Salt Market Movers Index

Ultra-aggressive strategy targeting the 30 large and midcap stocks with the highest recent sensitivity to market moves with weekly rebalancing.

Overview

The Salt Market Movers Index targets 30 large and midcap stocks with the highest sensitivity to recent moves in the broader market. Rebalanced weekly, the Index uses truBeta®, Salt’s proprietary measure of market beta that uses higher frequency, intraday data to help improve accuracy and responsiveness.

The Index uses the same proprietary analytics used in the Salt High truBeta® US Market Index only tuned for more frequent rebalancing. The strategy aims to create a concentrated portfolio targeting high average returns, which is often accompanied by higher average volatility.

The strategy is designed for use in investment products catering to more trading-oriented active investors, using a fully-funded basket of stocks or a swap-based leveraged and/or inverse fund.

Key Facts

Ticker SFMMV
Type Total Return
Weighting Equal Weight
Rebalancing Weekly
Base Date Jan 2, 2001
Inception Date Jan 5, 2020
Calculation Agent Salt Financial Indices LLC

Performance