Under normal market conditions, the Fund invests at least 80 percent of its total assets in affiliated and unaffiliated exchange-traded funds and other exchange-traded products that provide exposure to various (i) investment asset classes, including equity and fixed income securities, real estate, commodities, and currencies, and (ii) factors such as value, momentum, and trend investing. The Fund invests in Underlying Vehicles that seek exposure to undervalued markets, according to various valuation metrics, such as the cyclically adjusted price-to-earnings ratio, commonly known as the CAPE Shiller P/E ratio, while seeking to avoid overvalued markets through the use of systematic quantitative screens. The Fund also invests in Underlying Vehicles with momentum and trend following strategies. Momentum and trend following strategies, both of which are based on quantitative and algorithmic models, attempt to (1) invest in assets when their prices are in an uptrend i.e., prices are increasing over a specified time period or increasing relative to the prices of other assets, and (2) sell assets when their prices are in a downtrend i.e., prices are decreasing over a specified time period or decreasing relative to the prices of other assets.