RTX
RTX Corp
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for RTX (RTX Corp) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -35.5% (compared to the benchmark's drawdown of -52.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.5%, compared to a Buy-and-Hold benchmark return of 14.5%. The strategy executed 81 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
RTX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 26.49% | 39.31% | 15.04% | 22.58% | 11.04% | 15.07% | 9.51% | 14.49% |
| Sharpe Ratio | 1.03 | 1.31 | 0.69 | 0.84 | 0.54 | 0.50 | 0.47 | 0.49 |
| Max Drawdown | -16.52% | -19.32% | -27.44% | -32.84% | -27.44% | -51.98% | -35.50% | -52.67% |
| % Time Invested | 84.5% | 100.0% | 78.0% | 100.0% | 78.3% | 100.0% | 68.0% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.0 | 0.0 | 1.0 | 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 | |
| 2024-02-13 | 2025-04-08 | Completed | 100% | $86.83 | $120.47 | 38.68% | Stop | |
| 2023-07-26 | 2024-02-13 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.01% | Interest Income | |
| 2022-12-15 | 2023-07-26 | Completed | 100% | $92.54 | $81.48 | -11.99% | Stop | |
| 2022-09-13 | 2022-12-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2022-06-15 | 2022-09-13 | Completed | 100% | $84.45 | $79.45 | -5.96% | Signal | |
| 2022-05-23 | 2022-06-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2020-12-04 | 2022-05-23 | Completed | 100% | $64.94 | $83.07 | 27.86% | Stop | |
| 2020-03-25 | 2020-12-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2020-03-23 | 2020-03-25 | Completed | 100% | $43.53 | $47.81 | 9.78% | Signal | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-02-20 | 2020-02-28 | Completed | 100% | $68.55 | $69.17 | 0.85% | Stop | |
| 2018-12-13 | 2019-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2018-11-21 | 2018-12-13 | Completed | 100% | $66.87 | $63.63 | -4.89% | Signal | |
| 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 | |
| 2016-04-14 | 2018-05-04 | Completed | 100% | $52.13 | $61.15 | 17.25% | Stop | |
| 2016-01-14 | 2016-04-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2015-10-13 | 2016-01-14 | Completed | 100% | $46.11 | $43.90 | -4.84% | Stop | |
| 2015-07-22 | 2015-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-01-07 | 2015-07-22 | Completed | 100% | $54.06 | $49.74 | -8.03% | Stop | |
| 2014-08-15 | 2015-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-09-21 | 2014-08-15 | Completed | 100% | $37.15 | $50.88 | 36.89% | Signal | |
| 2012-06-25 | 2012-09-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-06-12 | 2012-06-25 | Completed | 100% | $33.46 | $33.94 | 1.40% | Signal | |
| 2012-05-18 | 2012-06-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-28 | 2012-05-18 | Completed | 100% | $37.80 | $33.42 | -11.62% | Stop | |
| 2011-08-04 | 2012-02-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-09-27 | 2011-08-04 | Completed | 100% | $31.12 | $34.63 | 11.24% | Stop | |
| 2010-07-14 | 2010-09-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-07-14 | Completed | 100% | $28.87 | $29.32 | 1.51% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-11 | 2010-05-07 | Completed | 100% | $23.57 | $30.54 | 29.52% | Stop | |
| 2008-02-22 | 2009-06-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.12% | Interest Income | |
| 2008-02-12 | 2008-02-22 | Completed | 100% | $29.31 | $28.95 | -1.27% | Signal | |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2005-10-19 | 2008-01-18 | Completed | 100% | $19.65 | $27.96 | 42.24% | Stop | |
| 2005-09-27 | 2005-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2004-08-03 | 2005-09-27 | Completed | 100% | $17.98 | $20.35 | 13.14% | Signal | |
| 2004-05-12 | 2004-08-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2003-05-16 | 2004-05-12 | Completed | 100% | $12.85 | $15.90 | 23.74% | Stop | |
| 2003-03-10 | 2003-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2003-02-20 | 2003-03-10 | Completed | 100% | $11.79 | $10.62 | -9.97% | Signal | |
| 2002-08-16 | 2003-02-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2002-08-14 | 2002-08-16 | Completed | 100% | $11.59 | $11.66 | 0.59% | Signal | |
| 2002-07-23 | 2002-08-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-06-27 | 2002-07-23 | Completed | 100% | $12.18 | $11.38 | -6.56% | Stop | |
| 2002-06-05 | 2002-06-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-03-01 | 2002-06-05 | Completed | 100% | $13.55 | $12.39 | -8.58% | Stop | |
| 2001-08-16 | 2002-03-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 2001-07-11 | 2001-08-16 | Completed | 100% | $13.24 | $12.95 | -2.20% | Signal | |
| 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 | |
| 2000-11-14 | 2001-03-22 | Completed | 100% | $12.07 | $12.75 | 5.61% | Stop | |
| 2000-10-23 | 2000-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2000-07-03 | 2000-10-23 | Completed | 100% | $10.45 | $11.97 | 14.43% | Stop | |
| 2000-06-09 | 2000-07-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2000-05-15 | 2000-06-09 | Completed | 100% | $11.51 | $10.45 | -9.22% | Stop | |
| 1999-09-17 | 2000-05-15 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.58% | 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 | |
| 1998-12-28 | 1999-05-21 | Completed | 100% | $9.56 | $11.44 | 19.61% | Stop | |
| 1998-12-03 | 1998-12-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-11-27 | 1998-12-03 | Completed | 100% | $9.95 | $9.10 | -8.57% | Stop | |
| 1998-09-24 | 1998-11-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 1998-09-22 | 1998-09-24 | Completed | 100% | $6.98 | $7.09 | 1.46% | Signal | |
| 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 | |
| 1998-01-28 | 1998-06-12 | Completed | 100% | $6.99 | $7.52 | 7.58% | Stop | |
| 1997-10-27 | 1998-01-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 1995-02-09 | 1997-10-27 | Completed | 100% | $2.68 | $6.37 | 137.46% | Stop | |
| 1994-08-23 | 1995-02-09 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.48% | Interest Income | |
| 1993-05-11 | 1994-08-23 | Completed | 100% | $2.02 | $2.49 | 23.34% | Signal | |
| 1993-02-16 | 1993-05-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 1992-12-11 | 1993-02-16 | Completed | 100% | $1.84 | $1.76 | -4.52% | Stop | |
| 1992-10-20 | 1992-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 1992-10-14 | 1992-10-20 | Completed | 100% | $1.83 | $1.84 | 0.74% | Signal | |
| 1992-09-22 | 1992-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 1991-12-03 | 1992-09-22 | Completed | 100% | $1.75 | $1.89 | 7.95% | Stop | |
| 1991-11-08 | 1991-12-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 1991-11-04 | 1991-11-08 | Completed | 100% | $1.82 | $1.85 | 1.75% | Signal | |
| 1991-10-11 | 1991-11-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1991-09-12 | 1991-10-11 | Completed | 100% | $1.70 | $1.60 | -6.09% | Signal | |
| 1991-08-20 | 1991-09-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 1991-08-07 | 1991-08-20 | Completed | 100% | $1.68 | $1.66 | -1.28% | Signal | |
| 1991-05-28 | 1991-08-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 1991-04-09 | 1991-05-28 | Completed | 100% | $1.80 | $1.62 | -10.06% | Signal | |
| 1991-02-14 | 1991-04-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.85% | Interest Income | |
| 1991-02-07 | 1991-02-14 | Completed | 100% | $1.81 | $1.72 | -4.57% | Stop | |
| 1990-09-14 | 1991-02-07 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.76% | Interest Income | |
| 1990-08-30 | 1990-09-14 | Completed | 100% | $1.79 | $1.71 | -4.56% | Signal | |
| 1990-08-08 | 1990-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 1990-03-07 | 1990-08-08 | Completed | 100% | $1.87 | $1.85 | -1.39% | Stop | |
| 1990-02-05 | 1990-03-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 1988-10-10 | 1990-02-05 | Completed | 100% | $1.41 | $1.76 | 25.36% | Signal | |
| 1988-09-09 | 1988-10-10 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 1988-07-11 | 1988-09-09 | Completed | 100% | $1.25 | $1.20 | -3.62% | Signal | |
| 1988-02-09 | 1988-07-11 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.19% | Interest Income | |
| 1988-02-01 | 1988-02-09 | Completed | 100% | $1.26 | $1.20 | -4.90% | Stop | |
