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
487.74
Total Return
387.74%
CAGR
57.51%
Annualized from first index week
Edge vs Market
+35.40%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.70
Sortino 5.25
Current Holdings
1105
Transactions
10675
Avg 3060.4/yr ·
255.0/mo ·
58.9/wk
Exit Mix
4785
Stop 41.3% ·
Warning 58.5%
· 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
ABT
NYSE · Abbott Laboratories
95.40
MD 0.06 · Market Dynamics Buy Signal
ACET
NASDAQ · Adicet Bio Inc
9.00
MD 0.90 · Market Dynamics Buy Signal
AKBA
NASDAQ · Akebia Ther
1.24
MD 0.04 · Market Dynamics Buy Signal
ALDX
NASDAQ · Aldeyra The
2.27
MD 0.20 · Market Dynamics Buy Signal
ALIT
NYSE · Alight Inc
14.26
MD 0.88 · Market Dynamics Buy Signal
ANGI
NASDAQ · ANGI Homeservices Inc
6.06
MD 0.09 · Market Dynamics Buy Signal
AVXL
NASDAQ · Anavex Life Sciences Corp
2.76
MD 0.10 · Market Dynamics Buy Signal
BARK
NYSE · BARK, Inc.
10.93
MD 0.02 · Market Dynamics Buy Signal
BILL
NYSE · Bill Com Holdings Inc
40.48
MD 0.02 · Market Dynamics Buy Signal
BTMD
NASDAQ · biote Corp
2.17
MD 0.93 · Market Dynamics Buy Signal
BYRN
NASDAQ · Byrna Technologies Inc
6.97
MD 0.51 · Market Dynamics Buy Signal
CIGI
NASDAQ · Colliers International Group Inc Bats
98.51
MD 0.06 · Market Dynamics Buy Signal
CLRO
NASDAQ · ClearOne Inc
6.48
MD 0.63 · Market Dynamics Buy Signal
CRAC
NASDAQ · Crown Reserve Acquisition Corp. I Class A Ordinary Shares
10.12
MD 1.89 · Market Dynamics Buy Signal
DEFT
NASDAQ · DeFi Technologies Inc.
0.53
MD 0.47 · Market Dynamics Buy Signal
DNMX
NASDAQ · Dynamix Corporation III Class A Ordinary Shares
10.01
MD 1.48 · Market Dynamics Buy Signal
DYAI
NASDAQ · Dyadic International Inc
0.94
MD 0.21 · Market Dynamics Buy Signal
ELBM
NASDAQ · Electra Battery Materials Corp
0.56
MD 0.28 · Market Dynamics Buy Signal
ESBA
NYSE · Empire State Realty OP LP ES
5.64
MD 0.68 · Market Dynamics Buy Signal
EVO
NASDAQ · Evotec SE ADR
2.90
MD 0.20 · Market Dynamics Buy Signal
EVTC
NYSE · Evertec Inc
29.63
MD 0.27 · Market Dynamics Buy Signal
FISK
NYSE · Empire State Realty OP LP 250
5.61
MD 0.63 · Market Dynamics Buy Signal
FOUR
NYSE · Shift4 Payments Inc
51.35
MD 0.87 · Market Dynamics Buy Signal
GHI
NYSE · Greystone Housing Impact Investors LP
5.96
MD 0.27 · Market Dynamics Buy Signal
GIS
NYSE · General Mills Inc
37.57
MD 0.41 · Market Dynamics Buy Signal
HELP
NASDAQ · Cybin Inc. Common Stock
6.24
MD 0.51 · Market Dynamics Buy Signal
INCR
NASDAQ · InterCure Ltd.
1.09
MD 1.06 · Market Dynamics Buy Signal
KNSL
NYSE · Kinsale Capital Group Inc
354.85
MD 0.09 · Market Dynamics Buy Signal
LAB
NASDAQ · Standard Biotools Inc
0.91
MD 0.26 · Market Dynamics Buy Signal
LZ
NASDAQ · LegalZoom.com Inc
6.92
MD 0.38 · Market Dynamics Buy Signal
MRSH
NYSE · Marsh & McLennan Companies, Inc.
