sotnkCTA Simplify Managed Futures Strategy ETF
- Last close
- 26.77
- 504-day return
- +10.39%
- Median $/day
- $11.1M
- Significant pairs
- 98
CTA vs HARD
Both indexed to 100 at 2026-05-11.
Moves with CTA
Same-day co-movement.
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| HARD Simplify Commodities Strategy No K-1 ETF | $470k | 0d | +0.87 | +0.95 | 100% | <1e-15 | robust |
| DCMT DoubleLine Commodity Strategy ETF | $105k | 0d | +0.66 | +0.92 | 100% | <1e-15 | robust |
| PIT VanEck Commodity Strategy ETF | $191k | 0d | +0.66 | +0.90 | 100% | <1e-15 | robust |
| SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | $2.7M | 0d | +0.64 | +0.83 | 100% | <1e-15 | robust |
| NBCM Neuberger Commodity Strategy ETF | $884k | 0d | +0.63 | +0.82 | 100% | <1e-15 | robust |
| GSG iShares S&P GSCI Commodity-Indexed Trust | $12.2M | 0d | +0.63 | +0.93 | 100% | <1e-15 | robust |
| CERY State Street SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF | $1.8M | 0d | +0.62 | +0.83 | 100% | <1e-15 | robust |
| PDBC Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | $70.9M | 0d | +0.62 | +0.91 | 100% | <1e-15 | robust |
| BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | $15.2M | 0d | +0.62 | +0.84 | 100% | <1e-15 | robust |
| FTGC First Trust Exchange-Traded Fund VII First Trust Global Tactical Commodity Strategy Fund | $11.5M | 0d | +0.59 | +0.78 | 100% | <1e-15 | robust |
| CMDT PIMCO Commodity and Bond Strategy Active Exchange-Traded Fund | $1.3M | 0d | +0.58 | +0.75 | 100% | <1e-15 | robust |
| BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | $1.4M | 0d | +0.57 | +0.74 | 100% | <1e-15 | robust |
| HGER Harbor Commodity All-Weather Strategy ETF | $11.0M | 0d | +0.56 | +0.75 | 100% | <1e-15 | robust |
| GCC WisdomTree Enhanced Commodity Strategy Fund | $466k | 0d | +0.53 | +0.58 | 100% | <1e-15 | robust |
| FAAR First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF | $544k | 0d | +0.51 | +0.68 | 100% | <1e-15 | robust |
Moves against CTA
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| SHW The Sherwin-Williams Company | $594.2M | 0d | -0.32 | -0.59 | 62% | 2e-12 | moderate |
| IAGG iShares Core International Aggregate Bond Fund | $38.1M | 0d | -0.31 | -0.64 | 62% | 2e-11 | moderate |
| JETS U.S. Global Jets ETF | $79.1M | 0d | -0.31 | -0.74 | 50% | 4e-12 | moderate |
| LUV Southwest Airlines Co. | $281.6M | 0d | -0.31 | -0.67 | 50% | 6e-12 | moderate |