FTB-C000158 / Algorithm

Buffer Rule

A buffer rule reduces unnecessary index changes by applying retention zones or different entry and exit thresholds.

Also known asturnover bufferindex buffer

Definitions

In plain terms

An existing member might remain unless it falls below a lower cutoff, while a new candidate must cross a higher entry threshold.

Technical

The rule requires ranking metric, entry and exit boundaries, tie handling, target size, capacity, review dates, point-in-time data, and deterministic conflict resolution.

Scope

A buffer limits turnover but does not eliminate methodology-driven changes or guarantee better performance.

Examples

  • A governed index record identifies buffer rule with its applicable methodology version, effective time, source, and units.

Common misconceptions

  • Buffer Rule does not have one universal implementation without the named index methodology, data cutoff, and governance context.

Concept relationships

Where this concept is used

Evidence and governance

  1. FTSE Russell Index Policy and Methodology Library FTSE Russell, London Stock Exchange Group · first party methodology

    Supports: preferred label, short definition, technical definition

    Limits: The library links multiple documents with separate versions and applicability; the effective document must be identified.

  2. Fintech Builder Glossary Definition Contract The Fintech Builder · internal governed contract

    Supports: variant distinction

    Limits: Defines governed platform behavior rather than claiming these policies are universally prescribed by external McClellan methodology.

Reviewed by
fintech-builder-owner-approved
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
published