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DASHBOARDS: Portfolio Hub Market Pulse Performance

RSP

Invesco S&P 500 Equal Weight ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-08-03
Executive Summary
The quantitative backtest for RSP (Invesco S&P 500 Equal Weight ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.9% (compared to the benchmark's drawdown of -59.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.0%, compared to a Buy-and-Hold benchmark return of 10.4%. The strategy executed 49 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.

RSP Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR19.16%20.17%4.51%8.95%10.52%11.99%10.01%10.38%
Sharpe Ratio1.561.580.390.530.830.620.790.49
Max Drawdown-7.85%-7.85%-15.18%-21.38%-15.18%-39.04%-19.92%-59.92%
% Time Invested100.0%100.0%91.2%100.0%94.6%100.0%92.4%100.0%
Trades / Year0.00.02.20.02.20.02.30.0

Cumulative Growth Performance

Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of RSP under the Excess Return MMA CA strategy (Investing) versus Buy & Hold. The strategy produced a 10.0% CAGR with a -19.9% Max Drawdown across 49 trade signals (compared to Buy & Hold's 10.4% CAGR and -59.9% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for RSP under Excess Return MMA CA strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for RSP under Excess Return MMA CA (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.

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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
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2025-06-03 2025-10-01 Interest (FLOT) 33.33% $1.00 $1.02 1.84% Interest Income
2025-06-03 2025-07-15 Interest (FLOT) 33.33% $1.00 $1.01 0.72% Interest Income
2025-05-30 2025-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.03% Interest Income
2025-05-02 2025-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.32% Interest Income
2025-04-30 2025-05-30 Completed 33.33% $163.75 $172.42 5.24% Signal
2025-04-08 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.01 1.21% Interest Income
2025-03-06 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.00 0.41% Interest Income
2025-04-07 2025-04-30 Interest (FLOT) 33.33% $1.00 $1.02 1.64% Interest Income
2023-12-15 2025-04-08 Completed 33.33% $150.40 $157.07 4.39% Stop
2023-12-15 2025-04-07 Completed 33.33% $150.40 $150.52 0.03% Stop
2023-12-15 2025-03-06 Completed 33.33% $150.40 $171.03 13.66% Signal
2023-10-25 2023-12-15 Interest (FLOT) 33.33% $1.00 $1.01 0.89% Interest Income
2023-10-24 2023-12-15 Interest (FLOT) 33.33% $1.00 $1.01 0.93% Interest Income
2023-10-06 2023-12-15 Interest (FLOT) 33.33% $1.00 $1.01 1.15% Interest Income
2023-07-28 2023-10-25 Completed 33.33% $147.61 $130.38 -11.72% Signal
2023-04-04 2023-10-24 Completed 33.33% $137.48 $130.81 -4.90% Stop
2023-03-31 2023-10-06 Completed 33.33% $135.63 $132.07 -2.68% Signal
2023-06-02 2023-07-28 Interest (FLOT) 33.33% $1.00 $1.01 1.02% Interest Income
2023-05-05 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.30% Interest Income
2023-01-10 2023-05-05 Completed 33.33% $136.86 $134.51 -1.76% Signal
2022-12-02 2023-04-04 Interest (FLOT) 33.33% $1.00 $1.02 1.87% Interest Income
2022-12-02 2023-03-31 Interest (FLOT) 33.33% $1.00 $1.02 1.68% Interest Income
2022-12-02 2023-01-10 Interest (FLOT) 33.33% $1.00 $1.01 0.86% Interest Income
2022-11-29 2022-12-01 Interest (BIL) 33.33% $1.00 $1.00 0.05% 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
2022-10-20 2022-11-29 Completed 33.33% $123.55 $136.34 10.29% Signal
2022-10-04 2022-10-20 Interest (BIL) 33.33% $1.00 $1.00 0.10% Interest Income
2022-09-28 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.24% 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
2022-07-08 2022-09-28 Completed 33.33% $128.45 $121.13 -5.75% Stop
2022-06-09 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.32% Interest Income
2022-03-28 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.37% Interest Income
2022-06-14 2022-07-08 Interest (BIL) 33.33% $1.00 $1.00 0.06% Interest Income
2020-04-01 2022-06-14 Completed 33.33% $72.85 $126.29 73.28% Stop
2022-06-03 2022-06-09 Completed 33.33% $138.23 $137.10 -0.86% Signal
