AVEM
Avantis Emerging Markets Equity ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for AVEM (Avantis Emerging Markets Equity ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -14.2% (compared to the benchmark's drawdown of -31.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.2%, compared to a Buy-and-Hold benchmark return of 9.1%. The strategy executed 13 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
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)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
AVEM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 18.75% | 29.17% | 5.07% | 9.30% | 5.21% | 9.13% |
| Sharpe Ratio | 0.77 | 1.09 | 0.37 | 0.46 | 0.38 | 0.45 |
| Max Drawdown | -13.13% | -13.13% | -14.16% | -31.81% | -14.16% | -31.26% |
| % Time Invested | 100.0% | 100.0% | 83.2% | 100.0% | 85.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.6 | 0.0 | 2.7 | 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 | ||||||||
| 2026-03-31 | 2026-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-31 | 2026-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-05-20 | 2026-03-31 | Completed | 33.33% | $62.31 | $77.63 | 24.51% | Stop | |
| 2025-05-12 | 2026-03-31 | Completed | 33.33% | $61.79 | $77.63 | 25.56% | Stop | |
| 2025-04-01 | 2025-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2025-01-13 | 2025-05-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-02-26 | 2025-04-08 | Completed | 33.33% | $53.79 | $53.43 | -0.72% | Stop | |
| 2024-02-14 | 2025-04-01 | Completed | 33.33% | $52.42 | $58.28 | 11.12% | Signal | |
| 2024-01-16 | 2025-01-13 | Completed | 33.33% | $50.99 | $55.03 | 7.85% | Signal | |
| 2022-07-14 | 2024-02-26 | Interest (CASH) | 33.33% | $1.00 | $1.08 | 7.82% | Interest Income | |
| 2024-01-23 | 2024-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-01-11 | 2024-01-23 | Completed | 33.33% | $51.49 | $50.38 | -2.20% | Signal | |
| 2023-10-24 | 2024-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.20% | Interest Income | |
| 2023-12-18 | 2024-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-04-14 | 2023-12-18 | Completed | 33.33% | $48.82 | $51.53 | 5.49% | Signal | |
| 2023-07-19 | 2023-10-24 | Completed | 33.33% | $51.12 | $47.48 | -7.17% | Signal | |
| 2023-05-16 | 2023-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2023-01-17 | 2023-05-16 | Completed | 33.33% | $49.46 | $47.86 | -3.29% | Signal | |
| 2021-12-08 | 2023-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.42% | Interest Income | |
| 2021-09-22 | 2023-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.26% | Interest Income | |
| 2022-04-06 | 2022-07-14 | Completed | 33.33% | $53.04 | $44.47 | -16.19% | Stop | |
| 2022-03-15 | 2022-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2021-09-14 | 2022-03-15 | Completed | 33.33% | $58.31 | $48.02 | -17.69% | Stop | |
| 2021-09-14 | 2021-12-08 | Completed | 33.33% | $58.31 | $56.06 | -3.91% | Signal | |
| 2021-09-14 | 2021-09-22 | Completed | 33.33% | $58.31 | $56.47 | -3.21% | Signal | |
| 2021-09-10 | 2021-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-09-10 | 2021-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-09-10 | 2021-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |