Post-Effective Amendment to Post-Effective Amendment by Investment Company (Form 485BXT)

As filed October 28, 2026	Securities Act Registration No. 333-170750
	Investment Company Act Registration No. 811-22497

SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

FORM N-1A

REGISTRATION STATEMENT

UNDER THE SECURITIES ACT OF 1933
Pre-Effective Amendment No.
Post-Effective Amendment No. 164

REGISTRATION STATEMENT

UNDER
THE INVESTMENT COMPANY ACT OF 1940
Amendment No. 167

STRATEGY SHARES

(Exact name of Registrant as Specified in Charter)

36 North New York Avenue

Huntington, NY 11743

(Address of Principal Executive Offices)

1-631-629-4237

(Registrant's Telephone Number)

The Corporation Trust Company

Corporate Trust Center

1209 Orange Street

Wilmington, DE 19801

(Name and address of Agent for service)

(Notices should be sent to the Agent for Service)

Copies to:

Michael P. O'Hare Stradley Ronon Stevens & Young LLP 2005 Market Street, Suite 2600 Philadelphia, PA 19103-7018

Shawn Hendricks Stradley Ronon Stevens & Young LLP 100 Park Avenue, Suite 200 New York, NY 10017

It is proposed that this filing will become effective:

immediately upon filing pursuant to paragraph (b)

X

On November 24, 2026 pursuant to paragraph (b)

60 days after filing pursuant to paragraph (a)(i)

on (date) pursuant to paragraph (a)(i)

75 days after filing pursuant to paragraph (a)(ii)

on pursuant to paragraph (a)(ii) of Rule 485

If appropriate, check the following box:

X

This post-effective amendment designates a new effective date for a previously filed post-effective amendment.

EXPLANATORY NOTE

Parts A, B and C filed in Post-Effective Amendment No. 159 to the Registration Statement on Form N-1A of Strategy Shares (the "Registrant") on behalf of Strategy Shares [INDEX NAME] Enhanced Yield ETF, as filed with the Securities and Exchange Commission pursuant to Rule 485(a) under the Securities Act of 1933 on June 30, 2026 (Accession Number 0001580642-26-004066), are herein incorporated by reference. This filing is being made pursuant to Rule 485(b)(1)(iii) under the Securities Act of 1933, as amended, to extend the effectiveness of Post-Effective Amendment No. 159 to the Registration Statement until November 24, 2026.

SIGNATURES

Pursuant to the requirements of the 1933 Act and the Investment Company Act of 1940, the Registrant certifies that it meets all of the requirements for effectiveness of this Registration Statement under Rule 485(b) under the Securities Act of 1933, as amended, and has duly caused this Amendment to its Registration Statement on Form N-1A to be signed on its behalf by the undersigned, thereto duly authorized, in the City of Huntington and State of New York, and City of San Juan, Commonwealth of Puerto Rico, on October 28, 2026.

STRATEGY SHARES
By:	/s/ Michael Schoonover
	Michael Schoonover
	President and Principal Executive Officer

Pursuant to the requirements of the Securities Act of 1933, this registration statement has been signed below by the following persons in the capacities and on the date(s) indicated:

/s/ Michael Schoonover			October 28, 2026
Michael Schoonover, President and Principal Executive Officer			Date
/s/ James Szilagyi*			October 28, 2026
James Szilagyi, Treasurer, Principal Financial Officer, and Principal Accounting Officer			Date
/s/ Tobias Caldwell*			October 28, 2026
Tobias Caldwell, Trustee			Date
/s/ Stephen P. Lachenauer*			October 28, 2026
Stephen Lachenauer, Trustee			Date
/s/ Donald McIntosh*			October 28, 2026
Donald McIntosh, Trustee			Date

By:	/s/ Jennifer Bailey
	Jennifer Bailey
	Attorney-in-Fact

*(Pursuant to Powers of Attorney previously filed: POA-James Szilagyi, POA-Tobias Caldwell, POA-Stephen P. Lachenauer, POA-Donald McIntosh)