SAMM Strategas Macro Momentum ETF

ETF

ETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

SAMM — —
Key stats
About

Strategas Macro Momentum ETF (SAMM) ETF

No description available.

Exchange
ARCX
Inception
2024-04-04
Has Options
No
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
Allocation Tactical & Rotation#44 of 64 by assets Strategas US Actively managed
Expense ratio
0.65%
prospectus, filed Apr 30, 2026
Assets
$38M
shares × price, Oct 26, 2026
Trailing yield
0.91%
paid annual
Average daily volume
$487K
30 sessions
Holdings
34
top 10 are 35.8%
Listed
Apr 4, 2024
NYSE Arca
Last fee change
-1 bp
filed Apr 30, 2026
Closure risk, 12 months
3.9%
low: trading volume, age · model
FrenzyCap ETF score
41
how it is built
Cost54
Liquidity23
Scale18
Diversification63

Moves with. US large-cap stocks (40% of its variance, beta 0.88); Emerging markets over US (14% of its variance, beta 0.31); Small caps over large (8% of its variance, beta 0.41); Value over growth (4% of its variance, beta -0.10). These factors explain 69% of its daily moves over the last year.

Stated objective. The Strategas Macro Momentum ETF (the Macro Momentum ETF or the Fund) seeks long-term capital appreciation. (from the fund's prospectus)

All 34 holdingsFlow historySimilar fundsOverlap toolAll Tactical & Rotation ETFs

Fund flows
through Jun 2026SEC filings
Jun 2026
+$628K
latest reported month
Latest 3 months
+$4.3M
+14.1% of assets
Latest 12 months
+$13M
+44.3% of assets
Jul 2025: −$24KAug 2025: +$540KAugSep 2025: +$547KOct 2025: +$1.2MOctNov 2025: −$46K−$46KDec 2025: +$1.2MDecJan 2026: +$3.0M+$3.0MFeb 2026: +$624KFebMar 2026: +$2.1MApr 2026: +$2.7MAprMay 2026: +$990KJun 2026: +$628KJun
View as a table
Net flows of SAMM by month, Jul 2025 to Jun 2026
MonthNet flow
Jun 2026+$628K
May 2026+$990K
Apr 2026+$2.7M
Mar 2026+$2.1M
Feb 2026+$624K
Jan 2026+$3.0M
Dec 2025+$1.2M
Nov 2025−$46K
Oct 2025+$1.2M
Sep 2025+$547K
Aug 2025+$540K
Jul 2025−$24K

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 27 months ago

Similar funds
FundOverlapFeeAssets1Y
AIEDDefiance LLM Catalyst Momentum ETF15%0.75%$21M—compare
GFLWVictoryShares Free Cash Flow Growth ETF15%0.39%$877M+11.8%compare
BOBPCORE16 Best of Breed Premier Index ETF14%0.70%$585K+7.7%compare
STRNSMART Trend 25 ETF14%0.59%$22M+18.9%compare
AMIDArgent Mid Cap ETF14%0.52%$119M+6.6%compare

Ranked by how much of the two portfolios is the same securities.

Look-through: what the holdings say
weights as of Jun 30, 2026SEC filing
Holdings vs fair value
+3.0%
21% under, 22% over · 92% covered
Price / earnings
30.8
11% loss-making · 87% covered
Price / book · sales
3.9 · 3.1
revenue growth +11.0%
Above 200-day average
57%
31% above 50-day · by weight
Short interest
4.3%
of float, weighted · 3.0 days to cover
Insider buying
3%
of weight had net insider buying, 90 days; 56% net selling
13F holders
+0.3%
change in shares held by institutions, latest quarter
Reporting earnings
37.9%
of weight in 7 days; 53.1% in 14
Largest contributors below fair value
FIX+50%APA+48%EIX+50%BIIB+29%KEYS+16%
Largest contributors above fair value
NTRA−30%FCX−17%MAR−19%ILMN−20%XPO−12%

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.

What changed in the portfolio
Mar 31, 2026 → Jun 30, 2026
ActionHoldingWeight beforeWeight afterShares vs flows
ExitDOWDOW INC.4.27%——
ExitAMGEN INC.3.89%——
ExitREGNREGENERON PHARMACEUTICALS, INC.3.84%——
ExitPHPARKER-HANNIFIN CORPORATION3.84%——
ExitGILDGILEAD SCIENCES, INC.3.78%——
ExitSQMSociedad Quimica y Minera de Chile S.A.3.41%——
ExitTKOTKO GROUP HOLDINGS, INC.3.38%——
New positionURIUNITED RENTALS, INC.—3.19%—
New positionENTGENTEGRIS, INC.—3.16%—
New positionFTITECHNIPFMC PLC—3.09%—

19 new, 13 exited, 7 increased and 3 decreased between the fund's two latest holdings reports; turnover 51.4%. Full holdings and history

Under the hood
fiscal year to Dec 31, 2025SEC census
Authorized participants
4 active
of 11 with agreements; top 3 did 98%
Created · redeemed
$15M · $12M
over the fiscal year
Redemptions in kind
95%
creations 95% in kind
Creation unit
10,000
shares
Securities lending
not authorized

From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.

