TFPN Blueprint Chesapeake Multi-Asset Trend ETF
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Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2023-07-11
- Has Options
- No
- Expense ratio
- 1.96% prospectus, filed Oct 22, 2025
- Assets
- $170M SEC filing, Jun 30, 2026
- Trailing yield
- — paid annual
- Average daily volume
- $226K 30 sessions
- Holdings
- 439 top 10 are 27.2%
- Listed
- Jul 11, 2023 NYSE Arca
- Last fee change
- -10 bp filed Oct 22, 2025
Moves with. US large-cap stocks (17% of its variance, beta 0.39); Gold (8% of its variance, beta 0.10); Emerging markets over US (6% of its variance, beta 0.13); Small caps over large (5% of its variance, beta 0.26). These factors explain 43% of its daily moves over the last year.
Stated objective. The Blueprint Chesapeake Multi-Asset Trend ETF (the Fund) seeks to preserve capital and generate long-term capital appreciation. (from the fund's prospectus)
All 439 holdingsFlow historySimilar fundsOverlap toolAll Managed Futures ETFs
- Jun 2026
- +$11M latest reported month
- Latest 3 months
- +$11M +6.8% of assets
- Latest 12 months
- +$11M +6.5% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$11M |
| May 2026 | $0 |
| Apr 2026 | $0 |
| Mar 2026 | +$1.4M |
| Feb 2026 | $0 |
| Jan 2026 | $0 |
| Dec 2025 | $0 |
| Nov 2025 | $0 |
| Oct 2025 | −$632K |
| Sep 2025 | $0 |
| Aug 2025 | −$588K |
| Jul 2025 | −$580K |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 36 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| MTUMiShares MSCI USA Momentum Factor ETF | 15% | 0.15% | $18.9B | +17.8% | compare |
| IQMFranklin Intelligent Machines ETF | 15% | 0.50% | $80M | +11.7% | compare |
| VOVanguard Morningstar Mid-Cap ETF | 15% | 0.03% | $107.3B | +11.4% | compare |
| FCUSPinnacle Focused Opportunities ETF | 14% | 0.80% | $94M | +22.7% | compare |
| TMATMain Thematic Innovation ETF | 14% | 0.82% | $237M | +2.5% | compare |
Ranked by how much of the two portfolios is the same securities.
- Holdings vs fair value
- +7.1% 33% under, 25% over · 87% covered
- Price / earnings
- 36.5 13% loss-making · 76% covered
- Price / book · sales
- 3.8 · 2.3 revenue growth +13.1%
- Above 200-day average
- 50% 31% above 50-day · by weight
- Short interest
- 4.9% of float, weighted · 3.6 days to cover
- Insider buying
- 5% of weight had net insider buying, 90 days; 49% net selling
- 13F holders
- +1.0% change in shares held by institutions, latest quarter
- Reporting earnings
- 34.7% of weight in 7 days; 63.6% 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 | BEBloom Energy Corp | 0.85% | 2.11% | +25.8% |
| Increase | LITELumentum Holdings Inc | 2.30% | 3.41% | +37.8% |
| Decrease | KTOSKratos Defense & Security Solu | 0.92% | 0.13% | −76.5% |
| Increase | TIPiShares TIPS Bond ETF | 1.51% | 2.15% | +63.1% |
| Decrease | NOCNorthrop Grumman Corp | 0.78% | 0.14% | −72.6% |
| Decrease | AEMAgnico Eagle Mines Ltd | 1.19% | 0.56% | −30.3% |
| Increase | PFFiShares Preferred and Income S | 0.88% | 1.47% | +88.6% |
| Exit | SYYSysco Corp | 0.55% | — | — |
| New position | RSReliance Inc | — | 0.48% | — |
| Exit | LEUCentrus Energy Corp | 0.44% | — | — |
18 new, 7 exited, 28 increased and 25 decreased between the fund's two latest holdings reports; turnover 26.4%. Full holdings and history
- Authorized participants
- 3 active of 3 with agreements; top 3 did 100%
- Created · redeemed
- $16M · $5.0M over the fiscal year
- Redemptions in kind
- 0% creations 0% in kind
- Creation unit
- 25,000 shares
- Securities lending
- not authorized
- 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 |
|---|---|---|---|
| 2024-12-05 | 2024-12-09 | $0.2336 | CD |
| 2023-12-05 | 2023-12-08 | $0.2398 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | N/A | 5.77% | Derivative (FX) | US |
| — | First American Government Obli | 5.05% | Short-term investment | US |
| WDC | Western Digital Corp | 3.53% | Equity (common) | US |
| LITE | Lumentum Holdings Inc | 3.41% | Equity (common) | US |
| MUB | iShares National Muni Bond ETF | 2.63% | Equity (common) | US |
| MU | Micron Technology Inc | 2.48% | Equity (common) | US |
| TIP | iShares TIPS Bond ETF | 2.15% | Equity (common) | US |
| BE | Bloom Energy Corp | 2.11% | Equity (common) | US |
| CRS | Carpenter Technology Corp | 1.98% | Equity (common) | US |
| AZZ | AZZ Inc | 1.60% | Equity (common) | US |
| LRCX | Lam Research Corp | 1.50% | Equity (common) | US |
| PFF | iShares Preferred and Income S | 1.47% | Equity (common) | US |
| VCSH | Vanguard Short-Term Corporate | 1.38% | Equity (common) | US |
| CWB | State Street SPDR Bloomberg Co | 1.22% | Equity (common) | US |
| BNS | Bank of Nova Scotia/The | 1.03% | Equity (common) | CA |
| KLAC | KLA Corp | 1.01% | Equity (common) | US |
| MTZ | MasTec Inc | 0.97% | Equity (common) | US |
| COHR | Coherent Corp | 0.93% | Equity (common) | US |
| BDRBF | Bombardier Inc | 0.89% | Equity (common) | CA |
| — | RWE AG | 0.88% | Equity (common) | DE |
| AMD | Advanced Micro Devices Inc | 0.83% | Equity (common) | US |
| PWR | Quanta Services Inc | 0.80% | Equity (common) | US |
| KGS | Kodiak Gas Services Inc | 0.80% | Equity (common) | US |
| TKO | TKO Group Holdings Inc | 0.79% | Equity (common) | US |
| ITT | ITT Inc | 0.79% | Equity (common) | US |
| TD | Toronto-Dominion Bank/The | 0.78% | Equity (common) | CA |
| — | nVent Electric PLC | 0.77% | Equity (common) | GB |
| VMI | Valmont Industries Inc | 0.76% | Equity (common) | US |
| GWW | WW Grainger Inc | 0.76% | Equity (common) | US |
| NVDA | NVIDIA Corp | 0.75% | Equity (common) | US |
| CTVA | Corteva Inc | 0.72% | Equity (common) | US |
| VCIT | Vanguard Intermediate-Term Cor | 0.72% | Equity (common) | US |
| O | Realty Income Corp | 0.71% | Equity (common) | US |
| RIO | Rio Tinto PLC | 0.70% | Equity (common) | GB |
| KEYS | Keysight Technologies Inc | 0.69% | Equity (common) | US |
| MNST | Monster Beverage Corp | 0.69% | Equity (common) | US |
| MBB | iShares MBS ETF | 0.68% | Equity (common) | US |
| ROST | Ross Stores Inc | 0.68% | Equity (common) | US |
| LHX | L3Harris Technologies Inc | 0.67% | Equity (common) | US |
| — | Golar LNG Ltd | 0.67% | Equity (common) | BM |
| LUNMF | Lundin Mining Corp | 0.67% | Equity (common) | CA |
| TROW | T Rowe Price Group Inc | 0.66% | Equity (common) | US |
| CLH | Clean Harbors Inc | 0.66% | Equity (common) | US |
| GATX | GATX Corp | 0.66% | Equity (common) | US |
| GVA | Granite Construction Inc | 0.65% | Equity (common) | US |
| — | Anglogold Ashanti Plc | 0.62% | Equity (common) | US |
| GEV | GE Vernova Inc | 0.61% | Equity (common) | US |
| CHRW | CH Robinson Worldwide Inc | 0.60% | Equity (common) | US |
| BHP | BHP Group Ltd | 0.60% | Equity (common) | AU |
| — | TotalEnergies SE | 0.59% | Equity (common) | FR |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Derivative (FX) | 5.63% | $-654520 | 79 |
| Short-term investment | 5.05% | $8.6M | 1 |
| Derivative (equity) | 0.68% | $1.2M | 35 |
| Derivative (credit) | 0.13% | $213028 | 7 |
| Derivative (interest rate) | -0.20% | $-334604 | 30 |
| Derivative (commodity) | -0.50% | $-869644 | 48 |
| Month | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|
| Jan | -- | -0.11% | 1.67% | 9.02% | 3.53% |
| Feb | -- | 3.27% | -6.10% | 5.11% | 0.76% |
| Mar | -- | 3.11% | -2.77% | -6.18% | -1.95% |
| Apr | -- | -3.37% | -2.52% | 8.66% | 0.92% |
| May | -- | 2.86% | 0.59% | 3.44% | 2.30% |
| Jun | -- | -2.86% | 2.93% | -1.50% | -0.48% |
| Jul | 1.27% | 0.12% | 1.61% | -4.92% | -0.48% |
| Aug | -1.00% | -1.49% | 2.75% | 1.62% | 0.47% |
| Sep | -0.47% | 4.60% | 5.27% | -0.44% | 2.24% |
| Oct | 1.22% | -0.74% | 2.51% | 0.34%* | 0.83% |
| Nov | -2.30% | 6.54% | -1.04% | -- | 1.07% |
| Dec | -0.36% | -3.75% | 3.42% | -- | -0.23% |
| Total | -1.67% | 7.84% | 8.03% | 14.89% | 7.27% |
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
Here is my comprehensive stock analysis report for TFPN:
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6)
Key Drivers: Low volatility, stable technical indicators, lack of recent news headlines.
Primary Risks: Potential breakdown below SMA 200 support, low volume activity may indicate institutional disinterest.
Investment Thesis: TFPN's neutral technical setup and low volatility suggest a trading range environment. With no recent catalysts or market-moving news, it's challenging to pinpoint a clear direction. However, the stock's stable beta (0.71) and correlation with the broader market (0.55) indicate a relatively stable investment.
Recent News Sentiment Impact: N/A (no recent news headlines available)
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Neutral
- Medium-term (1-3 months): Range-bound
- Long-term (3-12 months): Uptrend
Support/Resistance Levels:
- SMA 200: $29.12 (key support level)
- Middle Bollinger Band: $30.06 (key resistance level)
Momentum Signals:
- RSI: Neutral (56.99) - not oversold or overbought
- MACD: Bearish (signal line below zero)
- Bollinger Bands: Squeeze - price near middle band
Volume Analysis:
- Volume SMA 20: 10142.55 (stable volume trend)
- On-Balance Volume (OBV): 421340.42 (no significant changes in buying or selling pressure)
News & Sentiment Analysis
Recent Headlines Summary: N/A (no recent news headlines available)
Sentiment Assessment: Neutral
Catalyst Identification: None
Market Narrative: Without recent market-moving news, it's difficult to pinpoint a clear direction.
Risk & Volatility Assessment
Beta Interpretation: TFPN has a relatively low beta (0.71) compared to the broader market, indicating lower volatility.
Volatility Regime: Low volatility regime - stock moves less than market.
Options Market Signals:
- IV rank: N/A (no options data available)
- Put/call ratios: N/A (no options data available)
Downside Protection: SMA 200 support at $29.12 provides a key level of downside protection.
Market Context & Positioning
Sector Performance: TFPN's performance is relatively stable compared to its sector and the broader market.
Institutional Activity: Low volume activity may indicate institutional disinterest.
Correlation Analysis: TFPN's correlation with the broader market (0.55) indicates a relatively stable investment.
Relative Valuation: TFPN's current price ($30.38) is within the trading range of its recent lows and highs.
Key Levels & Action Items
Critical Price Levels:
- SMA 200 support at $29.12
- Middle Bollinger Band resistance at $30.06
Breakout/Breakdown Levels: None identified
Time-Sensitive Catalysts: No upcoming earnings dates or product launches available
Risk Management: Consider stop-loss levels around SMA 200 support and position sizing considerations based on your risk tolerance.
Please let me know if you have any further questions or requests!
TFPN 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: 251
Period: 252 trading days
Low volatility - stock moves less than market
TFPN 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 |
|---|