For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
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For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
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For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
RSST targets roughly dollar-for-dollar large-cap U.S. equity alongside a systematic managed-futures sleeve—return stacking in a single ticker.
Total return (Yahoo adjusted close—dividends and splits per Yahoo), normalized to $10,000 at first available trade date. Educational only.
RSST holds roughly a dollar of U.S. large-cap equity and a dollar of systematic managed-futures exposure per dollar invested: futures, swaps, and cash collateral bring both sleeves to the same capital before fees and roll costs.
The CTA sleeve trend-follows across rates, FX, and commodities. When equity and trend signals disagree, the real question is whether trends are big enough to offset the financing and roll costs that come with leveraged futures.
| Asset | Weight |
|---|---|
| S&P 500 equity | 100% |
| Asset | Weight |
|---|---|
| Managed futures | 100% |
Return Stacked® ETFs package ReSolve / Newfound-style capital-efficiency research through Tidal’s ETF platform, with transparent notional sleeves rather than opaque alternatives wrappers.
The complex is smaller than mega-index issuers, but purpose-built around sleeve-level implementation and disclosure. Read holdings and shareholder reports because gross and net exposures can move with volatility targeting and futures conditions.
Outperforms when equities grind higher while managed futures harvest directional trends elsewhere, rates breaking one way, dollar trends, or commodity curves, so the second sleeve diversifies equity path risk instead of doubling it.
Underperforms in fast mean-reversion or liquidity shocks that invert signals. Favorable: growth environment (persistent macro trends across rates, FX, and commodities with orderly futures markets). Hostile: choppy tape where equity and futures signals reverse together.
Read the managed futures guide for the return driver, failure modes, and how this type of sleeve fits in an alpha stacking portfolio.
| Portfolio | Category | Portfolio rating | Allocation |
|---|---|---|---|
| Return Stacked - 5:4:3:2:1 | Return Stacked | B | 35% |
Use the issuer and regulatory documents below to verify current holdings, fees, exposure, and risk disclosures.