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Pacer Trendpilot US Mid Cap ETF (PTMC US) - Portfolio Construction Methodology
ETF Strategy· 2026-01-20 00:13
Pacer Trendpilot US Mid Cap ETF (PTMC US) – Portfolio Construction MethodologyThe underlying Pacer Trendpilot US Mid Cap Index delivers a rules-based trend-following process that allocates among 100% S&P MidCap 400 exposure, a 50% S&P MidCap 400/50% 3-Month U.S. T-bill mix, or 100% 3-Month U.S. T-bills. When the S&P MidCap 400 Total Return Index closes above its 200-business-day simple moving average for five consecutive business days, exposure shifts to 100% equity; five days below the average shifts to 50 ...