Dynamic Content with Multiple level hierarchy

EDIT: Ok, I'm officially blaming monday for this. Me naming the top level slider and the second slide made me read it wrong. Of course you can create a third level. Please ignore my question, i'm marking it answered.


I'm trying to create a three level hierarchy with Dynamic Content.
I have a Slider that should hold multiple Slides. Each slides has multiple layers with data. Is this possible? I can't set the Slide as a parent to a Layer.

I'm guessing that the forum should have a twist to this to solve it's structure. There you have Forum group -> Forum -> Thread.
But the way they solve it is not to have the group in the hierarcy but as a field that can be grouped, or am I mistaken? Please help me in the right direction to solve this