Get Stacked Investment Podcast

As financial advisors, we know clients struggle to stay the course with liquid diversifying investments, especially when 60/40 portfolios have been strong. RGBM ETF offers a solution: a 100% global balanced strategy stacked with an additional 100% systematic macro strategy. This 2 for 1 combination is designed to help deliver the diversification your clients may need in a solution they can actually stick to. In this podcast, we explore how RGBM’s unique 'return stacking' approach can improve portfolio resilience and client outcomes. Learn how it minimizes the behavioral challenges of owning diversifying assets. (0:00) Introduction and Overview of Return Stacking (3:05) Understanding Return Stacking and Diversification Issues (9:11) Benefits and Investment Strategy of Return Stack Global Balanced and Macro ETF (RGBM) (14:37) Risk Management and Performance in Systematic Macro Strategies (20:40) Behavioral and Capital-Efficient Benefits of Return Stacking (24:13) Underlying Strategies and Correlation in Systematic Macro Component (31:18) Allocation and Positioning of RGBM for Different Client Profiles (37:54) Volatility, Diversification, and Market Breakdown of Systematic Macro (42:19) Comparison between RGBM and Resolve's Evolution Hedge Fund (46:04) Performance and Future Product Plans (48:03) Closing Remarks, Resources, and Call to Action (51:00) Sponsor: Wealthfront (52:30) Listener Question on Personal Portfolio Implementation (55:45) Real-world Examples and Success Stories (59:20) Upcoming Guests and Topics (1:00:00) Outro and Thank Yous

Join us for an engaging live session as Rodrigo Gordillo, President and Portfolio Manager at ReSolve Asset Management Global, Corey Hoffstein, Chief Investment Officer of Newfound Research, and Adam Butler, CIO of ReSolve Asset Management Global, discuss recent macroeconomic events and their impact on managed future strategies, specifically trend following and multi-asset carry models. In this video, the panel analyzes key market-moving stories from the past few weeks, including European regulatory reforms, German fiscal stimulus, and international tariff battles. They also explore the recent performance and adjustments in their systematic strategies, providing valuable insights for advisors and investors navigating today's volatile market environment. (0:00) Introduction and guest Adam Butler (2:15) Macroeconomic environment and market analysis (4:25) German fiscal stimulus and European policy changes (6:32) Volatility and major market moves (13:27) Multi-asset carry strategies and market impact (26:17) Risks and performance of carry strategies (34:13) Trend following managed futures discussion (36:46) Adjustments and reactions in trend following strategies (43:06) Trend vs. carry strategy comparison (46:38) Market headlines and investment principles (50:01) Client expectations and strategy management (51:55) Mean reversion and investment energy concepts (53:33) Advisor-client communication in volatile markets (55:10) Dealing with sensitive clients and diversification importance (57:26) Strategy non-correlation and regulatory insights (59:30) Closing remarks and listener engagement

In today’s ever-evolving investment landscape, finding compelling alternatives to traditional fixed income is critical for building resilient portfolios. Enter RSBA, a first-of-its-kind ETF that combines U.S. Treasuries with a merger arbitrage strategy to offer what we believe is a smarter approach to fixed-income diversification. Investors should consider the investment objectives, risks, charges, and expenses carefully before investing. For a prospectus or summary prospectus with this and other information about the Fund, please visit https://www.returnstackedetfs.com/rsba-return-stacked-bonds-merger-arbitrage [https://www.returnstackedetfs.com/rsba-return-stacked-bonds-merger-arbitrage]. Read the prospectus or summary prospectus carefully before investing. Leverage Risk. As part of the Fund’s principal investment strategy, the Fund will make investments in futures contracts. These derivative instruments provide the economic effect of financial leverage by creating additional investment exposure to the underlying instrument, as well as the potential for greater loss. You could lose all or substantially all of your investment in the Fund should the Fund’s trading positions suddenly turn unprofitable. The net asset value of the Fund while employing leverage will be more volatile and sensitive to market movements. Stacking does not guarantee outperformance and diversification does not guarantee a profit or prevent a loss. Merger-Arbitrage Risk. Merger-arbitrage investing involves the risk that the outcome of a proposed event, whether it be a merger, reorganization, or other event, will prove incorrect and that the Fund’s return on the investment will be negative, or that the expected event may be delayed or completed on terms other than those originally proposed, which may cause the Fund to lose money or fail to achieve a desired rate of return. For additional disclosures and risks, visit https://www.returnstackedetfs.com/rsba-return-stacked-bonds-merger-arbitrage/ [https://www.returnstackedetfs.com/rsba-return-stacked-bonds-merger-arbitrage/]. Distributed by Foreside Fund Services, LLC. (0:00) Introduction and Overview of Return Stacking (4:02) The Problem Return Stacking Solves and Historical Performance Insights (8:14) Comparing Old vs. New World Investment Approaches (10:06) Exploring Stacking for Outperformance and Diversification (12:10) Deep Dive into RSBA ETF and Merger Arbitrage (15:54) Analyzing Merger Arbitrage Performance During Market Drawdowns (18:41) Merger Arbitrage vs. Credit Risk Premium and Bond Strategies (22:15) Understanding Merger Arbitrage and Its Legal Aspects (28:40) Alpha Beta Merger Arbitrage Index: Objectives and Mechanics (30:59) Insights on Portfolio Construction and Leverage Strategy (35:51) Deal Evaluation and Weight Adjustment in Merger Arbitrage (39:41) Q&A Session: Addressing Volatility and Tax Efficiency (42:46) Merger Arbitrage's Correlation with Other Investment Strategies (48:43) Comparing Different Styles of Merger Arbitrage Funds (51:04) Quantitative vs. Discretionary Approaches in Merger Arbitrage (54:13) Discussing Expected Drawdowns and Legal Constraints (56:41) Closing Remarks and Final Thoughts on Investment Strategies

