Index Performance


The RORO.Index (RORO) rotates between long-term US treasuries and US equities on a weekly basis based on a proprietary signal that considers the relative price performance of gold and lumber. The index is composed of US-listed ETF securities and may use leverage. The index covers ETFs that represent long-term US treasuries and US equities. At rebalance, the index may be 100% long long-term US treasury ETFs or 130% long US equity ETFs.

Disclosure: The information provided on this page is for illustrative purposes only and is not intended to serve as investment advice. The information provided is as of particular time and subject to change at any time without notice.

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Important Disclosure: All returns presented on the site and in this literature for the ATAC Risk-On Risk-Off Domestic Index prior to 11/09/2020 are hypothetical back-tested performance returns, which do not represent the returns of any actual accounts, and are presented for informational purposes only. Hypothetical back-tested performance is not indicative of future returns and should not be relied upon as a guarantee of future results. The hypothetical back-tested performance returns are presented gross of a model investment advisory fee, applicable brokerage/transaction and account custodial charges. If such charges were reflected in the performance presented, the returns would have been lower. The funds we selected for inclusion during the back dated periods are those funds that we believe are most reflective of the current Tactical Risk-On Risk-Off Domestic Model and, in most cases, those funds were never included in the model or may no longer exist. Similar funds were selected based on the historical return and risk characteristics. The hypothetical back-tested performance returns presented reflect the reinvestment of dividends and other account earnings. Because hypothetical back-tested performance returns do not reflect actual trading activity, they do not reflect tolerances for risk or for loss that might have impacted investment decisions if actual assets were at risk. Furthermore, hypothetical back-tested performance returns are based, in part, on assumptions/rules, which may not be considered reasonable, and which may not have been realized if the performance represented actual returns. Furthermore, changes to the assumptions/rules or techniques may result in significantly different results, which may prove to be a more accurate illustration and the assumptions/rules used to create the hypothetical back-tested performance returns can be adjusted at any time, for any reason, and can continue to be changed until desired or better performance results are achieved. Consequently, hypothetical back-tested performance returns will invariably show positive returns. Additionally, hypothetical back-tested performance returns do not reflect the impact of certain economic conditions and/or market factors, which might have had an effect on investment decision making if actual assets were at risk. Finally, hypothetical back-tested performance returns are not subject to additions and/or withdrawals of account capital. Consequently, actual accounts managed according to the investment strategy may have substantially different performance returns depending on the timing of such transactions in relation to the direction of the market.


Index Overview



Inception Date


Index Calculation

MV Index Solutions GmbH (MVIS®)

Total # Holdings




Weighting Scheme


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