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S&P Economic Cycle Factor Rotator Dynamic Long/Short Index
Description
The S&P Economic Cycle Factor Rotator Long/Short Index seeks to rotate across four distinct investment strategies based on the most recent economic data from the Chicago Fed National Activity Index, with a target volatility of 6%. The subindex for the targeted strategy is selected between an alpha risk control subindex and a beta risk control subindex based on a market momentum signal.
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Top 10 Constituents by Index Weight
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Sector Breakdown
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