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S&P 500 Volatility Stabilizer 10% VT Intraday TCA 1.50% Decrement Index
Description
The S&P 500® Volatility Stabilizer 10% VT Intraday TCA 1.50% Decrement Index measures the performance of a base strategy that maintains a target volatility of 10% through intraday rebalancing of an S&P 500 Futures position. It also incorporates a multi-layer risk control overlay at the end of each day, less a fixed amount of 1.50% per year.
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