Russell 2000 Futures 35% Volatility Compass 6% Decrement Index

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  1. Overview
  2. Index Performance
  3. Key Resources
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Russell 2000 Futures 35% Volatility Compass 6% Decrement Index

Russell 2000 Futures 35% Volatility Compass 6% Decrement Index represents the performance of an investment strategy that provides variable exposure to the E-mini Russell 2000 future contracts, while targeting 35% volatility.

The index uses an intraday volatility control mechanism with the exposure to the listed future contract decreasing or increasing (subject to a cap) during the day and applies a trend signal derived from the delta of hypothetical put spread. 

Useful links

Index Performance Table

Index Performance Chart

Key Resources

Research and Insights

Research

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