SPTRALUP S&P 500 Trend Allocator Index

The Index selects the stocks from the S&P 500 Index, but exits the market if the last five consecutive closing levels of the S&P 500 Total Return Index are below the 200 day simple moving average on each of the five respective consecutive days. The index does not re-enter the market until there have been five consecutive days of the S&P 500 Total Return Index values being above the 200 day simple moving average.

As of 03/03/2021

Index Information
Provider:     S&P Dow Jones
Category1:  US Equity
Category2:  Broad market
Category3:  Large cap
Currency:    USD
Inception date:  11/02/2015
Backtesting data exists:   Yes
Weighting methodology:   Unknown

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