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
CRSP
NASDAQ · Crispr Therapeutics AG
20 Jun 202544.25
53.35
20.56%
Buy
0.58
-
-
CRSR
NASDAQ · Corsair Gaming Inc
17 Apr 20266.48
9.66
49.07%
Buy
0.46
-
-
CRT
NYSE · Cross Timbers Royalty Trust
14 Nov 20258.57
9.21
7.46%
Buy
0.02
-
-
CRTO
NASDAQ · Criteo Sa
6 Mar 202619.74
22.88
15.91%
Buy
0.15
-
-
CRVL
NASDAQ · CorVel Corp
24 Apr 202657.33
62.29
8.65%
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
15.02
33.63%
Buy
0.83
-
-
CSTE
NASDAQ · Caesarstone Ltd
29 May 20261.86
2.37
27.42%
Buy
0.23
-
-
CTEV
NYSE · Claritev Corporation
22 May 202621.67
31.24
44.16%
Buy
0.62
-
-
CTKB
NASDAQ · Cytek Biosciences Inc
27 Jun 20253.55
4.62
30.14%
Buy
0.28
-
-
CTNM
NASDAQ · Contineum Therapeutics, Inc. Class A Common Stock
15 Aug 20257.38
15.19
105.83%
Buy
1.36
-
-
CTRM
NASDAQ · Castor Maritime Inc
3 Oct 20252.14
2.15
0.47%
Buy
0.06
-
-
CUB
NASDAQ · Lionheart Holdings
23 May 202510.41
10.80
3.70%
Buy
3.47
-
-
CUE
NASDAQ · Cue Biopharma
17 Apr 202618.19
36.78
102.24%
Buy
0.68
-
-
CULP
NASDAQ · Culp, Inc. Common Stock
8 May 20263.61
3.22
-10.80%
Buy
0.29
-
-
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
12 Jun 20263.97
4.97
25.19%
Buy
1.11
-
-
CVAC
NASDAQ · CureVac NV
13 Dec 20243.16
4.66
47.47%
Buy
0.38
-
-
CVGI
NASDAQ · Commercial Vehicle Group Inc
13 Mar 20262.90
4.86
67.59%
Buy
0.95
-
-
CVLT
NASDAQ · CommVault Systems Inc
24 Apr 202693.92
150.57
60.32%
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
5.48
-1.79%
Buy
0.08
-
-
CXT
NYSE · Crane NXT Co
19 Jun 202646.93
50.83
8.31%
Buy
0.26
-
-
CYRX
NASDAQ · Cryoport Inc
6 Jun 20257.00
16.17
131.00%
Buy
0.78
-
-
CYTK
NASDAQ · Cytokinetics Inc
15 Aug 202538.67
84.87
119.47%
Buy
0.65
-
-
CZR
NASDAQ · Caesars Entertainment Corporation
20 Feb 202621.23
29.84
40.56%
Buy
0.04
-
-
DAAQ
NASDAQ · Digital Asset Acquisition Corp.
20 Feb 202610.24
10.42
1.76%
Buy
0.27
-
-
DAIO
NASDAQ · Data I/O Corporation
6 Jun 20252.76
3.52
27.54%
Buy
0.10
-
-
DAR
NYSE · Darling Ingredients Inc
9 Jan 202639.08
60.83
55.66%
Buy
0.76
-
-
DBI
NYSE · Designer Brands Inc
22 Aug 20253.46
5.52
59.33%
Buy
0.71
-
-
DBRG
NYSE · Digitalbridge Group Inc
23 May 202511.15
15.77
41.50%
Buy
0.48
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
5 Jun 2026
Exit
MVIS
NASDAQ · Microvision Inc
0.39
20% entry drawdown
-37.33%
Entry 22 May 2026
0.62
5 Jun 2026
Exit
NCEW
NASDAQ · New Century Logistics (BVI) Limited Ordinary Shares
20.70
Reversal Risk Warning
158.43%
Entry 20 Feb 2026
8.01
5 Jun 2026
Entry
NOMD
NYSE · Nomad Foods Ltd
9.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
5 Jun 2026
Exit
NTB
NYSE · Bank of N.T. Butterfield & Son Ltd
57.91
Reversal Risk Warning
124.27%
Entry 1 Dec 2023
25.82
5 Jun 2026
Exit
NUE
NYSE · Nucor Corp
253.75
Reversal Risk Warning
