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
470.81
Total Return
370.81%
CAGR
54.44%
Annualized from first index week
Edge vs Market
+32.75%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.59
Sortino 5.03
Current Holdings
1067
Transactions
10881
Avg 3052.4/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4907
Stop 42.0% ·
Warning 57.4%
· Other 0.6%
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
BR
NYSE · Broadridge Financial Solutions Inc
153.95
MD 0.49 · Market Dynamics Buy Signal
BZFD
NASDAQ · BuzzFeed Inc
1.19
MD 0.22 · Market Dynamics Buy Signal
CMCO
NASDAQ · Columbus McKinnon Corporation
19.17
MD 0.48 · Market Dynamics Buy Signal
CNET
NASDAQ · ZW Data Action Technologies Inc
1.60
MD 1.12 · Market Dynamics Buy Signal
CRM
NYSE · Salesforce.com Inc
184.02
MD 0.35 · Market Dynamics Buy Signal
DPZ
NASDAQ · Domino's Pizza Inc Common Stock
347.44
MD 0.32 · Market Dynamics Buy Signal
DXC
NYSE · DXC Technology Co
11.24
MD 0.02 · Market Dynamics Buy Signal
EFOR
NYSE · Everforth, Inc.
28.44
MD 0.09 · Market Dynamics Buy Signal
GEHC
NASDAQ · GE HealthCare Technologies Inc.
68.02
MD 0.24 · Market Dynamics Buy Signal
GOGO
NASDAQ · Gogo Inc
4.18
MD 0.11 · Market Dynamics Buy Signal
HLNE
NASDAQ · Hamilton Lane Inc
88.91
MD 0.13 · Market Dynamics Buy Signal
HUBS
NYSE · HubSpot Inc
237.36
MD 1.24 · Market Dynamics Buy Signal
HURN
NASDAQ · Huron Consulting Group Inc
151.77
MD 0.52 · Market Dynamics Buy Signal
INFY
NYSE · Infosys Ltd ADR
12.03
MD 0.30 · Market Dynamics Buy Signal
INTA
NASDAQ · Intapp Inc
32.69
MD 1.29 · Market Dynamics Buy Signal
LVWR
NYSE · LiveWire Group Inc.
1.81
MD 0.42 · Market Dynamics Buy Signal
NICE
NASDAQ · Nice Ltd ADR
98.79
MD 0.36 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.48
MD 0.20 · Market Dynamics Buy Signal
PTC
NASDAQ · PTC Inc
137.20
MD 0.02 · Market Dynamics Buy Signal
SGRP
NASDAQ · SPAR Group Inc
0.60
MD 0.30 · Market Dynamics Buy Signal
SPOK
NASDAQ · Spok Holdings Inc
10.90
MD 0.50 · Market Dynamics Buy Signal
TAP
NYSE · Molson Coors Brewing Co Class B
41.56
MD 0.07 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.45
MD 0.50 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
98.13
MD 1.47 · Market Dynamics Buy Signal
WK
NYSE · Workiva Inc
59.80
MD 0.70 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACDC
NASDAQ · ProFrac Holding Corp.
4.04
20% entry drawdown · -20.00%
ADXN
NASDAQ · Addex Therapeutics Ltd
5.20
20% entry drawdown · -23.64%
AVD
NYSE · American Vanguard Corporation
2.39
20% entry drawdown · -24.37%
BLDR
NYSE · Builders FirstSource Inc
66.44
20% entry drawdown · -25.47%
CJMB
NASDAQ · Callan JMB Inc. Common Stock
1.35
20% entry drawdown · -47.06%
CLRO
NASDAQ · ClearOne Inc
4.08
20% entry drawdown · -37.04%
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
2.92
20% entry drawdown · -26.45%
DBX
NASDAQ · Dropbox Inc
32.56
Reversal Risk Warning · 12.66%
DFH
NYSE · Dream Finders Homes Inc
12.79
20% entry drawdown · -25.64%
EVH
NYSE · Evolent Health Inc
3.09
20% entry drawdown · -35.63%
JMSB
NASDAQ · John Marshall Bancorp Inc
23.20
Reversal Risk Warning · 36.35%
KFFB
NASDAQ · Kentucky First Federal Bancorp
5.48
Reversal Risk Warning · 113.87%
KPTI
NASDAQ · Karyopharm Therapeutics Inc
1.92
20% entry drawdown · -67.57%
KRRO
NASDAQ · Korro Bio, Inc.
