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 Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -18.9% (compared to the benchmark's drawdown of -28.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.3%, compared to a Buy-and-Hold benchmark return of 25.7%. The strategy executed 57 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.
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
AVUV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 25.19% | 37.56% | 2.29% | 10.57% | 9.30% | 25.70% |
| Sharpe Ratio | 1.62 | 1.83 | 0.16 | 0.44 | 0.55 | 0.88 |
| Max Drawdown | -6.99% | -7.95% | -18.78% | -28.79% | -18.95% | -28.79% |
| % Time Invested | 100.0% | 100.0% | 90.2% | 100.0% | 88.8% | 100.0% |
| Trades / Year | 6.0 | 0.0 | 9.2 | 0.0 | 9.2 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-08 | Open | Open | 33.33% | $119.61 | $120.05 | 0.37% | Mark-to-Market |
| 2025-07-21 | Open | Open | 33.33% | $93.32 | $120.05 | 28.64% | Mark-to-Market |
| 2026-05-20 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Mark-to-Market |
| 2026-04-01 | 2026-05-20 | Completed | 33.33% | $110.68 | $117.65 | 6.30% | Signal |
| 2026-05-04 | 2026-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2026-04-16 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2025-12-15 | 2026-04-16 | Completed | 33.33% | $105.13 | $115.17 | 9.55% | Signal |
| 2026-03-06 | 2026-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2025-12-02 | 2026-03-06 | Completed | 33.33% | $100.89 | $109.24 | 8.27% | Signal |
| 2025-11-17 | 2025-12-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-10-31 | 2025-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2025-06-02 | 2025-11-17 | Completed | 33.33% | $86.89 | $96.73 | 11.32% | Signal |
| 2025-10-29 | 2025-10-31 | Completed | 33.33% | $98.45 | $96.89 | -1.58% | Signal |
| 2025-10-06 | 2025-10-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2025-08-26 | 2025-10-06 | Completed | 33.33% | $97.68 | $100.68 | 3.07% | Signal |
| 2025-08-04 | 2025-08-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2025-04-30 | 2025-08-04 | Completed | 33.33% | $80.98 | $90.00 | 11.14% | Signal |
| 2025-06-03 | 2025-07-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-02-28 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2025-01-24 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-03-28 | 2025-04-07 | Completed | 33.33% | $87.48 | $73.93 | -15.50% | Stop |
| 2025-02-13 | 2025-03-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2024-08-28 | 2025-02-28 | Completed | 33.33% | $92.14 | $90.29 | -2.01% | Stop |
| 2025-01-21 | 2025-02-13 | Completed | 33.33% | $98.12 | $95.10 | -3.08% | Signal |
| 2024-07-24 | 2025-01-24 | Completed | 33.33% | $94.61 | $97.97 | 3.55% | Signal |
| 2024-12-19 | 2025-01-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2024-11-26 | 2024-12-19 | Completed | 33.33% | $103.53 | $95.32 | -7.94% | Stop |
| 2024-11-04 | 2024-11-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2024-10-08 | 2024-11-04 | Completed | 33.33% | $93.10 | $92.35 | -0.81% | Signal |
| 2024-10-02 | 2024-10-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2024-09-16 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2024-08-28 | 2024-09-16 | Completed | 33.33% | $92.14 | $90.95 | -1.30% | Signal |
| 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 |
| 2024-07-11 | 2024-08-06 | Completed | 33.33% | $88.15 | $86.90 | -1.42% | Stop |
| 2024-01-02 | 2024-08-06 | Completed | 33.33% | $86.19 | $86.90 | 0.82% | Stop |
| 2024-07-01 | 2024-07-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2024-06-05 | 2024-07-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2023-12-07 | 2024-07-01 | Completed | 33.33% | $78.84 | $87.58 | 11.09% | Signal |
| 2024-05-10 | 2024-06-05 | Completed | 33.33% | $90.26 | $87.84 | -2.68% | Signal |
| 2024-04-18 | 2024-05-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2024-03-11 | 2024-04-18 | Completed | 33.33% | $86.34 | $84.60 | -2.02% | Signal |
| 2024-02-15 | 2024-03-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2024-02-08 | 2024-02-15 | Completed | 33.33% | $82.87 | $84.92 | 2.47% | Signal |
| 2024-01-17 | 2024-02-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2023-11-09 | 2024-01-17 | Completed | 33.33% | $73.22 | $81.22 | 10.92% | Signal |
| 2023-11-14 | 2024-01-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2023-09-28 | 2023-12-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2023-08-02 | 2023-11-14 | Completed | 33.33% | $79.45 | $74.31 | -6.47% | Signal |
| 2023-09-19 | 2023-11-09 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2023-06-21 | 2023-09-28 | Completed | 33.33% | $72.30 | $74.44 | 2.97% | Signal |
| 2023-09-13 | 2023-09-19 | Completed | 33.33% | $76.11 | $75.63 | -0.63% | Signal |
| 2023-08-18 | 2023-09-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2023-05-23 | 2023-08-18 | Completed | 33.33% | $69.20 | $75.66 | 9.34% | Signal |
| 2023-06-02 | 2023-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2023-06-02 | 2023-06-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2023-04-27 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-05-01 | 2023-05-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-04-10 | 2023-05-01 | Completed | 33.33% | $68.48 | $69.22 | 1.08% | Signal |
| 2023-04-05 | 2023-04-27 | Completed | 33.33% | $68.94 | $67.71 | -1.79% | Signal |
| 2023-04-04 | 2023-04-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2023-04-04 | 2023-04-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2023-03-16 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.99% | Interest Income |
