Pacer Trendpilot US Large Cap ETF (PTLC US) – Portfolio Construction MethodologyThe underlying Pacer Trendpilot US Large Cap Index delivers a rules-based allocation between the S&P 500 Total Return Index and 3-Month U.S. Treasury bills using moving-average trend signals. When the S&P 500 TR closes above its 200-day simple moving average (SMA) for five consecutive business days, exposure shifts to 100% S&P 500; when it closes below the 200-day SMA for five consecutive business days, exposure shifts to 50% S& ...