X0101 24F-2NT LIVE 0001506213 XXXXXXXX 333-170750 false false N-1A STRATEGY SHARES 36 North New York Avenue Huntington NY X1 11743 Strategy Shares Nasdaq 7 HANDL(TM) Index ETF S000059719 true Strategy Shares Newfound/Resolve Robust Momentum ETF S000066847 true Strategy Shares Gold-Hedged Bond ETF S000070448 true Day Hagan/Ned Davis Research Smart Sector ETF S000066772 true Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF S000073631 true Day Hagan/Ned Davis Research Smart Sector International ETF S000076645 true 811-22497 333-170750 04/30/2024 1012379716.00 1157787868.00 295397754.00 1453185622.00 0.00 (440805906.00) 0.000147600 0.00 0.00 0.00 /s/ James Szilagyi James Szilagyi, Treasurer 06/28/2024