Key stats
About BLUEPRINT CHESAPEAKE MULTI-ASSET TREND ETF
Expense ratio
1.10%
Home page
Inception date
Jul 11, 2023
TFPN aims to preserve capital and provide positive annual returns over any market cycle using the Chesapeake Program. It assesses the market risk level to determine entry and exit points for trading by predicting market opportunities and recurring price patterns in every market cycle based on price action, market volatility, open interest, and daily trading volume. The portfolio is approximately divided equally between two components, the derivatives, and the long-short sleeve. The derivatives component includes commodity and crypto futures, options on fixed-income futures and commodities, and spot and forward currency contracts. The long-short sleeve, which may be 100% long, 100% short, or a mix, consists of US and non-US equities of any size. The fund may gain exposure directly or indirectly by investing up to 25% of its assets in a wholly-owned Cayman Islands Subsidiary, which avoids a K-1 form. The fund holds cash, cash equivalents, and US Treasurys to serve as collateral.
Classification
What's in the fund
Exposure type
Cash
Government
ETF
Stocks47.18%
Process Industries9.31%
Producer Manufacturing7.62%
Non-Energy Minerals5.67%
Electronic Technology5.20%
Consumer Non-Durables3.00%
Transportation2.45%
Distribution Services1.54%
Finance1.53%
Technology Services1.47%
Industrial Services1.39%
Commercial Services1.03%
Energy Minerals0.93%
Consumer Durables0.41%
Consumer Services0.38%
Health Technology0.24%
Bonds, Cash & Other52.82%
Cash21.15%
Government17.77%
ETF16.16%
Mutual fund9.65%
Futures−0.01%
Miscellaneous−11.90%