AVUV Avantis U.S. Small Cap Value ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for AVUV (Avantis U.S. Small Cap Value ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -22.5% (compared to the benchmark's drawdown of -28.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.0%, compared to a Buy-and-Hold benchmark return of 13.2%. The strategy executed 21 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
AVUV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 26.37% | 37.56% | 5.62% | 10.57% | 6.00% | 13.21% |
| Sharpe Ratio | 1.74 | 1.83 | 0.35 | 0.44 | 0.36 | 0.55 |
| Max Drawdown | -7.19% | -7.95% | -22.53% | -28.79% | -22.53% | -28.79% |
| % Time Invested | 100.0% | 100.0% | 87.4% | 100.0% | 93.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 4.2 | 0.0 | 4.5 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-04 | Open | Open | 33.33% | $112.46 | $120.05 | 6.75% | Mark-to-Market |
| 2025-10-16 | Open | Open | 33.33% | $98.63 | $120.05 | 21.72% | Mark-to-Market |
| 2025-07-21 | Open | Open | 33.33% | $93.32 | $120.05 | 28.64% | Mark-to-Market |
| 2026-03-03 | 2026-03-04 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2025-12-03 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2025-05-01 | 2025-12-03 | Completed | 33.33% | $81.61 | $100.67 | 23.36% | Signal |
| 2025-06-03 | 2025-10-16 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.94% | Interest Income |
| 2025-06-03 | 2025-07-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2025-05-07 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-30 | 2025-05-07 | Completed | 33.33% | $80.98 | $83.66 | 3.32% | Signal |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-02-28 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-03-27 | 2025-04-08 | Completed | 33.33% | $87.83 | $78.53 | -10.59% | Stop |
| 2025-03-24 | 2025-04-07 | Completed | 33.33% | $87.24 | $73.93 | -15.26% | Stop |
| 2025-03-05 | 2025-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2025-02-28 | 2025-03-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2024-01-03 | 2025-03-05 | Completed | 33.33% | $85.52 | $86.86 | 1.56% | Stop |
| 2024-08-28 | 2025-02-28 | Completed | 33.33% | $92.14 | $90.29 | -2.01% | Stop |
| 2024-08-28 | 2025-02-28 | Completed | 33.33% | $92.14 | $90.29 | -2.01% | Stop |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-01-02 | 2024-08-06 | Completed | 33.33% | $86.19 | $86.90 | 0.82% | Stop |
| 2023-11-02 | 2024-08-06 | Completed | 33.33% | $72.44 | $86.90 | 19.97% | Stop |
| 2023-06-02 | 2024-01-03 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 3.76% | Interest Income |
| 2023-11-14 | 2024-01-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2023-08-01 | 2023-11-14 | Completed | 33.33% | $80.14 | $74.31 | -7.28% | Signal |
| 2023-07-26 | 2023-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.73% | Interest Income |
| 2023-06-02 | 2023-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2023-04-05 | 2023-07-26 | Completed | 33.33% | $68.94 | $78.61 | 14.03% | Signal |
| 2023-04-28 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-05 | 2023-04-28 | Completed | 33.33% | $68.94 | $68.27 | -0.98% | Signal |
| 2023-04-04 | 2023-04-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2023-04-04 | 2023-04-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2023-03-14 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2023-03-14 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2023-01-06 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2022-12-06 | 2023-03-14 | Completed | 33.33% | $73.02 | $71.07 | -2.68% | Stop |
| 2022-11-01 | 2023-03-14 | Completed | 33.33% | $72.77 | $71.07 | -2.34% | Stop |
| 2022-10-18 | 2023-01-06 | Completed | 33.33% | $68.75 | $71.00 | 3.28% | Signal |
| 2022-12-02 | 2022-12-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-11-11 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2022-10-24 | 2022-11-11 | Completed | 33.33% | $68.25 | $74.63 | 9.34% | Signal |
| 2022-10-04 | 2022-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-10-04 | 2022-10-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-10-04 | 2022-10-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-09-26 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.40% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-07-13 | 2022-09-26 | Completed | 33.33% | $63.33 | $62.25 | -1.70% | Stop |
| 2022-06-17 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2022-04-07 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-06-17 | 2022-07-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-06-03 | 2022-06-17 | Completed | 33.33% | $73.92 | $64.82 | -12.32% | Stop |
| 2021-09-21 | 2022-06-17 | Completed | 33.33% | $67.59 | $64.82 | -4.11% | Stop |
| 2022-05-11 | 2022-06-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-09-21 | 2022-05-11 | Completed | 33.33% | $67.59 | $68.46 | 1.29% | Stop |
| 2021-10-22 | 2022-04-07 | Completed | 33.33% | $73.81 | $72.07 | -2.36% | Signal |
| 2021-09-17 | 2021-10-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2021-09-17 | 2021-09-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2021-09-17 | 2021-09-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |