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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -26.7% (compared to the benchmark's drawdown of -40.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.2%, compared to a Buy-and-Hold benchmark return of 15.3%. The strategy executed 10 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
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 Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
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RDVY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 26.15% | 26.15% | 7.21% | 12.62% | 15.51% | 16.02% | 14.18% | 15.35% |
| Sharpe Ratio | 1.61 | 1.61 | 0.45 | 0.63 | 0.85 | 0.71 | 0.79 | 0.68 |
| Max Drawdown | -9.04% | -9.04% | -26.69% | -25.32% | -26.69% | -40.60% | -26.69% | -40.60% |
| % Time Invested | 100.0% | 100.0% | 73.2% | 100.0% | 83.7% | 100.0% | 82.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.7 | 0.0 | 0.9 | 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 | ||||||||
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-12-28 | 2025-04-07 | Completed | 100% | $50.22 | $50.58 | 0.67% | Stop | |
| 2022-11-28 | 2023-12-28 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.62% | Interest Income | |
| 2022-10-18 | 2022-11-28 | Completed | 100% | $38.84 | $43.19 | 11.14% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-07-14 | 2022-09-26 | Completed | 100% | $37.65 | $37.00 | -1.80% | Stop | |
| 2022-06-21 | 2022-07-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-06-02 | 2022-06-21 | Completed | 100% | $43.16 | $38.33 | -11.22% | Stop | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2020-03-24 | 2022-05-10 | Completed | 100% | $20.61 | $42.06 | 103.98% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-10-30 | 2020-03-02 | Completed | 100% | $29.93 | $28.47 | -4.94% | Stop | |
| 2019-08-30 | 2019-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2019-01-11 | 2019-08-30 | Completed | 100% | $24.24 | $27.18 | 12.07% | Signal | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-07-19 | 2018-12-18 | Completed | 100% | $18.06 | $23.60 | 30.59% | Stop | |
| 2016-05-06 | 2016-07-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-02-16 | 2016-05-06 | Completed | 100% | $15.86 | $16.91 | 6.61% | Signal | |
| 2016-01-22 | 2016-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-31 | 2016-01-22 | Completed | 100% | $17.72 | $15.94 | -10.10% | Stop | |
| 2015-12-29 | 2015-12-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |