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
483.76
Total Return
383.76%
CAGR
56.75%
Annualized from first index week
Edge vs Market
+34.30%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.67
Sortino 5.20
Current Holdings
1117
Transactions
10719
Avg 3056.2/yr ·
254.7/mo ·
58.8/wk
Exit Mix
4801
Stop 41.3% ·
Warning 58.4%
· Other 0.2%
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
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.03 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.48
MD 0.27 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.03 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ARAI
NASDAQ · Arrive AI Inc.
0.42
MD 0.40 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.19
MD 0.14 · Market Dynamics Buy Signal
GIB
NYSE · CGI Inc
67.06
MD 0.07 · Market Dynamics Buy Signal
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.46
MD 0.15 · Market Dynamics Buy Signal
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10.12
MD 1.35 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.44 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 1.51 · Market Dynamics Buy Signal
MKC-V
NYSE · McCormick & Company Incorporated
50.81
MD 0.15 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.15
MD 2.50 · Market Dynamics Buy Signal
MNDO
NASDAQ · MIND CTI Ltd
1.06
MD 0.16 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.96
MD 0.21 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.18 · Market Dynamics Buy Signal
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.55
MD 0.24 · Market Dynamics Buy Signal
SKIN
NASDAQ · Beauty Health Co
0.91
MD 0.21 · Market Dynamics Buy Signal
SKYX
NASDAQ · SKYX Platforms Corp
1.27
MD 0.09 · Market Dynamics Buy Signal
STIM
NASDAQ · Neuronetics Inc
1.76
MD 0.50 · Market Dynamics Buy Signal
TTEK
NASDAQ · Tetra Tech Inc
30.99
MD 0.06 · Market Dynamics Buy Signal
USPH
NYSE · U.S. Physical Therapy, Inc.
72.54
MD 0.07 · Market Dynamics Buy Signal
VRDN
NASDAQ · Viridian Therapeutics Inc
19.74
MD 0.12 · Market Dynamics Buy Signal
WRAP
NASDAQ · Wrap Technologies Inc
2.46
MD 0.26 · Market Dynamics Buy Signal
WVVI
NASDAQ · Willamette Valley Vineyards Inc
2.93
MD 1.08 · Market Dynamics Buy Signal
XTLB
NASDAQ · XTL Biopharmaceuticals Ltd ADR
2.91
MD 0.77 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.53
20% entry drawdown · -23.12%
BIRD
NASDAQ · Allbirds Inc
3.13
20% entry drawdown · -33.15%
BLLN
NASDAQ · BillionToOne, Inc. Class A Common Stock
126.77
Reversal Risk Warning · 28.06%
BYRN
NASDAQ · Byrna Technologies Inc
3.87
20% entry drawdown · -44.55%
CE
NYSE · Celanese Corporation
46.92
20% entry drawdown · -20.19%
CHGG
NYSE · Chegg Inc
0.85
20% entry drawdown · -23.79%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
GKOS
NYSE · Glaukos Corp
152.72
Reversal Risk Warning · 82.11%
JEM
NASDAQ · 707 Cayman Holdings Limited Ordinary Shares
0.54
20% entry drawdown · -64.86%
KELYB
NASDAQ · Kelly Services B Inc
23.95
Reversal Risk Warning · 75.74%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
NEWT
NASDAQ · NewtekOne, Inc.
14.78
Reversal Risk Warning · 52.99%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
TLPH
NASDAQ · Talphera Inc.
1.46
Reversal Risk Warning · 196.33%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
CLW
NYSE · Clearwater Paper Corporation
29 May 202616.30
15.80
-3.07%
Buy
0.10
-
-
CMCSA
NASDAQ · Comcast Corp
2 Jan 202625.57
23.57
-7.84%
Buy
0.04
-
-
CMG
NYSE · Chipotle Mexican Grill Inc
26 Jun 202633.34
35.25
5.73%
Buy
0.32
-
-
CMP
NYSE · Compass Minerals International Inc
20 Sep 202411.34
29.84
163.14%
Buy
0.54
-
-
CNC
NYSE · Centene Corp
3 Oct 202538.70
67.35
74.03%
Buy
0.11
-
-
CNH
NYSE · CNH Industrial N.V.
16 Jan 202610.81
10.45
-3.36%
Buy
0.04
-
-
CNMD
NYSE · CONMED Corporation
26 Jun 202635.95
38.48
7.04%
Buy
0.19
-
-
CNNE
NYSE · Cannae Holdings Inc
1 May 202613.53
14.59
7.87%
Buy
0.15
-
-
CNR
NYSE · Core Natural Resources, Inc.
