# EDGAR Filing Document

**Accession Number:** 0001506213
**File Stem:** 0001580642-25-005761
**Filing Date:** 2025-9
**Character Count:** 3861
**Document Hash:** ed55658a4ff0525be7ccb9b5332d26f2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001580642-25-005761.hdr.sgml**: 20250904

**ACCESSION NUMBER**: 0001580642-25-005761

**CONFORMED SUBMISSION TYPE**: 497J

**PUBLIC DOCUMENT COUNT**: 1

**FILED AS OF DATE**: 20250904

**DATE AS OF CHANGE**: 20250904

**EFFECTIVENESS DATE**: 20250904

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Strategy Shares
- **CENTRAL INDEX KEY:** 0001506213

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** 497J
- **SEC ACT:** 1933 Act
- **SEC FILE NUMBER:** 333-170750
- **FILM NUMBER:** 251293518

**BUSINESS ADDRESS:**
- **STREET 1:** C/O MFUND SERVICES LLC
- **STREET 2:** 36 NORTH NEW YORK AVENUE
- **CITY:** HUNTINGTON
- **STATE:** NY
- **ZIP:** 11743
- **BUSINESS PHONE:** 855-477-3837

**MAIL ADDRESS:**
- **STREET 1:** C/O MFUND SERVICES LLC
- **STREET 2:** 36 NORTH NEW YORK AVENUE
- **CITY:** HUNTINGTON
- **STATE:** NY
- **ZIP:** 11743

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Huntington Strategy Shares
- **DATE OF NAME CHANGE:** 20101119

## Series and Classes Contracts Data

### Day Hagan Smart Sector ETF (Series ID: S000066772)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000215105 | Day Hagan Smart Sector ETF | SSUS            |

### Strategy Shares Newfound/Resolve Robust Momentum ETF (Series ID: S000066847)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000215207 | Strategy Shares Newfound/Resolve Robust Momentum ETF | ROMO            |

### Strategy Shares Gold Enhanced Yield ETF (Series ID: S000070448)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000223943 | Strategy Shares Gold Enhanced Yield ETF | GOLY            |

### Day Hagan Smart Sector Fixed Income ETF (Series ID: S000073631)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000230670 | Day Hagan Smart Sector Fixed Income ETF | SSFI            |

### Day Hagan Smart Sector International ETF (Series ID: S000076645)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000236642 | Day Hagan Smart Sector International ETF | SSXU            |

### Eventide High Dividend ETF (Series ID: S000086526)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000252108 | Eventide High Dividend ETF | ELCV            |

### Day Hagan Smart Buffer ETF (Series ID: S000089262)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000255777 | Day Hagan Smart Buffer ETF | DHSB            |

### Eventide US Market ETF (Series ID: S000089355)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000255876 | Eventide US Market ETF | ESUM            |

**Strategy Shares**

September 4, 2025 U.S. Securities and Exchange Commission Public Filing Desk 100 F Street, N.E. Washington, DC 20459

Re: Strategy Shares (the "Registrant"); <br> File Nos. 333-170750 and 811-22497

Ladies and Gentlemen:

Pursuant to Rule 497(j) under the Securities Act of 1933, as amended, the undersigned certifies: that the form of prospectus that would have been filed under paragraph (c) of Rule 497 for Strategy Shares Gold Enhanced Yield ETF, Strategy Shares Newfound/ReSolve Robust Momentum ETF, Day Hagan Smart Sector ETF, Day Hagan Smart Sector Fixed Income ETF, Day Hagan Smart Sector International ETF, Day Hagan Smart Buffer ETF, Eventide US Market ETF, and Eventide High Dividend ETF do not differ from those contained in the Registrant's Post-Effective Amendment No. 145, which was electronically filed with the Commission on August 27, 2025.

Very truly yours,

<u>/s/ Jennifer A. Bailey</u>

Jennifer A. Bailey

Secretary