MoonRock's index tokens are built on the TokenSets protocol which has been extensively audited and battle-tested.
Yes, the index tokens are 100% directly collateralized by the underlying components. This can be verified on the smart contract. Additionally, the index tokens can be permissionlessly minted from and redeemed to the underlying collateral at any time.
The index tokens and underlyings are self-custodied. Your keys, your tokens.
The price peg is maintained by external arbitrageurs that profit off of the difference between the spot price of the index token and the Net Asset Value (NAV) of the underlying components. If the spot price exceeds the NAV price then arbitrageurs mint and sell new index tokens which returns the price to peg. Conversely, if the spot price is lower than the NAV price arbitrageurs purchase the index tokens on spot and redeem them for the underlying components.
Yes. The product roadmap is to build great products that we ourselves would want to buy and hold long-term.