SGI Strategic Long Index

Index level: 137.446 as of 05/03/2022

Main characteristics

Bloomberg Code SGIXSLE
Inception Date 08/05/2012
Return Type Excess Return
Currency EUR
Calculated By S&P Dow Jones


The SGI Strategic Long Index is a systematic long-only equity strategy which invests in a basket of 50 European stocks and optimizes market timing based on the “Trend Following” principle. The Index aims at benefiting from upward trends while mitigating the impact of a bear market.


Every month,50 European stocks are selected among the members of the S&P Euro Index, under liquidity constraints: large market cap and a daily turnover greater than EUR 5M. Every day, the weight of each stock is reassessed individually according to its past 100-day performance. The exposure is close to 0% on the worst performing stocks and close to 2% on the best performing stocks.

The SGI Tactical Short (the “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Index. S&P® is a registered trademarks of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.
Login to add this product to your favorites