WIZ Index
Bull-Rider Bear-Fighter Index
Growth focused in Bull markets — Defensively positioned in Bear markets
Bull Market Focus:
Growth
Bull Market Allocation:
80% Equities, 20% Bonds
Bear Market Allocation:
Shifts automatically to defensive positions
Portfolio:
8 diverse ETFs*
Portfolio Goal:
The WIZ Index seeks to improve performance by first identifying whether market conditions are bull or bear. In bull markets, the Index evaluates more than 400 ETFs monthly using growth momentum strategies to select six momentum leading equity ETFs and two bond ETFs during bull markets and four or more defensive ETFs during bear markets.
Bull Market Composition**:
Sectors 1: 20%
Sectors 2: 15%
Countries: 15%
Factors: 10%
Regions: 10%
Style Mix: 10%
Bonds 1: 10%
Bonds 2: 10%
* Due to permitted duplicate selection, the Index may at times hold as few as 6 unique ETFs.
**Actual allocations may vary.
Category |
Sub-category |
Sub-Category Examples |
|---|---|---|
Sectors |
Economic Sectors |
|
Factors |
Investment Factor |
|
Style Mix |
Investment Style |
|
Global / Regions |
Geopolitical Region |
|
Countries |
Single Countries | Any Country |
Bonds |
Bonds |
|
Bear Market Universe:
When bear market conditions are indicated, the Index switches to a defensive bear market strategy where it generally selects a portfolio of four or more unique ETFs from the Bear Universe, which includes ETFs in the following categories:
(1) Inflation-protected treasury; (2) US Treasury; (3) Aggregate Bond; (4) Short- and Long-term Bond; (5) Corporate Bond; (6) High-Yield Bond; (7) Gold; and (8) Broad-based U.S. equity market index (seeking better returns during a bear market rebound)
The categories are viewed as general guidelines and the scope of each category is interpreted broadly. Note that the bear market strategy may include ETFs that are considered high-risk or are subject to equity market volatility, such as junk bond funds, equity funds, and broad-based U.S. equity market funds. Although the Index generally selects four unique ETFs under its bear market strategy, if bear conditions are anticipated due to excess market volatility, a single U.S. Treasury ETF may be selected.
Index Composition
Advanced Momentum Algorithms
It’s all about reducing the noise.
Market noise tends to obscure momentum signals. Using advanced signal processing techniques and adaptive tuning of momentum filters, the Index seeks to:
- Detect momentum with greater clarity.
- Provide an improved selection of momentum leaders.
- Create cleaner signals that lead to the possibility of better decisions.
We believe momentum detection is a key part of fund selection for both bull and bear market holdings.
Market Risk Assessment
Don’t just dilute risk.
Seek to avoid it altogether. Using StormGuard™ and SwanGuard™ proprietary market risk assessment software, the Index:
- Assesses market risk using four key metrics: price-trend, market momentum, value sentiment, and market volatility.
- Switches to a bear market strategy when a bear market is indicated.
Merlyn.ai indexes are tracked by a family of ETFs available to investors.
You are leaving the Merlyn.AI Corporation (“MAI”) website. By clicking "Proceed" you acknowledge that you wish to learn more about exchange-traded funds ("ETFs") that seek to follow MAI indexes. Information on the next landing page discusses the ETFs, investments which are subject to risks, including the possible loss of principal. The information which follows is made available for informational purposes only and should not be considered as a solicitation to buy or an offer to sell, investment advice, or a recommendation with respect to a specific security.