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
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