Pick the tokens and set the weights so they total 100%. Then win the launch slot in a falling Dutch auction: the price starts at 1.0 ETH and drops to 0.1 ETH, and what you pay buys and burns $3. You choose the index's supply, and it gets paired into its pool.
Build your index and preview the Dutch auction. It opens at 1.0 ETH and falls to a 0.1 ETH floor; the $3 supply is fixed at 100,000.