Hull Tactical US ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 19.01%
YTD return -2.26%
Beta 3Y 0.88
Total Assets 26.87M
Annual report expense ratio 0.97%

Company description

The fund seeks to achieve its investment objective by taking long and short positions in one or more ETFs that seek to track the performance of the S&P 500® Index and by entering into S&P 500® Index-related options and options on S&P 500®-related ETFs (“S&P 500® Options”). The S&P 500® Index is a widely recognized benchmark of U.S. stock market performance that is composed primarily of large-capitalization U.S. issuers. It may also invest up to 10% of its total assets in leveraged or inverse ETFs that seek to deliver multiples, or the inverse, of the performance of the S&P 500 Index, respectively.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Hull Tactical US ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Hull Tactical US ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Hull Tactical US ETF

Here is the result of two systematic investment strategies applied to Hull Tactical US ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Hull Tactical US ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Hull Tactical US ETF:

Hull Tactical US ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 24.15% on the backtest period.

Performance at glance

Performance

24.15 %

Latent gain

532.27 $

Invested capital

2203.58 $

Annualized return

5.89 %
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Momentum strategy results on Hull Tactical US ETF

This is the result of two momentum investment strategies applied to Hull Tactical US ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Hull Tactical US ETF

The following chart shows all the entries opened by the momentum investment system on Hull Tactical US ETF:

Hull Tactical US ETF momentum entries
  • The first momentum investment strategy would give 25.62% of return on Hull Tactical US ETF. That represents 1150.05$ of latent gain with 4488.46$ of employed capital.
  • The second momentum investment strategy would give 27.83% of return on Hull Tactical US ETF. That represents 690.02$ of latent gain with 2479.56$ of employed capital.
Performance at glance (1Q Momentum)

Performance

25.62 %

Latent gain

1150.05 $

Invested capital

4488.46 $

Annualized return

17.88 %
Performance at glance (2Q Momentum)

Performance

27.83 %

Latent gain

690.02 $

Invested capital

2479.56 $

Annualized return

7.69 %

Momentum equity curve on Hull Tactical US ETF

The following chart shows the equity curve of the two momentum strategies applied to Hull Tactical US ETF:

Hull Tactical US ETF momentum equity

Note: the dividends potentially given by Hull Tactical US ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Hull Tactical US ETF

The following chart shows the employed capital evolution of the two momentum strategies on Hull Tactical US ETF since the beginning:

Hull Tactical US ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Hull Tactical US ETF

Buy the dip entry openings on Hull Tactical US ETF

Hull Tactical US ETF

The performance achieved by the robo-advisor on Hull Tactical US ETF is 37.55%. That represents 91.07$ of latent gain with 242.57$ of employed capital. The following chart shows Hull Tactical US ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Hull Tactical US ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

37.55 %

Latent gain

91.07 $

Invested capital

242.57 $

Annualized return

17.88 %

Equity curve of the strategy applied to Hull Tactical US ETF

The following chart shows the result of the investment strategy applied to Hull Tactical US ETF:

Hull Tactical US ETF

Note: the dividends potentially given by Hull Tactical US ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Hull Tactical US ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Hull Tactical US ETF:

Hull Tactical US ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Hull Tactical US ETF

In this section, I will compare the three previous investment strategies applied to Hull Tactical US ETF.

Equity curve comparison on Hull Tactical US ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Hull Tactical US ETF investment strategy comparison

Employed capital comparison on Hull Tactical US ETF

Hull Tactical US ETF investment comparison

Performance comparison on Hull Tactical US ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 24.15% 532.27$ 2203.58$ 5.89%
Momentum 1 quarter 25.62% 1150.05$ 4488.46$ 6.64%
Momentum 2 quarters 27.83% 690.02$ 2479.56$ 7.69%
Non-directional 37.55% 91.07$ 242.57$ 17.88%
Annualized return comparison

Automatic investment

5.89 %

Momentum 1Q

7.69 %

Momentum 2Q

7.69 %

Non-directional

17.88 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Hull Tactical US ETF:

Note: The algorithm computes the probability of correlation between Hull Tactical US ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of Hull Tactical US ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name Hull Tactical US ETF
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker HTUS
Market

Hull Tactical US ETF ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown