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
494.61
Total Return
394.61%
CAGR
56.21%
Annualized from first index week
Edge vs Market
+33.47%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.65
Sortino 5.18
Current Holdings
1076
Transactions
10942
Avg 3053.1/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4933
Stop 42.1% ·
Warning 57.3%
· 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
ACM
NYSE · Aecom Technology Corporation
75.84
MD 0.19 · Market Dynamics Buy Signal
ACN
NYSE · Accenture plc
175.72
MD 0.15 · Market Dynamics Buy Signal
AWRE
NASDAQ · Aware Inc
1.27
MD 0.13 · Market Dynamics Buy Signal
BAFN
NASDAQ · Bayfirst Financial Corp
6.34
MD 0.07 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
11.22
MD 0.46 · Market Dynamics Buy Signal
BGSI
NYSE · Boyd Group Services Inc.
102.34
MD 0.05 · Market Dynamics Buy Signal
BHC
NYSE · Bausch Health Companies Inc
6.25
MD 0.17 · Market Dynamics Buy Signal
BIOA
NASDAQ · BioAge Labs, Inc
11.72
MD 0.19 · Market Dynamics Buy Signal
BRLT
NASDAQ · Brilliant Earth Group Inc
1.28
MD 0.02 · Market Dynamics Buy Signal
CDNL
NASDAQ · Cardinal Infrastructure Group Inc. Class A Common Stock
64.00
MD 0.17 · Market Dynamics Buy Signal
CLX
NYSE · The Clorox Company
105.15
MD 0.50 · Market Dynamics Buy Signal
CTSH
NASDAQ · Cognizant Technology Solutions Corp Class A
57.67
MD 0.29 · Market Dynamics Buy Signal
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
3.32
MD 1.69 · Market Dynamics Buy Signal
DOCS
NYSE · Doximity Inc
27.40
MD 0.99 · Market Dynamics Buy Signal
FRPT
NASDAQ · Freshpet Inc
66.91
MD 0.17 · Market Dynamics Buy Signal
FWRD
NASDAQ · Forward Air Corporation
19.35
MD 0.19 · Market Dynamics Buy Signal
G
NYSE · Genpact Limited
34.29
MD 0.42 · Market Dynamics Buy Signal
GLOB
NYSE · Globant SA
37.40
MD 0.19 · Market Dynamics Buy Signal
HUIZ
NASDAQ · Huize Holding Ltd
1.66
MD 0.29 · Market Dynamics Buy Signal
INSP
NYSE · Inspire Medical Systems Inc
60.16
MD 0.93 · Market Dynamics Buy Signal
INTU
NASDAQ · Intuit Inc
325.25
MD 0.07 · Market Dynamics Buy Signal
IT
NYSE · Gartner Inc
185.60
MD 0.94 · Market Dynamics Buy Signal
LBRDA
NASDAQ · Liberty Broadband Srs A
35.93
MD 0.00 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.11
MD 0.28 · Market Dynamics Buy Signal
MOS
NYSE · The Mosaic Company
23.06
MD 0.11 · Market Dynamics Buy Signal
MRDN
NASDAQ · Meridian Holdings Inc
14.42
MD 0.94 · Market Dynamics Buy Signal
OPCH
NASDAQ · Option Care Health Inc
23.79
MD 0.22 · Market Dynamics Buy Signal
PBH
NYSE · Prestige Brand Holdings Inc
54.85
MD 0.16 · Market Dynamics Buy Signal
PCOR
NYSE · Procore Technologies Inc
57.06
MD 0.53 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.14
MD 0.59 · Market Dynamics Buy Signal
RKDA
NASDAQ · Arcadia Biosciences Inc
0.70
MD 0.22 · Market Dynamics Buy Signal
RWAY
NASDAQ · Runway Growth Finance Corp
6.84
MD 0.16 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.53
MD 0.61 · Market Dynamics Buy Signal
TNDM
NASDAQ · Tandem Diabetes Care Inc
22.38
MD 0.31 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
101.83
MD 1.69 · Market Dynamics Buy Signal
TSCO
NASDAQ · Tractor Supply Company
34.56
MD 0.23 · Market Dynamics Buy Signal
UPST
NASDAQ · Upstart Holdings Inc
31.09
MD 0.08 · Market Dynamics Buy Signal
VNT
NYSE · Vontier Corp
35.09
MD 0.23 · Market Dynamics Buy Signal
WIX
NASDAQ · Wix.Com Ltd
60.20
MD 0.10 · Market Dynamics Buy Signal
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
2.02
MD 1.63 · Market Dynamics Buy Signal
ZKH
NYSE · ZKH Group Limited
2.85
MD 0.27 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
AHCO
NASDAQ · Adapthealth Corp
5.69
20% entry drawdown · -23.83%
AKBA
NASDAQ · Akebia Ther
0.91
20% entry drawdown · -26.62%
AMLX
NASDAQ · Amylyx Pharmaceuticals Inc
22.82
Reversal Risk Warning · 260.51%
APTV
NYSE · Aptiv PLC
49.55
20% entry drawdown · -25.65%
ATS
NYSE · ATS Corporation
21.13
20% entry drawdown · -27.06%
BAER
NASDAQ · Bridger Aerospace Group Holdings, Inc. Common Stock
1.26
20% entry drawdown · -32.44%
BTMD
NASDAQ · biote Corp
1.48
20% entry drawdown · -31.80%
CRL
NYSE · Charles River Laboratories
267.49
Reversal Risk Warning · 78.98%
DAAQ
NASDAQ · Digital Asset Acquisition Corp.
8.14
20% entry drawdown · -20.51%
FVN
NASDAQ · Future Vision II Acquisition Corporation Ordinary shares
11.80
Reversal Risk Warning · 12.61%
GDTC
NASDAQ · CytoMed Therapeutics Limited Ordinary Shares
0.82
20% entry drawdown · -29.20%
HCAT
NASDAQ · Health Catalyst Inc
1.73
20% entry drawdown · -24.45%
HGBL
NASDAQ · Heritage Global Inc
1.06
20% entry drawdown · -22.63%
IPCX
NASDAQ · Inflection Point Acquisition Corp. III Class A Ordinary Shares
4.44
20% entry drawdown · -56.34%
LVWR
NYSE · LiveWire Group Inc.
1.08
20% entry drawdown · -40.33%
MTW
NYSE · Manitowoc Company Inc
18.81
Reversal Risk Warning · 82.09%
ONT
NYSE · Onterris
16.51
20% entry drawdown · -21.12%
ORGO
NASDAQ · Organogenesis Holdings Inc
1.86
20% entry drawdown · -29.01%
PETZ
NASDAQ · TDH Holdings Inc
1.59
Reversal Risk Warning · 52.40%
PZZA
NASDAQ · Papa John's International Inc
24.47
20% entry drawdown · -33.77%
SPPL
NASDAQ · SIMPPLE LTD. Ordinary Shares
2.54
20% entry drawdown · -35.20%
SWK
NYSE · Stanley Black & Decker Inc
103.89
Reversal Risk Warning · 52.82%
UHAL
NYSE · U-Haul Holding Company
75.27
Reversal Risk Warning · 43.13%
VAC
NYSE · Marriot Vacations Worldwide
123.47
Reversal Risk Warning · 110.62%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
CNET
NASDAQ · ZW Data Action Technologies Inc
31 Jul 20261.60
1.39
-13.13%
Buy
1.12
-
-
CNH
NYSE · CNH Industrial N.V.
16 Jan 202610.81
10.91
0.89%
Buy
0.04
-
-
CNMD
NYSE · CONMED Corporation
17 Jul 202643.20
49.12
13.70%
Buy
1.26
-
-
CNNE
NYSE · Cannae Holdings Inc
1 May 202613.53
14.78
9.28%
Buy
0.15
-
-
CNR
NYSE · Core Natural Resources, Inc.
11 Jul 202575.23
89.60
19.10%
Buy
0.56
-
-
CODI
NYSE · Compass Diversified Holdings
3 Apr 20268.59
11.00
28.06%
Buy
1.01
-
-
COLD
NYSE · Americold Realty Trust
19 Dec 202511.76
14.96
27.22%
Buy
0.05
-
-
COLM
NASDAQ · Columbia Sportswear Company
12 Sep 202553.74
57.36
6.74%
Buy
0.10
-
-
COO
NASDAQ · The Cooper Companies, Inc
26 Jun 202671.02
74.23
4.52%
Buy
0.33
-
-
COOK
NYSE · Traeger Inc
31 Jul 202664.15
61.34
-4.38%
Buy
0.78
-
-
CPB
NASDAQ · Campbell’s Co
19 Jun 202620.80
23.05
10.81%
Buy
0.48
-
-
CPHC
NASDAQ · Canterbury Park Holding Corporation
23 Jan 202615.83
15.55
-1.83%
Buy
0.44
-
-
CPRI
NYSE · Capri Holdings Ltd
27 Jun 202517.58
15.31
-12.91%
Buy
0.35
-
-
CPSS
NASDAQ · Consumer Portfolio Services Inc
19 Apr 20249.00
9.48
5.33%
Buy
0.05
-
-
CRAC
NASDAQ · Crown Reserve Acquisition Corp. I Class A Ordinary Shares
10 Jul 202610.13
10.18
0.49%
Buy
1.93
-
-
CRBU
NASDAQ · Caribou Biosciences Inc
11 Jul 20251.63
1.65
1.23%
Buy
1.37
-
-
CRCT
NASDAQ · Cricut Inc
3 May 20244.22
5.84
38.52%
Buy
0.78
-
-
CRDL
NASDAQ · Cardiol Therapeutics Inc Class A
16 May 20251.11
1.42
27.93%
Buy
0.09
-
-
CRE
NASDAQ · Cre8 Enterprise Limited Class A Ordinary Shares
29 May 20262.64
2.66
0.57%
Buy
1.12
-
-
CREX
NASDAQ · Creative Realities Inc
16 May 20252.11
3.02
43.13%
Buy
0.31
-
-
CRGY
NYSE · Crescent Energy Co
27 Jun 20258.56
11.57
35.24%
Buy
0.13
-
-
CRI
NYSE · Carter’s Inc
19 Sep 202530.59
39.96
30.63%
Buy
1.02
-
-
CRM
NYSE · Salesforce.com Inc
31 Jul 2026184.02
192.74
4.74%
Buy
0.35
-
-
CRNC
NASDAQ · Cerence Inc
22 Nov 20247.20
9.15
27.01%
Buy
1.37
-
-
CRNT
NASDAQ · Ceragon Networks Ltd
26 Sep 20252.37
2.21
-6.75%
Buy
0.18
-
-
CROX
NASDAQ · Crocs Inc
5 Dec 202589.70
136.62
52.31%
Buy
0.31
-
-
CRSP
NASDAQ · Crispr Therapeutics AG
20 Jun 202544.25
53.52
20.95%
Buy
0.58
-
-
CRSR
NASDAQ · Corsair Gaming Inc
17 Apr 20266.48
14.35
121.45%
Buy
0.46
-
-
CRT
NYSE · Cross Timbers Royalty Trust
