The Merlyn.AI Best-of-Breed Core Momentum ETF seeks to track the total return performance, before fees and expenses, of the MAI Best-of-Breed Core Momentum Index (the “Index”). The Index uses a proprietary Bull/Bear market risk indicator that seeks to determine whether U.S. equity markets appear to be in an advancing market (a “Bull” indicator) or appear to have an elevated risk of market decline (a “Bear” indicator). When the Bull/Bear Indicator signals a “Bull” market, the Index identifies a portfolio of three ETFs, one selected from each of the three ETF categories: Sectors, Global and Factors. For each category, the Index identifies the ETFs having the highest recent return performance relative to other ETFs in the category (the “Momentum Leaders”). The Index’s Bull portfolio will generally reflect a classic aggressive portfolio having approximately 100% equities allocation. In contrast, when the Bull/Bear Indicator signals a “Bear” market, the Index identifies a portfolio of more conservative Bear Universe ETFs