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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -20.2% (compared to the benchmark's drawdown of -40.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.5%, compared to a Buy-and-Hold benchmark return of 15.3%. The strategy executed 6 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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.
Switch to MMA to enable
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% | 8.62% | 12.62% | 14.82% | 16.02% | 14.53% | 15.35% |
| Sharpe Ratio | 1.61 | 1.61 | 0.55 | 0.63 | 0.92 | 0.71 | 0.91 | 0.68 |
| Max Drawdown | -9.04% | -9.04% | -20.22% | -25.32% | -20.22% | -40.60% | -20.22% | -40.60% |
| % Time Invested | 100.0% | 100.0% | 79.7% | 100.0% | 84.0% | 100.0% | 81.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.5 | 0.0 | 0.6 | 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 | 2025-07-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2023-12-06 | 2025-04-07 | Completed | 100% | $46.90 | $50.58 | 7.80% | Stop | |
| 2023-11-13 | 2023-12-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2022-12-23 | 2023-11-13 | Completed | 100% | $41.08 | $43.79 | 6.55% | Signal | |
| 2022-04-07 | 2022-12-23 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.90% | Interest Income | |
| 2020-08-13 | 2022-04-07 | Completed | 100% | $30.08 | $44.23 | 46.96% | Signal | |
| 2020-03-27 | 2020-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-03-24 | 2020-03-27 | Completed | 100% | $20.61 | $22.95 | 11.30% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-15 | 2020-03-02 | Completed | 100% | $24.46 | $28.47 | 16.31% | Stop | |
| 2018-11-23 | 2019-01-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2016-05-10 | 2018-11-23 | Completed | 100% | $17.20 | $25.04 | 45.56% | Signal | |
| 2015-12-29 | 2016-05-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |