Strategy Shares Launches the Halt Climate Change ETF (NZRO)

Strategy Shares, an innovative family of exchange traded funds (ETFs) providing all types of investors with unique and compelling portfolio solutions, is today announcing the launch of the Strategy Shares Halt Climate Change ETF (Nasdaq: NZRO).

NZRO is an actively managed ETF designed to invest in companies globally that have adopted environmentally friendly business practices, produce products and services that combat climate change, and, in the view of the fund's portfolio management team, are well positioned from a risk/return perspective for potential outperformance.

In addition to investing in companies with a focus on sustainability, Strategy Shares will use profits from NZRO to finance initiatives that work toward actively ending climate change.

NZRO was co-created by David Miller, Chief Investment Officer and Senior Portfolio Manager at Strategy Shares, and Rob Gough, portfolio manager, serial entrepreneur, and long-time investor. Rob's interest and focus on climate change has been a recurring theme in his professional life, and he's hoping to bring a wealth of insights to NZRO's philosophy and approach to ensure this is an investment product that truly makes a difference.

"As a businessowner and investor, I've too often seen ?greenwashing' in action, and it's become very clear to me that the companies best positioned to help drive efforts to halt climate change and potentially deliver outperformance to investors are those that are active in both words and deeds. That is the philosophy behind NZRO and I could not be more excited to be working with Strategy Shares to bring this new ETF to market," said Gough, who will assist in the management of NZRO.

NZRO's investment process begins by seeking out those companies that meet at least one of a set of climate-focused criteria:

• Direct commitment to net zero or reduced carbon emissions through a company climate pledge or involvement in such initiatives as the Paris Agreement or The Climate Pledge;
• Companies in the energy transition space deriving at least 50% of their respective revenues from activities in electrification, clean transportation, industrial and building efficiency, and other opportunities related to changing the ways in which energy is produced and consumed globally;
• Companies deriving at least 50% of their revenues from activities focused on advancing the progress of reducing carbon emissions through alternative energy innovation, technological advancements, climate-conscious value chains and other similar initiatives.

Companies that meet any of the above criteria are then reviewed by the fund's management team using a rigorous fundamental research approach focused on both their credit worthiness as well as their commitment to climate initiatives, with the final portfolio made up of those companies the team believes have the highest risk/return potential.

"The push for net zero will be a defining economic event for the foreseeable future. Companies that are positioning themselves to play a leadership role in carbon reduction aren't just going to have an impact on our planet, they will be well positioned in the eyes of climate-conscious investors," added David Miller, Portfolio Manager of NZRO. "We are committed to offering a differentiated product that can not only outperform the market over the long-term but can make a real difference in combatting climate change. Investors coming together with a common goal can have a real impact on fixing the climate crisis, and at Strategy Shares we hope to be part of the solution."

For more information on Strategy Shares ETFs' unique suite of investment products, please visit: www.StrategySharesETFs.com.

About Strategy Shares
Strategy Shares is a family of exchange traded funds (ETFs) focused on bringing unique strategies to the ETF marketplace. Currently, Strategy Shares offers four ETFs: the Strategy Shares Nasdaq 7HANDLtm Index ETF (HNDL), the Strategy Shares Nasdaq 5HANDL Index ETF (FIVR), the Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) and the Strategy Shares Gold-Hedged Bond ETF (GLDB). For more information on Strategy Shares and its fund offerings, please visit: www.StrategySharesETFs.com.

Investors should carefully consider the investment objectives, risks, charges and expenses of the Strategy Shares ETFs. This and other important information about the Funds are contained in the full or summary prospectus, which can be obtained by calling (855) HSS-ETFS (855-477-3837) or at www.StrategySharesETFs.com.

The information in this communication is not complete and may be changed. We may not sell these securities until the registration statement filed with the Securities and Exchange Commission is effective. This communication is not an offer to sell these securities and is not soliciting an offer to buy these securities in any state where the offer or sale is not permitted.

For more complete information on Strategy Shares, download and view a prospectus or summary prospectus now or call (855) 477-3837 for a free prospectus or summary prospectus. You should consider the fund's investment objectives, risks, charges, and expenses carefully before you invest. Information about these and other important subjects is in the fund's prospectus or summary prospectus, which you should read carefully before investing.

Investments involve risk Principal loss is possible. The Fund's focus on securities of issuers that seek prevent or mitigate the deleterious effects of climate change may affect the Fund's exposure to certain sectors or types of investments. The Fund's relative investment performance may also be negatively affected if such sectors or investments are out of favor with the market. The Fund may invest in countries with newly organized or less developed securities markets. There are typically greater risks involved in investing in emerging markets securities. To the extent the Fund invest in foreign securities, the Fund could be subject to greater risks because the Fund's performance may depend on issues other than the performance of a particular company or U.S. market sector. The Fund is a new fund with no history of operations for investors to evaluate. The Fund may have a high turnover of the securities held in its portfolio. Increased portfolio turnover causes the Fund to incur higher brokerage costs, which may adversely affect the Fund's performance and may produce increased taxable distributions. Shares of these ETFs are bought and sold at market price (not NAV) and are not individually redeemed from the ETF. Brokerage commissions will reduce returns.

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