10.37
20% entry drawdown · -20.17%
LKQ
NASDAQ · LKQ Corporation
22.45
20% entry drawdown · -23.71%
MRDN
NASDAQ · Meridian Holdings Inc
11.27
20% entry drawdown · -21.33%
MYGN
NASDAQ · Myriad Genetics Inc
2.86
20% entry drawdown · -51.36%
NAUT
NASDAQ · Nautilus Biotechnology Inc
0.98
20% entry drawdown · -26.54%
NXL
NASDAQ · Nexalin Technology Inc.
0.34
20% entry drawdown · -29.80%
OI
NYSE · O-I Glass Inc
7.15
20% entry drawdown · -26.97%
PDCC
NYSE · Pearl Diver Credit Company Inc.
8.60
20% entry drawdown · -22.67%
PSN
NYSE · Parsons Corp
44.21
20% entry drawdown · -21.46%
RADX
NASDAQ · Radiopharm Theranostics Limited American Depositary Shares
3.15
20% entry drawdown · -28.89%
SILO
NASDAQ · Silo Pharma Inc
4.19
20% entry drawdown · -23.78%
SKIN
NASDAQ · Beauty Health Co
0.69
20% entry drawdown · -24.64%
TULP
NASDAQ · Bloomia Holdings, Inc.
3.27
20% entry drawdown · -20.82%
TZOO
NASDAQ · Travelzoo
7.23
20% entry drawdown · -25.46%
WHD
NYSE · Cactus Inc
65.01
Reversal Risk Warning · 52.94%
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
1.00
20% entry drawdown · -52.04%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
CGBD
NASDAQ · Carlyle Secured Lending Inc
1 May 202611.58
9.99
-13.70%
Buy
0.15
-
-
CGEM
NASDAQ · Cullinan Oncology LLC
31 Oct 20258.66
16.50
90.53%
Buy
1.01
-
-
CHA
NASDAQ · Chagee Holdings Limited American Depositary Shares
13 Mar 202611.16
11.25
0.81%
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
18.31
30.96%
Buy
0.26
-
-
CHDN
NASDAQ · Churchill Downs Incorporated
1 May 202698.65
84.30
-14.55%
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
111.49
16.34%
Buy
0.06
-
-
CHKP
NASDAQ · Check Point Software Technologies Ltd
26 Jun 2026130.05
127.13
-2.25%
Buy
0.05
-
-
CHRD
NASDAQ · Chord Energy Corp
20 Jun 202599.38
140.38
41.25%
Buy
0.44
-
-
CHRN
NASDAQ · ChronoScale Corporation
5 Sep 20254.04
22.03
445.30%
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
279.05
7.24%
Buy
0.02
-
-
CIGI
NASDAQ · Colliers International Group Inc Bats
3 Jul 202698.51
98.55
0.04%
Buy
0.06
-
-
CLAR
NASDAQ · Clarus Corp
19 Jun 20263.13
3.21
2.56%
Buy
0.66
-
-
CLB
NYSE · Core Laboratories NV
5 Sep 202512.60
10.64
-15.53%
Buy
0.52
-
-
CLDX
NASDAQ · Celldex Therapeutics Inc
16 May 202520.45
38.06
86.11%
Buy
0.37
-
-
CLF
NYSE · Cleveland-Cliffs Inc
4 Jul 20258.82
11.52
30.61%
Buy
0.38
-
-
CLNN
NASDAQ · Clene Inc.
13 Jun 20254.10
5.02
22.32%
Buy
0.17
-
-
CLPR
NYSE · Clipper Realty Inc
1 May 20263.24
2.80
-13.56%
Buy
0.05
-
-
CLW
NYSE · Clearwater Paper Corporation
29 May 202616.30
21.03
29.02%
Buy
0.10
-
-
CMCO
NASDAQ · Columbus McKinnon Corporation
31 Jul 202619.17
19.17
New
Entry week
Buy
0.48
-
-
CMCSA
NASDAQ · Comcast Corp
2 Jan 202625.57
23.96
-6.31%
Buy
0.04
-
-
CMG
NYSE · Chipotle Mexican Grill Inc
26 Jun 202633.34
37.22
11.64%
Buy
0.32
-
-
CMP
NYSE · Compass Minerals International Inc
20 Sep 202411.34
29.34
158.73%
Buy
0.54
-
-
CNC
NYSE · Centene Corp
3 Oct 202538.70
62.22
60.78%
Buy
0.11
-
-
CNET
NASDAQ · ZW Data Action Technologies Inc
31 Jul 20261.60
1.60
New
Entry week
Buy
1.12
-
-
CNH
NYSE · CNH Industrial N.V.
