7A Targeted Monthly Cash Distribution Investment for Our TimesStrategy Shares Nasdaq 7HANDLTM Index ETF (HNDL)

Your Bills Come Every Month. Shouldn’t Your Investment Distributions?

Introducing the Nasdaq 7HANDL™ Index ETF: A Targeted Monthly Cash Distribution Investment for Our TimesJust because you or your clients are in or near retirement doesn’t mean the bills stop coming. You need regular targeted monthly cash distributions to help support your lifestyle.

The Nasdaq 7HANDL™ Index ETF (HNDL) may help meet your monthly cash distribution needs because it follows an index that aims to pay out monthly a 7% annual distribution rate, with the potential of long-term gains. Depending on market conditions, all or a portion of a distribution may consist of a return of capital from the original investment, and the distribution rate may be modified at anytime.

Read on for six reasons why (HNDL) may be a suitable investment for our times.

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In order to allow shareholders of the Fund to realize a predictable, but not assured, level of cash flow, the Fund has adopted a policy which may be modified at any time to pay monthly distributions on Fund shares at a target rate that represents an annualized payout of apporoximately 7.0% on the Fund’s per-share net asset value on the date of a distribution’s declaration.

The index seeks to offer the potential for targeted monthly distributions while maintaining a stable net asset value over time (all or a portion of which includes a return of capital if the Fund’s net return is less than the targeted distribution rate).

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You May Not Be Able to Live on a 2% Distribution – But What About 7%?

REASON #1

The current low interest rate environment might make it hard for your investments to support a comfortable lifestyle.

Nasdaq 7HANDL™ Index ETF may help meet your cash distribution needs because it follows an index that aims to deliver a 7% annual distribution, showing up in the cash portion of your brokerage account monthly.

Depending on market conditions, all or a portion of a distribution may consist of a return of capital from the original investment, and the distribution rate may be modified at anytime.

HYPOTHETICAL DISTRIBUTIONBASED ON $1 MILLION

% ESTIMATED MONTHLY AMOUNT

7.00 $5,833.00

6.00 $4,000.71

5.00 $4,166.43

4.00 $3,333.14

3.00 $2,499.86

2.00 $1,666.57

1.00 $833.29

This is a hypothetical illustration and does not reflect any investment product and it does not reflect the deduction of any fees and charges typically associated with any investment.

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A Conservative Core Seeking High Income Supplement

REASON #2

Nasdaq 7HANDL™ Index ETF, powered by Nasdaq Dorsey Wright, works toward your goals by combining a sound, conservative core allocation of 70% fixed income and 30% large-cap U.S. equity ETFs with a dynamic portfolio of specialized ETFs. This second, tactical portfolio is a Dorsey Wright Explore Portfolio reconstructed every month, using a proprietary Dorsey Wright algorithm systematically designed to produce the best mix of income and appreciation potential in any given market environment.

NASDAQ 7HANDLTM INDEX METHODOLOGY

50% FIXED ALLOCATION CORE PORTFOLIO 50% DORSEY WRIGHT EXPLORE PORTFOLIO

Long-Term Perspective – Fixed Allocation Tactical allocation, monthly reconstructed, using a proprietary Dorsey Wright algorithm

2 Categories: 12 Categories:

• 70% Aggregate US Bond Market

• 30% Large Cap US Equities

• Growth & Income• MLPs• Preferreds• REITs• Covered Call• Dividend Equity

• Utilities• Active Fixed Income• High-Yield Bonds• IG Corp Bonds• MBS• Build America Bonds

Rebalanced Monthly to 70/30 Rebalanced Monthly based on most recent 12-month data

Allocated to the three largest aggregate bond market ETFs, the three large-cap blend equity ETFs and the Nasdaq-100 Index ETF.

Allocated to the largest ETFs in each of the 12 categories as defined by the index provider.

Shareholders should not assume that the source of a distribution from the Fund is net profit. Shareholders should note that return of capital will reduce the tax basis of their shares and potentially increase the taxable gain, if any, upon disposition of their shares. The index will have risk characteristics similar to the broad US capital markets and will generally rise and fall with prevailing market conditions, with the goal, but not the guarantee, of ahchieving a total return sufficient, over time and after expenses, to support a seven percent (7.0%) annual distribution rate. Thus, since the ETF’s performance is correlated to the index, the funds’s net asset value and returns will vary and an investor can lose money in an investment in the fund.

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Diversification — with Exposure to Over 20,000 Underlying Securities

REASON #3

Nasdaq 7HANDL™ Index ETF invests in the largest ETFs in each of 14 categories and each ETF within the index provides exposure to hundreds or thousands of securities. As a result, with even a modest investment, you are spreading your investment across more than 20,000 different stocks, bonds and other underlying securities.

As a result, your exposure to the ups and downs of any single security or sector is reduced and may be offset by other underlying holdings in (HNDL). This may reduce the overall risk in your investment.

Diversification does not guarantee a profit or protect against loss in a declining market.

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23% Leveraged Seeks to Enhance Returns

REASON #4

Prudent leverage can make your investments work harder for you and although it can increase your risk, it can similarly increase your return. It’s like when you bought your house – you likely put down only a portion of the purchase price and borrowed the rest. For a small percentage of the purchase price, you got exposure to 100% of the home’s appreciation in value, minus financing costs.

In a similar way, Nasdaq 7HANDL™ Index ETF uses approximately 23% leverage (essentially putting 77% down) to boost your exposure to income- and growth-producing sectors of the market. The added return potential from leverage is one of the reasons we can aim to make a 7% distribution without touching your original investment. However, depending on market conditions, all or a portion of a distribution may consist of a return of capital from the original investment, and the distribution rate may be modified at anytime.

ETFs May Reduce Fee Drag

REASON #5

The Nasdaq 7HANDL™ Index ETF* focuses on the largest ETFs in each category, in an effort to ensure that you’ll get to keep more of your investment returns. Our embedded fund fees average approximately 23 basis points (as of June 30th, 2018), well below the industry average for sophisticated ETFs.

Backed by Proven Discipline and Experience

REASON #6

Nasdaq 7HANDL™ Index ETF employs an investment process that is 100% rules driven and is based on analyses of decades of market data and performance. The underlying index is managed by Nasdaq Dorsey Wright, a leading quantitative investment research and portfolio management firm with 30 years of experience and tens of billions of dollars tracking its indices.

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* Trading fees, costs, and commissions may apply and will affect performance returns.

What You Need to Know to InvestNasdaq 7HANDL™ Index ETF

INVESTMENT OBJECTIVE

The Nasdaq 7HANDL Index ETF seeks investment results that correspond generally, before fees and expenses, to the price and yield performance of the Nasdaq 7HANDL™ Index.

INDEX STRATEGY

• The index is broadly diversified and seeks to offer the potential for high monthly distributions while maintaining a stable net asset value over time. However, the Fund will have risk characteristics similar to the broad US capital markets and will generally rise and fall with prevailing market conditions.

• The index represents an allocation to a balanced portfolio of U.S. equities, bonds and alternative investments that employs leverage in an amount equal to 23% of the portfolio.

• The index consists of ETFs that are split into two equally weighted categories, a Core Portfolio and a Dorsey Wright Explore Portfolio. The Core Portfolio consists of a 70% allocation to U.S. aggregate fixed income ETFs and a 30% allocation to U.S. large cap equity ETFs. The Dorsey Wright Explore Portfolio consists of an allocation to ETFs in various U.S. asset categories that have historically provided high levels of income, using a tactical asset allocation methodology developed in consultation with Nasdaq Dorsey Wright Investment Research & Analysis that seeks to incorporate momentum, yield and risk.

• Shareholders should not assume that the source of a distribution from the Fund is net profit. Shareholders should note that return of capital will reduce the tax basis of their shares and potentially increase the taxable gain, if any, upon disposition of their shares.

