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
470.81
Total Return
370.81%
CAGR
54.44%
Annualized from first index week
Edge vs Market
+32.75%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.59
Sortino 5.03
Current Holdings
1067
Transactions
10881
Avg 3052.4/yr ·
254.4/mo ·
58.7/wk
Exit Mix
4907
Stop 42.0% ·
Warning 57.4%
· 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
BR
NYSE · Broadridge Financial Solutions Inc
153.95
MD 0.49 · Market Dynamics Buy Signal
BZFD
NASDAQ · BuzzFeed Inc
1.19
MD 0.22 · Market Dynamics Buy Signal
CMCO
NASDAQ · Columbus McKinnon Corporation
19.17
MD 0.48 · Market Dynamics Buy Signal
CNET
NASDAQ · ZW Data Action Technologies Inc
1.60
MD 1.12 · Market Dynamics Buy Signal
CRM
NYSE · Salesforce.com Inc
184.02
MD 0.35 · Market Dynamics Buy Signal
DPZ
NASDAQ · Domino's Pizza Inc Common Stock
347.44
MD 0.32 · Market Dynamics Buy Signal
DXC
NYSE · DXC Technology Co
11.24
MD 0.02 · Market Dynamics Buy Signal
EFOR
NYSE · Everforth, Inc.
28.44
MD 0.09 · Market Dynamics Buy Signal
GEHC
NASDAQ · GE HealthCare Technologies Inc.
68.02
MD 0.24 · Market Dynamics Buy Signal
GOGO
NASDAQ · Gogo Inc
4.18
MD 0.11 · Market Dynamics Buy Signal
HLNE
NASDAQ · Hamilton Lane Inc
88.91
MD 0.13 · Market Dynamics Buy Signal
HUBS
NYSE · HubSpot Inc
237.36
MD 1.24 · Market Dynamics Buy Signal
HURN
NASDAQ · Huron Consulting Group Inc
151.77
MD 0.52 · Market Dynamics Buy Signal
INFY
NYSE · Infosys Ltd ADR
12.03
MD 0.30 · Market Dynamics Buy Signal
INTA
NASDAQ · Intapp Inc
32.69
MD 1.29 · Market Dynamics Buy Signal
LVWR
NYSE · LiveWire Group Inc.
1.81
MD 0.42 · Market Dynamics Buy Signal
NICE
NASDAQ · Nice Ltd ADR
98.79
MD 0.36 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.48
MD 0.20 · Market Dynamics Buy Signal
PTC
NASDAQ · PTC Inc
137.20
MD 0.02 · Market Dynamics Buy Signal
SGRP
NASDAQ · SPAR Group Inc
0.60
MD 0.30 · Market Dynamics Buy Signal
SPOK
NASDAQ · Spok Holdings Inc
10.90
MD 0.50 · Market Dynamics Buy Signal
TAP
NYSE · Molson Coors Brewing Co Class B
41.56
MD 0.07 · Market Dynamics Buy Signal
TME
NYSE · Tencent Music Entertainment Group
9.45
MD 0.50 · Market Dynamics Buy Signal
TRI
NASDAQ · Thomson Reuters Corporation Common Shares
98.13
MD 1.47 · Market Dynamics Buy Signal
WK
NYSE · Workiva Inc
59.80
MD 0.70 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
ACDC
NASDAQ · ProFrac Holding Corp.
4.04
20% entry drawdown · -20.00%
ADXN
NASDAQ · Addex Therapeutics Ltd
5.20
20% entry drawdown · -23.64%
AVD
NYSE · American Vanguard Corporation
2.39
20% entry drawdown · -24.37%
BLDR
NYSE · Builders FirstSource Inc
66.44
20% entry drawdown · -25.47%
CJMB
NASDAQ · Callan JMB Inc. Common Stock
1.35
20% entry drawdown · -47.06%
CLRO
NASDAQ · ClearOne Inc
4.08
20% entry drawdown · -37.04%
CUPR
NASDAQ · Cuprina Holdings (Cayman) Limited Class A Ordinary Shares
2.92
20% entry drawdown · -26.45%
DBX
NASDAQ · Dropbox Inc
32.56
Reversal Risk Warning · 12.66%
DFH
NYSE · Dream Finders Homes Inc
12.79
20% entry drawdown · -25.64%
EVH
NYSE · Evolent Health Inc
3.09
20% entry drawdown · -35.63%
JMSB
NASDAQ · John Marshall Bancorp Inc
23.20
Reversal Risk Warning · 36.35%
KFFB
NASDAQ · Kentucky First Federal Bancorp
5.48
Reversal Risk Warning · 113.87%
KPTI
NASDAQ · Karyopharm Therapeutics Inc
1.92
20% entry drawdown · -67.57%
KRRO
NASDAQ · Korro Bio, Inc.
10.37
20% entry drawdown · -20.17%
LKQ
NASDAQ · LKQ Corporation
22.45
20% entry drawdown · -23.71%
MRDN
NASDAQ · Meridian Holdings Inc
11.27
20% entry drawdown · -21.33%
MYGN
NASDAQ · Myriad Genetics Inc
2.86
20% entry drawdown · -51.36%
NAUT
NASDAQ · Nautilus Biotechnology Inc
0.98
20% entry drawdown · -26.54%
NXL
NASDAQ · Nexalin Technology Inc.
0.34
20% entry drawdown · -29.80%
OI
NYSE · O-I Glass Inc
7.15
20% entry drawdown · -26.97%
PDCC
NYSE · Pearl Diver Credit Company Inc.
8.60
20% entry drawdown · -22.67%
PSN
NYSE · Parsons Corp
44.21
20% entry drawdown · -21.46%
RADX
NASDAQ · Radiopharm Theranostics Limited American Depositary Shares
3.15
20% entry drawdown · -28.89%
SILO
NASDAQ · Silo Pharma Inc
4.19
20% entry drawdown · -23.78%
SKIN
NASDAQ · Beauty Health Co
0.69
20% entry drawdown · -24.64%
TULP
NASDAQ · Bloomia Holdings, Inc.
3.27
20% entry drawdown · -20.82%
TZOO
NASDAQ · Travelzoo
7.23
20% entry drawdown · -25.46%
WHD
NYSE · Cactus Inc
65.01
Reversal Risk Warning · 52.94%
XHLD
NASDAQ · TEN Holdings, Inc. Common Stock
1.00
20% entry drawdown · -52.04%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
CTEV
NYSE · Claritev Corporation
22 May 202621.67
22.71
4.80%
Buy
0.62
-
-
CTKB
NASDAQ · Cytek Biosciences Inc
27 Jun 20253.55
4.22
18.87%
Buy
0.28
-
-
CTNM
NASDAQ · Contineum Therapeutics, Inc. Class A Common Stock
15 Aug 20257.38
15.49
109.89%
Buy
1.36
-
-
CTRM
NASDAQ · Castor Maritime Inc
3 Oct 20252.14
1.95
-8.88%
Buy
0.06
-
-
CUB
NASDAQ · Lionheart Holdings
23 May 202510.41
10.81
3.84%
Buy
3.47
-
-
CUE
NASDAQ · Cue Biopharma
17 Apr 202618.19
26.84
47.59%
Buy
0.68
-
-
CULP
NASDAQ · Culp, Inc. Common Stock
8 May 20263.61
3.48
-3.60%
Buy
0.29
-
-
CURV
NYSE · Torrid Holdings Inc
17 Jul 20262.33
2.55
9.44%
Buy
0.17
-
-
CVGI
NASDAQ · Commercial Vehicle Group Inc
13 Mar 20262.90
4.53
56.21%
Buy
0.95
-
-
CVLT
NASDAQ · CommVault Systems Inc
24 Apr 202693.92
117.80
25.43%
Buy
0.14
-
-
CXM
NYSE · Sprinklr Inc
29 May 20265.58
6.36
13.98%
Buy
0.08
-
-
CXT
NYSE · Crane NXT Co
19 Jun 202646.93
51.95
10.70%
Buy
0.26
-
-
CYRX
NASDAQ · Cryoport Inc
6 Jun 20257.00
15.09
115.57%
Buy
0.78
-
-
CYTK
NASDAQ · Cytokinetics Inc
15 Aug 202538.67
77.13
99.46%
Buy
0.65
-
-
CZR
NASDAQ · Caesars Entertainment Corporation
20 Feb 202621.23
29.75
40.13%
Buy
0.04
-
-
DAAQ
NASDAQ · Digital Asset Acquisition Corp.
20 Feb 202610.24
8.41
-17.87%
Buy
0.27
-
-
DAIO
NASDAQ · Data I/O Corporation
6 Jun 20252.76
2.84
2.90%
Buy
0.10
-
-
DBI
NYSE · Designer Brands Inc
22 Aug 20253.46
6.04
74.34%
Buy
0.71
-
-
DBRG
NYSE · Digitalbridge Group Inc
23 May 202511.15
15.87
42.39%
Buy
0.48
-
-
DCBO
NASDAQ · Docebo Inc
1 May 202620.67
20.67
0.00%
Buy
0.33
-
-
DCH
NYSE · Dauch Corporation
23 May 20254.28
5.65
32.01%
Buy
0.05
-
-
DDD
NYSE · 3D Systems Corporation
22 Aug 20252.10
2.64
25.71%
Buy
0.55
-
-
DEA
NYSE · Eerly Govt Ppty Inc
27 Jun 202520.55
24.36
18.53%
Buy
0.02
-
-
DECK
NYSE · Deckers Outdoor Corporation
17 Oct 202599.82
96.88
-2.95%
Buy
0.27
-
-
DEI
NYSE · Douglas Emmett Inc
24 Apr 202610.70
11.82
10.47%
Buy
0.39
-
-
DFIN
NYSE · Donnelley Financial Solutions Inc
17 Jul 202649.95
47.30
-5.31%
Buy
0.06
-
-
DHR
NYSE · Danaher Corporation
26 Jun 2026196.19
194.98
-0.62%
Buy
0.16
-
-
DIN
NYSE · Dine Brands Global Inc
30 May 202522.82
35.94
57.50%
Buy
0.10
-
-
DKNG
NASDAQ · DraftKings Inc
15 May 202625.00
23.48
-6.08%
Buy
0.25
-
-
DLHC
NASDAQ · DLH Holdings Corp
23 May 20255.04
4.88
-3.17%
Buy
0.06
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
1 Sep 2023
Entry
TTE
NYSE · TotalEnergies SE ADR
52.72
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.83
1 Sep 2023
Entry
WINA
NASDAQ · Winmark Corporation
350.34
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.05
1 Sep 2023
Entry
WSM
NYSE · Williams-Sonoma Inc
69.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.35
1 Sep 2023
Entry
XOM
NYSE · Exxon Mobil Corp
103.54
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.65
25 Aug 2023
Entry
AHG
NASDAQ · Akso Health Group ADR
0.47
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.74
25 Aug 2023
Entry
AME
NYSE · Ametek Inc
154.57
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.28
25 Aug 2023
Entry
AVB
NYSE · AvalonBay Communities Inc
164.67
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.01
25 Aug 2023
Entry
COMP
NYSE · Compass Inc
3.31
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
25 Aug 2023
Entry
COSO
NYSE · CoastalSouth Bancshares, Inc.
15.94
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.20
25 Aug 2023
Entry
CWCO
NASDAQ · Consolidated Water Co Ltd
25.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.19
25 Aug 2023
Entry
DLR
NYSE · Digital Realty Trust Inc
114.79
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.13
25 Aug 2023
Entry
GAIA
NASDAQ · Gaia Inc
2.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
25 Aug 2023
Entry
GEOS
NASDAQ · Geospace Technologies Corporation
9.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
25 Aug 2023
Entry
GRAB
NASDAQ · Grab Holdings Ltd
3.70
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.70
25 Aug 2023
Entry
KRP
NYSE · Kimbell Royalty Partners LP
11.09
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
25 Aug 2023
Exit
LFMD
NASDAQ · LifeMD Inc
3.59
20% entry drawdown
-21.27%
Entry 28 Jul 2023
4.56
25 Aug 2023
Entry
LWAY
NASDAQ · Lifeway Foods Inc
11.02
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.98
25 Aug 2023
Entry
MTRX
NASDAQ · Matrix Service Co
7.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.14
25 Aug 2023
Entry
NPCE
NASDAQ · Neuropace Inc
6.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.36
25 Aug 2023
Entry
NPKI
NYSE · NPK International Inc.
5.92
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.03
25 Aug 2023
Entry
PBHC
NASDAQ · Pathfinder Bancorp Inc
12.03
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.67
25 Aug 2023
Entry
PFGC
NYSE · Performance Food Group Co
61.00
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
25 Aug 2023
Entry
PSN
NYSE · Parsons Corp
56.29
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.68
25 Aug 2023
Entry
QUIK
NASDAQ · QuickLogic Corporation
8.49
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.34
25 Aug 2023
Exit
SATS
NASDAQ · EchoStar Corporation
17.35
20% entry drawdown
-24.60%
Entry 11 Aug 2023
23.01
25 Aug 2023
Entry
SCSC
NASDAQ · ScanSource Inc
31.52
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.50
25 Aug 2023
Entry
SENEB
NASDAQ · Seneca Foods Corp B
49.30
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.22
25 Aug 2023
Entry
SNFCA
NASDAQ · Security National Financial
6.64
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
25 Aug 2023
Exit
SPHR
NYSE · Sphere Entertainment Co.
33.84
20% entry drawdown
-21.41%
Entry 28 Jul 2023
43.06
25 Aug 2023
Entry
TRMD
NASDAQ · Torm PLC Class A
17.14
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14