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 Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.2% (compared to the benchmark's drawdown of -28.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.1%, compared to a Buy-and-Hold benchmark return of 25.9%. The strategy executed 57 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
AVUV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 22.51% | 34.06% | 4.09% | 13.30% | 9.08% | 25.93% |
| Sharpe Ratio | 1.49 | 1.74 | 0.29 | 0.56 | 0.54 | 0.89 |
| Max Drawdown | -7.00% | -7.95% | -18.48% | -28.79% | -19.22% | -28.79% |
| % Time Invested | 100.0% | 100.0% | 90.2% | 100.0% | 89.1% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 9.2 | 0.0 | 9.0 | 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 | ||||||||
| 2026-04-01 | 2026-05-20 | Completed | 33.33% | $110.27 | $117.22 | 6.24% | Signal | |
| 2026-04-16 | 2026-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-15 | 2026-04-16 | Completed | 33.33% | $104.74 | $114.75 | 9.50% | Signal | |
| 2026-03-06 | 2026-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-12-02 | 2026-03-06 | Completed | 33.33% | $100.52 | $108.84 | 8.22% | Signal | |
| 2025-11-17 | 2025-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2025-10-31 | 2025-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2025-06-02 | 2025-11-17 | Completed | 33.33% | $86.58 | $96.37 | 11.26% | Signal | |
| 2025-10-29 | 2025-10-31 | Completed | 33.33% | $98.09 | $96.53 | -1.63% | Signal | |
| 2025-10-06 | 2025-10-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-08-26 | 2025-10-06 | Completed | 33.33% | $97.33 | $100.31 | 3.02% | Signal | |
| 2025-08-04 | 2025-08-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-30 | 2025-08-04 | Completed | 33.33% | $80.68 | $89.67 | 11.08% | Signal | |
| 2025-02-28 | 2025-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.66% | Interest Income | |
| 2025-01-24 | 2025-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.49% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-28 | 2025-04-07 | Completed | 33.33% | $87.16 | $73.66 | -15.54% | Stop | |
| 2025-02-13 | 2025-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2024-08-28 | 2025-02-28 | Completed | 33.33% | $91.81 | $89.96 | -2.06% | Stop | |
| 2025-01-21 | 2025-02-13 | Completed | 33.33% | $97.76 | $94.75 | -3.13% | Signal | |
| 2024-07-24 | 2025-01-24 | Completed | 33.33% | $94.27 | $97.62 | 3.50% | Signal | |
| 2024-12-19 | 2025-01-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2024-11-26 | 2024-12-19 | Completed | 33.33% | $103.15 | $94.97 | -7.98% | Stop | |
| 2024-11-04 | 2024-11-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-10-08 | 2024-11-04 | Completed | 33.33% | $92.76 | $92.01 | -0.86% | Signal | |
| 2024-09-16 | 2024-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2024-08-28 | 2024-09-16 | Completed | 33.33% | $91.81 | $90.61 | -1.35% | Signal | |
| 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 | |
| 2024-07-11 | 2024-08-06 | Completed | 33.33% | $87.83 | $86.58 | -1.47% | Stop | |
| 2024-01-02 | 2024-08-06 | Completed | 33.33% | $85.87 | $86.58 | 0.77% | Stop | |
| 2024-07-01 | 2024-07-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-06-05 | 2024-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2023-12-07 | 2024-07-01 | Completed | 33.33% | $78.55 | $87.26 | 11.03% | Signal | |
| 2024-05-10 | 2024-06-05 | Completed | 33.33% | $89.93 | $87.51 | -2.73% | Signal | |
| 2024-04-18 | 2024-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-03-11 | 2024-04-18 | Completed | 33.33% | $86.03 | $84.29 | -2.07% | Signal | |
| 2024-02-15 | 2024-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-02-08 | 2024-02-15 | Completed | 33.33% | $82.57 | $84.61 | 2.42% | Signal | |
| 2024-01-17 | 2024-02-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-09 | 2024-01-17 | Completed | 33.33% | $72.96 | $80.92 | 10.87% | Signal | |
| 2023-11-14 | 2024-01-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2023-09-28 | 2023-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 2023-08-02 | 2023-11-14 | Completed | 33.33% | $79.16 | $74.04 | -6.52% | Signal | |
| 2023-09-19 | 2023-11-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2023-06-21 | 2023-09-28 | Completed | 33.33% | $72.03 | $74.17 | 2.92% | Signal | |
| 2023-09-13 | 2023-09-19 | Completed | 33.33% | $75.83 | $75.35 | -0.68% | Signal | |
| 2023-08-18 | 2023-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2023-05-23 | 2023-08-18 | Completed | 33.33% | $68.95 | $75.38 | 9.28% | Signal | |
| 2023-04-27 | 2023-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 2023-03-16 | 2023-06-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income | |
| 2023-05-01 | 2023-05-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-04-10 | 2023-05-01 | Completed | 33.33% | $68.23 | $68.96 | 1.03% | Signal | |
