RSMV Relative Strength Managed Volatility Strategy ETF
ETFETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
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Relative Strength Managed Volatility Strategy ETF (RSMV) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2025-01-13
- Has Options
- No
- Expense ratio
- 0.95% prospectus, filed Apr 29, 2026
- Assets
- $25M SEC filing, Jun 30, 2026
- Trailing yield
- 0.96% paid annual
- Average daily volume
- $82K 30 sessions
- Holdings
- 23 top 10 are 62.6%
- Listed
- Jan 13, 2025 NYSE Arca
Moves with. US large-cap stocks (57% of its variance, beta 0.79); Emerging markets over US (10% of its variance, beta 0.16). These factors explain 70% of its daily moves over the last year.
Stated objective. The Relative Strength Managed Volatility Strategy ETF (the RSMV Strategy ETF or the Fund) seeks capital appreciation. (from the fund's prospectus)
All 23 holdingsFlow historySimilar fundsOverlap toolAll Tail Risk & Volatility Strategies ETFs
- Jun 2026
- −$5.1M latest reported month
- Latest 3 months
- −$7.9M −32.0% of assets
- Latest 12 months
- −$31M −126.3% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$5.1M |
| May 2026 | −$2.0M |
| Apr 2026 | −$815K |
| Mar 2026 | −$1.9M |
| Feb 2026 | −$5.8M |
| Jan 2026 | +$218K |
| Dec 2025 | −$1.2M |
| Nov 2025 | +$1.1M |
| Oct 2025 | −$9.3M |
| Sep 2025 | −$2.3M |
| Aug 2025 | −$2.1M |
| Jul 2025 | −$2.0M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 18 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| SPMOInvesco S&P 500 Momentum ETF | 31% | 0.13% | $22.1B | +18.1% | compare |
| USMCPrincipal Exchange-Traded Funds Principal U.S. Mega-Cap ETF | 29% | 0.12% | $5.1B | +12.5% | compare |
| MTUMiShares MSCI USA Momentum Factor ETF | 29% | 0.15% | $18.9B | +17.8% | compare |
| XNTKState Street SPDR NYSE Technology ETF | 28% | 0.35% | $1.9B | +27.5% | compare |
| PJFVPGIM Jennison Focused Value ETF | 28% | 0.33% | $86M | +27.0% | compare |
Ranked by how much of the two portfolios is the same securities.
- Holdings vs fair value
- −3.0% 16% under, 22% over · 95% covered
- Price / earnings
- 23.1 6% loss-making · 95% covered
- Price / book · sales
- 3.7 · 3.4 revenue growth +13.8%
- Above 200-day average
- 47% 31% above 50-day · by weight
- Short interest
- 1.8% of float, weighted · 2.5 days to cover
- Insider buying
- 6% of weight had net insider buying, 90 days; 50% net selling
- 13F holders
- +0.7% change in shares held by institutions, latest quarter
- Reporting earnings
- 25.7% of weight in 7 days; 40.0% in 14
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | AGGiShares Core U.S. Aggregate Bo | 4.41% | 23.86% | +708.6% |
| New position | SPTSState Street SPDR Portfolio Sh | — | 9.85% | — |
| Exit | XOMExxon Mobil Corp | 3.84% | — | — |
| Exit | GEVGE Vernova Inc | 3.76% | — | — |
| Exit | CVXChevron Corp | 3.75% | — | — |
| Exit | MRKMerck & Co Inc | 3.73% | — | — |
| Exit | AstraZeneca PLC | 3.72% | — | — |
| Exit | JNJJohnson & Johnson | 3.68% | — | — |
| New position | AMDAdvanced Micro Devices Inc | — | 3.62% | — |
| Exit | COSTCostco Wholesale Corp | 3.60% | — | — |
14 new, 20 exited, 2 increased and 2 decreased between the fund's two latest holdings reports; turnover 71.1%. Full holdings and history
- Authorized participants
- 5 active of 5 with agreements; top 3 did 97%
- Created · redeemed
- $247M · $211M over the fiscal year
- Redemptions in kind
- 99% creations 99% in kind
- Creation unit
- 10,000 shares
- Securities lending
- authorized, none lent
- Diversification status
- Non-diversified may concentrate in fewer issuers
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2025-12-24 | 2025-12-26 | $0.2743 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| AGG | iShares Core U.S. Aggregate Bo | 23.86% | Equity (common) | US |
| SPTS | State Street SPDR Portfolio Sh | 9.85% | Equity (common) | US |
| AMAT | Applied Materials Inc | 4.03% | Equity (common) | US |
| INTC | Intel Corp | 3.77% | Equity (common) | US |
| LRCX | Lam Research Corp | 3.74% | Equity (common) | US |
| AMD | Advanced Micro Devices Inc | 3.62% | Equity (common) | US |
| CAT | Caterpillar Inc | 3.58% | Equity (common) | US |
| — | ASML Holding NV | 3.49% | Equity (common) | NL |
| LLY | Eli Lilly & Co | 3.42% | Equity (common) | US |
| UNH | UnitedHealth Group Inc | 3.27% | Equity (common) | US |
| BAC | Bank of America Corp | 3.23% | Equity (common) | US |
| JPM | JPMorgan Chase & Co | 3.19% | Equity (common) | US |
| C | Citigroup Inc | 3.16% | Equity (common) | US |
| CSCO | Cisco Systems Inc | 3.15% | Equity (common) | US |
| WFC | Wells Fargo & Co | 3.14% | Equity (common) | US |
| AAPL | Apple Inc | 3.11% | Equity (common) | US |
| TXN | Texas Instruments Inc | 3.11% | Equity (common) | US |
| GOOGL | Alphabet Inc | 3.08% | Equity (common) | US |
| GOOG | Alphabet Inc | 3.07% | Equity (common) | US |
| MS | Morgan Stanley | 3.05% | Equity (common) | US |
| GS | Goldman Sachs Group Inc/The | 2.99% | Equity (common) | US |
| QCOM | QUALCOMM Inc | 2.72% | Equity (common) | US |
| — | US BANK MMDA - USBGFS 9 | 0.46% | Short-term investment | US |
| Month | '25 | '26 | Avg |
|---|---|---|---|
| Jan | 4.62% | 0.34% | 2.48% |
| Feb | -2.02% | -0.01% | -1.01% |
| Mar | -4.60% | -4.57% | -4.58% |
| Apr | -0.78% | 4.04% | 1.63% |
| May | 1.67% | 6.09% | 3.88% |
| Jun | 3.57% | 1.35% | 2.46% |
| Jul | 1.94% | -4.07% | -1.07% |
| Aug | 4.13% | 1.57% | 2.85% |
| Sep | 3.84% | -0.14% | 1.85% |
| Oct | 1.85% | -0.20%* | 0.83% |
| Nov | 1.63% | -- | 1.63% |
| Dec | 0.57% | -- | 0.57% |
| Total | 17.24% | 4.01% | 10.62% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
LLMV Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
The stock's technical indicators suggest a neutral trend, with RSI in the neutral range, MACD indicating bullish momentum, and Bollinger Bands showing a neutral signal. The recent news headlines are not available, so we cannot assess their impact on the stock price.
Key Drivers: Technical indicators, market conditions
Primary Risks: Uncertainty surrounding earnings release, potential market volatility
2-3 sentence investment thesis: RSMV's current price and technical indicators suggest a moderate level of risk. The stock's correlation with the market is relatively high, indicating that it may move in tandem with broader market trends. However, without recent news headlines or earnings data, the stock's future direction remains uncertain.
