From Discrete Trailing Returns to a Continuous Graphical Profile: Return-to-Present Curves

Battle Count: 91

RTP is a descriptive visualization tool for historical performance comparison, not a predictive model or trading signal. It is relevant to quantitative trading as a decision-support and communication tool for evaluating historical dominance, entry-date sensitivity, and portfolio rotation outcomes. Its relationship to momentum is noted but explicitly distinguished: RTP is not proposed as a new momentum factor. The tool is most useful for retrospective analysis and peer comparison rather than for generating trading signals or forecasts. Moderate relevance for portfolio managers and analysts who need to communicate historical performance patterns.

Extremely low complexity. The core computation is a simple price ratio R(h; t) = P(t)/P(t-h) - 1 evaluated over a range of look-back horizons. Implementation requires only adjusted price data, basic arithmetic, and standard plotting. The R implementation described takes a ticker list, look-back horizon, optional reference asset, and evaluation date. No optimization, model training, or complex algorithms are involved. The primary effort is in visualization design and interpretation.

The paper describes a reproducible R implementation taking ticker list, look-back horizon, optional reference asset, and evaluation date as inputs. Adjusted prices are used. However, no GitHub repository or code link is provided in the extract. All data used (NVDA, AMD, AIQ, CHAT, AIS, VPMAX, JLGMX, VIIIX, DIA, QQQ) are publicly available market data. The mathematical definition is fully specified.