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LHA Market State Tactical U.S. Equity Index



The LHA Market State® Tactical U.S. Equity Index combines an allocation to the U.S. Equity Market, as represented by the S&P 500 Index, with an artificial intelligence derived quantitative beta management program that seeks to profit or preserve capital by increasing net-exposure in periods when the market is rallying, and to reduce net-exposure when the market is in retreat. The index is designed to react to changes in market conditions, varying net-long exposure to the S&P 500 between 0% and 160%. The index may adjust net exposure by rebalancing as frequently as daily, but does not necessarily do so.


    The custom indices published in the “Client Information” section are proprietary to the client. S&P Dow Jones Indices LLC (SPDJI) is not the “Benchmark Administrator” (as defined in the International Organization of Securities Commission Principles for Financial Benchmarks of July 2013 and ESMA/EBA Principles for Benchmark Setting Processes of June 6, 2013) for such indices and SPDJI does not assume any responsibilities of a Benchmark Administrator for such indices.

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