CTA ETF Analysis: Simplify Managed Futures | NYSE

Systematic Trend | NYSE, USA | Market Cap: 1.613m USD | 12M Return: -0.9% | Charts, Fundamentals & Technical Analysis

Equity Futures, Treasury Futures, Commodity Futures, Currency Futures
Total Rating 38
Safety 66
Buy Signal -1.03
Systematic Trend
Category Rotation: +14.9
TER: 0.78%
AUM: 1.61B
Avg Turnover: 12.2M
Risk 3d forecast
Volatility25.8%
VaR 5th Pctl4.55%
VaR vs Median-1.88%
Reward TTM
Sharpe Ratio-0.09
Rel. Str. IBD20.4
Rel. Str. Peer Group16.7
Character TTM
Beta-0.034
Beta Downside0.055
Hurst Exponent0.515
Drawdowns 3y
Max DD20.43%
CAGR/Max DD0.38
CAGR/Mean DD1.56

Warnings

Below Sma 200d

Tailwinds

No distinct edge detected

Seasonality 4.3 years of data

Jan +0.6% 35
Feb +5.4% 17
Mar -0.5% 20
Apr +6.1% 29
May -2.4% 23
Jun -1.0% 45
Jul +0.1% 11
Aug -0.1% 11
Sep +1.3% 12
Oct -3.6% 20
Nov -0.1% 11
Dec -0.4% 12

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

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 July 28, 2026, the stock is trading at USD 26.79 with a total of 629,257 shares traded. Over the past week, the price has changed by -2.05%, over one month by +3.12%, over three months by -11.97% and over the past year by -0.86%.

Current recommended Stop Loss: 25.90 (which is 3.3% or 1.7 ATR below the current price).

Is CTA a buy, sell or hold?

Simplify Managed Futures has no consensus analysts rating.