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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -29.3% (compared to the benchmark's drawdown of -28.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.8%, compared to a Buy-and-Hold benchmark return of 13.8%. The strategy executed 6 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
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 Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
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AVUV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 24.82% | 34.06% | 5.66% | 13.30% | 5.85% | 13.85% |
| Sharpe Ratio | 1.54 | 1.74 | 0.30 | 0.56 | 0.31 | 0.58 |
| Max Drawdown | -7.60% | -7.95% | -29.33% | -28.79% | -29.33% | -28.79% |
| % Time Invested | 74.6% | 100.0% | 67.8% | 100.0% | 70.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 1.2 | 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 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 | ||||||||
| 2025-12-02 | 2026-03-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.92% | Interest Income | |
| 2025-04-30 | 2025-12-02 | Completed | 100% | $80.68 | $100.52 | 24.53% | Signal | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-26 | 2025-04-07 | Completed | 100% | $87.85 | $73.66 | -16.20% | Stop | |
| 2025-03-04 | 2025-03-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-12-29 | 2025-03-04 | Completed | 100% | $87.14 | $87.16 | -0.03% | Stop | |
| 2023-01-23 | 2023-12-29 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.97% | Interest Income | |
| 2022-10-18 | 2023-01-23 | Completed | 100% | $68.50 | $74.92 | 9.32% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-07-13 | 2022-09-26 | Completed | 100% | $63.10 | $62.03 | -1.74% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2021-09-21 | 2022-06-17 | Completed | 100% | $67.35 | $64.58 | -4.15% | Stop | |
| 2021-09-17 | 2021-09-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |