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The S&P 500® Market Agility 10 TCA Index measures the performance of equity and fixed income component indices that each take long or short positions based on momentum and volatility indicators on a daily basis. The component indices (70% equity weight and 30% fixed income weight) include a transaction cost adjustment (TCA) and a risk control mechanism. A 10% volatility target risk control framework is applied to the 70/30 blended index.
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