Finding alpha is notoriously difficult. Instead of trying to pick stocks better, what if you simply added the return of high-conviction, alternative strategies on top of your asset allocation? That’s the opportunity portable alpha unlocks for allocators. Join us for an exclusive podcast where we reveal how capital-efficient ETFs can be used to “port” the returns of any alternative investment on top of your asset allocation. Investors should consider the investment objectives, risks, charges, and expenses carefully before investing. For a prospectus or summary prospectus with this and other information about the Fund, please visit https://www.returnstackedetfs.com/rssb-return-stacked-global-stocks-bonds [https://www.returnstackedetfs.com/rssb-return-stacked-global-stocks-bonds]. Read the prospectus or summary prospectus carefully before investing. Leverage Risk. As part of the Fund’s principal investment strategy, the Fund will make investments in futures contracts. These derivative instruments provide the economic effect of financial leverage by creating additional investment exposure to the underlying instrument, as well as the potential for greater loss. You could lose all or substantially all of your investment in the Fund should the Fund’s trading positions suddenly turn unprofitable. The net asset value of the Fund while employing leverage will be more volatile and sensitive to market movements. For additional disclosures and risks, visit https://www.returnstackedetfs.com/rssb-return-stacked-global-stocks-bonds [https://www.returnstackedetfs.com/rssb-return-stacked-global-stocks-bonds]. Distributed by Foreside Fund Services, LLC. (0:00) Introduction of hosts and podcast (0:31) Overview of return stack suite of ETFs and market demand (2:29) Introduction to RSSB, portable alpha, and diversification strategies (9:08) Financing costs, leveraging with futures, and benefits of portable alpha (17:38) RSSB's construction, capital efficiency, and practical applications (23:14) Comprehensive look at stacking strategies and live demonstration (27:10) Rebalancing, portfolio drift, and systematic macro strategies (29:47) Performance evaluation and impact of adding 20% stacks (32:43) Diversified alternatives and live audience interactions (36:26) Market neutral/long-short equity stack examples (38:44) Visualization and behavioral benefits of return stacking (47:12) How to use Portfolio Visualizer for individual strategies (48:02) Final thoughts on market outperformance with stacking (50:00) Extended audience Q&A on ETF specifics and bond considerations (52:08) US vs global bonds in RSSP and stacking pros & cons (55:03) Line item risk and behavioral aspects in portfolio construction (57:27) Closing remarks and resources for further learning

In today's complex market environment, finding genuine diversification and consistent returns has become increasingly challenging. What if you could harness two of the least correlated strategies to traditional portfolios available to investors today? Join us for an exclusive podcast where Rodrigo Gordillo, Portfolio Manager and co-founder of Return Stacked ETFs, reveals how combining trend following and carry strategies as stacks may create a whole that is much greater than the sum of their parts. (0:00) Introduction and systematic macro strategies overview (1:44) Intuitive understanding of trend, carry, and futures markets (7:35) Combining trend and carry strategies: Benefits and theories (16:21) Trend following and futures yield measurement (20:24) Trend and carry strategies comparative analysis (25:02) Non-correlation of carry and trend with traditional assets (27:19) Strategy performance: Conditional correlations and calendar year returns (30:45) Carry strategy performance in various market conditions (34:16) Trend managers and volatility, carry in bear markets (42:47) Introduction to return stacking and implementation challenges (47:09) Behavioral and statistical benefits of return stacking (53:43) Traditional vs. return stacked portfolios comparison (56:38) Leveraging, diversification, and final thoughts on return stacking (1:00:30) Practical implementation and key takeaways (1:01:07) Audience Q&A session (1:08:20) Central bank policies and bond allocation in stack strategies (1:12:57) Wrap-up, final questions, and recent strategy performance (1:14:39) Closing remarks, apologies, and sign-off