TrueShares ConVex Protect ETF

The TrueShares ConVex Protect ETF is an actively managed exchange-traded fund that seeks to balance meaningful capital appreciation with downside risk mitigation for investors exposed to U.S. large-cap equities. The fund’s core strategy involves a sophisticated mix of options: it sells put options for approximately half of the portfolio’s exposure and buys out-of-the-money call options providing full exposure to the growth potential of large-cap U.S. stocks. This approach enables the fund to participate in market gains after surpassing a 6% performance hurdle while aiming to limit losses during broader market downturns, potentially capping downside participation to about half that of the underlying equity market. The ETF’s options positions are strategically laddered across different quarterly intervals throughout a one-year cycle, enhancing diversification and responsiveness to market changes. Designed as an advanced portfolio construction tool, it is intended to appeal to investors and advisors seeking reduced volatility and convex return profiles compared to traditional large-cap equity funds. The fund is managed by experienced professionals with deep expertise in quantitative risk management and options trading.