Composite Momentum

The IDX Composite Momentum Index suite seeks to provide robust
and diversified exposures by intelligently combining both time series and relative momentum scores across various global markets. IDX  Composite Momentum Indexes are designed to diversify and reduce both the signal risk associated with any single measure of momentum as well as the market risk of long-only static portfolios.

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Composite Momentum utilizes two types of momentum measures to provide a durable and comprehensive estimate of an asset’s likelihood of generating superior future returns:

Source

Performance shown is as of the latest quarter-end.  Unless otherwise specified, inception date is June 1, 2019. All returns prior to inception are simulated.

Please see disclosure for important information regarding simulated performance.

The material contained in this document is for information purposes only. This material is not intended as an offer or solicitation for the purchase or sale of any security or financial instrument, nor is it advice or a recommendation to enter into any transaction. IDX Insights, LLC, its affiliates, agents, and each of their respective officers, directors, employees, agents, representatives and licensors (collectively “IDX”) does not make any warranties, express or implied, to anyone regarding the information provided herein, including, without limitation, any warranties with respect to the timeliness, sequence, accuracy, completeness, correctness, merchantability, quality or fitness for a particular purpose or any warranties as to the results to be obtained by any third-party in connection with the use of the information. Nothing contained in this material is intended to constitute legal, tax, securities or investment advice, nor an opinion regarding the appropriateness of any investment, nor a solicitation of any type. The general information contained in this material should not be acted upon without obtaining specific legal, tax and investment advice from a licensed professional. Investors should be aware of the risks associated with data sources and quantitative processes used to create the content contained herein or the investment management process. Errors may exist in data acquired from third party vendors, the construction or coding of indices or model portfolios, and the construction of the spreadsheets, results or information provided. IDX takes reasonable steps to eliminate or mitigate errors, and to identify data and process errors so as to minimize the potential impact of such errors, however IDX cannot guarantee that such errors will not occur. Use of this material is conditioned upon, and evidence of, the user’s full release of IDX from any liability or responsibility for any loss or damage, direct, indirect or consequential, arising from or related to (i) any inaccuracy or incompleteness in, errors or omissions in the information or (ii) any decision made or action taken by any third party in reliance upon this information. IDX shall not be liable to anyone for loss of business revenues, lost profits or any indirect, consequential, special or similar damages whatsoever, whether in contract, tort or otherwise, even if advised of the possibility of such damages. Certain performance information presented represents simulated performance. Hypothetical investor accounts depicted are not representative of actual client accounts. Certain performance information presented represents performance based on combined simulated index data (pre-index launch) and live index data (post-index launch). Indexes are unmanaged and cannot be invested in directly. Past simulated performance is no guarantee of future performance and does not represent actual performance of an investment product based on the index. No allowance has been made for trading costs, management fees, or other costs associated with asset management, as the information provided relates only to the index itself. Actual investment results may differ. As such, the simulated data may have under-or over-compensated for the impact, if any of certain market factors. Simulated returns may not reflect the impact that material economic and market factors might have had on the advisor’s decision making if the advisor were actually managing clients’ money. Simulated data is subject to the fact that it is designed with the benefit of hindsight. Simulated returns carry the risk that the performance depicted is not due to successful predictive modeling. Simulated returns cannot predict IDX Integrated Multi-Factor, IDX Dual-Momentum, or IDX Hedge Fund Replication future results. Web: www.idxinsights.com. Email: info@idxinsights.com Disclosures (2/2) how an investment strategy will perform in the future. Simulated returns should not be considered indicative of the skill of the advisor. Investors may experience loss. Any applicable financial instruments are not sponsored, promoted, sold or supported in any other manner by IDX Insights, LLC, nor does IDX Insights, LLC offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Price at any time or in any other respect. The Index is calculated and published by IDX Insights, LLC. IDX Insights, LLC, uses their best efforts to ensure that the Index is calculated correctly. Irrespective of their obligations towards a Licensee, IDX Insights, LLC has no obligation to point out errors in the Index to third parties including but not limited to a Licensee, investors and/or financial intermediaries of the financial instrument. Neither publication of the Index nor the licensing of the Index or Index trade mark for the purpose of use in connection with the financial instrument constitutes a recommendation by IDX Insights, LLC to invest capital in said financial instrument nor does it in any way represent an assurance or opinion of IDX Insights, LLC with regard to any investment in the financial instrument. The trademarks IDX Insights™, IaaS™, MERLIN™, IDX™, and the IDX Integrated Multi-Factor (IMF)™ trademark and corporate name and all related logos are the exclusive intellectual property of IDX Global, LLC, and in some cases, are registered trademarks in the U.S. and other countries. Various features of the IDX Integrated Multi-Factor™, IDX Dual-Momentum™, and the IDX Hedge Fund Replication™ methodologies, including an accounting data-base processing system and method for creating and weighting an index of securities, are protected by various patents, and patent-pending intellectual property of IDX Global, LLC. (See all applicable US Patents, Patent Publications, Patent Pending intellectual property and protected trademarks located at https://www.idxglobal.io/legal (which are fully incorporated herein.) Any use of these trademarks, logos, patented or patent pending methodologies without the prior written permission of IDX Global, LLC, is expressly prohibited. IDX Global, LLC, reserves the right to take any and all necessary action to preserve all of its rights, title, and interest in and to these marks, patents or pending patents. IDX Insights, LLC, is a wholly owned subsidiary of IDX Global, LLC, and does not offer or provide investment advice or offer or sell any securities, commodities or derivative instruments or products. Any such business may only be conducted through registered or licensed entities and individuals permitted to do so within the respective jurisdiction and only in conjunction with the legally required disclosure documents and subject to the all legally required regulatory filings. © 2019 IDX Insights, LLC. All rights reserved. Duplication or dissemination prohibited without prior written permission.

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The content provided on this website is informational, subject to change and is not investment advice or any offer or solicitation for the purchase or sale of investments.  Any use of this content is subject to and evidence of the user’s acceptance of all important legal disclosures, disclaimers, terms of use and provisions found at www.idxinsights.com/legal, including the user’s complete release of liability for any use of the content, which may contain inaccuracies. 

Unless otherwise noted, performance information is hypothetical and GROSS of all associated fees and sales and trading expenses that an investor might incur.  You cannot invest directly in an index.  Hypothetical or model performance results have certain limitations including, but not limited to: hypothetical results do not take into account actual trading and market factors (such as liquidity disruptions, etc.).  Simulated performance assumes frictionless transaction costs and no lag between signal generation and implementation. Simulated performance is designed with the benefit of hindsight and there can be no assurance that the strategy presented would have been able to achieve the results shown.  There are frequently large differences between hypothetical performance results and actual results from any investment strategy.  While data was obtained from sources believed to be reliable, IDX Insights, LLC (“IDX”) and its affiliates provide no assurances as to its accuracy or completeness.

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