RTX
RTX Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for RTX (RTX Corp) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -39.8% (compared to the benchmark's drawdown of -52.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.7%, compared to a Buy-and-Hold benchmark return of 14.5%. The strategy executed 79 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.
Switch to MMA to enable
RTX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 44.13% | 39.31% | 16.99% | 22.58% | 7.82% | 15.07% | 8.67% | 14.49% |
| Sharpe Ratio | 1.48 | 1.31 | 0.72 | 0.84 | 0.36 | 0.50 | 0.41 | 0.49 |
| Max Drawdown | -16.52% | -19.32% | -30.23% | -32.84% | -32.70% | -51.98% | -39.75% | -52.67% |
| % Time Invested | 93.7% | 100.0% | 84.2% | 100.0% | 74.3% | 100.0% | 69.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 1.5 | 0.0 | 1.5 | 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 | ||||||||
| 2026-04-23 | 2026-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-05-01 | 2026-04-23 | Completed | 100% | $123.79 | $180.61 | 45.83% | Stop | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-03-12 | 2025-04-08 | Completed | 100% | $87.08 | $120.47 | 38.27% | Stop | |
| 2023-09-21 | 2024-03-12 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.54% | Interest Income | |
| 2023-08-17 | 2023-09-21 | Completed | 100% | $80.29 | $70.20 | -12.61% | Signal | |
| 2023-07-26 | 2023-08-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2022-10-18 | 2023-07-26 | Completed | 100% | $79.24 | $81.48 | 2.78% | Stop | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-06-15 | 2022-09-26 | Completed | 100% | $84.45 | $75.25 | -10.94% | Stop | |
| 2022-05-23 | 2022-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2021-07-26 | 2022-05-23 | Completed | 100% | $76.80 | $83.07 | 8.12% | Stop | |
| 2020-07-24 | 2021-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2020-07-07 | 2020-07-24 | Completed | 100% | $54.54 | $55.13 | 1.02% | Signal | |
| 2020-06-12 | 2020-07-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-05-28 | 2020-06-12 | Completed | 100% | $59.98 | $57.53 | -4.13% | Stop | |
| 2020-05-05 | 2020-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-27 | 2020-05-05 | Completed | 100% | $55.70 | $52.09 | -6.52% | Stop | |
| 2020-04-02 | 2020-04-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-04-02 | Completed | 100% | $43.53 | $48.76 | 11.97% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-10-31 | 2020-02-28 | Completed | 100% | $77.28 | $69.17 | -10.54% | Stop | |
| 2019-10-07 | 2019-10-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-01-16 | 2019-10-07 | Completed | 100% | $58.82 | $71.54 | 21.57% | Signal | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-21 | 2018-12-21 | Completed | 100% | $66.87 | $58.07 | -13.20% | Stop | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-05-29 | 2018-10-30 | Completed | 100% | $66.07 | $63.74 | -3.58% | Stop | |
| 2018-05-04 | 2018-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2017-01-17 | 2018-05-04 | Completed | 100% | $55.53 | $61.15 | 10.06% | Stop | |
| 2016-10-12 | 2017-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2016-07-15 | 2016-10-12 | Completed | 100% | $52.65 | $49.68 | -5.68% | Stop | |
| 2016-05-20 | 2016-07-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2016-04-15 | 2016-05-20 | Completed | 100% | $51.86 | $49.55 | -4.51% | Stop | |
| 2015-11-05 | 2016-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-08-13 | 2015-11-05 | Completed | 100% | $48.25 | $49.17 | 1.87% | Signal | |
| 2015-07-22 | 2015-08-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-30 | 2015-07-22 | Completed | 100% | $50.35 | $49.74 | -1.26% | Stop | |
| 2014-10-08 | 2014-10-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-11-27 | 2014-10-08 | Completed | 100% | $36.14 | $48.67 | 34.60% | Stop | |
| 2012-07-13 | 2012-11-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2012-06-12 | 2012-07-13 | Completed | 100% | $33.46 | $32.69 | -2.34% | Signal | |
| 2012-05-18 | 2012-06-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-26 | 2012-05-18 | Completed | 100% | $31.35 | $33.42 | 6.55% | Stop | |
| 2011-08-04 | 2011-08-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-04 | Completed | 100% | $28.87 | $34.63 | 19.90% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-02-09 | 2010-05-07 | Completed | 100% | $28.35 | $30.54 | 7.66% | Stop | |
