(CTA) Simplify Managed Futures - NYSE

ETF Category: Systematic Trend | Exchange: NYSE (USA) | Market Cap: 1.565m USD | Total Return: 1.6% in 12m

Equity Futures, Treasury Futures, Commodity Futures, Currency Futures
Total Rating 35
Safety 50
Buy Signal -0.65
Systematic Trend
Category Rotation: -11.3
TER: 0.78%
AUM: 1.57B
Avg Turnover: 13.7M
Risk 3d forecast
Volatility20.6%
VaR 5th Pctl3.67%
VaR vs Median-1.11%
Reward TTM
Sharpe Ratio-0.03
Rel. Str. IBD17.9
Rel. Str. Peer Group16.7
Character TTM
Beta-0.030
Beta Downside0.072
Hurst Exponent0.398
Drawdowns 3y
Max DD19.72%
CAGR/Max DD0.35
CAGR/Mean DD1.49

Warnings

Choppy

Tailwinds

No distinct edge detected

Seasonality

Coming soon
Description: CTA Simplify Managed Futures

The Simplify Managed Futures Strategy ETF (CTA) invests under normal market conditions in a portfolio of futures contracts spanning equities, U.S. Treasuries, commodities, and foreign exchange. Rather than holding commodity futures directly, the fund gains exposure to those markets by allocating up to 25% of its assets to a wholly-owned Cayman Islands subsidiary, a structure commonly used by U.S. funds to access certain commodity-linked instruments while maintaining tax efficiency.

As a Systematic Trend ETF launched in March 2022, the fund falls within the managed futures category, which relies on rule-based models to identify and follow directional price trends across global asset classes. Managed futures strategies are often used by investors seeking diversification from traditional stock-and-bond holdings, as futures positions can be held long or short and are not directly correlated with equity market returns.

Headlines to Watch Out For
  • Sustained market trends boost managed futures performance
  • Federal Reserve rate path shifts Treasury futures positioning
  • Commodity volatility drives returns across oil and gold
What is the price of CTA shares?

As of June 29, 2026, the stock is trading at USD 25.92 with a total of 292,029 shares traded. Over the past week, the price has changed by -4.23%, over one month by -10.58%, over three months by -14.07% and over the past year by +1.59%.

Current recommended Stop Loss: 25.20 (which is 2.8% or 1.3 ATR below the current price).

Is CTA a buy, sell or hold?

Simplify Managed Futures has no consensus analysts rating.