178.54
MD 0.32 · Market Dynamics Buy Signal
MSTR
NASDAQ · MicroStrategy Incorporated
100.77
MD 0.01 · Market Dynamics Buy Signal
NKE
NYSE · Nike Inc
44.09
MD 0.29 · Market Dynamics Buy Signal
OI
NYSE · O-I Glass Inc
9.79
MD 0.11 · Market Dynamics Buy Signal
OWLT
NYSE · Owlet Inc
5.76
MD 0.26 · Market Dynamics Buy Signal
OXBR
NASDAQ · Oxbridge Re Holdings Ltd
1.28
MD 1.07 · Market Dynamics Buy Signal
PGY
NASDAQ · Pagaya Technologies Ltd.
17.79
MD 1.04 · Market Dynamics Buy Signal
REAX
NASDAQ · Real Brokerage Inc
2.17
MD 0.08 · Market Dynamics Buy Signal
SLNG
NASDAQ · Stabilis Solutions Inc
4.19
MD 0.43 · Market Dynamics Buy Signal
SRFM
NYSE · Surf Air Mobility Inc.
1.04
MD 0.50 · Market Dynamics Buy Signal
TDWD
NASDAQ · Tailwind 2.0 Acquisition Corp. Class A Ordinary Shares
10.06
MD 1.64 · Market Dynamics Buy Signal
UTZ
NYSE · Utz Brands Inc
8.27
MD 0.58 · Market Dynamics Buy Signal
WAY
NASDAQ · Waystar Holding Corp. Common Stock
23.46
MD 0.10 · Market Dynamics Buy Signal
WING
NASDAQ · Wingstop Inc
177.99
MD 0.22 · Market Dynamics Buy Signal
YSG
NYSE · Yatsen Holding
3.47
MD 1.35 · Market Dynamics Buy Signal
ZBH
NYSE · Zimmer Biomet Holdings Inc
87.47
MD 0.13 · Market Dynamics Buy Signal
ZS
NASDAQ · Zscaler Inc
147.33
MD 0.40 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ABCL
NASDAQ · Abcellera Biologics Inc
8.11
Reversal Risk Warning · 137.83%
ABX
NYSE · Abacus Global Management, Inc.
11.86
Reversal Risk Warning · 89.60%
AIRT
NASDAQ · Air T Inc
28.87
Reversal Risk Warning · 60.30%
ALAR
NASDAQ · Alarum Technologies Ltd.
6.35
20% entry drawdown · -34.06%
ALGT
NASDAQ · Allegiant Travel Company
118.67
Reversal Risk Warning · 113.01%
ASTL
NASDAQ · Algoma Steel Group Inc
3.77
20% entry drawdown · -20.46%
BGDE
NASDAQ · Big Digital Energy, Inc.
7.45
20% entry drawdown · -30.18%
ENVX
NASDAQ · Enovix Corp
5.36
20% entry drawdown · -20.83%
FA
NASDAQ · First Advantage Corp
20.53
Reversal Risk Warning · 58.29%
GCBC
NASDAQ · Greene County Bancorp Inc
34.66
Reversal Risk Warning · 41.97%
ILMN
NASDAQ · Illumina Inc
188.68
Reversal Risk Warning · 117.05%
LFVN
NASDAQ · Lifevantage Corporation
6.22
20% entry drawdown · -20.55%
MB
NASDAQ · MasterBeef Group Ordinary Shares
4.51
20% entry drawdown · -26.31%
MOVE
NASDAQ · Movano Inc
17.37
20% entry drawdown · -24.12%
NEUP
NASDAQ · Neuphoria Therapeutics Inc
3.38
20% entry drawdown · -32.94%
OPTU
NYSE · Optimum Communications, Inc.
1.16
20% entry drawdown · -30.12%
RDZN
NASDAQ · Roadzen Inc.
1.34
20% entry drawdown · -25.56%
SMCI
NASDAQ · Super Micro Computer Inc
27.22
20% entry drawdown · -23.04%
TTRX
NASDAQ · Turn Therapeutics Inc. Common Stock
7.12
Reversal Risk Warning · 38.79%
USIO
NASDAQ · Usio Inc
2.48
Reversal Risk Warning · 63.16%
VGAS
NASDAQ · Verde Clean Fuels Inc.
1.00
20% entry drawdown · -34.21%
WXM
NASDAQ · WF International Limited Ordinary Shares
4.29
20% entry drawdown · -23.38%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
CMP
NYSE · Compass Minerals International Inc
20 Sep 202411.34
29.95
164.11%
Buy
0.54
-
-
CNC
NYSE · Centene Corp
3 Oct 202538.70
67.86
75.35%
Buy
0.11
-
-
CNH
NYSE · CNH Industrial N.V.
