"Sell in May and go away" or "The trend is your friend" are probably the most well-known sayings on the stock market. And although almost every market participant knows them and many are even convinced of their validity, they receive practically no attention in the current index world. Despite the incredible number of over 33,000 stock indices worldwide and the constant media presence of the DAX, Dow Jones, and Nasdaq, they have largely been ignored by index providers until now. This changed in spring 2005 when Deutsche Börse AG, due to the increasing demand for information from the stock markets, launched a completely new strategy index segment with the promising name DAXplus at the Frankfurt Stock Exchange, with the DivDAX as its flagship. Since then, new offspring of this still young index family have followed at regular intervals, currently numbering five, and there seems to be no end in sight.