S&P 500 Futures 35% Volatility Compass Index

The S&P 500® Futures 35% Volatility Compass Index measures the performance of a long-only risk control strategy with a dynamic position in the E-mini S&P 500 futures. The index features an intraday volatility rebalancing framework with a 35% volatility target, designed to more dynamically adjust to evolving market conditions and enhance volatility stability.