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
CTKB
NASDAQ · Cytek Biosciences Inc
27 Jun 20253.55
4.46
25.63%
Buy
0.28
-
-
CTNM
NASDAQ · Contineum Therapeutics, Inc. Class A Common Stock
15 Aug 20257.38
14.06
90.51%
Buy
1.36
-
-
CTRM
NASDAQ · Castor Maritime Inc
3 Oct 20252.14
1.87
-12.62%
Buy
0.06
-
-
CUB
NASDAQ · Lionheart Holdings
23 May 202510.41
10.80
3.75%
Buy
3.47
-
-
CUE
NASDAQ · Cue Biopharma
17 Apr 202618.19
32.12
76.62%
Buy
0.68
-
-
CULP
NASDAQ · Culp, Inc. Common Stock
8 May 20263.61
3.55
-1.66%
Buy
0.29
-
-
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
12 Jun 20263.97
3.34
-15.99%
Buy
1.10
-
-
CURV
NYSE · Torrid Holdings Inc
17 Jul 20262.33
2.48
6.44%
Buy
0.17
-
-
CVGI
NASDAQ · Commercial Vehicle Group Inc
13 Mar 20262.90
4.62
59.31%
Buy
0.95
-
-
CVLT
NASDAQ · CommVault Systems Inc
24 Apr 202693.92
142.31
51.52%
Buy
0.14
-
-
CWAN
NYSE · Clearwater Analytics Holdings Inc
14 Nov 202519.25
24.56
27.58%
Buy
0.08
-
-
CXM
NYSE · Sprinklr Inc
29 May 20265.58
5.69
1.97%
Buy
0.08
-
-
CXT
NYSE · Crane NXT Co
19 Jun 202646.93
52.86
12.64%
Buy
0.26
-
-
CYRX
NASDAQ · Cryoport Inc
6 Jun 20257.00
15.37
119.57%
Buy
0.78
-
-
CYTK
NASDAQ · Cytokinetics Inc
15 Aug 202538.67
80.74
108.79%
Buy
0.65
-
-
CZR
NASDAQ · Caesars Entertainment Corporation
20 Feb 202621.23
29.94
41.03%
Buy
0.04
-
-
DAAQ
NASDAQ · Digital Asset Acquisition Corp.
20 Feb 202610.24
10.41
1.66%
Buy
0.27
-
-
DAIO
NASDAQ · Data I/O Corporation
6 Jun 20252.76
3.12
13.04%
Buy
0.10
-
-
DBI
NYSE · Designer Brands Inc
22 Aug 20253.46
5.46
57.60%
Buy
0.71
-
-
DBRG
NYSE · Digitalbridge Group Inc
23 May 202511.15
15.90
42.66%
Buy
0.48
-
-
DBX
NASDAQ · Dropbox Inc
8 May 202628.90
29.19
1.00%
Buy
0.16
-
-
DCBO
NASDAQ · Docebo Inc
1 May 202620.67
19.37
-6.29%
Buy
0.33
-
-
DCH
NYSE · Dauch Corporation
23 May 20254.28
5.48
28.04%
Buy
0.05
-
-
DDD
NYSE · 3D Systems Corporation
22 Aug 20252.10
2.57
22.38%
Buy
0.55
-
-
DEA
NYSE · Eerly Govt Ppty Inc
27 Jun 202520.55
25.33
23.25%
Buy
0.02
-
-
DECK
NYSE · Deckers Outdoor Corporation
17 Oct 202599.82
96.04
-3.79%
Buy
0.27
-
-
DEI
NYSE · Douglas Emmett Inc
24 Apr 202610.70
12.28
14.77%
Buy
0.39
-
-
DFH
NYSE · Dream Finders Homes Inc
26 Jun 202617.20
15.92
-7.44%
Buy
0.77
-
-
DFIN
NYSE · Donnelley Financial Solutions Inc
17 Jul 202649.95
48.26
-3.38%
Buy
0.06
-
-
DHR
NYSE · Danaher Corporation
26 Jun 2026196.19
191.50
-2.39%
Buy
0.16
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Mar 2024
Exit
MAX
NYSE · MediaAlpha Inc.
