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SGI WTI Intraday Trend Index

Index level: 233.454 as of 30/11/2021

Main characteristics

Bloomberg Code SGIDTWTI
Inception Date 01/11/2020
Return Type Excess Return
Currency USD
Calculated By Compass


The SGI WTI Intraday Trend Index seeks to harvest intraday trends and patterns on the WTI crude oil futures market.


The strategy takes synthetic long or short positions on the front-month WTI futures contract up 15 times during the day:

      - If signal is weak: NO position

      - If signal indicates strong upward trend: LONG position

      - If signal indicates strong downward trend: SHORT position

Any position is unwound at the end of the day.

If the trend predicted by the signal persists until the settlement, the strategy will lock-in a profit.

The SGI WTI Intraday Trend Index is calculated by COMPASS FINANCIAL TECHNOLOGIES SA. COMPASS FINANCIAL TECHNOLOGIES SA uses its best efforts to ensure that the Index is calculated correctly. Not with standing its obligations towards the issuer of the product, COMPASS FINANCIAL TECHNOLOGIES SA has no obligation to point out errors in the Index to third parties including without limitation to investors and/or financial intermediaries. The calculation, the publication and the dissemination of the Index by COMPASS FINANCIAL TECHNOLOGIES SA does not constitute a recommendation by COMPASS FINANCIAL TECHNOLOGIES SA to invest capital in the product nor does it in any way represent an assurance or opinion of COMPASS FINANCIAL TECHNOLOGIES SA with regard to any investment the rein. Purchasers of the product are made aware, and accept, that index calculations are based on large quantities of data provided by third parties and are thus susceptible to errors, interruptions and delays. This may result in errors, interruptions and delays in the Index which may have impact on the product

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