These are the approximate market sectors and sector weightings included in the FTI™ as of the beginning of each year. The FTI™ individual market components, sectors, and related weightings, as well as other aspects of the calculation of the FTI™, are subject to change at any time.
Financial Trends Indicator® (FTI™)
The FTI™ is a long/short rules-based index constructed of 8 financial futures, including 6 currencies and 2 interest rates.
The index is designed to reflect both rising and falling price trends via long and short positions. The FTI™ is historically non-correlated to traditional bond and equity returns over long-term periods, making it a potentially valuable diversification tool.
The methodology of each AFT index is available to licensees and other interested parties. Appendix A of each AFT index methodology paper is a list of amendments made to the index since its inception.
This description is intended solely to provide an introduction to the CTI® and further details are available upon request. No assurances can be made that AFT’s indexes or other products will achieve their objectives or that losses will be avoided. Past performance is not necessarily indicative of future results.
AFT does not provide any form of investment advice. AFT solely receives a license fee from licenses of its indexes. None of the information or material on this website is intended, or should be used, as any form of advice or recommendation. In particular, AFT does not direct client accounts or provide commodity trading advice based on or tailored to the commodity interests or cash markets or other circumstances of a particular client. All information provided herein is subject to change without notice.