In contrast to other Sets on TokenSets, Trend Trading Sets (e.g. ETH 20 Day Moving Average Crossover) are collateralized by one component crypto asset at any given point.
For example, the ETH20SMACO is either in 100% ETH or 100% USDC. When the ETH20SMACO is in ETH, buying and selling is as simple as depositing or withdrawing your ETH. In this case, there is no exchange of crypto and therefore no slippage on any transaction size.
When the ETH20SMACO is in USDC, buying and selling the Set with ETH requires an exchange of crypto (via Kyber decentralized liquidity) from ETH to USDC. Therefore transaction sizes of over 80 ETH at a time may result in more slippage (around 10%).
When Trend Trading Sets are not in ETH, it is prudent to always double check the rate you are receiving back from Kyber - the same principle as market buying or selling on centralized exchanges. Break down into multiple transactions to minimize slippage.
If the Trend Trading Set is currently not in ETH and you wish to directly issue the Set with that other crypto asset (e.g. deposit USDC into ETH20SMACO when rebalanced into USDC), feel free to contact us on Intercom on next steps. We will be launching this feature publicly on TokenSets in the next few weeks.
If you are feeling adventurous and wish to interact directly with Set Protocol's smart contracts to issue your Set, check out Github and documentation for contract addresses and ABIs you can input on MyEtherWallet or MyCrypto. Contact us on Intercom if you need assistance.