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% | 14.43% | 18.46% | 10.15% | 12.75% | 10.36% | 14.11% |
| Sharpe Ratio | 1.66 | 1.44 | 0.66 | 0.72 | 0.50 | 0.43 | 0.52 | 0.48 |
| Max Drawdown | -14.73% | -18.56% | -27.21% | -32.84% | -27.60% | -51.98% | -34.51% | -52.67% |
| % Time Invested | 97.2% | 100.0% | 80.7% | 100.0% | 78.4% | 100.0% | 66.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.8 | 0.0 | 1.0 | 0.0 | 1.5 | 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 |
| 2024-02-13 | 2025-04-08 | Completed | 100% | $87.19 | $120.97 | 38.75% | Stop |
| 2023-07-26 | 2024-02-13 | Interest | 100% | $1.00 | $1.02 | 2.35% | Interest Income |
| 2022-12-15 | 2023-07-26 | Completed | 100% | $92.92 | $81.82 | -11.95% | Stop |
| 2022-09-13 | 2022-12-15 | Interest | 100% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2022-06-15 | 2022-09-13 | Completed | 100% | $84.80 | $79.78 | -5.92% | Signal |
| 2022-05-23 | 2022-06-15 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2020-12-04 | 2022-05-23 | Completed | 100% | $65.21 | $83.42 | 27.93% | Stop |
| 2020-03-25 | 2020-12-04 | Interest | 100% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2020-03-23 | 2020-03-25 | Completed | 100% | $43.71 | $48.01 | 9.84% | Signal |
| 2020-02-28 | 2020-03-23 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-04-09 | 2020-02-28 | Completed | 100% | $70.95 | $69.45 | -2.11% | Stop |
| 2019-02-22 | 2019-04-09 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2019-02-20 | 2019-02-22 | Completed | 100% | $68.84 | $68.49 | -0.51% | Signal |
| 2018-12-13 | 2019-02-20 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2018-11-21 | 2018-12-13 | Completed | 100% | $67.15 | $63.89 | -4.85% | Signal |
| 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 |
| 2016-04-14 | 2018-05-04 | Completed | 100% | $52.34 | $61.40 | 17.31% | Stop |
| 2015-10-15 | 2016-04-14 | 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 |
| 2015-07-22 | 2015-10-13 | Interest | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2015-01-07 | 2015-07-22 | Completed | 100% | $54.29 | $49.95 | -7.99% | Stop |
| 2014-08-15 | 2015-01-07 | Interest | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2012-09-21 | 2014-08-15 | Completed | 100% | $37.30 | $51.09 | 36.95% | Signal |
| 2012-06-25 | 2012-09-21 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2012-06-12 | 2012-06-25 | Completed | 100% | $33.60 | $34.08 | 1.45% | Signal |
| 2012-05-18 | 2012-06-12 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-02-28 | 2012-05-18 | Completed | 100% | $37.96 | $33.56 | -11.58% | Stop |
| 2011-08-04 | 2012-02-28 | Interest | 100% | $1.00 | $1.01 | 1.15% | Interest Income |
| 2010-09-27 | 2011-08-04 | Completed | 100% | $31.24 | $34.77 | 11.30% | Stop |
| 2010-07-14 | 2010-09-27 | Interest | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2010-06-01 | 2010-07-14 | Completed | 100% | $28.99 | $29.44 | 1.56% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-11 | 2010-05-07 | Completed | 100% | $23.66 | $30.66 | 29.58% | Stop |
| 2008-02-22 | 2009-06-11 | Interest | 100% | $1.00 | $1.04 | 4.47% | Interest Income |
| 2008-02-12 | 2008-02-22 | Completed | 100% | $29.43 | $29.07 | -1.22% | Signal |
| 2008-01-18 | 2008-02-12 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2005-10-19 | 2008-01-18 | Completed | 100% | $19.73 | $28.08 | 42.31% | Stop |
| 2005-09-27 | 2005-10-19 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2004-08-03 | 2005-09-27 | Completed | 100% | $18.05 | $20.44 | 13.20% | Signal |
| 2004-05-12 | 2004-08-03 | Interest | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 2003-05-16 | 2004-05-12 | Completed | 100% | $12.90 | $15.97 | 23.80% | Stop |
| 2003-03-10 | 2003-05-16 | Interest | 100% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2003-02-20 | 2003-03-10 | Completed | 100% | $11.84 | $10.67 | -9.93% | Signal |
| 2002-08-16 | 2003-02-20 | Interest | 100% | $1.00 | $1.02 | 2.01% | Interest Income |
| 2002-08-14 | 2002-08-16 | Completed | 100% | $11.64 | $11.71 | 0.64% | Signal |
| 2002-07-23 | 2002-08-14 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2002-06-27 | 2002-07-23 | Completed | 100% | $12.23 | $11.43 | -6.51% | Stop |
| 2002-06-05 | 2002-06-27 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2002-03-01 | 2002-06-05 | Completed | 100% | $13.61 | $12.44 | -8.54% | Stop |
| 2001-08-16 | 2002-03-01 | Interest | 100% | $1.00 | $1.02 | 2.48% | Interest Income |
| 2001-07-11 | 2001-08-16 | Completed | 100% | $13.29 | $13.01 | -2.15% | Signal |
| 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 |
| 2000-11-14 | 2001-03-22 | Completed | 100% | $12.12 | $12.81 | 5.66% | Stop |
| 2000-10-23 | 2000-11-14 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-07-03 | 2000-10-23 | Completed | 100% | $10.50 | $12.02 | 14.49% | Stop |
| 2000-06-09 | 2000-07-03 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2000-05-15 | 2000-06-09 | Completed | 100% | $11.56 | $10.50 | -9.17% | Stop |
| 1999-09-17 | 2000-05-15 | Interest | 100% | $1.00 | $1.04 | 4.07% | 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 |
| 1998-12-23 | 1999-05-21 | Completed | 100% | $9.48 | $11.49 | 21.22% | Stop |
| 1998-12-01 | 1998-12-23 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-11-27 | 1998-12-01 | Completed | 100% | $9.99 | $9.53 | -4.60% | Signal |
| 1998-09-24 | 1998-11-27 | Interest | 100% | $1.00 | $1.01 | 0.82% | Interest Income |
| 1998-09-22 | 1998-09-24 | Completed | 100% | $7.01 | $7.12 | 1.51% | Signal |
| 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 |
| 1998-03-06 | 1998-06-12 | Completed | 100% | $7.88 | $7.55 | -4.13% | Stop |
| 1998-02-02 | 1998-03-06 | Interest | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 1998-01-28 | 1998-02-02 | Completed | 100% | $7.02 | $7.30 | 4.09% | Signal |
| 1997-10-27 | 1998-01-28 | Interest | 100% | $1.00 | $1.01 | 1.41% | Interest Income |
| 1995-02-09 | 1997-10-27 | Completed | 100% | $2.69 | $6.39 | 137.58% | Stop |
| 1994-08-23 | 1995-02-09 | Interest | 100% | $1.00 | $1.04 | 3.54% | Interest Income |
| 1993-05-11 | 1994-08-23 | Completed | 100% | $2.03 | $2.50 | 23.40% | Signal |
| 1992-12-15 | 1993-05-11 | Interest | 100% | $1.00 | $1.02 | 2.45% | Interest Income |
| 1992-12-11 | 1992-12-15 | Completed | 100% | $1.85 | $1.83 | -1.05% | Signal |
| 1992-10-20 | 1992-12-11 | Interest | 100% | $1.00 | $1.01 | 0.98% | Interest Income |
| 1992-10-14 | 1992-10-20 | Completed | 100% | $1.84 | $1.85 | 0.79% | Signal |
| 1992-09-22 | 1992-10-14 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1991-12-03 | 1992-09-22 | Completed | 100% | $1.76 | $1.90 | 8.01% | Stop |
| 1991-11-08 | 1991-12-03 | Interest | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 1991-11-04 | 1991-11-08 | Completed | 100% | $1.83 | $1.86 | 1.80% | Signal |
| 1991-10-11 | 1991-11-04 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 1991-09-12 | 1991-10-11 | Completed | 100% | $1.71 | $1.60 | -6.04% | Signal |
| 1991-08-20 | 1991-09-12 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 1991-08-07 | 1991-08-20 | Completed | 100% | $1.69 | $1.67 | -1.24% | Signal |
| 1991-05-28 | 1991-08-07 | Interest | 100% | $1.00 | $1.02 | 1.58% | Interest Income |
| 1991-04-09 | 1991-05-28 | Completed | 100% | $1.81 | $1.63 | -10.02% | Signal |
| 1991-02-11 | 1991-04-09 | Interest | 100% | $1.00 | $1.01 | 1.20% | Interest Income |
| 1991-02-07 | 1991-02-11 | Completed | 100% | $1.81 | $1.78 | -1.76% | Signal |
| 1990-09-14 | 1991-02-07 | Interest | 100% | $1.00 | $1.03 | 3.28% | Interest Income |
| 1990-08-30 | 1990-09-14 | Completed | 100% | $1.80 | $1.72 | -4.51% | Signal |
| 1990-08-08 | 1990-08-30 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1990-04-10 | 1990-08-08 | Completed | 100% | $2.00 | $1.85 | -7.25% | Stop |
| 1990-03-13 | 1990-04-10 | Interest | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 1990-03-07 | 1990-03-13 | Completed | 100% | $1.88 | $1.92 | 2.12% | Signal |
| 1990-02-05 | 1990-03-07 | Interest | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 1988-10-10 | 1990-02-05 | Completed | 100% | $1.41 | $1.77 | 25.42% | Signal |
| 1988-09-09 | 1988-10-10 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 1988-07-11 | 1988-09-09 | Completed | 100% | $1.25 | $1.21 | -3.57% | Signal |
| 1988-02-03 | 1988-07-11 | Interest | 100% | $1.00 | $1.03 | 3.36% | Interest Income |
| 1988-02-01 | 1988-02-03 | Completed | 100% | $1.26 | $1.25 | -1.29% | Signal |
| 1987-10-19 | 1988-02-01 | Interest | 100% | $1.00 | $1.02 | 2.21% | Interest Income |
| 1987-04-23 | 1987-10-19 | Completed | 100% | $1.44 | $1.50 | 4.15% | Stop |
| 1987-03-31 | 1987-04-23 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-01-14 | 1987-03-31 | Completed | 100% | $1.52 | $1.57 | 3.31% | Stop |
| 1986-08-04 | 1987-01-14 | Interest | 100% | $1.00 | $1.03 | 3.49% | Interest Income |
| 1986-07-31 | 1986-08-04 | Completed | 100% | $1.28 | $1.23 | -4.56% | Signal |
| 1986-07-09 | 1986-07-31 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-12-12 | 1986-07-09 | Completed | 100% | $1.37 | $1.44 | 4.84% | Stop |
| 1985-09-20 | 1985-12-12 | Interest | 100% | $1.00 | $1.02 | 1.74% | 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 |
| 1985-01-03 | 1985-05-03 | Completed | 100% | $1.10 | $1.12 | 1.83% | Stop |
| 1984-12-10 | 1985-01-03 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1984-08-03 | 1984-12-10 | Completed | 100% | $1.15 | $1.04 | -9.55% | Stop |
| 1984-02-17 | 1984-08-03 | Interest | 100% | $1.00 | $1.04 | 3.58% | Interest Income |
| 1983-12-30 | 1984-02-17 | Completed | 100% | $1.05 | $0.91 | -12.85% | Stop |
| 1983-11-04 | 1983-12-30 | Interest | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 1983-09-02 | 1983-11-04 | Completed | 100% | $0.97 | $0.94 | -2.58% | Signal |
| 1983-08-11 | 1983-09-02 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-08-02 | 1983-08-11 | Completed | 100% | $0.57 | $0.93 | 62.76% | Stop |
| 1981-07-15 | 1982-08-02 | Interest | 100% | $1.00 | $1.08 | 8.37% | 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 |
| 1980-07-07 | 1981-01-23 | Completed | 100% | $0.54 | $0.70 | 30.06% | Stop |
| 1980-05-09 | 1980-07-07 | Interest | 100% | $1.00 | $1.01 | 1.19% | Interest Income |
| 1980-04-10 | 1980-05-09 | Completed | 100% | $0.50 | $0.48 | -4.82% | Signal |
| 1980-03-18 | 1980-04-10 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1979-12-04 | 1980-03-18 | Completed | 100% | $0.49 | $0.52 | 6.38% | Stop |
| 1979-11-09 | 1979-12-04 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1979-08-03 | 1979-11-09 | Completed | 100% | $0.47 | $0.44 | -6.62% | Stop |
| 1978-11-22 | 1979-08-03 | Interest | 100% | $1.00 | $1.05 | 5.45% | Interest Income |
| 1978-11-20 | 1978-11-22 | Completed | 100% | $0.41 | $0.42 | 2.74% | 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 |
| 1978-04-17 | 1978-09-20 | Completed | 100% | $0.43 | $0.48 | 11.16% | Stop |
| 1977-09-23 | 1978-04-17 | Interest | 100% | $1.00 | $1.04 | 4.37% | Interest Income |
| 1976-03-03 | 1977-09-23 | Completed | 100% | $0.29 | $0.37 | 28.46% | Stop |
| 1975-12-19 | 1976-03-03 | Interest | 100% | $1.00 | $1.02 | 1.53% | Interest Income |
| 1975-11-26 | 1975-12-19 | Completed | 100% | $0.24 | $0.23 | -3.34% | Signal |
| 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 |
| 1974-08-01 | 1975-07-29 | Completed | 100% | $0.11 | $0.25 | 123.37% | Stop |
| 1974-07-10 | 1974-08-01 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1974-04-29 | 1974-07-10 | Completed | 100% | $0.12 | $0.11 | -10.58% | Stop |
| 1974-03-14 | 1974-04-29 | Interest | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 1974-03-12 | 1974-03-14 | Completed | 100% | $0.13 | $0.13 | -1.73% | Signal |
| 1973-10-04 | 1974-03-12 | Interest | 100% | $1.00 | $1.03 | 3.36% | Interest Income |
| 1973-10-01 | 1973-10-04 | Completed | 100% | $0.14 | $0.14 | 0.78% | Signal |
| 1973-03-16 | 1973-10-01 | Interest | 100% | $1.00 | $1.04 | 4.24% | Interest Income |
| 1973-02-08 | 1973-03-16 | Completed | 100% | $0.16 | $0.16 | -1.44% | Signal |
| 1973-01-16 | 1973-02-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1972-07-13 | 1973-01-16 | Completed | 100% | $0.14 | $0.16 | 15.64% | Stop |
| 1972-06-20 | 1972-07-13 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1972-03-13 | 1972-06-20 | Completed | 100% | $0.14 | $0.15 | 9.39% | Stop |
| 1972-03-09 | 1972-03-13 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