16 Jan 202610.81
10.72
-0.86%
Buy
0.04
-
-
CNMD
NYSE · CONMED Corporation
26 Jun 202635.95
33.83
-5.90%
Buy
0.18
-
-
CNNE
NYSE · Cannae Holdings Inc
1 May 202613.53
14.72
8.83%
Buy
0.15
-
-
CNR
NYSE · Core Natural Resources, Inc.
11 Jul 202575.23
79.34
5.46%
Buy
0.56
-
-
CODI
NYSE · Compass Diversified Holdings
3 Apr 20268.59
10.61
23.52%
Buy
1.01
-
-
COLD
NYSE · Americold Realty Trust
19 Dec 202511.76
16.24
38.10%
Buy
0.05
-
-
COLM
NASDAQ · Columbia Sportswear Company
12 Sep 202553.74
63.32
17.83%
Buy
0.10
-
-
COO
NASDAQ · The Cooper Companies, Inc
26 Jun 202671.02
74.20
4.48%
Buy
0.34
-
-
COOK
NYSE · Traeger Inc
26 Jun 202679.30
73.83
-6.90%
Buy
1.31
-
-
CPB
NASDAQ · Campbell’s Co
19 Jun 202620.80
23.32
12.10%
Buy
0.48
-
-
CPHC
NASDAQ · Canterbury Park Holding Corporation
23 Jan 202615.83
15.99
0.98%
Buy
0.44
-
-
CPRI
NYSE · Capri Holdings Ltd
27 Jun 202517.58
18.96
7.85%
Buy
0.35
-
-
CPSS
NASDAQ · Consumer Portfolio Services Inc
19 Apr 20249.00
9.62
6.89%
Buy
0.05
-
-
CRAC
NASDAQ · Crown Reserve Acquisition Corp. I Class A Ordinary Shares
3 Jul 202610.12
10.12
New
Entry week
Buy
1.89
-
-
CRBU
NASDAQ · Caribou Biosciences Inc
11 Jul 20251.63
1.82
11.66%
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
1.05
-5.41%
Buy
0.09
-
-
CRE
NASDAQ · Cre8 Enterprise Limited Class A Ordinary Shares
29 May 20262.64
2.49
-5.68%
Buy
1.12
-
-
CREX
NASDAQ · Creative Realities Inc
16 May 20252.11
4.09
93.84%
Buy
0.31
-
-
CRGY
NYSE · Crescent Energy Co
27 Jun 20258.56
9.34
9.17%
Buy
0.13
-
-
CRI
NYSE · Carter’s Inc
19 Sep 202530.59
40.65
32.89%
Buy
1.02
-
-
CRL
NYSE · Charles River Laboratories
13 Jun 2025149.45
230.69
54.36%
Buy
0.10
-
-
CRNC
NASDAQ · Cerence Inc
22 Nov 20247.20
10.71
48.75%
Buy
1.37
-
-
CRNT
NASDAQ · Ceragon Networks Ltd
26 Sep 20252.37
2.42
2.11%
Buy
0.18
-
-
CROX
NASDAQ · Crocs Inc
5 Dec 202589.70
125.28
39.67%
Buy
0.31
-
-
CRSP
NASDAQ · Crispr Therapeutics AG
20 Jun 202544.25
60.08
35.77%
Buy
0.58
-
-
CRSR
NASDAQ · Corsair Gaming Inc
17 Apr 20266.48
8.90
37.35%
Buy
0.46
-
-
CRT
NYSE · Cross Timbers Royalty Trust
14 Nov 20258.57
9.02
5.30%
Buy
0.02
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
26 Jun 2026
Exit
PKOH
NASDAQ · Park Ohio Holdings Corp
39.06
Reversal Risk Warning
122.18%
Entry 21 Jul 2023
17.58
26 Jun 2026
Exit
PLOW
NYSE · Douglas Dynamics Inc
53.89
Reversal Risk Warning
133.11%
Entry 24 May 2024
23.12
26 Jun 2026
Exit
PRG
NYSE · PROG Holdings Inc
46.11
Reversal Risk Warning
61.38%
Entry 6 Jun 2025
28.57
26 Jun 2026
Exit
PRSU
NYSE · Pursuit Attractions and Hospitality, Inc.