| 2023-03-14 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2023-02-28 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.14% | Interest Income |
| 2023-02-16 | 2023-03-16 | Completed | 33.33% | $78.08 | $67.44 | -13.63% | Stop |
| 2022-12-06 | 2023-03-14 | Completed | 33.33% | $73.02 | $71.07 | -2.68% | Stop |
| 2023-01-11 | 2023-02-28 | Completed | 33.33% | $73.69 | $76.78 | 4.19% | Signal |
| 2023-01-25 | 2023-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2022-11-01 | 2023-01-25 | Completed | 33.33% | $72.77 | $75.06 | 3.14% | Signal |
| 2022-12-13 | 2023-01-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2022-10-12 | 2022-12-13 | Completed | 33.33% | $65.32 | $74.33 | 13.79% | Signal |
| 2022-12-02 | 2022-12-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-11-09 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-11-01 | 2022-11-09 | Completed | 33.33% | $72.77 | $71.90 | -1.19% | Signal |
| 2022-10-04 | 2022-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-10-04 | 2022-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-10-04 | 2022-10-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.07% | 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 |
| 2022-08-17 | 2022-09-26 | Completed | 33.33% | $74.06 | $62.25 | -15.94% | Stop |
| 2022-07-21 | 2022-09-02 | Completed | 33.33% | $67.74 | $69.51 | 2.61% | Stop |
| 2022-04-06 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-12 | 2022-08-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-06-14 | 2022-07-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-05-27 | 2022-06-14 | Completed | 33.33% | $72.49 | $68.02 | -6.16% | Stop |
| 2022-04-14 | 2022-05-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2022-03-22 | 2022-05-12 | Completed | 33.33% | $76.25 | $67.04 | -12.08% | Signal |
| 2022-03-28 | 2022-04-14 | Completed | 33.33% | $76.24 | $74.03 | -2.89% | Signal |
| 2021-10-22 | 2022-04-06 | Completed | 33.33% | $73.81 | $72.63 | -1.59% | Signal |
| 2022-03-04 | 2022-03-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2022-03-02 | 2022-03-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-02-16 | 2022-03-04 | Completed | 33.33% | $74.10 | $73.49 | -0.82% | Signal |
| 2022-02-24 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-02-17 | 2022-02-24 | Completed | 33.33% | $73.74 | $69.47 | -5.79% | Signal |
| 2022-01-06 | 2022-02-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2022-01-25 | 2022-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2021-12-30 | 2022-01-25 | Completed | 33.33% | $74.66 | $71.32 | -4.47% | Stop |
| 2021-09-16 | 2022-01-06 | Completed | 33.33% | $69.18 | $75.47 | 9.10% | Signal |
| 2021-12-01 | 2021-12-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-09-28 | 2021-12-01 | Completed | 33.33% | $71.86 | $72.90 | 1.44% | Stop |
| 2021-09-13 | 2021-10-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2021-09-02 | 2021-09-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-09-02 | 2021-09-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-08-11 | 2021-09-13 | Completed | 33.33% | $69.35 | $68.81 | -0.79% | Signal |
| 2021-08-30 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-08-03 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-08-04 | 2021-08-30 | Completed | 33.33% | $67.64 | $70.62 | 4.41% | Signal |
| 2021-08-03 | 2021-08-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-08-03 | 2021-08-04 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-07-27 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-07-20 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-06-24 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-07-07 | 2021-07-27 | Completed | 33.33% | $36.21 | $67.06 | 85.21% | Signal |
| 2020-06-29 | 2021-07-20 | Completed | 33.33% | $35.48 | $64.31 | 81.25% | Stop |
| 2021-04-19 | 2021-06-24 | Completed | 33.33% | $68.21 | $70.26 | 3.00% | Signal |
| 2021-04-05 | 2021-04-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-03-25 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2020-11-30 | 2021-03-25 | Completed | 33.33% | $50.02 | $62.79 | 25.52% | Stop |
| 2020-11-05 | 2020-11-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-10-08 | 2020-11-05 | Completed | 33.33% | $42.72 | $42.12 | -1.40% | Signal |
| 2020-09-10 | 2020-10-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-07-17 | 2020-09-10 | Completed | 33.33% | $38.13 | $40.79 | 6.97% | Signal |
| 2020-06-12 | 2020-07-17 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2020-06-12 | 2020-07-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-06-02 | 2020-06-29 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2020-06-09 | 2020-06-12 | Completed | 33.33% | $41.61 | $37.05 | -10.96% | Stop |
| 2020-06-08 | 2020-06-12 | Completed | 33.33% | $42.58 | $37.05 | -12.99% | Stop |
| 2020-06-02 | 2020-06-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2020-06-02 | 2020-06-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2020-05-15 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-05-14 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-03-25 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-05-11 | 2020-05-15 | Completed | 33.33% | $33.45 | $30.10 | -10.00% | Stop |
| 2020-05-11 | 2020-05-14 | Completed | 33.33% | $33.45 | $29.11 | -12.98% | Stop |
| 2020-04-17 | 2020-05-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-03-25 | 2020-05-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-04-07 | 2020-04-17 | Completed | 33.33% | $29.24 | $29.53 | 0.99% | Stop |
| 2020-03-25 | 2020-04-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |