Leonteq ETP on Alquant Long-Short US Equity Index

Index-tracking long/short equity ETP that references the Leonteq Alquant Long-Short US Equity Index. The strategy uses five quantitative risk signals licensed from Alquant to vary exposure to a rolling US equity future, with exposure able to move from short to long and residual exposure parked in a cash-like deposit when risk signals are elevated. Principal return drivers are directional and tactical exposure to the US equity market, especially S&P 500 futures exposure, plus the signal engine’s ability to de-risk or short in weaker conditions; conventional equity beta remains material but is dynamically reshaped rather than held passively.