| 2008-09-30 | 2010-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2008-07-22 | 2008-09-30 | Completed | 100% | $26.36 | $23.69 | -10.16% | Stop | |
| 2008-06-27 | 2008-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-02-12 | 2008-06-27 | Completed | 100% | $29.31 | $25.80 | -12.01% | Stop | |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2004-06-04 | 2008-01-18 | Completed | 100% | $16.43 | $27.96 | 70.06% | Stop | |
| 2004-05-12 | 2004-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2003-08-19 | 2004-05-12 | Completed | 100% | $14.70 | $15.90 | 8.12% | Stop | |
| 2002-05-06 | 2003-08-19 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.72% | Interest Income | |
| 2001-10-08 | 2002-05-06 | Completed | 100% | $9.53 | $12.93 | 35.63% | Signal | |
| 2001-09-10 | 2001-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2001-07-11 | 2001-09-10 | Completed | 100% | $13.24 | $12.37 | -6.63% | Stop | |
| 2001-06-18 | 2001-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2001-04-16 | 2001-06-18 | Completed | 100% | $13.83 | $14.08 | 1.76% | Stop | |
| 2001-03-22 | 2001-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2001-02-22 | 2001-03-22 | Completed | 100% | $14.52 | $12.75 | -12.20% | Stop | |
| 2000-08-23 | 2001-02-22 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.89% | Interest Income | |
| 2000-07-03 | 2000-08-23 | Completed | 100% | $10.45 | $11.58 | 10.73% | Signal | |
| 2000-06-09 | 2000-07-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-02-18 | 2000-06-09 | Completed | 100% | $9.83 | $10.45 | 6.26% | Stop | |
| 2000-01-27 | 2000-02-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1999-10-11 | 2000-01-27 | Completed | 100% | $10.64 | $10.29 | -3.30% | Stop | |
| 1999-09-17 | 1999-10-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-06-15 | 1999-09-17 | Completed | 100% | $11.28 | $11.02 | -2.38% | Stop | |
| 1999-05-21 | 1999-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1998-11-06 | 1999-05-21 | Completed | 100% | $8.66 | $11.44 | 31.98% | Stop | |
| 1998-10-15 | 1998-11-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 1998-09-22 | 1998-10-15 | Completed | 100% | $6.98 | $6.87 | -1.72% | Stop | |
| 1998-08-28 | 1998-09-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1998-07-07 | 1998-08-28 | Completed | 100% | $8.43 | $7.07 | -16.19% | Stop | |
| 1998-06-12 | 1998-07-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-02-05 | 1998-06-12 | Completed | 100% | $7.44 | $7.52 | 0.99% | Stop | |
| 1998-01-13 | 1998-02-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1997-11-18 | 1998-01-13 | Completed | 100% | $6.48 | $6.13 | -5.56% | Stop | |
| 1997-10-27 | 1997-11-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 1994-12-09 | 1997-10-27 | Completed | 100% | $2.45 | $6.37 | 160.01% | Stop | |
| 1994-11-16 | 1994-12-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 1993-11-01 | 1994-11-16 | Completed | 100% | $2.46 | $2.43 | -1.50% | Stop | |
| 1993-06-28 | 1993-11-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 1992-10-14 | 1993-06-28 | Completed | 100% | $1.83 | $2.16 | 18.28% | Signal | |
| 1992-09-22 | 1992-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 1992-05-22 | 1992-09-22 | Completed | 100% | $2.00 | $1.89 | -5.47% | Stop | |
| 1991-02-14 | 1992-05-22 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.36% | Interest Income | |
| 1991-02-07 | 1991-02-14 | Completed | 100% | $1.81 | $1.72 | -4.57% | Stop | |
| 1990-12-31 | 1991-02-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 1990-10-22 | 1990-12-31 | Completed | 100% | $1.73 | $1.74 | 0.44% | Signal | |
| 1990-09-28 | 1990-10-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 1990-08-30 | 1990-09-28 | Completed | 100% | $1.79 | $1.47 | -17.84% | Stop | |
| 1990-08-08 | 1990-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1989-06-16 | 1990-08-08 | Completed | 100% | $1.76 | $1.85 | 5.16% | Stop | |
| 1988-02-09 | 1989-06-16 | Interest (CASH) | 100% | $1.00 | $1.11 | 10.77% | Interest Income | |
| 1988-02-01 | 1988-02-09 | Completed | 100% | $1.26 | $1.20 | -4.90% | Stop | |
| 1987-12-09 | 1988-02-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 1987-11-10 | 1987-12-09 | Completed | 100% | $1.08 | $1.07 | -1.27% | Signal | |
| 1987-10-19 | 1987-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-07-30 | 1987-10-19 | Completed | 100% | $1.79 | $1.50 | -16.52% | Stop | |
