RDVY First Trust Rising Dividend Achievers ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for RDVY (First Trust Rising Dividend Achievers ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -16.5% (compared to the benchmark's drawdown of -40.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.9%, compared to a Buy-and-Hold benchmark return of 14.9%. The strategy executed 24 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
RDVY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 22.00% | 26.12% | 7.73% | 10.85% | 15.53% | 15.50% | 14.92% | 14.89% |
| Sharpe Ratio | 1.51 | 1.67 | 0.55 | 0.55 | 0.96 | 0.68 | 0.94 | 0.66 |
| Max Drawdown | -9.04% | -9.04% | -16.32% | -25.32% | -16.48% | -40.60% | -16.48% | -40.60% |
| % Time Invested | 100.0% | 100.0% | 95.2% | 100.0% | 96.4% | 100.0% | 96.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.0 | 0.0 | 2.2 | 0.0 | 2.3 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-09-22 | Open | Open | 33.33% | $66.20 | $75.26 | 13.69% | Mark-to-Market |
| 2025-07-15 | Open | Open | 33.33% | $62.95 | $75.26 | 19.55% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33.33% | $55.71 | $75.26 | 35.08% | Mark-to-Market |
| 2025-07-16 | 2025-09-22 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2025-04-30 | 2025-07-16 | Completed | 33.33% | $55.71 | $62.09 | 11.45% | Signal |
| 2025-06-03 | 2025-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-03-19 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2024-01-02 | 2025-04-07 | Completed | 33.33% | $49.81 | $50.68 | 1.74% | Stop |
| 2023-03-14 | 2025-04-07 | Completed | 33.33% | $41.46 | $50.68 | 22.22% | Stop |
| 2024-01-08 | 2025-03-19 | Completed | 33.33% | $49.65 | $57.78 | 16.39% | Signal |
| 2023-11-06 | 2024-01-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2023-06-02 | 2024-01-02 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 3.72% | Interest Income |
| 2023-07-24 | 2023-11-06 | Completed | 33.33% | $46.70 | $44.71 | -4.27% | Signal |
| 2023-06-02 | 2023-07-24 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2023-05-08 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-05 | 2023-05-08 | Completed | 33.33% | $41.99 | $42.13 | 0.34% | Signal |
| 2023-04-04 | 2023-04-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2023-03-14 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-21 | 2023-03-14 | Completed | 33.33% | $41.50 | $41.46 | -0.10% | Stop |
| 2022-12-02 | 2023-03-14 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2022-12-02 | 2022-12-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-11-17 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-19 | 2022-11-17 | Completed | 33.33% | $38.30 | $42.07 | 9.83% | Signal |
| 2022-10-04 | 2022-10-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-09-27 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.30% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-06-03 | 2022-09-27 | Completed | 33.33% | $43.39 | $37.07 | -14.56% | Stop |
| 2022-06-06 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2022-04-01 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2022-05-18 | 2022-06-06 | Completed | 33.33% | $42.27 | $43.57 | 3.08% | Signal |
| 2022-05-11 | 2022-06-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-04-26 | 2022-05-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-24 | 2022-05-11 | Completed | 33.33% | $20.65 | $41.50 | 101.03% | Stop |
| 2020-10-06 | 2022-04-26 | Completed | 33.33% | $30.73 | $43.27 | 40.80% | Stop |
| 2020-07-01 | 2022-04-01 | Completed | 33.33% | $28.01 | $45.82 | 63.57% | Signal |
| 2020-06-02 | 2020-10-06 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2020-06-02 | 2020-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2020-05-15 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-04-03 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-03-23 | 2020-05-15 | Completed | 33.33% | $19.96 | $24.53 | 22.89% | Stop |
| 2020-03-23 | 2020-04-03 | Completed | 33.33% | $19.96 | $22.08 | 10.60% | Signal |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-03 | 2020-03-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-02-28 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2020-02-28 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2019-10-30 | 2020-03-02 | Completed | 33.33% | $29.99 | $28.52 | -4.89% | Stop |
| 2019-01-15 | 2020-02-28 | Completed | 33.33% | $24.51 | $27.43 | 11.93% | Stop |
| 2019-01-15 | 2020-02-28 | Completed | 33.33% | $24.51 | $27.43 | 11.93% | Stop |
| 2019-09-03 | 2019-10-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2019-01-11 | 2019-09-03 | Completed | 33.33% | $24.28 | $26.95 | 10.99% | Signal |
| 2018-12-10 | 2019-01-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2018-12-04 | 2019-01-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-07-19 | 2018-12-18 | Completed | 33.33% | $18.10 | $23.65 | 30.66% | Stop |
| 2016-07-19 | 2018-12-10 | Completed | 33.33% | $18.10 | $24.47 | 35.20% | Signal |
| 2018-11-21 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2018-07-25 | 2018-11-21 | Completed | 33.33% | $26.61 | $25.28 | -4.98% | Signal |
| 2018-05-25 | 2018-07-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2016-05-05 | 2018-05-25 | Completed | 33.33% | $17.04 | $26.57 | 55.94% | Signal |
| 2016-05-05 | 2016-07-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2016-04-04 | 2016-07-19 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2016-04-04 | 2016-05-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2015-12-31 | 2016-05-05 | Completed | 33.33% | $17.76 | $17.04 | -4.05% | Signal |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-12-29 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2015-12-29 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2015-12-29 | 2015-12-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |