The index rotates between large-cap and small-cap US equities on a weekly basis based on a proprietary signal that considers the relative price performance of gold and lumber, and may employ leverage based on trend-following signal based on the performance of large-cap US stocks. The index is composed of US-listed ETFs.
Learn how to license this index| Component | Weight |
|---|---|
| ISHARES RUSSELL 2000 ETF | 197.05% |
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