The S&P 500®/Gold Futures Dual Trend 40% VT TCA 6% Decrement Index measures the performance of a leveraged strategy that dynamically allocates between the S&P 500 Futures Index ER and the S&P GSCI Gold ER based on a cross-asset trend signal, while maintaining a target volatility level of 40% and less a fixed amount of 6% per year.
