The S&P GSCI Roll Weight Select is a strategy that uses the changes in the realized roll yields in each S&P GSCI Commodity included in the S&P GSCI Equal Weight Select as a signal to over or under-weight each of the 14 S&P GSCI Commodities.
The S&P GSCI Roll Weight Select is a strategy that uses the changes in the realized roll yields in each S&P GSCI Commodity included in the S&P GSCI Equal Weight Select as a signal to over or under-weight each of the 14 S&P GSCI Commodities.