RTX
RTX Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
RTX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 46.09% | 39.78% | 7.40% | 18.46% | 3.37% | 12.75% | 7.85% | 14.11% |
| Sharpe Ratio | 1.66 | 1.44 | 0.35 | 0.72 | 0.16 | 0.43 | 0.39 | 0.48 |
| Max Drawdown | -14.73% | -18.56% | -32.37% | -32.84% | -37.60% | -51.98% | -37.60% | -52.67% |
| % Time Invested | 97.2% | 100.0% | 70.8% | 100.0% | 65.0% | 100.0% | 65.9% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 1.9 | 0.0 | 1.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-23 | Open | Interest | 100% | $1.00 | $1.00 | 0.08% | Mark-to-Market |
| 2025-05-01 | 2026-04-23 | Completed | 100% | $124.30 | $181.36 | 45.90% | Stop |
| 2025-04-08 | 2025-05-01 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-09-18 | 2025-04-08 | Completed | 100% | $115.79 | $120.97 | 4.47% | Stop |
| 2024-08-21 | 2024-09-18 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2024-08-19 | 2024-08-21 | Completed | 100% | $114.85 | $115.33 | 0.42% | Signal |
| 2024-03-14 | 2024-08-19 | Interest | 100% | $1.00 | $1.02 | 1.83% | Interest Income |
| 2024-03-12 | 2024-03-14 | Completed | 100% | $87.44 | $88.59 | 1.31% | Signal |
| 2023-10-27 | 2024-03-12 | Interest | 100% | $1.00 | $1.02 | 1.52% | Interest Income |
| 2023-10-16 | 2023-10-27 | Completed | 100% | $69.88 | $74.53 | 6.64% | Signal |
| 2023-09-22 | 2023-10-16 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-08-17 | 2023-09-22 | Completed | 100% | $80.63 | $68.91 | -14.54% | Stop |
| 2023-07-26 | 2023-08-17 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-10-18 | 2023-07-26 | Completed | 100% | $79.57 | $81.82 | 2.83% | Stop |
| 2022-09-26 | 2022-10-18 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-06-15 | 2022-09-26 | Completed | 100% | $84.80 | $75.56 | -10.90% | Stop |
| 2022-05-23 | 2022-06-15 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-07-29 | 2022-05-23 | Completed | 100% | $79.72 | $83.42 | 4.64% | Stop |
| 2020-07-22 | 2021-07-29 | Interest | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2020-07-07 | 2020-07-22 | Completed | 100% | $54.77 | $54.82 | 0.10% | Signal |
| 2020-06-12 | 2020-07-07 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-05-28 | 2020-06-12 | Completed | 100% | $60.23 | $57.77 | -4.09% | Stop |
| 2020-05-05 | 2020-05-28 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-04-27 | 2020-05-05 | Completed | 100% | $55.93 | $52.31 | -6.47% | Stop |
| 2020-04-02 | 2020-04-27 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-03-23 | 2020-04-02 | Completed | 100% | $43.71 | $48.96 | 12.02% | Stop |
| 2020-02-28 | 2020-03-23 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-11-04 | 2020-02-28 | Completed | 100% | $79.79 | $69.45 | -12.96% | Stop |
| 2019-10-03 | 2019-11-04 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-01-16 | 2019-10-03 | Completed | 100% | $59.07 | $70.74 | 19.77% | Signal |
| 2018-12-21 | 2019-01-16 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-21 | 2018-12-21 | Completed | 100% | $67.15 | $58.31 | -13.16% | Stop |
| 2018-10-30 | 2018-11-21 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-05-29 | 2018-10-30 | Completed | 100% | $66.35 | $64.01 | -3.53% | Stop |
| 2018-05-04 | 2018-05-29 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2017-01-25 | 2018-05-04 | Completed | 100% | $56.83 | $61.40 | 8.05% | Stop |
| 2016-07-19 | 2017-01-25 | Interest | 100% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2016-07-15 | 2016-07-19 | Completed | 100% | $52.87 | $52.69 | -0.34% | Signal |