2022-05-11 2022-06-03 Interest (BIL) 33.33% $1.00 $1.00 0.04% Interest Income
2020-09-29 2022-05-11 Completed 33.33% $98.67 $132.52 34.24% Stop
2020-06-30 2022-03-28 Completed 33.33% $90.87 $146.74 61.39% Signal
2020-06-02 2020-09-29 Interest (FLOT) 33.33% $1.00 $1.01 1.09% Interest Income
2020-06-02 2020-06-30 Interest (FLOT) 33.33% $1.00 $1.01 0.64% Interest Income
2020-05-05 2020-06-01 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2020-03-31 2020-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-24 2020-05-05 Completed 33.33% $68.08 $84.79 24.48% Signal
2020-03-10 2020-04-01 Interest (SHV) 33.33% $1.00 $1.00 0.07% Interest Income
2020-03-24 2020-03-31 Completed 33.33% $68.08 $76.92 12.93% Signal
2020-03-03 2020-03-24 Interest (SHV) 33.33% $1.00 $1.00 0.36% Interest Income
2020-03-03 2020-03-24 Interest (SHV) 33.33% $1.00 $1.00 0.36% Interest Income
2019-01-16 2020-03-10 Completed 33.33% $84.47 $86.69 2.58% Stop
2020-03-02 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2020-03-02 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2019-06-18 2020-03-02 Completed 33.33% $93.79 $92.81 -1.10% Stop
2019-03-26 2020-03-02 Completed 33.33% $91.07 $92.81 1.86% Stop
2019-03-04 2019-06-18 Interest (FLOT) 33.33% $1.00 $1.01 1.02% Interest Income
2019-03-04 2019-03-26 Interest (FLOT) 33.33% $1.00 $1.00 0.16% Interest Income
2019-01-15 2019-03-01 Interest (SHV) 33.33% $1.00 $1.00 0.30% Interest Income
2018-12-04 2019-03-01 Interest (SHV) 33.33% $1.00 $1.01 0.61% Interest Income
2018-12-21 2019-01-16 Interest (SHV) 33.33% $1.00 $1.00 0.18% Interest Income
2019-01-11 2019-01-15 Completed 33.33% $83.76 $83.82 0.02% Signal
2018-12-18 2019-01-11 Interest (SHV) 33.33% $1.00 $1.00 0.17% Interest Income
2016-09-26 2018-12-21 Completed 33.33% $70.20 $79.28 12.89% Stop
2016-07-01 2018-12-18 Completed 33.33% $67.73 $82.25 21.37% Stop
2018-11-23 2018-12-03 Interest (BIL) 33.33% $1.00 $1.00 0.04% Interest Income
2018-06-12 2018-11-23 Completed 33.33% $90.34 $85.49 -5.42% Signal
2018-05-04 2018-06-12 Interest (FLOT) 33.33% $1.00 $1.00 0.17% Interest Income
2016-04-26 2018-05-04 Completed 33.33% $67.31 $85.03 26.25% Signal
2016-05-19 2016-09-26 Interest (FLOT) 33.33% $1.00 $1.01 0.77% Interest Income
2016-04-04 2016-07-01 Interest (FLOT) 33.33% $1.00 $1.01 0.70% Interest Income
2016-02-12 2016-05-19 Completed 33.33% $57.50 $65.46 13.80% Signal
2016-04-04 2016-04-26 Interest (FLOT) 33.33% $1.00 $1.00 0.24% Interest Income
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
2016-02-02 2016-02-12 Interest (SHV) 33.33% $1.00 $1.00 0.04% Interest Income
2016-01-21 2016-02-01 Interest (FLOT) 33.33% $1.00 $1.00 0.11% Interest Income
2016-01-21 2016-02-01 Interest (FLOT) 33.33% $1.00 $1.00 0.11% Interest Income
2015-11-03 2016-02-01 Interest (FLOT) 33.33% $1.00 $1.00 0.11% Interest Income
2015-12-30 2016-01-21 Completed 33.33% $65.03 $57.91 -10.98% Stop
2011-08-30 2016-01-21 Completed 33.33% $35.11 $57.91 64.88% Stop
2015-11-03 2015-12-30 Interest (FLOT) 33.33% $1.00 $1.00 0.16% Interest Income
2015-10-13 2015-11-02 Interest (SHV) 33.33% $1.00 $1.00 -0.06% Interest Income
2015-09-02 2015-11-02 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2015-09-17 2015-10-13 Completed 33.33% $63.95 $64.25 0.41% Signal
2015-09-02 2015-09-17 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2015-08-25 2015-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2015-08-06 2015-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2012-03-20 2015-08-25 Completed 33.33% $40.93 $62.64 52.98% Stop
2012-09-10 2015-08-06 Completed 33.33% $41.51 $66.73 60.67% Signal
2012-07-03 2012-09-10 Interest (FLOT) 33.33% $1.00 $1.01 0.74% Interest Income
2012-06-29 2012-07-02 Interest (BIL) 33.33% $1.00 $1.00 -0.04% Interest Income
2011-12-28 2012-06-29 Completed 33.33% $36.65 $38.98 6.29% Signal
2012-01-04 2012-03-20 Interest (FLOT) 33.33% $1.00 $1.02 2.08% Interest Income
2011-12-02 2012-01-03 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2011-12-02 2011-12-28 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2011-10-05 2011-12-01 Interest (BIL) 33.33% $1.00 $1.00 -0.04% Interest Income