107.23%
Entry 20 Jun 2025
122.45
5 Jun 2026
Exit
NXTC
NASDAQ · NextCure Inc
2.95
20% entry drawdown
-45.33%
Entry 12 Sep 2025
5.40
5 Jun 2026
Exit
ODFL
NASDAQ · Old Dominion Freight Line Inc
242.57
Reversal Risk Warning
61.51%
Entry 15 Aug 2025
150.19
5 Jun 2026
Exit
OFG
NYSE · OFG Bancorp
45.94
Reversal Risk Warning
85.18%
Entry 7 Jul 2023
24.81
5 Jun 2026
Exit
PBFS
NASDAQ · Pioneer Bancorp Inc
16.20
Reversal Risk Warning
66.67%
Entry 15 Dec 2023
9.72
5 Jun 2026
Exit
PFG
NASDAQ · Principal Financial Group Inc
105.22
Reversal Risk Warning
52.83%
Entry 7 Jul 2023
68.85
5 Jun 2026
Exit
R
NYSE · Ryder System Inc
265.22
Reversal Risk Warning
180.06%
Entry 28 Jul 2023
94.70
5 Jun 2026
Exit
RDAC
NASDAQ · Rising Dragon Acquisition Corp. Ordinary Shares
7.00
20% entry drawdown
-24.65%
Entry 1 May 2026
9.29
5 Jun 2026
Exit
RILY
NASDAQ · BRC Group Holdings, Inc.
8.47
20% entry drawdown
-20.69%
Entry 22 May 2026
10.68
5 Jun 2026
Exit
RNTX
NASDAQ · Rein Therapeutics Inc
0.94
20% entry drawdown
-22.70%
Entry 8 May 2026
1.22
5 Jun 2026
Exit
RS
NYSE · Reliance Steel & Aluminum Co
394.41
Reversal Risk Warning
45.02%
Entry 22 Dec 2023
271.96
5 Jun 2026
Entry
SERA
NASDAQ · Sera Prognostics Inc
2.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.32
5 Jun 2026
Exit
SHO
NYSE · Sunstone Hotel Investors Inc
11.39
Reversal Risk Warning
32.88%
Entry 27 Jun 2025
8.57
5 Jun 2026
Exit
SIMAU
NASDAQ · SIM Acquisition Corp. I Unit
16.69
Reversal Risk Warning
28.29%
Entry 22 May 2026
13.01
5 Jun 2026
Exit
SKYQ
NASDAQ · Sky Quarry Inc
1.82
20% entry drawdown
-31.48%
Entry 13 Feb 2026
2.66
5 Jun 2026
Exit
SLNH
NASDAQ · Soluna Holdings Inc
1.34
20% entry drawdown
-26.78%
Entry 8 May 2026
1.83
5 Jun 2026
Exit
SNDR
NYSE · Schneider National Inc
37.11
Reversal Risk Warning
58.10%
Entry 5 Jan 2024
23.47
5 Jun 2026
Entry
SONM
NASDAQ · Sonim Technologies Inc
4.75
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.05
5 Jun 2026
Exit
SQFT
NASDAQ · Presidio Property Trust
2.26
20% entry drawdown
-31.31%
Entry 17 Apr 2026
3.29
5 Jun 2026
Exit
SSTK
NYSE · Shutterstock
12.96
20% entry drawdown
-20.06%
Entry 13 Jun 2025
16.21
5 Jun 2026
Entry
STG
NYSE · Sunlands Technology Group
3.47
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.04
5 Jun 2026
Exit
STLD
NASDAQ · Steel Dynamics Inc
267.88
Reversal Risk Warning
117.70%
Entry 23 Feb 2024
123.05
5 Jun 2026
Exit
STT
NYSE · State Street Corp
160.95
Reversal Risk Warning
124.50%
Entry 15 Dec 2023
71.69
5 Jun 2026
Exit
SUIG
NASDAQ · SUI Group Holdings Limited
1.17
20% entry drawdown
-25.00%
Entry 24 Apr 2026
1.56
5 Jun 2026
Entry
SVV
NYSE · Savers Value Village, Inc.
8.99
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
5 Jun 2026
Exit
TAOX
NASDAQ · TAO Synergies Inc.
3.81
20% entry drawdown
-27.01%
Entry 27 Mar 2026
5.22