Synthetic-index prices are generated using algorithms and random number generators (RNGs).
The price series is designed to simulate market-like behaviour with defined characteristics such as volatility, spikes, drops or jumps, depending on the specific synthetic index.
Synthetic indices therefore contain randomised price movement within the rules and characteristics built into each instrument.
They do not track or predict the movement of real-world shares, currencies, commodities or stock indices.
Past price patterns also do not guarantee that the same movement will occur again.