16 Jan 202610.81
10.25
-5.21%
Buy
0.04
-
-
CNMD
NYSE · CONMED Corporation
17 Jul 202643.20
46.30
7.18%
Buy
1.25
-
-
CNNE
NYSE · Cannae Holdings Inc
1 May 202613.53
14.55
7.57%
Buy
0.15
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
22 Dec 2023
Entry
GNK
NYSE · Genco Shipping & Trading Ltd
13.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.79
22 Dec 2023
Entry
GNL
NYSE · Global Net Lease, Inc.
7.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
22 Dec 2023
Exit
GOTU
NYSE · Gaotu Techedu Inc DRC
3.37
20% entry drawdown
-27.21%
Entry 15 Dec 2023
4.63
22 Dec 2023
Entry
GRNQ
NASDAQ · GreenPro Capital Corp
1.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
22 Dec 2023
Entry
GTES
NYSE · Gates Industrial Corporation plc
13.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.05
22 Dec 2023
Exit
GYRE
NASDAQ · Gyre Therapeutics Inc.
29.68
Reversal Risk Warning
101.77%
Entry 17 Nov 2023
14.71
22 Dec 2023
Entry
HCSG
NASDAQ · Healthcare Services Group Inc
10.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
22 Dec 2023
Entry
HFBL
NASDAQ · Home Federal Bancorp Louisiana
13.05
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
22 Dec 2023
Entry
HGV
NYSE · Hilton Grand Vacations Inc
41.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
22 Dec 2023
Entry
HLMN
NASDAQ · Hillman Solutions Corp
9.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.39
22 Dec 2023
Entry
ICHR
NASDAQ · Ichor Holdings Ltd
33.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
22 Dec 2023
Entry
IMMR
NASDAQ · Immersion Corporation
6.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
22 Dec 2023
Entry
INCY
NASDAQ · Incyte Corporation
62.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
22 Dec 2023
Entry
IPI
NYSE · Intrepid Potash Inc
24.77
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
22 Dec 2023
Entry
IVR
NYSE · Invesco Mortgage Capital Inc
5.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
22 Dec 2023
Entry
JEF
NYSE · Jefferies Financial Group Inc
37.31
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
22 Dec 2023
Entry
JNJ
NYSE · Johnson & Johnson
144.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
22 Dec 2023
Entry
JOBY
NYSE · Joby Aviation
6.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
22 Dec 2023
Entry
JPM
NYSE · JPMorgan Chase & Co
158.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.05
22 Dec 2023
Entry
KMDA
NASDAQ · Kamada
5.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.48
22 Dec 2023
Entry
KNF
NYSE · Knife River Corporation
65.51
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.69
22 Dec 2023
Entry
KWY
NYSE · Kingsway Corporation
8.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
22 Dec 2023
Entry
LAD
NYSE · Lithia Motors Inc
315.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
22 Dec 2023
Entry
LEDS
NASDAQ · SemiLEDS Corporation
1.40
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
22 Dec 2023
Exit
LOCL
NYSE · Local Bounti Corp
2.04
20% entry drawdown
-22.14%
Entry 3 Nov 2023
2.62
22 Dec 2023
Entry
LOCO
NASDAQ · El Pollo Loco Holdings Inc
8.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
22 Dec 2023
Entry
LRMR
NASDAQ · Larimar Therapeutics Inc
4.28
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
22 Dec 2023
Entry
MAA
NYSE · Mid-America Apartment Communities Inc
119.58
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.50
22 Dec 2023
Entry
MAIN
NYSE · Main Street Capital Corporation
35.59
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.05
22 Dec 2023
Exit
MARA
NASDAQ · Marathon Digital Holdings Inc
26.71
Reversal Risk Warning
94.96%
Entry 1 Dec 2023
13.70