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RSSY — Return Stacked U.S. Stocks & Futures Yield ETF

RSSY targets roughly dollar-for-dollar large-cap U.S. equity exposure alongside a futures yield sleeve: systematic carry harvested long and short across global futures, rebalanced daily.

Equity Efficiency:A+Capital Efficiency grades how well this ETF delivers equity-side returns relative to the capital and beta it uses, with SPY as the B baseline. Leveraged ETFs score higher when they free up capital for an alpha sleeve. Long/short and factor ETFs are graded on excess return versus SPY, net of costs. RSSY targets roughly 100% notional large-cap U.S. equity (ETFs, futures, or combinations) alongside a parallel sleeve (Return Stacked® structure).Alpha Efficiency:DAlpha Efficiency grades the non-equity sleeve of this stacked ETF on return above its borrowing cost: that's the true hurdle for a futures overlay. A sleeve that only matches its financing cost adds no value; grades above B mean the overlay is genuinely earning its keep. The second sleeve is a quantitative futures-yield program: long and short futures across commodities, rates, currencies, and equity indices targeting roll and curve payoffs rather than pure directional beta.Stacked Efficiency:B+Stacked Efficiency blends Capital- and Alpha-bucket grades using the configured sleeve weights (50% capital / 50% alpha).

RSSY price history

Range
+42.28%
Total return (1Y)
RSSY

Total return (Yahoo adjusted close—dividends and splits per Yahoo), normalized to $10,000 at first available trade date. Educational only.

Strategy

The fund applies the Return Stacked® blueprint: roughly 100% large-cap U.S. equity (via ETFs such as IVV, U.S. equity index futures, or combinations) alongside roughly 100% to a quantitative futures yield program. That second sleeve goes long and short futures across commodities, rates, currencies, and equity indices, targeting the yield component of futures through roll dynamics and curve positioning rather than directional price moves. The portfolio rebalances daily; leverage through derivatives amplifies both upside and downside.

The premise is that the yield component of global futures has historically shown low correlation to equity returns. That premise holds or fails depending on how much carry the futures complex offers at any given time.

Manager and Issuer Pedigree

Tidal Investments LLC serves as investment adviser; Newfound Research LLC sub-advises; ReSolve Asset Management SEZC (Cayman) is futures trading advisor. Tidal and the Return Stacked® franchise are a multi-ETF platform far smaller than top-tier index complexes. The Return Stacked® brand packages systematic stacking for ETF investors: rules-based equity implementation plus the futures yield sleeve.

Outperformance

Outperforms most when global futures offer strong roll and carry conditions: commodity complexes in backwardation, rate and currency futures where curve shape rewards holding and rolling. Those environments often coincide with inflation surprises or dollar moves, where equities wobble but futures markets reprice across assets.

Underperforms when there is flat or negative carry across futures: when curves sit in contango and roll costs eat into returns, the second sleeve drags rather than diversifies. Incremental return above the equity leg only materializes when the carry conditions are genuinely there.

Official ETF page

Read the official ETF page for current NAV, holdings, and documents: RSSY official page.

Beta and MER may not be accurate.
Educational content only; not investment advice. Past performance does not guarantee future results.