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 Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -17.6% (compared to the benchmark's drawdown of -34.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.7%, compared to a Buy-and-Hold benchmark return of 18.1%. The strategy executed 50 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.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
AVEM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 20.18% | 29.17% | 3.80% | 9.30% | 9.66% | 18.14% |
| Sharpe Ratio | 0.89 | 1.09 | 0.30 | 0.46 | 0.71 | 0.84 |
| Max Drawdown | -11.12% | -13.13% | -15.69% | -31.81% | -17.62% | -34.00% |
| % Time Invested | 100.0% | 100.0% | 82.5% | 100.0% | 86.0% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 8.2 | 0.0 | 7.9 | 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 | ||||||||
| 2026-04-15 | 2026-05-07 | 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 | 2026-04-15 | Completed | 33.33% | $62.31 | $87.29 | 40.01% | Signal | |
| 2026-03-04 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2025-05-12 | 2026-03-31 | Completed | 33.33% | $61.79 | $77.63 | 25.56% | Stop | |
| 2025-12-12 | 2026-03-04 | Completed | 33.33% | $75.90 | $82.46 | 8.59% | Stop | |
| 2025-11-19 | 2025-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-09-03 | 2025-11-19 | Completed | 33.33% | $69.72 | $74.18 | 6.35% | Signal | |
| 2025-08-11 | 2025-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-30 | 2025-08-11 | Completed | 33.33% | $58.51 | $69.01 | 17.89% | Signal | |
| 2025-04-08 | 2025-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2025-01-14 | 2025-05-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.37% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-05 | 2025-04-08 | Completed | 33.33% | $58.49 | $53.43 | -8.70% | Stop | |
| 2025-04-01 | 2025-04-07 | Completed | 33.33% | $58.28 | $51.77 | -11.21% | Signal | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-30 | 2025-03-10 | Completed | 33.33% | $57.70 | $58.25 | 0.91% | Signal | |
| 2024-12-04 | 2025-03-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2024-12-26 | 2025-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2024-01-16 | 2025-01-14 | Completed | 33.33% | $50.99 | $55.87 | 9.50% | Signal | |
| 2024-12-10 | 2024-12-26 | Completed | 33.33% | $59.22 | $57.58 | -2.82% | Signal | |
| 2024-10-23 | 2024-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2024-09-27 | 2024-12-04 | Completed | 33.33% | $62.31 | $58.51 | -6.14% | Signal | |
| 2024-10-03 | 2024-10-23 | Completed | 33.33% | $61.63 | $60.37 | -2.09% | Signal | |
| 2024-09-11 | 2024-10-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2024-08-13 | 2024-09-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2024-08-21 | 2024-09-11 | Completed | 33.33% | $58.46 | $56.18 | -3.95% | Signal | |
| 2024-07-30 | 2024-08-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-12-06 | 2024-08-13 | Completed | 33.33% | $50.55 | $56.83 | 12.36% | Signal | |
| 2024-07-02 | 2024-07-30 | Completed | 33.33% | $58.03 | $56.97 | -1.86% | Signal | |
| 2024-06-07 | 2024-07-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-05-03 | 2024-06-07 | Completed | 33.33% | $56.55 | $57.25 | 1.18% | Signal | |
| 2024-04-02 | 2024-05-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2024-02-09 | 2024-04-02 | Completed | 33.33% | $52.49 | $54.88 | 4.51% | Signal | |
| 2024-01-18 | 2024-02-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-17 | 2024-01-18 | Completed | 33.33% | $50.24 | $50.09 | -0.34% | Signal | |
| 2023-10-24 | 2024-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.20% | Interest Income | |
| 2023-09-12 | 2023-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.30% | Interest Income | |
| 2023-10-26 | 2023-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-10-23 | 2023-10-26 | Completed | 33.33% | $46.87 | $46.82 | -0.15% | Signal | |
| 2023-07-19 | 2023-10-24 | Completed | 33.33% | $51.12 | $47.48 | -7.17% | Signal | |
| 2023-09-22 | 2023-10-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2023-09-06 | 2023-09-22 | Completed | 33.33% | $49.87 | $49.34 | -1.12% | Signal | |
| 2023-05-12 | 2023-09-12 | Completed | 33.33% | $47.53 | $49.40 | 3.89% | Signal | |
| 2023-08-14 | 2023-09-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-07-28 | 2023-08-14 | Completed | 33.33% | $52.32 | $49.16 | -6.09% | Signal | |
| 2023-07-06 | 2023-07-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-05-15 | 2023-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income | |
| 2023-06-21 | 2023-07-06 | Completed | 33.33% | $49.73 | $49.03 | -1.47% | Signal | |
| 2023-05-26 | 2023-06-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-05-23 | 2023-05-26 | Completed | 33.33% | $47.81 | $47.49 | -0.73% | Signal | |
| 2023-05-01 | 2023-05-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-01-17 | 2023-05-15 | Completed | 33.33% | $49.46 | $47.83 | -3.34% | Signal | |
| 2023-03-24 | 2023-05-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2023-03-31 | 2023-05-01 | Completed | 33.33% | $48.09 | $47.88 | -0.49% | Signal | |
| 2023-02-13 | 2023-03-31 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income | |
| 2022-12-02 | 2023-03-24 | Completed | 33.33% | $46.53 | $46.93 | 0.81% | Signal | |
| 2023-01-24 | 2023-02-13 | Completed | 33.33% | $50.54 | $48.99 | -3.11% | Signal | |
| 2022-12-29 | 2023-01-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2021-09-21 | 2023-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.26% | Interest Income | |
| 2022-11-08 | 2022-12-29 | Completed | 33.33% | $43.11 | $46.11 | 6.91% | Signal | |
| 2022-09-23 | 2022-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2022-09-01 | 2022-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2022-09-16 | 2022-09-23 | Completed | 33.33% | $44.69 | $42.98 | -3.87% | Signal | |
| 2022-03-07 | 2022-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income | |
| 2022-08-01 | 2022-09-01 | Completed | 33.33% | $46.11 | $45.83 | -0.65% | Signal | |
| 2022-06-22 | 2022-08-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-05-27 | 2022-06-22 | Completed | 33.33% | $49.20 | $46.05 | -6.46% | Signal | |
| 2022-04-20 | 2022-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2022-03-25 | 2022-04-20 | Completed | 33.33% | $52.40 | $51.75 | -1.28% | Signal | |
| 2022-03-02 | 2022-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-02-09 | 2022-03-07 | Completed | 33.33% | $56.81 | $51.13 | -10.05% | Signal | |
| 2022-02-23 | 2022-03-02 | Completed | 33.33% | $55.54 | $53.10 | -4.45% | Signal | |
| 2022-01-31 | 2022-02-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-08-12 | 2022-02-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2022-01-24 | 2022-01-31 | Completed | 33.33% | $55.07 | $54.80 | -0.55% | Signal | |
| 2021-12-30 | 2022-01-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-12-20 | 2021-12-30 | Completed | 33.33% | $54.11 | $55.82 | 3.12% | Signal | |
| 2021-11-09 | 2021-12-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-10-19 | 2021-11-09 | Completed | 33.33% | $57.58 | $56.93 | -1.18% | Signal | |
| 2021-09-24 | 2021-10-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-09-03 | 2021-09-24 | Completed | 33.33% | $58.76 | $56.51 | -3.86% | Signal | |
| 2020-07-07 | 2021-09-21 | Completed | 33.33% | $42.89 | $55.91 | 30.30% | Signal | |
| 2021-06-28 | 2021-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-05-05 | 2021-08-12 | Completed | 33.33% | $57.89 | $57.43 | -0.86% | Signal | |
| 2021-06-09 | 2021-06-28 | Completed | 33.33% | $60.29 | $60.63 | 0.51% | Signal | |
| 2021-05-17 | 2021-06-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-23 | 2021-05-17 | Completed | 33.33% | $58.41 | $57.33 | -1.90% | Signal | |
| 2021-04-13 | 2021-05-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-31 | 2021-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-05-19 | 2021-04-13 | Completed | 33.33% | $37.41 | $56.78 | 51.69% | Signal | |
| 2021-03-29 | 2021-03-31 | Completed | 33.33% | $56.10 | $56.30 | 0.32% | Signal | |
| 2021-03-05 | 2021-03-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-10-12 | 2021-03-05 | Completed | 33.33% | $45.99 | $56.65 | 23.10% | Signal | |
| 2020-09-15 | 2020-10-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2020-09-15 | Completed | 33.33% | $34.25 | $45.53 | 32.87% | Signal | |
| 2020-04-01 | 2020-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-18 | 2020-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-18 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-03-20 | 2020-04-01 | Completed | 33.33% | $32.37 | $32.73 | 1.08% | Signal | |
| 2020-03-18 | 2020-03-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |