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
478.70
Total Return
378.70%
CAGR
55.90%
Annualized from first index week
Edge vs Market
+34.12%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.64
Sortino 5.14
Current Holdings
1077
Transactions
10779
Avg 3056.6/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4851
Stop 41.6% ·
Warning 57.9%
· 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
CURV
NYSE · Torrid Holdings Inc
2.33
MD 0.17 · 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
IQ
NASDAQ · iQIYI Inc
1.19
MD 0.25 · Market Dynamics Buy Signal
LAW
NYSE · CS Disco LLC
4.05
MD 0.26 · Market Dynamics Buy Signal
MAT
NASDAQ · Mattel Inc
14.30
MD 0.13 · 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%
GRDX
NASDAQ · GridAI Technologies Corp.
3.82
20% entry drawdown · -29.26%
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
CNR
NYSE · Core Natural Resources, Inc.
11 Jul 202575.23
83.02
10.35%
Buy
0.56
-
-
CODI
NYSE · Compass Diversified Holdings
3 Apr 20268.59
10.33
20.26%
Buy
1.01
-
-
COLD
NYSE · Americold Realty Trust
19 Dec 202511.76
15.93
35.47%
Buy
0.05
-
-
COLM
NASDAQ · Columbia Sportswear Company
12 Sep 202553.74
63.50
18.17%
Buy
0.10
-
-
COO
NASDAQ · The Cooper Companies, Inc
26 Jun 202671.02
71.71
0.97%
Buy
0.33
-
-
COOK
NYSE · Traeger Inc
26 Jun 202679.30
69.19
-12.75%
Buy
1.32
-
-
CPB
NASDAQ · Campbell’s Co
19 Jun 202620.80
22.08
6.14%
Buy
0.48
-
-
CPHC
NASDAQ · Canterbury Park Holding Corporation
23 Jan 202615.83
15.89
0.35%
Buy
0.44
-
-
CPRI
NYSE · Capri Holdings Ltd
27 Jun 202517.58
16.38
-6.83%
Buy
0.35
-
-
CPSS
NASDAQ · Consumer Portfolio Services Inc
19 Apr 20249.00
9.09
1.00%
Buy
0.05
-
-
CRAC
NASDAQ · Crown Reserve Acquisition Corp. I Class A Ordinary Shares
3 Jul 202610.12
10.13
0.10%
Buy
1.99
-
-
CRBU
NASDAQ · Caribou Biosciences Inc
11 Jul 20251.63
1.65
1.23%
Buy
1.37
-
-
CRCT
NASDAQ · Cricut Inc
3 May 20244.22
4.63
9.82%
Buy
0.78
-
-
CRDL
NASDAQ · Cardiol Therapeutics Inc Class A
16 May 20251.11
1.21
9.01%
Buy
0.09
-
-
CRE
NASDAQ · Cre8 Enterprise Limited Class A Ordinary Shares
29 May 20262.64
3.11
17.80%
Buy
1.12
-
-
CREX
NASDAQ · Creative Realities Inc
16 May 20252.11
3.46
63.98%
Buy
0.31
-
-
CRGY
NYSE · Crescent Energy Co
27 Jun 20258.56
10.75
25.65%
Buy
0.13
-
-
CRI
NYSE · Carter’s Inc
19 Sep 202530.59
38.10
24.55%
Buy
1.02
-
-
CRL
NYSE · Charles River Laboratories
13 Jun 2025149.45
224.35
50.12%
Buy
0.10
-
-
CRNC
NASDAQ · Cerence Inc
22 Nov 20247.20
8.63
19.86%
Buy
1.37
-
-
CRNT
NASDAQ · Ceragon Networks Ltd
26 Sep 20252.37
2.17
-8.44%
Buy
0.18
-
-
CROX
NASDAQ · Crocs Inc
5 Dec 202589.70
137.13
52.88%
Buy
0.31
-
-
CRSP
NASDAQ · Crispr Therapeutics AG
20 Jun 202544.25
47.78
7.98%
Buy
0.58
-
-
CRSR
NASDAQ · Corsair Gaming Inc
17 Apr 20266.48
9.75
50.46%
Buy
0.46
-
-
CRT
NYSE · Cross Timbers Royalty Trust
14 Nov 20258.57
9.86
15.10%
Buy
0.02
-
-
CRTO
NASDAQ · Criteo Sa
6 Mar 202619.74
22.48
13.88%
Buy
0.15
-
-
CRVL
NASDAQ · CorVel Corp
24 Apr 202657.33
61.70
7.62%
Buy
0.03
-
-
CRWS
NASDAQ · Crown Crafts Inc
20 Jun 20252.72
2.99
9.81%
Buy
0.12
-
-
CSIQ
NASDAQ · Canadian Solar Inc
6 Jun 202511.24
14.95
33.01%
Buy
0.83
-
-
CSTE
NASDAQ · Caesarstone Ltd
29 May 20261.86
2.29
23.12%
Buy
0.23
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
30 May 2025
Entry
CORZ
NASDAQ · Core Scientific, Inc. Common Stock
10.65
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
30 May 2025
Entry
CRC
NYSE · California Resources Corp
42.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
30 May 2025
Entry
CTRN
NASDAQ · Citi Trends Inc
26.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
30 May 2025
Exit
CURI
NASDAQ · Curiositystream Inc.