| 2016-04-19 | 2016-07-15 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2016-04-15 | 2016-04-19 | Completed | 100% | $52.08 | $52.64 | 1.08% | Signal |
| 2015-10-15 | 2016-04-15 | Interest | 100% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2015-10-13 | 2015-10-15 | Completed | 100% | $46.30 | $45.58 | -1.55% | Signal |
| 2015-08-25 | 2015-10-13 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2015-08-13 | 2015-08-25 | Completed | 100% | $48.45 | $45.90 | -5.26% | Signal |
| 2015-07-22 | 2015-08-13 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-10-30 | 2015-07-22 | Completed | 100% | $50.56 | $49.95 | -1.21% | Stop |
| 2014-10-08 | 2014-10-30 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-01-14 | 2014-10-08 | Completed | 100% | $39.44 | $48.87 | 23.91% | Stop |
| 2012-11-30 | 2013-01-14 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2012-11-27 | 2012-11-30 | Completed | 100% | $36.29 | $36.99 | 1.94% | Signal |
| 2012-06-28 | 2012-11-27 | Interest | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2012-06-12 | 2012-06-28 | Completed | 100% | $33.60 | $33.53 | -0.20% | Signal |
| 2012-05-18 | 2012-06-12 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2011-08-26 | 2012-05-18 | Completed | 100% | $31.48 | $33.56 | 6.61% | Stop |
| 2011-08-04 | 2011-08-26 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-04 | Completed | 100% | $28.99 | $34.77 | 19.96% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-02-23 | 2010-05-07 | Completed | 100% | $29.59 | $30.66 | 3.61% | Stop |
| 2008-09-30 | 2010-02-23 | Interest | 100% | $1.00 | $1.05 | 4.64% | Interest Income |
| 2008-07-22 | 2008-09-30 | Completed | 100% | $26.47 | $23.79 | -10.12% | Stop |
| 2008-06-27 | 2008-07-22 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-02-12 | 2008-06-27 | Completed | 100% | $29.43 | $25.91 | -11.97% | Stop |
| 2008-01-18 | 2008-02-12 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2004-06-04 | 2008-01-18 | Completed | 100% | $16.50 | $28.08 | 70.14% | Stop |
| 2004-05-12 | 2004-06-04 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2003-09-09 | 2004-05-12 | Completed | 100% | $15.19 | $15.97 | 5.15% | Stop |
| 2002-04-03 | 2003-09-09 | Interest | 100% | $1.00 | $1.06 | 6.07% | Interest Income |
| 2001-10-08 | 2002-04-03 | Completed | 100% | $9.57 | $13.82 | 44.39% | Signal |
| 2001-09-10 | 2001-10-08 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2001-07-11 | 2001-09-10 | Completed | 100% | $13.29 | $12.42 | -6.59% | Stop |
| 2001-06-18 | 2001-07-11 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2001-04-16 | 2001-06-18 | Completed | 100% | $13.88 | $14.14 | 1.81% | Stop |
| 2001-03-22 | 2001-04-16 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-02-21 | 2001-03-22 | Completed | 100% | $14.45 | $12.81 | -11.35% | Stop |
| 2000-08-21 | 2001-02-21 | Interest | 100% | $1.00 | $1.03 | 2.72% | Interest Income |
| 2000-07-03 | 2000-08-21 | Completed | 100% | $10.50 | $11.34 | 8.04% | Signal |
| 2000-06-09 | 2000-07-03 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2000-02-18 | 2000-06-09 | Completed | 100% | $9.87 | $10.50 | 6.31% | Stop |
| 2000-01-27 | 2000-02-18 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1999-10-11 | 2000-01-27 | Completed | 100% | $10.68 | $10.33 | -3.25% | Stop |
| 1999-09-17 | 1999-10-11 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-06-15 | 1999-09-17 | Completed | 100% | $11.33 | $11.06 | -2.33% | Stop |
| 1999-05-21 | 1999-06-15 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1998-11-06 | 1999-05-21 | Completed | 100% | $8.70 | $11.49 | 32.04% | Stop |
| 1998-10-15 | 1998-11-06 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-09-22 | 1998-10-15 | Completed | 100% | $7.01 | $6.90 | -1.67% | Stop |
| 1998-08-28 | 1998-09-22 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 1998-07-07 | 1998-08-28 | Completed | 100% | $8.46 | $7.10 | -16.14% | Stop |
| 1998-06-12 | 1998-07-07 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1998-02-05 | 1998-06-12 | Completed | 100% | $7.47 | $7.55 | 1.04% | Stop |
| 1998-01-13 | 1998-02-05 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 1997-11-18 | 1998-01-13 | Completed | 100% | $6.51 | $6.15 | -5.51% | Stop |
| 1997-10-27 | 1997-11-18 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1994-12-09 | 1997-10-27 | Completed | 100% | $2.46 | $6.39 | 160.14% | Stop |
| 1994-11-16 | 1994-12-09 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 1993-11-18 | 1994-11-16 | Completed | 100% | $2.62 | $2.44 | -6.85% | Stop |
| 1993-04-15 | 1993-11-18 | Interest | 100% | $1.00 | $1.03 | 3.41% | Interest Income |
| 1992-10-14 | 1993-04-15 | Completed | 100% | $1.84 | $1.94 | 5.80% | Signal |
| 1992-09-22 | 1992-10-14 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1992-06-22 | 1992-09-22 | Completed | 100% | $1.93 | $1.90 | -1.45% | Stop |
| 1991-02-11 | 1992-06-22 | Interest | 100% | $1.00 | $1.11 | 10.61% | Interest Income |
| 1991-02-07 | 1991-02-11 | Completed | 100% | $1.81 | $1.78 | -1.76% | Signal |
| 1990-12-21 | 1991-02-07 | Interest | 100% | $1.00 | $1.01 | 0.99% | Interest Income |
| 1990-10-22 | 1990-12-21 | Completed | 100% | $1.74 | $1.75 | 0.49% | Signal |
| 1990-09-28 | 1990-10-22 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 1990-08-30 | 1990-09-28 | Completed | 100% | $1.80 | $1.48 | -17.79% | Stop |
| 1990-08-08 | 1990-08-30 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1989-06-16 | 1990-08-08 | Completed | 100% | $1.76 | $1.85 | 5.21% | Stop |
| 1988-02-03 | 1989-06-16 | Interest | 100% | $1.00 | $1.11 | 11.06% | Interest Income |
| 1988-02-01 | 1988-02-03 | Completed | 100% | $1.26 | $1.25 | -1.29% | Signal |
| 1987-12-08 | 1988-02-01 | Interest | 100% | $1.00 | $1.01 | 1.13% | Interest Income |
| 1987-11-10 | 1987-12-08 | Completed | 100% | $1.08 | $1.01 | -6.88% | Signal |
| 1987-10-19 | 1987-11-10 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-07-31 | 1987-10-19 | Completed | 100% | $1.85 | $1.50 | -18.66% | Stop |
| 1987-05-27 | 1987-07-31 | Interest | 100% | $1.00 | $1.01 | 1.40% | Interest Income |
| 1987-04-23 | 1987-05-27 | Completed | 100% | $1.44 | $1.53 | 5.77% | Signal |
| 1987-03-31 | 1987-04-23 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-11-05 | 1987-03-31 | Completed | 100% | $1.35 | $1.57 | 16.55% | Stop |
| 1986-10-14 | 1986-11-05 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-07-31 | 1986-10-14 | Completed | 100% | $1.28 | $1.27 | -1.06% | Stop |
| 1986-07-09 | 1986-07-31 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-10-15 | 1986-07-09 | Completed | 100% | $1.15 | $1.44 | 24.65% | Stop |
| 1985-09-20 | 1985-10-15 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-05-28 | 1985-09-20 | Completed | 100% | $1.24 | $1.15 | -7.16% | Stop |
| 1985-05-03 | 1985-05-28 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-02-28 | 1985-05-03 | Completed | 100% | $1.28 | $1.12 | -12.43% | Stop |
| 1985-01-18 | 1985-02-28 | Interest | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 1985-01-16 | 1985-01-18 | Completed | 100% | $1.16 | $1.16 | -0.32% | Signal |
| 1984-11-29 | 1985-01-16 | Interest | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 1984-03-13 | 1984-11-29 | Completed | 100% | $0.90 | $1.11 | 22.91% | Signal |
| 1984-02-17 | 1984-03-13 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-09-02 | 1984-02-17 | Completed | 100% | $0.97 | $0.91 | -5.51% | Stop |
| 1983-08-11 | 1983-09-02 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-02-24 | 1983-08-11 | Completed | 100% | $0.97 | $0.93 | -3.85% | Stop |
| 1982-02-11 | 1983-02-24 | Interest | 100% | $1.00 | $1.08 | 8.27% | Interest Income |
| 1982-02-08 | 1982-02-11 | Completed | 100% | $0.47 | $0.47 | 0.28% | Signal |
| 1982-01-15 | 1982-02-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-09-25 | 1982-01-15 | Completed | 100% | $0.55 | $0.52 | -4.88% | Stop |
| 1981-09-02 | 1981-09-25 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-08-06 | 1981-09-02 | Completed | 100% | $0.69 | $0.59 | -14.40% | Stop |
| 1981-07-15 | 1981-08-06 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-02-17 | 1981-07-15 | Completed | 100% | $0.67 | $0.65 | -2.80% | Stop |
| 1981-01-23 | 1981-02-17 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-05-23 | 1981-01-23 | Completed | 100% | $0.51 | $0.70 | 35.90% | Stop |
| 1979-08-27 | 1980-05-23 | Interest | 100% | $1.00 | $1.06 | 5.87% | Interest Income |
| 1978-11-20 | 1979-08-27 | Completed | 100% | $0.41 | $0.49 | 18.27% | Signal |
| 1978-10-27 | 1978-11-20 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-10-12 | 1978-10-27 | Completed | 100% | $0.50 | $0.42 | -16.90% | Stop |
| 1978-09-20 | 1978-10-12 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-02-15 | 1978-09-20 | Completed | 100% | $0.38 | $0.48 | 28.56% | Stop |
| 1978-01-24 | 1978-02-15 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1977-10-17 | 1978-01-24 | Completed | 100% | $0.36 | $0.35 | -2.15% | Stop |
| 1977-09-23 | 1977-10-17 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-11-26 | 1977-09-23 | Completed | 100% | $0.24 | $0.37 | 54.89% | Stop |
| 1975-11-04 | 1975-11-26 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-08-20 | 1975-11-04 | Completed | 100% | $0.26 | $0.24 | -5.74% | Stop |
| 1975-07-29 | 1975-08-20 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-03-05 | 1975-07-29 | Completed | 100% | $0.18 | $0.25 | 39.30% | Stop |
| 1974-03-14 | 1975-03-05 | Interest | 100% | $1.00 | $1.08 | 7.74% | Interest Income |
| 1974-03-12 | 1974-03-14 | Completed | 100% | $0.13 | $0.13 | -1.73% | Signal |
| 1973-11-05 | 1974-03-12 | Interest | 100% | $1.00 | $1.03 | 2.67% | Interest Income |
| 1973-06-27 | 1973-11-05 | Completed | 100% | $0.12 | $0.13 | 2.45% | Stop |
| 1973-06-05 | 1973-06-27 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1973-02-08 | 1973-06-05 | Completed | 100% | $0.16 | $0.14 | -12.48% | Stop |
| 1973-01-16 | 1973-02-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1972-10-30 | 1973-01-16 | Completed | 100% | $0.18 | $0.16 | -10.40% | Stop |
| 1972-09-20 | 1972-10-30 | Interest | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 1972-09-18 | 1972-09-20 | Completed | 100% | $0.17 | $0.17 | -0.60% | Signal |
| 1972-05-24 | 1972-09-18 | Interest | 100% | $1.00 | $1.02 | 2.46% | Interest Income |
| 1972-05-19 | 1972-05-24 | Completed | 100% | $0.17 | $0.17 | 3.66% | Signal |
| 1972-04-24 | 1972-05-19 | Interest | 100% | $1.00 | $1.01 | 0.58% | Interest Income |
| 1972-03-13 | 1972-04-24 | Completed | 100% | $0.14 | $0.16 | 18.52% | Signal |
| 1972-03-09 | 1972-03-13 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