2011-08-05 2011-12-01 Interest (BIL) 33.33% $1.00 $1.00 -0.07% Interest Income
2011-08-29 2011-10-05 Completed 33.33% $34.54 $32.24 -6.70% Stop
2011-08-08 2011-08-30 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-05 2011-08-29 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2010-06-01 2011-08-08 Completed 33.33% $30.62 $33.74 10.14% Stop
2010-10-11 2011-08-05 Completed 33.33% $33.47 $35.42 5.78% Stop
2010-06-01 2011-08-05 Completed 33.33% $30.62 $35.42 15.61% Stop
2010-10-04 2010-10-11 Interest (SHV) 33.33% $1.00 $1.00 0.03% Interest Income
2010-07-27 2010-10-01 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2010-06-01 2010-07-27 Completed 33.33% $30.62 $31.94 4.25% Signal
2010-05-07 2010-06-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2010-05-07 2010-06-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2010-05-07 2010-06-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2009-09-15 2010-05-07 Completed 33.33% $28.13 $31.53 12.04% Stop
2009-07-30 2010-05-07 Completed 33.33% $25.56 $31.53 23.31% Stop
2009-05-13 2010-05-07 Completed 33.33% $22.80 $31.53 38.21% Stop
2009-07-02 2009-09-15 Interest (BIL) 33.33% $1.00 $1.00 -0.03% Interest Income
2009-07-02 2009-07-30 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2009-06-02 2009-07-01 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2009-06-02 2009-07-01 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2009-05-04 2009-06-01 Interest (BIL) 33.33% $1.00 $1.00 -0.10% Interest Income
2009-05-04 2009-06-01 Interest (BIL) 33.33% $1.00 $1.00 -0.10% Interest Income
2009-05-04 2009-05-13 Interest (BIL) 33.33% $1.00 $1.00 -0.04% Interest Income
2009-04-02 2009-05-01 Interest (SHV) 33.33% $1.00 $1.00 0.02% Interest Income
2009-04-02 2009-05-01 Interest (SHV) 33.33% $1.00 $1.00 0.02% Interest Income
2009-04-02 2009-05-01 Interest (SHV) 33.33% $1.00 $1.00 0.02% Interest Income
2009-01-05 2009-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.18% Interest Income
2009-01-05 2009-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.18% Interest Income
2009-01-05 2009-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.18% Interest Income
2008-09-03 2009-01-02 Interest (SHV) 33.33% $1.00 $1.01 0.77% Interest Income
2008-09-03 2009-01-02 Interest (SHV) 33.33% $1.00 $1.01 0.77% Interest Income
2008-09-03 2009-01-02 Interest (SHV) 33.33% $1.00 $1.01 0.77% Interest Income
2008-07-16 2008-09-02 Interest (BIL) 33.33% $1.00 $1.00 0.17% Interest Income
2008-06-24 2008-09-02 Interest (BIL) 33.33% $1.00 $1.00 0.34% Interest Income
2008-06-03 2008-09-02 Interest (BIL) 33.33% $1.00 $1.00 0.49% Interest Income
2008-06-10 2008-07-16 Completed 33.33% $33.09 $29.13 -12.02% Stop
2008-02-01 2008-06-24 Completed 33.33% $33.37 $31.98 -4.20% Signal
2008-06-03 2008-06-10 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2007-11-27 2008-06-02 Interest (SHV) 33.33% $1.00 $1.02 1.57% Interest Income
2007-08-17 2008-06-02 Interest (SHV) 33.33% $1.00 $1.03 3.09% Interest Income
2008-01-09 2008-02-01 Interest (SHV) 33.33% $1.00 $1.01 0.56% Interest Income
2005-04-26 2008-01-09 Completed 33.33% $26.51 $32.46 22.36% Stop
2007-09-11 2007-11-27 Completed 33.33% $35.27 $33.87 -4.02% Signal
2007-08-17 2007-09-11 Interest (SHV) 33.33% $1.00 $1.00 0.31% Interest Income
2006-12-08 2007-08-17 Completed 33.33% $34.55 $35.75 3.42% Stop
2006-09-06 2007-08-17 Completed 33.33% $31.48 $35.75 13.49% Stop
2006-10-06 2006-12-08 Interest (CASH) 33.33% $1.00 $1.01 0.87% Interest Income
2005-04-26 2006-10-06 Completed 33.33% $26.51 $32.67 23.16% Signal
2006-06-29 2006-09-06 Interest (CASH) 33.33% $1.00 $1.01 0.93% Interest Income
2005-12-30 2006-06-29 Completed 33.33% $30.03 $30.53 1.60% Signal
2005-12-07 2005-12-30 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2005-07-15 2005-12-07 Completed 33.33% $28.86 $30.15 4.41% Signal
2005-05-09 2005-07-15 Interest (CASH) 33.33% $1.00 $1.01 0.56% Interest Income
2005-04-26 2005-05-09 Completed 33.33% $26.51 $26.78 0.95% Signal
2005-04-22 2005-04-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2005-04-22 2005-04-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2005-04-22 2005-04-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income