AVUV
Avantis U.S. Small Cap Value ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for AVUV (Avantis U.S. Small Cap Value ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -22.4% (compared to the benchmark's drawdown of -28.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.4%, compared to a Buy-and-Hold benchmark return of 13.8%. The strategy executed 21 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.
AVUV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 27.99% | 34.06% | 6.19% | 13.30% | 6.39% | 13.85% |
| Sharpe Ratio | 1.76 | 1.74 | 0.38 | 0.56 | 0.39 | 0.58 |
| Max Drawdown | -7.17% | -7.95% | -22.41% | -28.79% | -22.41% | -28.79% |
| % Time Invested | 100.0% | 100.0% | 90.4% | 100.0% | 93.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 4.2 | 0.0 | 4.3 | 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 | ||||||||
| 2025-12-03 | 2026-03-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.88% | Interest Income | |
| 2025-05-01 | 2025-12-03 | Completed | 33.33% | $81.31 | $100.30 | 23.30% | Signal | |
| 2025-05-07 | 2025-10-16 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.88% | Interest Income | |
| 2025-02-28 | 2025-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.66% | Interest Income | |
| 2025-04-30 | 2025-05-07 | Completed | 33.33% | $80.68 | $83.36 | 3.27% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-27 | 2025-04-08 | Completed | 33.33% | $87.51 | $78.24 | -10.64% | Stop | |
| 2025-03-24 | 2025-04-07 | Completed | 33.33% | $86.92 | $73.66 | -15.31% | Stop | |
| 2025-03-05 | 2025-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-28 | 2025-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-01-03 | 2025-03-05 | Completed | 33.33% | $85.21 | $86.54 | 1.51% | Stop | |
| 2024-08-28 | 2025-02-28 | Completed | 33.33% | $91.81 | $89.96 | -2.06% | Stop | |
| 2024-08-28 | 2025-02-28 | Completed | 33.33% | $91.81 | $89.96 | -2.06% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-01-02 | 2024-08-06 | Completed | 33.33% | $85.87 | $86.58 | 0.77% | Stop | |
| 2023-11-02 | 2024-08-06 | Completed | 33.33% | $72.17 | $86.58 | 19.91% | Stop | |
| 2023-01-06 | 2024-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 5.20% | Interest Income | |
| 2023-11-14 | 2024-01-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2023-08-01 | 2023-11-14 | Completed | 33.33% | $79.85 | $74.04 | -7.32% | Signal | |
| 2023-07-26 | 2023-11-02 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.52% | Interest Income | |
| 2023-04-28 | 2023-08-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.34% | Interest Income | |
| 2023-04-05 | 2023-07-26 | Completed | 33.33% | $68.69 | $78.32 | 13.97% | Signal | |
| 2023-04-05 | 2023-04-28 | Completed | 33.33% | $68.69 | $68.02 | -1.03% | Signal | |
| 2023-03-14 | 2023-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-03-14 | 2023-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-12-06 | 2023-03-14 | Completed | 33.33% | $72.76 | $70.81 | -2.73% | Stop | |
| 2022-11-01 | 2023-03-14 | Completed | 33.33% | $72.50 | $70.81 | -2.39% | Stop | |
| 2022-10-18 | 2023-01-06 | Completed | 33.33% | $68.50 | $70.74 | 3.23% | Signal | |
| 2022-11-11 | 2022-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-10-24 | 2022-11-11 | Completed | 33.33% | $68.00 | $74.35 | 9.28% | Signal | |
| 2022-06-17 | 2022-11-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.07% | Interest Income | |
| 2022-04-07 | 2022-10-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-07-13 | 2022-09-26 | Completed | 33.33% | $63.10 | $62.03 | -1.74% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-06-03 | 2022-06-17 | Completed | 33.33% | $73.65 | $64.58 | -12.36% | Stop | |
| 2021-09-21 | 2022-06-17 | Completed | 33.33% | $67.35 | $64.58 | -4.15% | Stop | |
| 2022-05-11 | 2022-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2021-09-21 | 2022-05-11 | Completed | 33.33% | $67.35 | $68.21 | 1.24% | Stop | |
| 2021-10-22 | 2022-04-07 | Completed | 33.33% | $73.54 | $71.80 | -2.41% | Signal | |
| 2021-09-17 | 2021-10-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-09-17 | 2021-09-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-09-17 | 2021-09-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |