The Funds strategy has been specifically designed to produce the Outcomes described below based upon the performance of the share price of an ETF (i.e., its price return) that seeks to track the performance of the S&P 500 Index (the Underlying ETF), currently the SPDR S&P 500 ETF Trust, over the duration of an approximately three-month period (the Outcome Period). The current Outcome Period is from January 1, 2026 through March 31, 2026. Following the conclusion of the current Outcome Period, each successive Outcome Period will begin the day after the prior Outcome Period concludes and will end three months later. The Fund seeks to provide shareholders who hold Shares for the entire Outcome Period with a dual direction of positive returns, meaning the Fund seeks to provide positive returns regardless of whether the Underlying ETF share price increases or decreases in value over the course of the Outcome Period, subject to certain limitations detailed herein.