54.76
Reversal Risk Warning
71.39%
Entry 24 Nov 2023
31.95
26 Jun 2026
Exit
PSIG
NASDAQ · PS International Group Ltd. Ordinary Shares
11.69
Price scale break
151.94%
Entry 2 Jan 2026
4.64
26 Jun 2026
Exit
PSMT
NASDAQ · PriceSmart Inc
196.25
Reversal Risk Warning
162.39%
Entry 21 Jul 2023
74.79
26 Jun 2026
Exit
PSNL
NASDAQ · Personalis Inc
13.02
Reversal Risk Warning
238.18%
Entry 19 Jul 2024
3.85
26 Jun 2026
Exit
PTGX
NASDAQ · Protagonist Therapeutics Inc
121.88
Reversal Risk Warning
265.02%
Entry 14 Jun 2024
33.39
26 Jun 2026
Exit
PTRN
NASDAQ · Pattern Group Inc. Series A Common Stock
22.90
Reversal Risk Warning
43.84%
Entry 8 May 2026
15.92
26 Jun 2026
Entry
PULM
NASDAQ · Pulmatrix Inc
1.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.66
26 Jun 2026
Exit
PVLA
NASDAQ · Palvella Therapeutics, Inc
148.21
Reversal Risk Warning
177.44%
Entry 22 Aug 2025
53.42
26 Jun 2026
Exit
RBB
NASDAQ · RBB Bancorp
27.05
Reversal Risk Warning
118.43%
Entry 21 Jul 2023
12.38
26 Jun 2026
Exit
RBBN
NASDAQ · Ribbon Communications Inc
2.20
20% entry drawdown
-21.71%
Entry 17 Apr 2026
2.81
26 Jun 2026
Exit
RCUS
NYSE · Arcus Biosciences Inc
31.00
Reversal Risk Warning
232.26%
Entry 11 Jul 2025
9.33
26 Jun 2026
Exit
RFIL
NASDAQ · RF Industries Ltd
21.43
Reversal Risk Warning
340.95%
Entry 20 Jun 2025
4.86
26 Jun 2026
Exit
RLAY
NASDAQ · Relay Therapeutics Inc
18.56
Reversal Risk Warning
518.67%
Entry 9 May 2025
3.00
26 Jun 2026
Exit
RMCF
NASDAQ · Rocky Mountain Chocolate Factory
1.08
20% entry drawdown
-31.21%
Entry 4 Jul 2025
1.57
26 Jun 2026
Exit
ROIV
NASDAQ · Roivant Sciences Ltd
34.07
Reversal Risk Warning
141.97%
Entry 12 Sep 2025
14.08
26 Jun 2026
Exit
RSI
NYSE · Rush Street Interactive Inc
31.56
Reversal Risk Warning
301.53%
Entry 3 May 2024
7.86
26 Jun 2026
Exit
RVMD
NASDAQ · Revolution Medicines Inc
182.08
Reversal Risk Warning
350.47%
Entry 9 May 2025
40.42
26 Jun 2026
Exit
SBFG
NASDAQ · SB Financial Group Inc
24.75
Reversal Risk Warning
83.49%
Entry 8 Sep 2023
13.49
26 Jun 2026
Entry
SDGR
NASDAQ · Schrodinger Inc
16.86
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.10
26 Jun 2026
Exit
SEAT
NASDAQ · Vivid Seats Inc
6.36
20% entry drawdown
-20.90%
Entry 17 Apr 2026
8.04
26 Jun 2026
Exit
SEGG
NASDAQ · Lottery.com Inc.
0.91
20% entry drawdown
-25.37%
Entry 1 May 2026
1.22
26 Jun 2026
Exit
SENS
NASDAQ · Senseonics Holdings, Inc. Common Stock
5.72
20% entry drawdown
-20.33%
Entry 12 Jun 2026
7.18
26 Jun 2026
Exit
SIDU
NASDAQ · Sidus Space Inc
2.61
20% entry drawdown
-34.91%
Entry 15 May 2026
4.01
26 Jun 2026
Exit
SJT
NYSE · San Juan Basin Royalty Trust
2.97
20% entry drawdown
-21.84%
Entry 27 Sep 2024
3.80
26 Jun 2026
Entry
SLGN
NYSE · Silgan Holdings Inc
46.23
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.38
26 Jun 2026
Exit
SLNG
NASDAQ · Stabilis Solutions Inc
3.91
20% entry drawdown
-23.63%
Entry 12 Jun 2026
5.12
26 Jun 2026
Exit
SLS
NASDAQ · Sellas Life Sciences Group Inc
12.39
Reversal Risk Warning
845.80%
Entry 18 Apr 2025
1.31