CTA Stock: Simplify Managed Futures Strategy ETF Profile & Analysis (2026)
An actively managed fund that utilizes systematic models to trade global futures across equities, Treasuries, commodities, and currencies to provide absolute returns. — Updated May 2026 with current AUM, expense ratio, holdings, and performance data.
The Simplify Managed Futures Strategy ETF (CTA) is designed to provide investors with an absolute return strategy that exhibits low correlation to traditional equity and bond markets. By employing systematic trend-following, carry, and mean reversion models, CTA seeks to profit from price movements across a diverse array of global futures. This approach is particularly valuable during periods of market stress, offering a “risk-off” component that differs significantly from holding traditional assets like semiconductor companies, which often move in lockstep with the broader Nasdaq.
Managed by Simplify Asset Management with sub-advisory expertise from Altis Partners, the fund’s strategy involves trading signals across 141 individual holdings. While many investors focus on the equity side of their portfolios, CTA provides exposure to hard assets and rates, much like how specialized investors track the list of publicly traded crude oil tanker companies to understand global energy flows. Furthermore, because CTA frequently trades agricultural products, it serves as a macro hedge for those heavily invested in the complete list of food and beverage companies, as it can benefit from the rising commodity prices that often squeeze those firms’ margins.
Key Takeaways — CTA Stock
CTA trades futures across four major asset classes: equities, fixed income, commodities, and currencies, providing a highly diversified absolute return profile.
The fund is engineered to have low to negative correlation with the S&P 500, making it an effective hedge during equity bear markets.
Trading is driven by the Altis Partners models, which have over 20 years of experience in systematic commodity trading and trend-following.
Unlike long-only funds, CTA can take both long and short positions, allowing it to potentially profit in both rising and falling market environments.
CTA — Live Price Chart
Real-time chart from TradingView.
CTA ETF Vitals & Key Statistics
Core data as of May 2026.
| Data Point | Value | Data Point | Value |
|---|---|---|---|
| Full Name | Simplify Managed Futures Strategy ETF | Ticker | CTA |
| Issuer | Simplify Asset Management | Asset Class | Alternatives — Managed Futures |
| Index Tracked | None — Actively Managed | Structure | ETF (with Cayman Subsidiary) |
| Expense Ratio | 25% | AUM | $1.53B |
| Inception Date | March 7, 2022 | Exchange | AMEX |
| No. of Holdings | 141 | Dividend Yield | 25% |
| 52-Week High | $28.88 | 52-Week Low | $28.88 |
| Avg Daily Volume | ~1.5M Shares | YTD Return | 25% |
| 1-Year Return | 25% | 5-Year Return | 25% |
| Category | Systematic Trend | Dividend Frequency | Annual |
CTA Top 10 Holdings (May 2026)
Largest positions by weight. Click columns to sort.
| Rank | Ticker | Company Name | Sector | Weight % |
|---|---|---|---|---|
| 1 | UST-FUT | U.S. Treasury Futures | Fixed Income | Variable |
| 2 | CL-FUT | WTI Crude Oil Futures | Energy | Variable |
| 3 | NG-FUT | Natural Gas Futures | Energy | Variable |
| 4 | GC-FUT | Gold Futures | Metals | Variable |
| 5 | CUR-FUT | Currency Futures (G10) | Forex | Variable |
| 6 | EQ-FUT | Equity Index Futures | Equities | Variable |
| 7 | AG-FUT | Agricultural Futures | Commodities | Variable |
| 8 | HG-FUT | Copper Futures | Metals | Variable |
| 9 | CASH | T-Bills & Cash Collateral | Cash | Majority |
| 10 | CAYMAN | Cayman Subsidiary Positions | Commodities | Up to 25% |
CTA — Pros & Cons
✓ Crisis Alpha
Managed futures historically perform best during extended market downtrends, providing “crisis alpha” when stocks are falling.
✗ Complexity Risk
The multi-strategy approach (trend, carry, mean reversion) can be difficult for retail investors to decompose and predict.
✓ Inflation Hedge
Direct exposure to commodity futures like oil and agricultural products makes CTA a natural hedge against rising inflation.
✗ Flat Market Drag
In sideways or non-trending markets, systematic models can be “whipsawed,” leading to performance drag and small losses.
✓ Experienced Sub-Adviser
Altis Partners brings institutional-grade futures trading experience that was previously only available to hedge fund investors.
✗ Tax Complexity
Use of a Cayman subsidiary for commodity exposure can lead to unique tax considerations for certain types of investors.
Who Should Consider CTA?
Investors seeking to diversify away from a 60/40 portfolio and those looking for protection against equity bear markets.
Conservative investors who want simple, easy-to-understand assets or those who cannot tolerate periods of underperformance in bull markets.
Market volatility is rising and traditional correlations between stocks and bonds are breaking down.
Due to the frequent trading and high turnover of futures contracts, tax-advantaged accounts like IRAs are often preferred.
CTA vs Similar ETFs
Key metrics comparison.
| ETF | Full Name | Expense Ratio | AUM | Holdings | Div Yield | YTD | Best For |
|---|---|---|---|---|---|---|---|
| CTA ★ | Simplify Managed Futures Strategy | 25% | $1.53B | 141 | 25% | 25% | Multi-Strategy CTA |
| DBMF | iMGP DBi Managed Futures | 0.85% | $1.2B | ~15 | Variable | ~12% | Hedge Fund Replication |
| KMLM | KFA Mount Lucas Index | 0.90% | $850M | ~22 | Variable | ~10% | Rules-Based Trend |
| WTMF | WisdomTree Managed Futures | 0.65% | $150M | ~30 | Variable | ~8% | Lower Cost Trend |
CTA Technical Analysis
Real-time buy/sell signals.
CTA — Risks & Considerations
Futures Leverage
While the ETF itself is not leveraged, the underlying futures contracts use inherent leverage which can amplify price swings.
Model Risk
The success of the fund depends entirely on the accuracy of Altis Partners’ systematic trading models.
Counterparty Risk
Transactions in the futures markets involve counterparties; a failure in these clearing mechanisms could impact the fund.
Short Position Losses
When the fund takes short positions, losses can theoretically be unlimited if the underlying asset price continues to rise.