The APPARATUSES, METHODS AND SYSTEMS FOR A RISK-ADJUSTED RETURN MAXIMIZING INVESTMENT STRUCTURE (“RAR-MAX”) transform market data, client's investment request inputs, and/or the like via RAR-MAX components into transaction record, investment return outputs, and/or the like). A method is disclosed, comprising: formulating a portfolio of a plurality of contract positions; determining hedge roll dates for each contract position in the portfolio; determining a first expiring financial instrument on a first hedge roll date; determining a first plurality of parameters for a first new financial instrument; rolling the first expiring financial instrument to the first new financial instrument associated with the determined first plurality of rollover parameters on the first hedge roll date; determining a second expiring financial instrument on a second hedge roll date; determining a second plurality of parameters for a second new financial instrument; and rolling the second expiring financial instrument to the second new financial instrument associated with the determined second plurality of rollover parameters on the second hedge roll date.