| 1987-05-28 | 1987-07-30 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.32% | Interest Income | |
| 1987-04-23 | 1987-05-28 | Completed | 100% | $1.44 | $1.53 | 6.27% | Signal | |
| 1987-03-31 | 1987-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-11-05 | 1987-03-31 | Completed | 100% | $1.34 | $1.57 | 16.49% | Stop | |
| 1986-10-14 | 1986-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1986-07-31 | 1986-10-14 | Completed | 100% | $1.28 | $1.26 | -1.11% | Stop | |
| 1986-07-09 | 1986-07-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-10-15 | 1986-07-09 | Completed | 100% | $1.15 | $1.43 | 24.59% | Stop | |
| 1985-09-20 | 1985-10-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-05-28 | 1985-09-20 | Completed | 100% | $1.23 | $1.14 | -7.20% | Stop | |
| 1985-05-03 | 1985-05-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-01-16 | 1985-05-03 | Completed | 100% | $1.16 | $1.11 | -3.80% | Stop | |
| 1984-11-30 | 1985-01-16 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.93% | Interest Income | |
| 1984-03-13 | 1984-11-30 | Completed | 100% | $0.90 | $1.08 | 19.94% | Signal | |
| 1984-02-17 | 1984-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-09-02 | 1984-02-17 | Completed | 100% | $0.96 | $0.91 | -5.56% | Stop | |
| 1983-08-11 | 1983-09-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1983-02-24 | 1983-08-11 | Completed | 100% | $0.96 | $0.93 | -3.90% | Stop | |
| 1982-02-11 | 1983-02-24 | Interest (CASH) | 100% | $1.00 | $1.08 | 8.15% | Interest Income | |
| 1982-02-08 | 1982-02-11 | Completed | 100% | $0.47 | $0.47 | 0.23% | Signal | |
| 1982-01-15 | 1982-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-09-25 | 1982-01-15 | Completed | 100% | $0.55 | $0.52 | -4.93% | Stop | |
| 1981-09-02 | 1981-09-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-08-06 | 1981-09-02 | Completed | 100% | $0.68 | $0.58 | -14.44% | Stop | |
| 1981-07-15 | 1981-08-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1981-02-18 | 1981-07-15 | Completed | 100% | $0.66 | $0.65 | -2.39% | Stop | |
| 1981-01-26 | 1981-02-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-05-21 | 1981-01-26 | Completed | 100% | $0.50 | $0.69 | 38.77% | Stop | |
| 1979-08-28 | 1980-05-21 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.69% | Interest Income | |
| 1978-11-20 | 1979-08-28 | Completed | 100% | $0.41 | $0.50 | 20.72% | Signal | |
| 1978-10-27 | 1978-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-10-12 | 1978-10-27 | Completed | 100% | $0.50 | $0.42 | -16.94% | Stop | |
| 1978-09-20 | 1978-10-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1978-02-15 | 1978-09-20 | Completed | 100% | $0.37 | $0.48 | 28.49% | Stop | |
| 1978-01-24 | 1978-02-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1977-10-17 | 1978-01-24 | Completed | 100% | $0.36 | $0.35 | -2.20% | Stop | |
| 1977-09-23 | 1977-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-11-26 | 1977-09-23 | Completed | 100% | $0.24 | $0.37 | 54.81% | Stop | |
| 1975-11-04 | 1975-11-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-08-20 | 1975-11-04 | Completed | 100% | $0.26 | $0.24 | -5.79% | Stop | |
| 1975-07-29 | 1975-08-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-03-04 | 1975-07-29 | Completed | 100% | $0.18 | $0.25 | 39.70% | Stop | |
| 1974-03-28 | 1975-03-04 | Interest (CASH) | 100% | $1.00 | $1.07 | 7.28% | Interest Income | |
| 1974-03-12 | 1974-03-28 | Completed | 100% | $0.13 | $0.12 | -6.11% | Stop | |
| 1973-11-05 | 1974-03-12 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.64% | Interest Income | |
| 1973-06-27 | 1973-11-05 | Completed | 100% | $0.12 | $0.13 | 2.39% | Stop | |
| 1973-06-05 | 1973-06-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-02-08 | 1973-06-05 | Completed | 100% | $0.16 | $0.14 | -12.53% | Stop | |
| 1973-01-16 | 1973-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-09-18 | 1973-01-16 | Completed | 100% | $0.17 | $0.16 | -4.54% | Stop | |
| 1972-06-09 | 1972-09-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.09% | Interest Income | |
| 1972-05-19 | 1972-06-09 | Completed | 100% | $0.17 | $0.16 | -5.54% | Stop | |
| 1972-04-24 | 1972-05-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 1972-03-13 | 1972-04-24 | Completed | 100% | $0.14 | $0.16 | 18.46% | Signal | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |