The Fund is an actively-managed exchange-traded fund (ETF) that seeks to provide exposure to the U.S. large capitalization equity market, while mitigating overall market downside risk in the event of a major market decline. To achieve its investment objective, the Fund invests in a combination of options, as well as fixed income securities, or other income producing securities, including preferred shares, through ETFs or other investment companies or through direct investments. In pursuing the Funds investment objective, ZEGA Financial, LLC (ZEGA or the Sub-Adviser), the Funds investment sub-adviser, seeks to achieve exposure to the performance of the U.S. large capitalization equity market, generally recognized as the S&P 500 Index (the S&P 500), through call index options, call options on the SPDR S&P 500 ETF Trust (SPY) or other ETFs that track the S&P 500, and FLexible EXchange Options (FLEX Options) (collectively, S&P 500 options). The Funds S&P 500 option positions will represent 100 percent notional exposure to the S&P 500.