TAEQ — Trend Aggregation U.S. ETF
Data updated: 2021-09-28
TAEQ — Trend Aggregation U.S. ETF. Money Market · $48.15M AUM · 1.70% expense ratio · 13.4% 1-yr return. Holdings, fees, performance and SEC filings.
TAEQ Fund Overview
TAEQ — Trend Aggregation U.S. ETF is a US ETF managed by Collaborative Investment Series Trust, categorised as Money Market. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Collaborative Investment Series Trust
- Category: Money Market
- Assets under management: $48.15M
- 1-year return: 13.4%
- Ticker: TAEQ
- SEC CIK: 0001719812
- SEC series ID: S000067517
- Share class ID: C000217092
TAEQ Investment Objective and Strategy
Trend Aggregation U.S. ETF describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Collaborative Investment Series Trust.
Investment objective
The Trend Aggregation U.S. ETF (the Fund) seeks capital appreciation.
Principal investment strategy
In pursuing the Funds investment objective, the Funds adviser will, under normal conditions, invest in equity securities of companies of any capitalization that are traded on U.S. exchanges and exchange traded funds (ETFs) that primarily invest in U.S. equity securities (Equity ETFs). The Funds adviser utilizes a proprietary quantitative process to identify investment opportunities, based on strong price momentum or companies that are potentially oversold. The adviser uses multiple investment models that combine market trend and counter trend following, and market analysis across asset classes to determine when to buy, sell, or hold a security. When the advisers models indicate a negative market trend, the Fund will invest in money market funds and other cash equivalents. The advisers counter trend following models allow the adviser to identify securities experiencing short-term weakness and sell securities that are experiencing short-term strength.
The advisers models may also direct for investment in ETFs that invest in treasury bonds, volatility ETFs and exchange-traded notes (ETNs) and leveraged and inverse ETFs. The Fund may hold significant cash or fixed income positions during unfavorable market conditions and may be fully invested in equities or Equity ETFs when favorable conditions warrant. Although not anticipated, in some market conditions, it is possible that cash and fixed income positions can be the highest mathematical ranking within each model. Consequently, one or more model strategies could select being fully invested in cash or fixed income. In managing the Funds portfolio, the adviser will actively manage the Fund, resulting in a high portfolio turnover rate.
TAEQ Performance
Total returns for TAEQ (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 13.4% |
TAEQ Risk Information
Risk metrics for TAEQ, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 11.6%
TAEQ Costs and Fees
TAEQ costs about $170 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.70%
- Gross expense ratio: 2.24%
- Brokerage commissions: 93.53 bps of average net assets (SEC N-CEN)
TAEQ Cashflows
Over the 12 months to 2021-06, Trend Aggregation U.S. ETF had net inflows of $18.28M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2021-06 | $680.26K |
| 2021-05 | $2.72M |
| 2021-04 | $2.05M |
| 2021-03 | $672.12K |
| 2021-02 | $673.61K |
| 2021-01 | $3.26M |
TAEQ Debt Constituents
No individual debt constituents are reported in Trend Aggregation U.S. ETF's latest SEC N-PORT filing.
TAEQ Prospectus and SEC Filings
Official Trend Aggregation U.S. ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Money Market funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.