| 1987-10-19 | 1988-02-01 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.18% | Interest Income | |
| 1987-04-23 | 1987-10-19 | Completed | 100% | $1.44 | $1.50 | 4.10% | Stop | |
| 1987-03-31 | 1987-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-01-14 | 1987-03-31 | Completed | 100% | $1.52 | $1.57 | 3.26% | Stop | |
| 1986-08-04 | 1987-01-14 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.44% | Interest Income | |
| 1986-07-31 | 1986-08-04 | Completed | 100% | $1.28 | $1.22 | -4.61% | Signal | |
| 1986-07-09 | 1986-07-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1985-12-12 | 1986-07-09 | Completed | 100% | $1.36 | $1.43 | 4.79% | Stop | |
| 1985-09-20 | 1985-12-12 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.72% | 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 | |
| 1985-01-03 | 1985-05-03 | Completed | 100% | $1.09 | $1.11 | 1.78% | Stop | |
| 1984-12-10 | 1985-01-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-08-03 | 1984-12-10 | Completed | 100% | $1.14 | $1.03 | -9.60% | Stop | |
| 1984-02-17 | 1984-08-03 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.53% | Interest Income | |
| 1983-12-30 | 1984-02-17 | Completed | 100% | $1.05 | $0.91 | -12.90% | Stop | |
| 1983-11-04 | 1983-12-30 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 1983-09-02 | 1983-11-04 | Completed | 100% | $0.96 | $0.94 | -2.63% | Signal | |
| 1983-08-11 | 1983-09-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-08-02 | 1983-08-11 | Completed | 100% | $0.57 | $0.93 | 62.68% | Stop | |
| 1981-07-15 | 1982-08-02 | Interest (CASH) | 100% | $1.00 | $1.08 | 8.25% | 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 | |
| 1980-07-07 | 1981-01-26 | Completed | 100% | $0.53 | $0.69 | 28.83% | Stop | |
| 1980-05-09 | 1980-07-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.17% | Interest Income | |
| 1980-04-10 | 1980-05-09 | Completed | 100% | $0.50 | $0.48 | -4.87% | Signal | |
| 1980-03-18 | 1980-04-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-12-04 | 1980-03-18 | Completed | 100% | $0.49 | $0.52 | 6.33% | Stop | |
| 1979-11-09 | 1979-12-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-08-03 | 1979-11-09 | Completed | 100% | $0.46 | $0.43 | -6.66% | Stop | |
| 1978-11-22 | 1979-08-03 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.37% | Interest Income | |
| 1978-11-20 | 1978-11-22 | Completed | 100% | $0.41 | $0.42 | 2.69% | 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 | |
| 1978-04-17 | 1978-09-20 | Completed | 100% | $0.43 | $0.48 | 11.10% | Stop | |
| 1977-09-23 | 1978-04-17 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.31% | Interest Income | |
| 1976-03-03 | 1977-09-23 | Completed | 100% | $0.29 | $0.37 | 28.40% | Stop | |
| 1975-12-19 | 1976-03-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.51% | Interest Income | |
| 1975-11-26 | 1975-12-19 | Completed | 100% | $0.24 | $0.23 | -3.39% | Signal | |
| 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 | |
| 1974-08-01 | 1975-07-29 | Completed | 100% | $0.11 | $0.25 | 123.26% | Stop | |
| 1974-07-10 | 1974-08-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1974-04-29 | 1974-07-10 | Completed | 100% | $0.12 | $0.11 | -10.62% | Stop | |
| 1974-03-28 | 1974-04-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 1974-03-12 | 1974-03-28 | Completed | 100% | $0.13 | $0.12 | -6.11% | Stop | |
| 1973-11-02 | 1974-03-12 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.67% | Interest Income | |
| 1973-10-01 | 1973-11-02 | Completed | 100% | $0.14 | $0.13 | -7.08% | Stop | |
| 1973-03-16 | 1973-10-01 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.18% | Interest Income | |
| 1973-02-08 | 1973-03-16 | Completed | 100% | $0.16 | $0.16 | -1.49% | Signal | |
| 1973-01-16 | 1973-02-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-07-13 | 1973-01-16 | Completed | 100% | $0.14 | $0.16 | 15.59% | Stop | |
| 1972-06-20 | 1972-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-03-13 | 1972-06-20 | Completed | 100% | $0.14 | $0.15 | 9.33% | Stop | |
| 1972-03-09 | 1972-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |