Index description

The Index is a rules-based, technically driven index engineered for the global FX markets.
The objective of the Index is to replicate the risk and return characteristics of a quantitative, technical and systematic investment strategy that trades a diversified portfolio of currencies.
The objective of the strategy is to generate absolute capital growth through systematically trading highly liquid currency pairs. The investment Strategy focuses on the most liquid currency pairs with various data representation and trading horizons, which can be short-, medium- or long term. The selection and allocation of the assets is carried out with a focus on optimal de-correlation with worldwide stocks and bond indices. The total portfolio is regularly rebalanced and its composition adjusted to the changing market conditions.
The Index is a Total Return Index, i.e. profits will be reinvested in the index.