iShares Core S&P 500 ETF

All ETFs listed on the major US exchanges (NYSE Arca, NASDAQ, BATS) and eligible for fractional investing are included in the universe

<ul><li>At Windmill Capital, our team cultivates investment philosophies rooted in cutting-edge academic research and insightful white papers. These resources lay the groundwork for a comprehensive understanding of market dynamics, risk management, and optimal return strategies. Subsequently, our sophisticated testing mechanisms allow us to create portfolios that are both theoretically robust and empirically validated</li><li>To further refine our models, we harness advanced mathematical, statistical, and analytical methods. These may include optimization algorithms that balance risk and return, as well as statistical analyses to uncover factor regimes and correlations. Such techniques enhance our stock/ETF selection process and portfolio weighting decisions, ensuring precision and effectiveness</li><li>This smallcase predominantly selects ETFs providing exposure across global commodity markets using a rules-based momentum strategy. Instead of trying to predict which commodity will lead next, it identifies and selects the commodity exposures showing the strongest recent price performance relative to their peers and rotates out as that strength fades, thereby adapting to shifting global conditions</li></ul>

All ETFs qualifying the above mentioned research criteria are selected

The top selected 3 commodity ETFs are assigned equal weights at launch and during each rebalance. This helps maintain diversified exposure across chosen commodities, while reducing concentration risk in any single commodity.An exception applies when both a crude oil ETF and an oil &amp; gas ETF qualify among the top three constituents. Since these two carry overlapping exposure to the energy/crude complex, the basket is expanded to four constituents in this scenario: the crude oil ETF and the oil &amp; gas ETF are each weighted at 20%, while the remaining two constituents are weighted at 30% each.

This smallcase has a monthly rebalance schedule. Once every month, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next month

Global Commodity Rotation Quant

Compare with 501st-900th market cap stocks

Compare with 901st-1500th market cap stocks

A dynamic strategy to rotate capital systematically into world's strongest-performing commodities

Global Commodity Rotation Quant

Overview

ETFs & Weights

Rebalance timeline