SHARE CLASS INFORMATION DISTRIBUTIONS MONTHLY

TICKER HNDL INCEPTION 1/16/2018

NET EXPENSE* 0.95% CUSIP 86280R506

GROSS EXPENSE 0.96% EXCHANGE NASDAQ

FUND MANAGEMENT

PORTFOLIO MANAGER INVESTMENT ADVISOR

David Miller• Co-Founder, Catalyst Capital Advisors• B.S. in Economics, University of Pennsylvania Wharton School; MBA in Finance, University of Michigan Ross School of Business

Rational Advisors, Inc.

ABOUT NASDAQ DORSEY WRIGHT

Nasdaq Dorsey Wright is a registered investment advisory firm based in Richmond, Virginia. Over the last thirty years, their research platform, SMA/UMA strategies, indexes, and team of analysts have created more informed, conversations for advisors, investment managers and their clients. Now a part of Nasdaq, they continue to help market participants build and protect their clients’ wealth. As a single company, they are one of the largest providers of Smart Beta indexes with $56.8 billion in assets under management (as of June 30th, 2018) tracking Nasdaq Smart Beta indexes. Their longevity is built on trust, respect and unbiased, objective strategy. Their belief is that successful investing requires a clear and consistent strategy. They empower clients with information and tools that enable them to manage a clear strategy based on objective, unemotional data. Their clients dare to stand out from the rest – and can benefit from the differentiation that comes from having a clear and effective strategy based on time-tested principles.

*Contractual waivers in effect until August 31, 2019.

Available With Online Brokers

The Nasdaq 7HANDL™ Index ETF (HNDL) can be found at most leading online brokers, including:

Trademarks and names are the respective properties of their owners and do not imply any endorsement by Strategy Shares.

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Ask Your Financial Advisor About (HNDL)

A Potential Solution for the Income ChallengeIf you depend on your investment portfolio to pay the bills, today’s low yield environment is challenging. Nasdaq 7HANDL™ Index ETF (HNDL) follows an index that seeks to provide a 7.0% annual distribution. Depending on market conditions, all or a portion of a distribution may consist of a return of capital from the

original investment, and the investment rate may be modified at anytime.

It may help provide the income you need to support your lifestyle, along with broad diversification to help reduce risk and a proven rules-based investment strategy to maximize both income and appreciation potential.

For more information about how this ETF could work in your portfolio, contact us at:

DISCLOSURES AND IMPORTANT INFORMATIONInvestors should carefully consider the investment objectives, risks, charges and expenses of the Nasdaq 7HANDL ETF. This and other important information about the Fund is contained in the full or summary prospectus, which can be obtained by calling (855) HSS-ETFS (855-477-3837) or at www.StrategySharesETFs.com. Please read it carefully before investing.

The Strategy Shares are distributed by Foreside Fund Services, LLC, which is not affiliated with Rational Advisors, Inc., or any of its affiliates.

Investment in a fund of funds is subject to the risks and expenses of the underlying funds. Diversification and asset allocation may not protect against market risk or loss of principal. Certain sectors and markets perform exceptionally well based on current market conditions and the Nasdaq 7HANDL ETF can benefit from that performance. Achieving such exceptional returns involves the risk of volatility and investors should not expect that such results will be repeated. The use of leverage can amplify the effects of market volatility on the fund’s share price and make the fund’s returns more volatile. The use of leverage may cause the fund to liquidate portfolio positions when it would not be advantageous to do so in order to satisfy its obligations. The use of leverage may also cause the fund to have higher expenses than those of funds that do not use such techniques. Shareholders should not assume that the source of a distribution from the Fund is net profit. Shareholders should note that return of capital will reduce the tax basis of their shares and potentially increase the taxable gain, if any, upon disposition of their shares.

HANDLS™ and HANDL™ are trademarks of Bryant Avenue Ventures LLC and have been licensed for use by Rational Advisors, Inc.

Nasdaq® is a registered trademark of Nasdaq, Inc.

ADVICE FROM A SECURITIES PROFESSIONAL IS STRONGLY ADVISED. STRATEGY SHARES © 2018

#101027Date of first use - 08/01/18

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