ETF Profile
holdings as of 2026-06-30
Holdings
34
AUM
$29.9M
Provider
Nport
Inception
2024-04-04
Exchange
ARCX
Data As Of
2026-06-30
Expense Ratio
0.65%
Dividend Yield
0.91%
Distribution
Annual
Recent distributions
Ex-Date Pay Date Amount Type
2025-12-30 2026-01-07 $0.3106 CD
2024-12-30 2025-01-07 $0.1904 CD
Asset Allocation
Top Holdings
top 34 of 34 holdings
Symbol Name Weight % Asset Class Country
ASML ASML Holding N.V. 4.32% Equity (common) US
GEV GE VERNOVA INC. 4.02% Equity (common) US
CSX CSX Corporation 3.94% Equity (common) US
FCX FREEPORT-MCMORAN INC. 3.70% Equity (common) US
VIK Viking Holdings Ltd 3.55% Equity (common) US
KEYS KEYSIGHT TECHNOLOGIES, INC. 3.44% Equity (common) US
DELL DELL TECHNOLOGIES INC. 3.23% Equity (common) US
URI UNITED RENTALS, INC. 3.19% Equity (common) US
MAR MARRIOTT INTERNATIONAL, INC. 3.19% Equity (common) US
ENTG ENTEGRIS, INC. 3.16% Equity (common) US
FTI TECHNIPFMC PLC 3.09% Equity (common) US
VRT VERTIV HOLDINGS CO 3.08% Equity (common) US
APA APA CORPORATION 3.01% Equity (common) US
FIX COMFORT SYSTEMS USA, INC. 2.94% Equity (common) US
BPOP Popular, Inc. 2.85% Equity (common) US
EIX EDISON INTERNATIONAL 2.84% Equity (common) US
GS THE GOLDMAN SACHS GROUP, INC. 2.83% Equity (common) US
C CITIGROUP INC. 2.81% Equity (common) US
— The Bank of New York Mellon Corporation 2.80% Equity (common) US
IRM IRON MOUNTAIN INCORPORATED 2.78% Equity (common) US
NSA NATIONAL STORAGE AFFILIATES TRUST 2.70% Equity (common) US
RKLB ROCKET LAB CORPORATION 2.68% Equity (common) US
— ALCOA CORPORATION 2.63% Equity (common) US
XPO XPO, INC. 2.62% Equity (common) US
FDX FEDEX CORPORATION 2.50% Equity (common) US
NTRA NATERA, INC. 2.49% Equity (common) US
MRNA MODERNA, INC. 2.48% Equity (common) US
MS MORGAN STANLEY 2.46% Equity (common) US
LLY ELI LILLY AND COMPANY 2.45% Equity (common) US
JNJ JOHNSON & JOHNSON 2.45% Equity (common) US
ILMN ILLUMINA, INC. 2.44% Equity (common) US
BIIB BIOGEN INC. 2.20% Equity (common) US
ON ON SEMICONDUCTOR CORPORATION 2.02% Equity (common) US
WULF TERAWULF INC. 1.61% Equity (common) US
Chart
Seasonality
'24'25'26Avg
Jan--3.57%0.70%2.13%
Feb---3.70%0.80%-1.45%
Mar---5.70%-3.64%-4.67%
Apr-1.68%-1.91%3.76%0.06%
May4.07%4.83%6.40%5.10%
Jun-0.84%6.15%-3.55%0.59%
Jul1.97%-1.34%-4.24%-1.20%
Aug3.77%3.75%6.62%4.71%
Sep6.84%5.98%10.35%7.72%
Oct0.89%3.89%-4.86%*-0.03%
Nov8.30%0.52%--4.41%
Dec-6.35%0.10%---3.12%
Total17.37%16.42%11.64%15.14%
* Only 3 year(s) of data available.
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • 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.
Momentum Oscillators
  • 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.

Volume & Volatility
  • 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

SMA 20: $35.01
SMA 50: $34.11
SMA 200: $32.01
Current: $33.96
EMA 12: $34.29
EMA 26: $34.46
MACD: -0.1715 | Signal: -0.2554
BULLISH
ADX (14): 21.08
WEAK TREND
+DI: 24.02
−DI: 43.41

Momentum Oscillators

RSI (14): 45.48
NEUTRAL
Stoch %K: 14.31
Stoch %D: 17.45
Williams %R: -76.48

Volume & Volatility

BB Upper: $37.06
BB Lower: $32.96
NEUTRAL
OBV: -274,021
Vol SMA 20: 19,801
Vol ROC: -84.94%
ATR: $0.57
True Range: $0.40
HV 20: 22.2%
HV 30: 21.2%
HV 60: 23.0%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-28T00:00:00 – 2026-10-26T00:00:00
AI Analysis

Click Frenzy-Pro™ for an AI analysis of this ticker.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
All SAMM news →

SAMM Options Activity & IV Rank

Loading options activity...
Spread Scanner GPU
Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

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.

Stage 2 — Skew Adjustment (±25% cap)

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.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • 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.

Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How 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.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each side

Which 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.
Reading them together

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.
14 DTE / 10d —
— pts EXTREME
ATM — / Wing —
30 DTE / 10d —
— pts EXTREME
ATM — / Wing —

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.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Volatility Smile

Enter a ticker to render the implied volatility smile.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis

Risk Metrics

Beta: 1.2349
Alpha: -1.45%
Correlation: 0.7483
R-Squared: 56.0%
Stock Volatility: 21.0%
Market Volatility: 12.7%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
High volatility - stock moves more than market
Beta & Alpha Over Time

SAMM Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional 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.

9 filers729,706 shares$23.78M value
# Filer Shares Value % of Total % of Float Period
1 Baird Financial Group, Inc. 391,969 $12.67M 53.30% — 2026-06-30
2 Envestnet Asset Management, Inc. 161,763 $5.23M 22.00% — 2026-06-30
3 Archford Capital Strategies, LLC 60,495 $2.14M 9.00% — 2026-09-30
4 Jaffetilchin Investment Partners, LLC 49,477 $1.60M 6.73% — 2026-06-30
5 HighTower Advisors, LLC 33,321 $1.08M 4.53% — 2026-06-30
6 Synergy Asset Management, LLC 16,248 $525.30K 2.21% — 2026-06-30
7 Hilltop Holdings Inc. 8,500 $274.80K 1.16% — 2026-06-30
8 QUANTIFY CHAOS ADVISORS, LLC 7,498 $242.42K 1.02% — 2026-06-30
9 Parkside Financial Bank & Trust 435 $14.06K 0.06% — 2026-06-30
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
SAMM Constituent Performance

Click any bar to view the full quote for that stock.

SAMM Constituents (32 of 32)
Symbol Name Weight % Price 1 Day 1 Week 1 Month
ASML ASML Holding N.V. 4.32% $1590.9 +1.22%-3.41%-10.19%
GEV GE VERNOVA INC. 4.02% $855.12 +4.92%-5.87%-9.97%
CSX CSX Corporation 3.94% $51.31 +1.02%+7.16%+9.73%
FCX FREEPORT-MCMORAN INC. 3.70% $65.16 -0.03%-6.58%-9.45%
VIK Viking Holdings Ltd 3.55% $84.68 +2.97%+0.76%+6.78%
KEYS KEYSIGHT TECHNOLOGIES, INC. 3.44% $326.04 +3.58%-2.92%-9.37%
DELL DELL TECHNOLOGIES INC. 3.23% $467.09 +2.33%+2.56%-14.05%
URI UNITED RENTALS, INC. 3.19% $1121.9 +2.09%+9.45%+7.47%
MAR MARRIOTT INTERNATIONAL, INC. 3.19% $394.75 +1.03%+1.04%+10.09%
ENTG ENTEGRIS, INC. 3.16% $140.22 +4.24%-2.98%-6.91%
FTI TECHNIPFMC PLC 3.09% $70.41 +0.74%+0.79%-0.30%
VRT VERTIV HOLDINGS CO 3.08% $199.78 +2.81%-3.06%-18.14%
APA APA CORPORATION 3.01% $51.66 -0.46%+3.82%+22.04%
FIX COMFORT SYSTEMS USA, INC. 2.94% $1244.19 +7.18%-15.02%-24.97%
BPOP Popular, Inc. 2.85% $160.41 +0.73%+1.26%+0.98%
EIX EDISON INTERNATIONAL 2.84% $57.78 +0.75%+3.77%+12.26%
GS THE GOLDMAN SACHS GROUP, INC. 2.83% $893.28 +2.01%+2.00%-2.51%
C CITIGROUP INC. 2.81% $121.04 +0.35%-0.53%-7.82%
IRM IRON MOUNTAIN INCORPORATED 2.78% $113.08 +2.84%+1.37%+1.83%
NSA NATIONAL STORAGE AFFILIATES TRUST 2.70% $43.41 -1.74%-2.97%-2.97%
RKLB ROCKET LAB CORPORATION 2.68% $53.82 +2.32%+4.79%-25.45%
XPO XPO, INC. 2.62% $182.32 -0.49%-1.63%+3.20%
FDX FEDEX CORPORATION 2.50% $300.58 +0.62%+2.31%+3.77%
NTRA NATERA, INC. 2.49% $404.9 +0.24%+1.37%-1.67%
MRNA MODERNA, INC. 2.48% $198.85 -0.62%-12.36%+0.80%
MS MORGAN STANLEY 2.46% $183.49 +2.23%+2.81%-5.24%
LLY ELI LILLY AND COMPANY 2.45% $1279.14 +0.45%+3.13%+7.96%
JNJ JOHNSON & JOHNSON 2.45% $266.3 +0.94%+4.93%-2.08%
ILMN ILLUMINA, INC. 2.44% $271.04 +0.60%+3.19%-0.32%
BIIB BIOGEN INC. 2.20% $252.26 +0.63%+8.04%+10.31%
ON ON SEMICONDUCTOR CORPORATION 2.02% $74.06 +2.51%+1.29%-2.10%
WULF TERAWULF INC. 1.61% $11.98 +5.83%-0.66%-20.77%