Methodology
A Quantamental, Systematic & Transparent Approach
Our indices combine quantitative models and fundamental analysis to maximize risk-adjusted returns, through a multi-factor approach applied to global equities.
Universe & Screening
We start with a universe of 2371 global mid- and large-cap equities, selected for maximum investability.
Multi-factor Analysis
Each stock is scored on 5 factors: growth, value, income, quality and momentum.
Quantamental Score
Quantitative data and fundamental analysis are combined in the TC Quantamental Rating©.
Construction & Risk Control
The 50 top-rated stocks, equally weighted, with controlled sector diversification.
Monthly Rebalancing
The equity basket is reassessed every month according to the guideline designed by Trading Central.
The 5 Quantamental Factors
Combined into a Composite Score
Five factor families, each blending quantitative data (ratios, price) with fundamental analysis, aggregated into one composite score to capture multiple sources of performance.
Growth
Expected acceleration in revenue and earnings, upward analyst revisions.
Value
Attractive valuations, low price/earnings and price/book ratios, high free cash flow yield.
Income
Reliable, above-average dividend yields, with sustainable payout ratios.
Quality
Strong balance sheets, stable cash flows and high profitability (return on equity).
Momentum
Positive price trends and recent outperformance relative to peers.
The same Quantamental framework powers TC Fundamental Insight®, named Most Innovative New Product at the 2022 Technical Analyst Awards.
Index Construction
These actively managed quantitative indices follow a rules-based, non-discretionary model, giving brokers transparent, consistent products that are free from human bias.
50 Constituents
per index, rebalanced monthly.
Equal Weighting
to avoid mega-cap dominance and provide mid-cap exposure.
4 Regions Covered
by the same engine: US, Europe, Canada, World.
Solactive
Independent calculation agent, managing more than 30,000 indices.
The indices are owned by Solactive AG, an independent multi-asset index provider based in Germany. The same engine applied across all four regions ensures consistency and comparability against their respective benchmark indices, with a high active share relative to traditional benchmarks.
Governance & Transparency
Registered with the SEC, the SFC and Anacofi, ISO/IEC 27001:2022 certified. Each index guideline is published on its dedicated Solactive page prior to launch.