361 Capital Systematic Index
The 361 Capital Systematic Index is a rules-based quantitative method that systematically generates technical indicators against price and volume trends on equity indexes. The Index is constructed using a quantitative model based solely on broad equity markets that identifies when to maintain long or short market exposure. Our proprietary approach utilizes a combination of short- and medium-term trading signals to pinpoint entry and exit points on a daily basis.
The 361 Capital Systematic Index has more than ten years of back-tested data and verifiable performance since 2008. Index returns have a demonstrated low correlation to the S&P 500®, Index, the Dow Jones Credit Suisse Managed Futures IndexSM, and the Barclays Capital U.S. Aggregate Bond Index.
Standard & Poor’s® and S&P® are registered trademarks of Standard & Poor’s Financial Services LLC (“S&P”). “Calculated by S&P Custom Indices” and its related stylized mark(s) are service marks of Standard & Poor’s Financial Services LLC and have been licensed for use by 361 Capital, LLC. S&P and its affiliates shall have no liability for any errors or omissions in calculating the Index. It is not possible to invest directly in an index.
S&P 500® Index is a commonly recognized, market capitalization weighted index of 500 widely held equity securities, designed to measure broad U.S. equity performance. An index is not available for direct investment.
The Dow Jones Credit Suisse Managed Futures Hedge Fund IndexSM is a subset of the Dow Jones Credit Suisse Hedge Fund IndexSM that measures the aggregate performance of managed futures funds.
Barclays Capital U.S. Aggregate Bond Index is made up of the Barclays Capital U.S. Government/Corporate Bond Index, Mortgage-Backed Securities Index, and Asset-Backed Securities Index, including securities that are of investment grade quality or better, have at least one year to maturity, and have an outstanding par value of at least $100 million.