21.55
Reversal Risk Warning
121.71%
Entry 20 Oct 2023
9.72
1 Mar 2024
Entry
MOMO
NASDAQ · Hello Group Inc
5.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
1 Mar 2024
Entry
MSTR
NASDAQ · MicroStrategy Incorporated
107.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.73
1 Mar 2024
Entry
MTC
NASDAQ · MMTEC Inc
20.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.37
1 Mar 2024
Entry
NRG
NYSE · NRG Energy Inc.
54.74
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
1 Mar 2024
Entry
NTRA
NASDAQ · Natera Inc
89.41
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.63
1 Mar 2024
Entry
NVT
NYSE · nVent Electric PLC
67.24
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.66
1 Mar 2024
Exit
PK
NYSE · Park Hotels & Resorts Inc
14.02
Reversal Risk Warning
34.45%
Entry 17 Nov 2023
10.43
1 Mar 2024
Entry
PRAX
NASDAQ · Praxis Precision Medicines Inc
49.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.19
1 Mar 2024
Entry
PTGX
NASDAQ · Protagonist Therapeutics Inc
32.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.49
1 Mar 2024
Exit
PYXS
NASDAQ · Pyxis Oncology Inc
6.59
Reversal Risk Warning
212.32%
Entry 5 Jan 2024
2.11
1 Mar 2024
Entry
ROOT
NASDAQ · Root Inc
39.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
1 Mar 2024
Entry
SFM
NASDAQ · Sprouts Farmers Market LLC
63.39
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.79
1 Mar 2024
Exit
SLN
NASDAQ · Silence Therapeutics PLC
25.78
Reversal Risk Warning
268.81%
Entry 18 Aug 2023
6.99
1 Mar 2024
Entry
SOUN
NASDAQ · SoundHound AI Inc
6.04
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.93
1 Mar 2024
Entry
SPHR
NYSE · Sphere Entertainment Co.
44.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.47
1 Mar 2024
Exit
SSD
NYSE · Simpson Manufacturing Company Inc
206.15
Reversal Risk Warning
44.71%
Entry 14 Jul 2023
142.46
1 Mar 2024
Entry
TAOX
NASDAQ · TAO Synergies Inc.
5.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.71
1 Mar 2024
Entry
VERI
NASDAQ · Veritone Inc
2.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.18
1 Mar 2024
Exit
VKTX
NASDAQ · Viking Therapeutics Inc
85.22
Reversal Risk Warning
361.15%
Entry 8 Dec 2023
18.48
1 Mar 2024
Exit
VNT
NYSE · Vontier Corp
42.82
Reversal Risk Warning
29.35%
Entry 24 Nov 2023
33.11
1 Mar 2024
Entry
VSEC
NASDAQ · VSE Corporation
74.87
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.51
1 Mar 2024
Entry
VTOL
NYSE · Bristow Group Inc
27.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
1 Mar 2024
Entry
VTVT
NASDAQ · vTv Therapeutics Inc
16.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.75
1 Mar 2024
Entry
WT
NYSE · WisdomTree Inc.
7.85
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.01
1 Mar 2024
Exit
XMTR
NASDAQ · Xometry Inc
18.00
20% entry drawdown
-29.77%
Entry 1 Dec 2023
25.63
23 Feb 2024
Entry
ACGL
NASDAQ · Arch Capital Group Ltd.
83.01
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.13
23 Feb 2024
Exit
ACIC
NASDAQ · American Coastal Insurance Corp
12.28
Reversal Risk Warning
73.69%
Entry 11 Aug 2023
7.07
23 Feb 2024
Exit
ALHC
NASDAQ · Alignment Healthcare LLC
6.28
20% entry drawdown
-21.50%
Entry 8 Dec 2023
8.00
23 Feb 2024
Entry
ANAB
NASDAQ · AnaptysBio Inc
17.25
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.19