MarketVector Indexes Launches the ATAC Leverage-On/Leverage-Off Domestic Index

FRANKFURT, Germany (July 18, 2022) – MarketVector Indexes GmbH announced the launch of the ATAC Leverage-On/Leverage-Off Domestic Index (ticker: LOLO).

The ATAC Leverage-On/Leverage-Off Domestic Index (ticker: LOLO) rotates between US large-cap and US small-cap equities on a weekly basis using US-listed exchange traded funds (ETFs). 

The index is calculated in USD as a price index and a total return net index. It is reviewed on a weekly basis two hours before the close of the NYSE on Fridays (if Friday is a full market holiday the signal will be taken two hours before the close of the NYSE on the previous trading day) and will be rebalanced based on the signal and security weights. The signal compares the short-term performance of front-month lumber futures prices and gold-USD spot prices. When the three-week performance of gold is greater than lumber, the signal will be Risk-Off when the short-term performance of lumber is greater than gold, the signal will be Risk-On.

Detailed information about the Indices, including methodology details and index data, are available on the MarketVector Indexes website.
 

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