14 Nov 20258.57
10.04
17.20%
Buy
0.02
-
-
CRTO
NASDAQ · Criteo Sa
6 Mar 202619.74
18.38
-6.89%
Buy
0.15
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Sep 2023
Entry
CG
NASDAQ · Carlyle Group Inc
30.08
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
1 Sep 2023
Entry
CLBT
NASDAQ · Cellebrite DI
8.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.49
1 Sep 2023
Entry
CNM
NYSE · Core & Main Inc
32.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.81
1 Sep 2023
Entry
CNQ
NYSE · Canadian Natural Resources Ltd
28.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.33
1 Sep 2023
Entry
CRON
NASDAQ · Cronos Group Inc
1.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.86
1 Sep 2023
Entry
CSCO
NASDAQ · Cisco Systems Inc
53.62
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.51
1 Sep 2023
Entry
DOV
NYSE · Dover Corporation
144.21
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
1 Sep 2023
Entry
EFC
NYSE · Ellington Financial Inc.
9.45
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
1 Sep 2023
Entry
EOSE
NASDAQ · Eos Energy Enterprises Inc
3.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
1 Sep 2023
Entry
ETN
NYSE · Eaton Corporation PLC
225.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.47
1 Sep 2023
Entry
FERG
NYSE · Ferguson Plc
154.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.29
1 Sep 2023
Entry
FICO
NYSE · Fair Isaac Corporation
896.56
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.51
1 Sep 2023
Entry
FLXS
NASDAQ · Flexsteel Industries Inc
21.40
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.39
1 Sep 2023
Entry
FRHC
NASDAQ · Freedom Holding Corp
100.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
1 Sep 2023
Entry
GEL
NYSE · Genesis Energy LP
9.08
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
1 Sep 2023
Entry
ITT
NYSE · ITT Inc
100.84
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.78
1 Sep 2023
Entry
LFMD
NASDAQ · LifeMD Inc
4.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
1 Sep 2023
Entry
LTC
NYSE · LTC Properties Inc
27.47
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
1 Sep 2023
Entry
LUXE
NYSE · LuxExperience B.V.
3.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.48
1 Sep 2023
Entry
MELI
NASDAQ · MercadoLibre Inc.
1421.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.02
1 Sep 2023
Entry
NEXA
NYSE · Nexa Resources SA
6.26
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.45
1 Sep 2023
Entry
OLP
NYSE · One Liberty Properties Inc
15.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.12
1 Sep 2023
Entry
ONTO
NYSE · Onto Innovation Inc
136.78
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.25
1 Sep 2023
Entry
ORN
NYSE · Orion Group Holdings Inc
4.69
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.61
1 Sep 2023
Entry
OVLY
NASDAQ · Oak Valley Bancorp
24.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.30
1 Sep 2023
Entry
PGR
NYSE · Progressive Corp
123.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
1 Sep 2023
Entry
REFI
NASDAQ · Chicago Atlantic Real Estate Finance Inc
10.32
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.08
1 Sep 2023
Entry
REG
NASDAQ · Regency Centers Corporation
55.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.82
1 Sep 2023
Entry
RJF
NYSE · Raymond James Financial Inc.
102.33
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.59
1 Sep 2023
Entry
SHBI
NASDAQ · Shore Bancshares Inc
10.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.43