Every new allocation has to come from somewhere.
That’s the funding problem advisors face when adding diversifiers. This article explores how Return Stacked® Global Stocks & Bonds ETF (RSSB) seeks to create room for alternatives without reducing core stock and bond exposure.
Learn how.
𝐅𝐢𝐧𝐚𝐥 𝐜𝐚𝐥𝐥: the Return Stacking Symposium 2026 is almost full. Last year's event sold out, and if you've been planning to join us in Chicago on October 28, now is the time to register.
125+ RIAs, CIOs, and allocators. Cliff Asness, the Return Stacked team, and experts from @AQRCapital, @JPMorganAM, and @ManGroup. Complimentary attendance is limited to financial advisors and select media.
Register today: returnstacked.com/return-sta…
𝐋𝐈𝐕𝐄 𝐖𝐄𝐁𝐈𝐍𝐀𝐑 📅 Tuesday, September 22, 2026 | 2:00 PM ET
Three years of trust in one ticker. RSST.
RSST was built to deliver $1 of exposure to U.S. equities and $1 of exposure to managed futures trend following for every dollar invested. On Sept 22, @GestaltU and @choffstein review the fund’s first three years live: how it is built, what drove its returns, and how advisors use it.
Trend follows price. Carry reads the curve.
Futures yield looks at what markets may pay investors to hold, or charge them to own. See how backwardation and contango can point to opposite positioning.
Explore the framework.
Three years ago, RSST asked advisors a question: why choose between alternatives and core equities? They answered by stacking. Thank you for your support!
Full disclosures and standardized performance: RSST - returnstackedetfs.com/rsst
Past performance does not guarantee future results.
We’re excited to announce that the Return Stacked® U.S. Stocks & Gold/Bitcoin ETF ($RSSX) has crossed $100M in AUM!
Thanks for all of the support.
For more information, visit returnstackedetfs.com/rssx
🎤 Meet our Return Stacking Symposium Speakers!
We’re excited to welcome Justin Young, Director of Investments, MEMCO
Justin is a director of investments at MEMCO where he is responsible for portfolio construction and manger selection across client portfolios. He has a special focus on uncorrelated strategies to help meet client needs in a wide range of market scenarios.
👉 Register now: returnstacked.com/return-sta…
🎤 Meet our Return Stacking Symposium Speakers!
We’re excited to welcome Tim Ayles, Investment Director, The Mather Group
Tim joined The Mather Group as an Investment Director in November 2025 following the merger of Napa Wealth Management. As the former lead portfolio manager of the NWM Momentum Fund and a seasoned manager of currency arbitrage hedge fund strategies, Tim brings over 25 years of experience developing sophisticated trading models for stocks, futures, and currencies.
👉 Register now: returnstacked.com/return-sta…
🎤 Meet our Return Stacking Symposium Speakers!
We’re excited to welcome @christopherdsi2, Co-Founder, Sonoma Wealth Advisors
Chris brings over 13 years of experience in the financial industry to Sonoma Wealth Advisors. As a co-founder of Sonoma Wealth Advisors, he operates as the Chief Compliance and Investment Officer.
👉 Register now: returnstacked.com/return-sta…
🎤 Meet our Return Stacking Symposium Speakers!
We’re excited to welcome Paul Kamenski, Partner, Head of Tax-Aware Strategies, Man Group
Paul is Head of Tax Aware Strategies at Man Group, responsible for the development of strategies that cater to the needs of taxable investors. He also serves on the Man Numeric Investment Committee.
👉 Register now: returnstacked.com/return-sta…
🎤 Meet our Return Stacking Symposium Speakers!
We’re excited to welcome Peter Hecht, Managing Director, AQR Capital Management
Peter is a managing director at AQR Capital, a global investment management firm, and a former professor of finance at Harvard Business School.
👉 Register now: returnstacked.com/return-sta…
No single telescope captured the image of a black hole. It took a network of them, each reading a different part of the spectrum, working together.
In our Q2 review, @RodGordilloP and @GestaltU use that image to explain why Trend and Carry read completely different signals - and why combining diversifying return streams tends to work better than relying on either alone.