| 2023-04-05 | 2023-04-27 | Completed | 33.33% | $68.69 | $67.46 | -1.84% | Signal | |
| 2023-02-28 | 2023-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2023-03-14 | 2023-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-02-16 | 2023-03-16 | Completed | 33.33% | $77.80 | $67.20 | -13.67% | Stop | |
| 2022-12-06 | 2023-03-14 | Completed | 33.33% | $72.76 | $70.81 | -2.73% | Stop | |
| 2023-01-11 | 2023-02-28 | Completed | 33.33% | $73.42 | $76.50 | 4.14% | Signal | |
| 2023-01-25 | 2023-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2022-11-01 | 2023-01-25 | Completed | 33.33% | $72.50 | $74.78 | 3.09% | Signal | |
| 2022-12-13 | 2023-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2022-10-12 | 2022-12-13 | Completed | 33.33% | $65.08 | $74.06 | 13.74% | Signal | |
| 2022-11-09 | 2022-12-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-11-01 | 2022-11-09 | Completed | 33.33% | $72.50 | $71.64 | -1.24% | Signal | |
| 2022-09-26 | 2022-11-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2022-04-06 | 2022-11-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.28% | Interest Income | |
| 2022-09-02 | 2022-10-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2022-08-17 | 2022-09-26 | Completed | 33.33% | $73.78 | $62.03 | -15.98% | Stop | |
| 2022-07-21 | 2022-09-02 | Completed | 33.33% | $67.49 | $69.26 | 2.56% | Stop | |
| 2022-05-12 | 2022-08-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2022-06-14 | 2022-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2022-05-27 | 2022-06-14 | Completed | 33.33% | $72.22 | $67.77 | -6.21% | Stop | |
| 2022-04-14 | 2022-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-03-22 | 2022-05-12 | Completed | 33.33% | $75.97 | $66.79 | -12.12% | Signal | |
| 2022-03-28 | 2022-04-14 | Completed | 33.33% | $75.96 | $73.76 | -2.94% | Signal | |
| 2021-10-22 | 2022-04-06 | Completed | 33.33% | $73.54 | $72.37 | -1.64% | Signal | |
| 2022-03-04 | 2022-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-02-24 | 2022-03-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-02-16 | 2022-03-04 | Completed | 33.33% | $73.83 | $73.22 | -0.87% | Signal | |
| 2022-02-17 | 2022-02-24 | Completed | 33.33% | $73.47 | $69.22 | -5.84% | Signal | |
| 2022-01-06 | 2022-02-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-12-30 | 2022-01-25 | Completed | 33.33% | $74.38 | $71.05 | -4.52% | Stop | |
| 2021-09-16 | 2022-01-06 | Completed | 33.33% | $68.93 | $75.20 | 9.05% | Signal | |
| 2021-12-01 | 2021-12-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-09-28 | 2021-12-01 | Completed | 33.33% | $71.60 | $72.63 | 1.39% | Stop | |
| 2021-09-13 | 2021-10-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-08-30 | 2021-09-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-07-27 | 2021-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-08-11 | 2021-09-13 | Completed | 33.33% | $69.10 | $68.56 | -0.84% | Signal | |
| 2021-08-04 | 2021-08-30 | Completed | 33.33% | $67.39 | $70.36 | 4.36% | Signal | |
| 2021-07-20 | 2021-08-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-06-24 | 2021-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-07 | 2021-07-27 | Completed | 33.33% | $36.08 | $66.82 | 85.11% | Signal | |
| 2020-06-29 | 2021-07-20 | Completed | 33.33% | $35.35 | $64.08 | 81.16% | Stop | |
| 2021-04-19 | 2021-06-24 | Completed | 33.33% | $67.96 | $70.00 | 2.94% | Signal | |
| 2021-03-25 | 2021-04-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-11-30 | 2021-03-25 | Completed | 33.33% | $49.84 | $62.56 | 25.46% | Stop | |
| 2020-11-05 | 2020-11-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-10-08 | 2020-11-05 | Completed | 33.33% | $42.56 | $41.97 | -1.45% | Signal | |
| 2020-09-10 | 2020-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-17 | 2020-09-10 | Completed | 33.33% | $37.99 | $40.64 | 6.91% | Signal | |
| 2020-06-12 | 2020-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-12 | 2020-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-25 | 2020-06-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-06-09 | 2020-06-12 | Completed | 33.33% | $41.46 | $36.92 | -11.01% | Stop | |
| 2020-06-08 | 2020-06-12 | Completed | 33.33% | $42.43 | $36.92 | -13.03% | Stop | |
| 2020-05-15 | 2020-06-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-05-14 | 2020-06-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-05-11 | 2020-05-15 | Completed | 33.33% | $33.33 | $29.99 | -10.05% | Stop | |
| 2020-05-11 | 2020-05-14 | Completed | 33.33% | $33.33 | $29.00 | -13.03% | Stop | |
| 2020-04-17 | 2020-05-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-25 | 2020-05-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-07 | 2020-04-17 | Completed | 33.33% | $29.14 | $29.43 | 0.94% | Stop | |
| 2020-03-25 | 2020-04-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |