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
CNR
NYSE · Core Natural Resources, Inc.
11 Jul 202575.23
83.20
10.59%
Buy
0.56
-
-
CODI
NYSE · Compass Diversified Holdings
3 Apr 20268.59
10.03
16.76%
Buy
1.01
-
-
COLD
NYSE · Americold Realty Trust
19 Dec 202511.76
14.32
21.77%
Buy
0.05
-
-
COLM
NASDAQ · Columbia Sportswear Company
12 Sep 202553.74
62.32
15.97%
Buy
0.10
-
-
COO
NASDAQ · The Cooper Companies, Inc
26 Jun 202671.02
70.31
-1.00%
Buy
0.33
-
-
CPB
NASDAQ · Campbell’s Co
19 Jun 202620.80
21.84
4.99%
Buy
0.48
-
-
CPHC
NASDAQ · Canterbury Park Holding Corporation
23 Jan 202615.83
15.55
-1.80%
Buy
0.44
-
-
CPRI
NYSE · Capri Holdings Ltd
27 Jun 202517.58
15.44
-12.17%
Buy
0.35
-
-
CPSS
NASDAQ · Consumer Portfolio Services Inc
19 Apr 20249.00
9.45
5.00%
Buy
0.05
-
-
CRAC
NASDAQ · Crown Reserve Acquisition Corp. I Class A Ordinary Shares
3 Jul 202610.12
10.15
0.25%
Buy
1.99
-
-
CRBU
NASDAQ · Caribou Biosciences Inc
11 Jul 20251.63
1.57
-3.68%
Buy
1.37
-
-
CRCT
NASDAQ · Cricut Inc
3 May 20244.22
4.46
5.78%
Buy
0.78
-
-
CRDL
NASDAQ · Cardiol Therapeutics Inc Class A
16 May 20251.11
1.18
6.31%
Buy
0.09
-
-
CRE
NASDAQ · Cre8 Enterprise Limited Class A Ordinary Shares
29 May 20262.64
2.54
-3.79%
Buy
1.12
-
-
CREX
NASDAQ · Creative Realities Inc
16 May 20252.11
3.20
51.66%
Buy
0.31
-
-
CRGY
NYSE · Crescent Energy Co
27 Jun 20258.56
11.27
31.73%
Buy
0.13
-
-
CRI
NYSE · Carter’s Inc
19 Sep 202530.59
38.75
26.68%
Buy
1.02
-
-
CRL
NYSE · Charles River Laboratories
13 Jun 2025149.45
226.58
51.61%
Buy
0.10
-
-
CRNC
NASDAQ · Cerence Inc
22 Nov 20247.20
8.45
17.29%
Buy
1.37
-
-
CRNT
NASDAQ · Ceragon Networks Ltd
26 Sep 20252.37
2.13
-10.13%
Buy
0.18
-
-
CROX
NASDAQ · Crocs Inc
5 Dec 202589.70
134.72
50.19%
Buy
0.31
-
-
CRSP
NASDAQ · Crispr Therapeutics AG
20 Jun 202544.25
46.54
5.18%
Buy
0.58
-
-
CRSR
NASDAQ · Corsair Gaming Inc
17 Apr 20266.48
9.85
52.01%
Buy
0.46
-
-
CRT
NYSE · Cross Timbers Royalty Trust
14 Nov 20258.57
10.15
18.49%
Buy
0.02
-
-
CRTO
NASDAQ · Criteo Sa
6 Mar 202619.74
20.44
3.55%
Buy
0.15
-
-
CRVL
NASDAQ · CorVel Corp
24 Apr 202657.33
59.86
4.41%
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
13.35
18.77%
Buy
0.83
-
-
CSTE
NASDAQ · Caesarstone Ltd
29 May 20261.86
2.09
12.37%
Buy
0.23
-
-
CTEV
NYSE · Claritev Corporation
22 May 202621.67
21.61
-0.28%
Buy
0.62
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
21 Feb 2025
Entry
LPL
NYSE · LG Display Co Ltd
3.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
21 Feb 2025
Entry
MRX
NASDAQ · Marex Group plc Ordinary Shares
36.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.30
21 Feb 2025
Exit
MYRG
NASDAQ · MYR Group Inc
120.50
20% entry drawdown
-23.69%
Entry 29 Nov 2024
157.90
21 Feb 2025
Exit
NERV
NASDAQ · Minerva Neurosciences Inc
1.82
20% entry drawdown
-21.21%
Entry 31 Jan 2025
2.31
21 Feb 2025
Entry
NUE
NYSE · Nucor Corp
132.61
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
21 Feb 2025
Exit
ONT
NYSE · Onterris
17.74
20% entry drawdown
-21.61%
Entry 17 Jan 2025
22.63
21 Feb 2025
Exit
RAND
NASDAQ · Rand Capital Corp
24.19
Reversal Risk Warning
146.76%
Entry 10 May 2024
9.81
21 Feb 2025
Exit
RDZN
NASDAQ · Roadzen Inc.
1.09
20% entry drawdown
-21.01%
Entry 14 Feb 2025
1.38
21 Feb 2025
Exit
SAP
NYSE · SAP SE ADR
275.84
Reversal Risk Warning
85.83%
Entry 24 Nov 2023
148.44
21 Feb 2025
Entry
STM
NYSE · STMicroelectronics NV ADR
27.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.78
21 Feb 2025
Exit
TUYA
NYSE · Tuya Inc ADR
3.89
Reversal Risk Warning
120.65%
Entry 4 Oct 2024
1.76
21 Feb 2025
Entry
TV
NYSE · Grupo Televisa SAB ADR
1.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
21 Feb 2025
Exit
TXG
NASDAQ · 10X Genomics Inc
10.90
20% entry drawdown
-27.72%
Entry 17 Jan 2025
15.08
21 Feb 2025
Entry
ULS
NYSE · UL Solutions Inc.
52.43
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
21 Feb 2025
Exit
VNET
NASDAQ · VNET Group Inc DRC
14.59
Reversal Risk Warning
268.43%
Entry 27 Sep 2024
3.96
21 Feb 2025
Entry
YI
NASDAQ · 111 Inc
8.36
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.23
14 Feb 2025
Exit
ABT
NYSE · Abbott Laboratories
127.39
Reversal Risk Warning
27.71%
Entry 1 Dec 2023
99.75
14 Feb 2025
Exit
AIOT
NASDAQ · PowerFleet, Inc.
8.10
Reversal Risk Warning
243.95%
Entry 24 Nov 2023
2.36
14 Feb 2025
Exit
ALAB
NASDAQ · Astera Labs, Inc.
87.85
20% entry drawdown
-27.03%
Entry 6 Dec 2024
120.40
14 Feb 2025
Entry
AQN
NYSE · Algonquin Power & Utilities Corp
4.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.63
14 Feb 2025
Exit
AUR
NASDAQ · Aurora Innovation Inc
10.19
Reversal Risk Warning
175.41%
Entry 12 Jul 2024
3.70
14 Feb 2025
Entry
BAK
NYSE · Braskem SA Class A
4.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.06
14 Feb 2025
Entry
BBD
NYSE · Banco Bradesco SA ADR
1.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
14 Feb 2025
Exit
BBDC
NYSE · Barings BDC Inc
8.46
Reversal Risk Warning
43.00%
Entry 4 Aug 2023
5.92
14 Feb 2025
Entry
BCDA
NASDAQ · Biocardia Inc
2.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.27
14 Feb 2025
Exit
BYRN
NASDAQ · Byrna Technologies Inc
32.80
Reversal Risk Warning
443.05%
Entry 1 Dec 2023
6.04
14 Feb 2025
Entry
CCIX
NASDAQ · Churchill Capital Corp IX
10.50
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
14 Feb 2025
Exit
COSM
NASDAQ · Cosmos Health Inc.
0.62
20% entry drawdown
-20.97%
Entry 24 Jan 2025
0.78
14 Feb 2025
Entry
CVGI
NASDAQ · Commercial Vehicle Group Inc
2.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.47
14 Feb 2025
Exit
CVLT
NASDAQ · CommVault Systems Inc
184.91
Reversal Risk Warning
131.37%
Entry 22 Dec 2023
79.92