Recent News Sentiment Impact: N/A (no recent news available)
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Neutral
- Medium-term (1-3 months): Bullish
- Long-term (3-12 months): Bearish
Support/Resistance Levels:
- SMA 20: $29.02 (support)
- EMA 12: $29.37 (resistance)
Momentum Signals:
- RSI interpretation: Neutral (68.59%)
- MACD signal: Bullish
- Bollinger Bands position: Neutral
Volume Analysis:
- Volume SMA 20: 17464.35
- On-Balance Volume (OBV): 5474238.92
- Volume Rate of Change: 745.51%
News & Sentiment Analysis
Recent Headlines Summary: N/A (no recent news available)
Sentiment Assessment: N/A (no recent news available)
Catalyst Identification: Earnings release, market events
Market Narrative: Without recent news headlines, we cannot assess how they align with or contradict technical signals.
Risk & Volatility Assessment
Beta Interpretation: Low risk (beta: 0.83 vs SPY)
Volatility Regime: Moderate volatility
Options Market Signals: N/A (no options data available)
Downside Protection: Support levels and risk management considerations
Market Context & Positioning
Sector Performance: Moderate performance in the sector
Institutional Activity: High institutional interest
Correlation Analysis: Correlation with market: 0.82
Relative Valuation: Neutral within trading range
Key Levels & Action Items
- Critical Price Levels: SMA 20 ($29.02) and EMA 12 ($29.37)
- Breakout/Breakdown Levels: N/A (no clear levels available)
- Time-Sensitive Catalysts: Earnings release, market events
- Risk Management: Stop-loss levels and position sizing considerations
RSMV Options Activity & IV Rank
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
Risk Metrics
Analysis Details
Data Points: 250
Period: 252 trading days
Moderate volatility - stock generally follows market
RSMV Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| AGG | iShares Core U.S. Aggregate Bo | 23.86% | $95.88 | +0.60% | +0.49% | +0.97% |
| SPTS | State Street SPDR Portfolio Sh | 9.85% | $28.75 | +0.19% | +0.19% | +0.44% |
| AMAT | Applied Materials Inc | 4.03% | $379.83 | -7.12% | -11.67% | -19.91% |
| INTC | Intel Corp | 3.77% | $87.36 | -6.02% | -8.39% | -31.42% |
| LRCX | Lam Research Corp | 3.74% | $233.85 | -10.34% | -15.72% | -23.87% |
| AMD | Advanced Micro Devices Inc | 3.62% | $512.74 | -7.23% | -8.80% | -18.52% |
| CAT | Caterpillar Inc | 3.58% | $700.79 | -5.32% | -4.74% | -12.97% |
| LLY | Eli Lilly & Co | 3.42% | $1310.49 | +3.13% | +4.70% | +10.88% |
| UNH | UnitedHealth Group Inc | 3.27% | $424.14 | +1.71% | +4.30% | +13.10% |
| BAC | Bank of America Corp | 3.23% | $50.59 | -0.38% | -2.16% | -9.72% |
| JPM | JPMorgan Chase & Co | 3.19% | $332.68 | -0.75% | -0.85% | -1.74% |
| C | Citigroup Inc | 3.16% | $121.31 | -2.05% | -1.54% | -8.17% |
| CSCO | Cisco Systems Inc | 3.15% | $104.05 | -3.00% | -5.28% | -2.73% |
| WFC | Wells Fargo & Co | 3.14% | $82.45 | +0.03% | -0.37% | +0.32% |
| AAPL | Apple Inc | 3.11% | $344.6 | +0.18% | +0.76% | +2.58% |
| TXN | Texas Instruments Inc | 3.11% | $278.73 | -2.08% | -0.14% | +2.98% |
| GOOGL | Alphabet Inc | 3.08% | $326.91 | -2.34% | -6.39% | -4.51% |
| GOOG | Alphabet Inc | 3.07% | $323.09 | -2.37% | -6.33% | -4.70% |
| MS | Morgan Stanley | 3.05% | $182.69 | -2.31% | +0.33% | -6.94% |
| GS | Goldman Sachs Group Inc/The | 2.99% | $886.11 | -2.06% | -0.58% | -4.03% |
| QCOM | QUALCOMM Inc | 2.72% | $174.65 | -1.86% | -2.10% | -10.09% |