Return Stacked US Stocks & Managed Futures ETF

RSST

시가총액 US$5.78억

RSST is a buy, with one caveat: it can't be your portfolio's sole core. Every $1 buys $2 of notional exposure, 100% S&P 500 and 100% trend-following managed futures. Swap in KMLM's sleeve and the equivalent fund comes up 5% CAGR short with about the same excess volatility. ReSolve had a real edge here. The trend program effectively never goes net short equities. On March 31 it shorted the Nasdaq and DAX but stayed long the Stoxx, TSX, Nikkei and FTSE.

ETFs are a great way to optimize your portfolio, especially if you're targeting maximizing total returns and long-term income growth. My real-money family portfolio plans to buy four growth ETFs next year. VFLO and SCHG are gold standard deep value and growth ETFs. VFLO's growth-tilted FCF yield approach has historically delivered 19% annual returns since 1991.

The RSST ETF combines U.S. large-cap equity exposure with a managed futures strategy, aiming for capital-efficient 'return stacking' but has shown high volatility and recent drawdowns. RSST's managed futures strategy uses a machine learning approach similar to DBMF, which has faced significant losses due to sudden market changes. I recommend investors watch RSST closely and avoid investing until the fund can demonstrate consistent alpha generation from its managed futures overlay.

RSST provides exposure to U.S. large-cap equities and a managed futures strategy. The fund's strategy has been broadly effective in the past, with strong returns and moderate risk. I'm bullish, but think position sizes should be kept small, to reduce risk.

On Monday, June 10, I bought shares of five blue chips and sold two. British American Tobacco's fundamentals remain strong, with expected sales growth and potential for an upgrade in credit rating by 2027. I snapped up 100 more shares of NVDA at fair value because post-earnings sales forecasts for next year have doubled. And there's up to 100% FCF beat potential next year.

RSST is a potential alternative to the JEPI ETF, offering a 13.5% yield and lower volatility. RSST utilizes a unique strategy that combines the S&P 500 with managed futures to stack returns. Historical backtests and real-world returns show promising results for RSST, but it is still important to monitor its accuracy and performance over time.

Warren Buffett once famously said: “Someone is sitting in the shade today because someone planted a tree a long time ago.” Milestones in life and in investing have a way of getting us to stop and think about decisions made that brought us here.

Return Stacked U.S. Stocks & Managed Futures ETF is an innovative ETF that combines a U.S. equity strategy with a managed futures strategy. RSST takes a long position in the S&P 500 and overlays it with a futures-based position to create an asset class. The fund's risk factors can change constantly, and it can represent leveraged takes on certain risk factors.