6.02
Reversal Risk Warning
471.80%
Entry 12 Apr 2024
1.05
30 May 2025
Entry
DDOG
NASDAQ · Datadog Inc
117.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
30 May 2025
Entry
DGII
NASDAQ · Digi International Inc
32.41
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
30 May 2025
Entry
DIN
NYSE · Dine Brands Global Inc
22.82
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.10
30 May 2025
Entry
DIOD
NASDAQ · Diodes Incorporated
44.40
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
30 May 2025
Exit
DRI
NYSE · Darden Restaurants Inc
207.79
Reversal Risk Warning
40.87%
Entry 1 Dec 2023
147.50
30 May 2025
Entry
DTI
NASDAQ · Drilling Tools International Corp.
2.62
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
30 May 2025
Entry
ECPG
NASDAQ · Encore Capital Group Inc
37.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
30 May 2025
Entry
EL
NYSE · Estee Lauder Companies Inc
65.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
30 May 2025
Entry
ETSY
NYSE · Etsy, Inc.
55.35
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
30 May 2025
Entry
EU
NASDAQ · enCore Energy Corp. Common Shares
2.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.17
30 May 2025
Entry
EVTV
NASDAQ · Envirotech Vehicles Inc
1.87
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.50
30 May 2025
Entry
EYPT
NASDAQ · Eyepoint Pharmaceuticals Inc
7.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.74
30 May 2025
Entry
FBIOP
NASDAQ · Fortress Biotech Inc Pref Series A
7.90
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.82
30 May 2025
Entry
FBRX
NASDAQ · Forte Biosciences Inc
8.50
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
30 May 2025
Entry
FIP
NASDAQ · FTAI Infrastructure Inc.
5.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.54
30 May 2025
Entry
FOSL
NASDAQ · Fossil Group Inc
1.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
30 May 2025
Entry
GCT
NASDAQ · GigaCloud Technology Inc Class A Ordinary Shares
17.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.42
30 May 2025
Entry
HVT
NYSE · Haverty Furniture Companies Inc
19.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
30 May 2025
Entry
HYFM
NASDAQ · Hydrofarm Holdings Group Inc
3.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
30 May 2025
Entry
ICFI
NASDAQ · ICF International Inc
85.16
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
30 May 2025
Entry
IEX
NYSE · IDEX Corporation
178.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
30 May 2025
Entry
IMMX
NASDAQ · Immix Biopharma Inc
2.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.96
30 May 2025
Entry
INDV
NASDAQ · Indivior PLC Ordinary Shares
12.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.92
30 May 2025
Entry
JMSB
NASDAQ · John Marshall Bancorp Inc
17.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.09
30 May 2025
Exit
KARO
NASDAQ · Karooooo Ltd
54.07
Reversal Risk Warning
121.87%
Entry 24 Nov 2023
24.37
30 May 2025
Entry
KMT
NYSE · Kennametal Inc
20.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25