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Dynamic Market Timing Indices

Dynamic Market Timing Indices

Designed to graphically represent the cumulative sum of timing signals for individual member constituents, generated from a database of global indices over 12 timeframes.

The Dynamic Timing Indices (DTI) will be offered on an equal-weighted and capitalization-adjusted basis. Dynamic Time Indices are generated from 12 timeframes spanning monthly to intraday data. Initial base index coverage will include the S&P 1500 GICS Indices.

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Dynamic Time Indices will include:

Dynamic Time Composite Index – Cumulative sum of timing signals from base index member constituents calculated from monthly, weekly, to daily timeframes.

Dynamic Time Composite Ratio – Cumulative sum of buy timing signals, divided by the cumulative sum of sell timing signals, calculated from monthly, weekly, and daily timeframes.

Dynamic Time & Price Index Composite – A complete time and price adjusted index forecasting the projected future base index performance.

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