S-Network BlackSwan Tech & Treasury Total Return Index

The S-Network BlackSwan Tech & Treasury Index^SM (QSWNXT) is designed to potentially protect capital against BlackSwan events: those that are rare, unpredictable, impactful and difficult to attribute to reason, even after they occur. With the majority of assets in historically low-volatility Treasuries, remaining assets are used to purchase "in-the-money" calls (options with a strike price below the market price on the Nasdaq-100). The goal is to achieve capital appreciation above inflation while minimizing volatility as compared to standard asset-allocated investments.