11 Jul 202575.23
81.87
8.82%
Buy
0.56
-
-
CODI
NYSE · Compass Diversified Holdings
3 Apr 20268.59
10.06
17.11%
Buy
1.01
-
-
COLD
NYSE · Americold Realty Trust
19 Dec 202511.76
15.51
31.89%
Buy
0.05
-
-
COLM
NASDAQ · Columbia Sportswear Company
12 Sep 202553.74
62.97
17.18%
Buy
0.10
-
-
COO
NASDAQ · The Cooper Companies, Inc
26 Jun 202671.02
70.70
-0.45%
Buy
0.34
-
-
COOK
NYSE · Traeger Inc
26 Jun 202679.30
72.47
-8.61%
Buy
1.32
-
-
CPB
NASDAQ · Campbell’s Co
19 Jun 202620.80
22.07
6.10%
Buy
0.48
-
-
CPHC
NASDAQ · Canterbury Park Holding Corporation
23 Jan 202615.83
16.03
1.23%
Buy
0.44
-
-
CPRI
NYSE · Capri Holdings Ltd
27 Jun 202517.58
18.04
2.62%
Buy
0.35
-
-
CPSS
NASDAQ · Consumer Portfolio Services Inc
19 Apr 20249.00
9.26
2.89%
Buy
0.05
-
-
CRAC
NASDAQ · Crown Reserve Acquisition Corp. I Class A Ordinary Shares
3 Jul 202610.12
10.13
0.10%
Buy
2.02
-
-
CRBU
NASDAQ · Caribou Biosciences Inc
11 Jul 20251.63
1.93
18.10%
Buy
1.37
-
-
CRCT
NASDAQ · Cricut Inc
3 May 20244.22
4.41
4.60%
Buy
0.78
-
-
CRDL
NASDAQ · Cardiol Therapeutics Inc Class A
16 May 20251.11
1.01
-9.01%
Buy
0.09
-
-
CRE
NASDAQ · Cre8 Enterprise Limited Class A Ordinary Shares
29 May 20262.64
3.24
22.73%
Buy
1.12
-
-
CREX
NASDAQ · Creative Realities Inc
16 May 20252.11
3.84
81.99%
Buy
0.31
-
-
CRGY
NYSE · Crescent Energy Co
27 Jun 20258.56
9.47
10.69%
Buy
0.13
-
-
CRI
NYSE · Carter’s Inc
19 Sep 202530.59
40.19
31.38%
Buy
1.02
-
-
CRL
NYSE · Charles River Laboratories
13 Jun 2025149.45
233.41
56.18%
Buy
0.10
-
-
CRNC
NASDAQ · Cerence Inc
22 Nov 20247.20
10.47
45.42%
Buy
1.37
-
-
CRNT
NASDAQ · Ceragon Networks Ltd
26 Sep 20252.37
2.35
-0.84%
Buy
0.18
-
-
CROX
NASDAQ · Crocs Inc
5 Dec 202589.70
132.78
48.03%
Buy
0.31
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
8 May 2026
Exit
AGEN
NASDAQ · Agenus Inc
3.82
20% entry drawdown
-20.25%
Entry 17 Apr 2026
4.79
8 May 2026
Entry
AGL
NYSE · agilon health Inc
54.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.10
8 May 2026
Entry
AI
NYSE · C3 Ai Inc
9.87
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.41
8 May 2026
Exit
AKAM
NASDAQ · Akamai Technologies Inc
147.71
Reversal Risk Warning
76.39%
Entry 7 Nov 2025
83.74
8 May 2026
Entry
ALKT
NASDAQ · Alkami Technology Inc
17.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
8 May 2026
Entry
ALRM
NASDAQ · Alarm.com Holdings Inc
47.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
8 May 2026
Entry
AMCX
NASDAQ · AMC Networks Inc
8.80
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
8 May 2026
Entry
AMN
NYSE · AMN Healthcare Services Inc
28.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.72
8 May 2026
Entry
AMWL
NYSE · American Well Corp
7.97
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.34
8 May 2026
Exit
AP
NYSE · Ampco-Pittsburgh Corporation
12.20
Reversal Risk Warning
464.81%
Entry 29 Nov 2024
2.16
8 May 2026
Entry
ATLX
NASDAQ · Atlas Lithium Corporation Common Stock
6.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
8 May 2026
Entry
ATOS
NASDAQ · Atossa Genetics Inc
5.60
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
8 May 2026
Entry
ATYR
NASDAQ · aTyr Pharma, Inc.
0.95
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.62
8 May 2026
Exit
BBGI
NASDAQ · Beasley Broadcast Group Inc
17.13
20% entry drawdown
-20.36%
Entry 17 Apr 2026
21.51
8 May 2026
Exit
BCAT
NYSE · BlackRock Capital Allocation Trust
15.02
Reversal Risk Warning
65.00%
Entry 1 Dec 2023
9.10
8 May 2026
Exit
BELFB
NASDAQ · Bel Fuse B Inc
297.98
Reversal Risk Warning
298.85%
Entry 26 Jul 2024
74.71
8 May 2026
Exit
BIYA
NASDAQ · Baiya International Group Inc. Ordinary Shares
1.04
20% entry drawdown
-27.78%
Entry 1 May 2026
1.44
8 May 2026
Entry
BLMN
NASDAQ · Bloomin Brands Inc
8.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
8 May 2026
Entry
BLZE
NASDAQ · Backblaze Inc
7.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.74
8 May 2026
Entry
BMRA
NASDAQ · Biomerica Inc
2.22
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
8 May 2026
Entry
BOX
NYSE · Box Inc
25.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
8 May 2026
Entry
BSY
NASDAQ · Bentley Systems Inc
32.69
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
8 May 2026
Entry
CARS
NYSE · Cars.com Inc
11.68
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
8 May 2026
Exit
CASY
NASDAQ · Caseys General Stores Inc
859.49
Reversal Risk Warning
156.80%
Entry 10 May 2024
334.69
8 May 2026
Exit
CBOE
CBOE · Cboe Global Markets Inc
347.81
Reversal Risk Warning
103.11%
Entry 17 Nov 2023
171.24
8 May 2026
Entry
CCM
NYSE · Concord Medical Services Holdings
5.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.57
8 May 2026
Entry
CCRN
NASDAQ · Cross Country Healthcare Inc
13.18
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.13
8 May 2026
Exit
CELC
NASDAQ · Celcuity LLC
131.06
Reversal Risk Warning
228.39%
Entry 1 Aug 2025
39.91
8 May 2026
Entry
CGCT
NASDAQ · Cartesian Growth Corporation III Class A Ordinary Shares
10.38
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
8 May 2026
Exit
CGNX
NASDAQ · Cognex Corporation
65.57
Reversal Risk Warning
109.89%
Entry 27 Jun 2025
31.24