Source → Evidence → Rule → Decision
Admission trail for ETFCTA-FUND-US-CTA. Every summary is a paraphrase of preserved primary disclosure; nothing is quoted beyond bounded excerpts held in the internal archive.
Preserved primary source
| Source | Type | Verified | Preservation |
|---|---|---|---|
| SRC-CTA-497K-20251101 | Primary fund document (SEC Form 497K) | Verified | Preserved (SHA-256) |
Decision trail
| Evidence | Source | Rule | Decision | Status |
|---|---|---|---|---|
| EVD-CTA-SF-001 | SRC-CTA-497K-20251101 | ECS-SF-R01 | DEC-CTA-SF-001 | Direct source |
| EVD-CTA-MB-001 | SRC-CTA-497K-20251101 | ECS-MB-R02 | DEC-CTA-MB-001 | Direct source |
| EVD-CTA-IR-001 | SRC-CTA-497K-20251101 | ECS-IR-R03 | DEC-CTA-IR-001 | Direct source |
| EVD-CTA-IR-002 | SRC-CTA-497K-20251101 | ECS-IR-R03 | DEC-CTA-IR-001 | Corroborating passage |
| EVD-CTA-DF-001 | SRC-CTA-497K-20251101 | ECS-DF-R01 | DEC-CTA-DF-001 | Direct source |
| EVD-CTA-SH-001 | SRC-CTA-497K-20251101 | ECS-SH-R00 | DEC-CTA-SH-001 | Insufficient — bounded non-disclosure |
What each evidence record establishes
- EVD-CTA-SF-001 — the fund attempts to capture the economic benefit of rising trends, positioning long on positive trends and short on negative trends using momentum signals.
- EVD-CTA-MB-001 — the disclosed portfolio spans equity, U.S. Treasury, commodity, and foreign-exchange futures contracts.
- EVD-CTA-IR-001 — the fund invests directly in a portfolio of those futures contracts.
- EVD-CTA-IR-002 — the same document discloses commodity exposure through a wholly-owned Cayman-Islands subsidiary of up to 25% of assets.
- EVD-CTA-DF-001 — the strategy positions long on a positive price trend and permits short positions on a negative price trend.
- EVD-CTA-SH-001 — the disclosure references various look-back periods and monthly positioning but no specific signal horizon; admitted as bounded evidence of non-disclosure, not of a horizon value.
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