ATAC US Rotation ETF (RORO US) – Portfolio Construction MethodologyThe investment strategy driving the actively managed ATAC US Rotation ETF applies a systematic risk-on/risk-off process that toggles between U.S. equities and long-duration U.S. Treasuries based on intermarket risk signals. The approach evaluates relationships among cyclically sensitive assets and safe-havens to infer near-term conditions for beta exposure; when risk-on, the portfolio seeks equity beta primarily via U.S. small-cap and large- ...

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