Reversal Risk Warning
74.16%
Entry 9 Feb 2024
148.22
27 Jun 2025
Entry
HLIT
NASDAQ · Harmonic Inc
9.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
27 Jun 2025
Entry
HOFT
NASDAQ · Hooker Furniture Corporation
11.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.06
27 Jun 2025
Entry
HRI
NYSE · Herc Holdings Inc
128.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
27 Jun 2025
Entry
HURC
NASDAQ · Hurco Companies Inc
18.47
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
27 Jun 2025
Exit
IIIN
NYSE · Insteel Industries Inc
36.42
Reversal Risk Warning
31.84%
Entry 31 Jan 2025
27.62
27 Jun 2025
Entry
INGM
NYSE · Ingram Micro Holding Corporation
20.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.69
27 Jun 2025
Entry
IQV
NYSE · IQVIA Holdings Inc
157.47
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
27 Jun 2025
Entry
IREN
NASDAQ · IREN Ltd
14.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.15
27 Jun 2025
Exit
ITRI
NASDAQ · Itron Inc
132.46
Reversal Risk Warning
91.86%
Entry 1 Dec 2023
69.04
27 Jun 2025
Entry
JBHT
NASDAQ · JB Hunt Transport Services Inc
143.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
27 Jun 2025
Entry
JKS
NYSE · JinkoSolar Holding Company Limited
20.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
27 Jun 2025
Entry
KN
NYSE · Knowles Cor
17.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.49
27 Jun 2025
Entry
KWR
NYSE · Quaker Chemical Corporation
113.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
27 Jun 2025
Entry
LAND
NASDAQ · Gladstone Land Corporation
9.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.35
27 Jun 2025
Entry
LASR
NASDAQ · nLIGHT Inc
19.63
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.68
27 Jun 2025
Entry
LILAK
NASDAQ · Liberty Latin America Ltd Class C
3.77
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05