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
CGBD
NASDAQ · Carlyle Secured Lending Inc
1 May 202611.58
10.04
-13.26%
Buy
0.15
-
-
CGEM
NASDAQ · Cullinan Oncology LLC
31 Oct 20258.66
17.10
97.46%
Buy
1.01
-
-
CHA
NASDAQ · Chagee Holdings Limited American Depositary Shares
13 Mar 202611.16
11.20
0.36%
Buy
0.35
-
-
CHAR
NASDAQ · Charlton Aria Acquisition Corporation Class A Ordinary Shares
7 Nov 202510.39
10.90
4.91%
Buy
0.06
-
-
CHCT
NYSE · Community Healthcare Trust Inc
14 Nov 202513.98
18.79
34.39%
Buy
0.26
-
-
CHDN
NASDAQ · Churchill Downs Incorporated
1 May 202698.65
86.50
-12.32%
Buy
0.04
-
-
CHEC
NASDAQ · Chenghe Acquisition III Co. Class A Ordinary Share
5 Jun 202610.15
10.19
0.39%
Buy
1.09
-
-
CHH
NYSE · Choice Hotels International Inc
2 Jan 202695.83
110.52
15.33%
Buy
0.06
-
-
CHKP
NASDAQ · Check Point Software Technologies Ltd
26 Jun 2026130.05
130.57
0.40%
Buy
0.05
-
-
CHRD
NASDAQ · Chord Energy Corp
20 Jun 202599.38
138.36
39.22%
Buy
0.44
-
-
CHRN
NASDAQ · ChronoScale Corporation
5 Sep 20254.04
21.50
432.18%
Buy
0.75
-
-
CHRS
NASDAQ · Coherus BioSciences Inc
18 Jul 20250.88
1.41
60.08%
Buy
0.18
-
-
CI
NYSE · Cigna Corp
7 Nov 2025260.20
289.57
11.29%
Buy
0.02
-
-
CIGI
NASDAQ · Colliers International Group Inc Bats
3 Jul 202698.51
97.49
-1.04%
Buy
0.06
-
-
CJMB
NASDAQ · Callan JMB Inc. Common Stock
24 Jul 20262.55
2.55
New
Entry week
Buy
0.41
-
-
CLAR
NASDAQ · Clarus Corp
19 Jun 20263.13
3.26
4.15%
Buy
0.66
-
-
CLB
NYSE · Core Laboratories NV
5 Sep 202512.60
11.67
-7.35%
Buy
0.52
-
-
CLDX
NASDAQ · Celldex Therapeutics Inc
16 May 202520.45
35.28
72.52%
Buy
0.37
-
-
CLF
NYSE · Cleveland-Cliffs Inc
4 Jul 20258.82
11.93
35.26%
Buy
0.38
-
-
CLNN
NASDAQ · Clene Inc.
13 Jun 20254.10
5.39
31.46%
Buy
0.17
-
-
CLPR
NYSE · Clipper Realty Inc
1 May 20263.24
2.88
-11.09%
Buy
0.05
-
-
CLRO
NASDAQ · ClearOne Inc
3 Jul 20266.48
5.34
-17.59%
Buy
0.65
-
-
CLW
NYSE · Clearwater Paper Corporation
29 May 202616.30
16.82
3.19%
Buy
0.10
-
-
CMCSA
NASDAQ · Comcast Corp
2 Jan 202625.57
22.30
-12.82%
Buy
0.04
-
-
CMG
NYSE · Chipotle Mexican Grill Inc
26 Jun 202633.34
31.79
-4.65%
Buy
0.32
-
-
CMP
NYSE · Compass Minerals International Inc
20 Sep 202411.34
29.44
159.61%
Buy
0.54
-
-
CNC
NYSE · Centene Corp
3 Oct 202538.70
63.41
63.85%
Buy
0.11
-
-
CNH
NYSE · CNH Industrial N.V.
16 Jan 202610.81
11.15
3.11%
Buy
0.04
-
-
CNMD
NYSE · CONMED Corporation
26 Jun 202635.95
42.68
18.72%
Buy
0.19
-
-
CNNE
NYSE · Cannae Holdings Inc
1 May 202613.53
14.73
8.91%
Buy
0.15
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
16 May 2025
Entry
ORIO
NASDAQ · Orion Digital Corp.
1.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56
16 May 2025
Entry
OUST
NASDAQ · Ouster, Inc. Common Stock
11.08
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
16 May 2025
Entry
PAYS
NASDAQ · Paysign Inc
3.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.53
16 May 2025
Entry
PI
NASDAQ · Impinj Inc
125.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.53
16 May 2025
Entry
POCI
NASDAQ · Precision Optics Corporation, Inc. Common stock
4.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
16 May 2025
Entry
PRE
NASDAQ · Prenetics Global Ltd
6.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.55
16 May 2025
Entry
PVH
NYSE · PVH Corp
86.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
16 May 2025
Entry
PWR
NYSE · Quanta Services Inc
344.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
16 May 2025
Entry
QBTS
NYSE · D-Wave Quantum Inc.
12.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.47
16 May 2025
Entry
RCMT
NASDAQ · RCM Technologies Inc
22.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
16 May 2025
Entry
REGN
NASDAQ · Regeneron Pharmaceuticals Inc
590.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
16 May 2025
Entry
SHC
NASDAQ · Sotera Health Co
12.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
16 May 2025
Exit
SKWD
NASDAQ · Skyward Specialty Insurance Group, Inc. Common Stock
63.61
Reversal Risk Warning
123.43%
Entry 22 Sep 2023
28.47
16 May 2025
Entry
SPWH
NASDAQ · Sportsmans
1.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.56
16 May 2025
Entry
STRL
NASDAQ · Sterling Construction Company Inc
188.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.47
16 May 2025
Entry
STRS
NASDAQ · Stratus Properties Inc
20.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
16 May 2025
Entry
SWKS
NASDAQ · Skyworks Solutions Inc
69.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
16 May 2025
Entry
TC
NASDAQ · TuanChe ADR
14.98
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
16 May 2025
Entry
TEN
NYSE · Tsakos Energy Navigation Limited
17.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.95
16 May 2025
Entry
TPCS
NASDAQ · TechPrecision Corporation Common stock
4.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.42
16 May 2025
Entry
TRS
NASDAQ · TriMas Corporation
24.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.43
16 May 2025
Entry
TXT
NYSE · Textron Inc
76.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.31
16 May 2025
Entry
VC
NASDAQ · Visteon Corp
85.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.47
16 May 2025
Entry
VFF
NASDAQ · Village Farms International Inc
1.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.55
16 May 2025
Entry
WBTN
NASDAQ · WEBTOON Entertainment Inc. Common stock
8.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.00
16 May 2025
Entry
WS
NYSE · Worthington Steel Inc
26.62
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
16 May 2025
Entry
WYNN
NASDAQ · Wynn Resorts Limited
95.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
16 May 2025
Entry
XMAX
NASDAQ · XMax Inc.
1.10
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.55
16 May 2025
Entry
ZGN
NYSE · Ermenegildo Zegna NV
8.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
9 May 2025
Exit
ABCL
NASDAQ · Abcellera Biologics Inc
2.03
20% entry drawdown
-21.62%
Entry 20 Sep 2024
2.59