RDVY
First Trust Rising Dividend Achievers ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for RDVY (First Trust Rising Dividend Achievers ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -16.8% (compared to the benchmark's drawdown of -40.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.1%, compared to a Buy-and-Hold benchmark return of 15.3%. The strategy executed 24 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
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 | 24.71% | 26.15% | 9.20% | 12.62% | 15.84% | 16.02% | 15.05% | 15.35% |
| Sharpe Ratio | 1.57 | 1.61 | 0.66 | 0.63 | 0.98 | 0.71 | 0.95 | 0.68 |
| Max Drawdown | -9.04% | -9.04% | -16.02% | -25.32% | -16.81% | -40.60% | -16.81% | -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 | 2.0 | 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 or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2025-07-16 | 2025-09-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2025-04-30 | 2025-07-16 | Completed | 33.33% | $55.61 | $61.98 | 11.39% | Signal | |
| 2025-03-19 | 2025-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.37% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-01-02 | 2025-04-07 | Completed | 33.33% | $49.72 | $50.58 | 1.69% | Stop | |
| 2023-03-14 | 2025-04-07 | Completed | 33.33% | $41.39 | $50.58 | 22.16% | Stop | |
| 2024-01-08 | 2025-03-19 | Completed | 33.33% | $49.55 | $57.68 | 16.33% | Signal | |
| 2023-11-06 | 2024-01-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.89% | Interest Income | |
| 2022-11-17 | 2024-01-02 | Interest (CASH) | 33.33% | $1.00 | $1.06 | 5.77% | Interest Income | |
| 2023-07-24 | 2023-11-06 | Completed | 33.33% | $46.62 | $44.62 | -4.32% | Signal | |
| 2023-05-08 | 2023-07-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2023-04-05 | 2023-05-08 | Completed | 33.33% | $41.91 | $42.06 | 0.29% | Signal | |
| 2023-03-14 | 2023-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-12-21 | 2023-03-14 | Completed | 33.33% | $41.43 | $41.39 | -0.15% | Stop | |
| 2022-06-06 | 2023-03-14 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.75% | Interest Income | |
| 2022-04-01 | 2022-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.88% | Interest Income | |
| 2022-10-19 | 2022-11-17 | Completed | 33.33% | $38.23 | $41.99 | 9.77% | Signal | |
| 2022-09-27 | 2022-10-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-06-03 | 2022-09-27 | Completed | 33.33% | $43.31 | $37.00 | -14.60% | Stop | |
| 2022-05-18 | 2022-06-06 | Completed | 33.33% | $42.19 | $43.48 | 3.02% | Signal | |
| 2022-05-11 | 2022-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-04-26 | 2022-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2020-03-24 | 2022-05-11 | Completed | 33.33% | $20.61 | $41.43 | 100.93% | Stop | |
| 2020-10-06 | 2022-04-26 | Completed | 33.33% | $30.67 | $43.19 | 40.72% | Stop | |
| 2020-07-01 | 2022-04-01 | Completed | 33.33% | $27.96 | $45.74 | 63.49% | Signal | |
| 2020-05-15 | 2020-10-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-04-03 | 2020-07-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-23 | 2020-05-15 | Completed | 33.33% | $19.93 | $24.49 | 22.82% | Stop | |
| 2020-03-23 | 2020-04-03 | Completed | 33.33% | $19.93 | $22.04 | 10.54% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-10-30 | 2020-03-02 | Completed | 33.33% | $29.93 | $28.47 | -4.94% | Stop | |
| 2019-01-15 | 2020-02-28 | Completed | 33.33% | $24.46 | $27.38 | 11.88% | Stop | |
| 2019-01-15 | 2020-02-28 | Completed | 33.33% | $24.46 | $27.38 | 11.88% | Stop | |
| 2019-09-03 | 2019-10-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2019-01-11 | 2019-09-03 | Completed | 33.33% | $24.24 | $26.90 | 10.94% | Signal | |
| 2018-12-10 | 2019-01-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2018-11-21 | 2019-01-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-07-19 | 2018-12-18 | Completed | 33.33% | $18.06 | $23.60 | 30.59% | Stop | |
| 2016-07-19 | 2018-12-10 | Completed | 33.33% | $18.06 | $24.42 | 35.13% | Signal | |
| 2018-07-25 | 2018-11-21 | Completed | 33.33% | $26.56 | $25.24 | -5.03% | Signal | |
| 2018-05-25 | 2018-07-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2016-05-05 | 2018-05-25 | Completed | 33.33% | $17.01 | $26.52 | 55.86% | Signal | |
| 2016-05-05 | 2016-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2015-12-29 | 2016-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-12-31 | 2016-05-05 | Completed | 33.33% | $17.72 | $17.01 | -4.10% | Signal | |
| 2015-12-29 | 2016-05-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2015-12-29 | 2015-12-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |