CGCP Capital Group Core Plus Income ETF Share Class
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for CGCP (Capital Group Core Plus Income ETF Share Class) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -3.0% (compared to the benchmark's drawdown of -6.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.4%, compared to a Buy-and-Hold benchmark return of 4.4%. The strategy executed 27 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
CGCP Quality Metrics & KPI Summary
| Metric | 1Y | Full History | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| CAGR | 4.45% | 6.13% | 4.41% | 4.40% |
| Sharpe Ratio | 1.61 | 1.61 | 1.28 | 0.71 |
| Max Drawdown | -2.06% | -2.59% | -2.98% | -6.46% |
| % Time Invested | 83.7% | 100.0% | 74.8% | 100.0% |
| Trades / Year | 6.0 | 0.0 | 7.2 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-18 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-04-23 | 2026-05-18 | Completed | 33.33% | $22.35 | $22.10 | -1.11% | Signal |
| 2026-03-25 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2026-03-23 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2026-03-18 | 2026-04-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2026-01-16 | 2026-03-25 | Completed | 33.33% | $22.28 | $22.12 | -0.75% | Signal |
| 2025-06-27 | 2026-03-23 | Completed | 33.33% | $21.38 | $22.04 | 3.09% | Signal |
| 2025-12-17 | 2026-03-18 | Completed | 33.33% | $22.13 | $22.22 | 0.39% | Signal |
| 2025-11-21 | 2026-01-16 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2025-11-17 | 2025-12-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2025-06-23 | 2025-11-21 | Completed | 33.33% | $21.25 | $22.09 | 3.98% | Signal |
| 2025-06-27 | 2025-11-17 | Completed | 33.33% | $21.38 | $22.01 | 2.94% | Signal |
| 2025-06-04 | 2025-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2025-06-03 | 2025-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-06-03 | 2025-06-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2025-05-19 | 2025-06-04 | Completed | 33.33% | $20.89 | $21.12 | 1.08% | Signal |
| 2025-05-02 | 2025-06-03 | Completed | 33.33% | $20.98 | $21.07 | 0.40% | Signal |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-05-02 | 2025-05-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2024-12-26 | 2025-05-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2025-04-16 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2025-02-26 | 2025-04-16 | Completed | 33.33% | $21.12 | $20.84 | -1.31% | Signal |
| 2025-02-07 | 2025-04-08 | Completed | 33.33% | $20.88 | $20.88 | -0.03% | Signal |
| 2024-10-28 | 2025-02-26 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.79% | Interest Income |
| 2024-12-31 | 2025-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2024-12-10 | 2024-12-31 | Completed | 33.33% | $21.00 | $20.70 | -1.42% | Signal |
| 2024-08-06 | 2024-12-26 | Completed | 33.33% | $20.83 | $20.58 | -1.21% | Signal |
| 2024-10-15 | 2024-12-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2024-06-07 | 2024-10-28 | Completed | 33.33% | $20.07 | $20.76 | 3.44% | Signal |
| 2024-05-20 | 2024-10-15 | Completed | 33.33% | $20.02 | $20.98 | 4.79% | Signal |
| 2024-08-02 | 2024-08-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-05-14 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2024-02-23 | 2024-06-07 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.83% | Interest Income |
| 2024-04-09 | 2024-05-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2024-01-12 | 2024-05-14 | Completed | 33.33% | $20.12 | $19.97 | -0.73% | Signal |
| 2024-03-25 | 2024-04-09 | Completed | 33.33% | $20.05 | $19.96 | -0.48% | Signal |
| 2024-02-06 | 2024-03-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2023-11-29 | 2024-02-23 | Completed | 33.33% | $19.38 | $19.83 | 2.28% | Signal |
| 2023-11-15 | 2024-02-06 | Completed | 33.33% | $19.03 | $19.94 | 4.77% | Signal |
| 2023-06-26 | 2024-01-12 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 3.60% | Interest Income |
| 2023-06-02 | 2023-11-29 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.08% | Interest Income |
| 2023-08-10 | 2023-11-15 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.58% | Interest Income |
| 2023-08-03 | 2023-08-10 | Completed | 33.33% | $19.02 | $19.20 | 0.95% | Signal |
| 2023-06-02 | 2023-08-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2023-06-16 | 2023-06-26 | Completed | 33.33% | $19.19 | $19.21 | 0.09% | Signal |
| 2023-06-02 | 2023-06-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2023-05-26 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2023-05-18 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2023-05-09 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-04-12 | 2023-05-26 | Completed | 33.33% | $19.51 | $19.00 | -2.60% | Signal |
| 2023-02-14 | 2023-05-18 | Completed | 33.33% | $19.03 | $19.23 | 1.08% | Signal |
| 2023-03-27 | 2023-05-09 | Completed | 33.33% | $19.24 | $19.36 | 0.59% | Signal |
| 2023-04-04 | 2023-04-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2023-03-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.17% | Interest Income |
| 2023-02-23 | 2023-03-27 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.63% | Interest Income |
| 2022-12-02 | 2023-03-02 | Completed | 33.33% | $18.90 | $18.62 | -1.51% | Signal |
| 2023-02-07 | 2023-02-23 | Completed | 33.33% | $19.16 | $18.84 | -1.67% | Signal |
| 2022-12-02 | 2023-02-14 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.69% | Interest Income |
| 2023-01-13 | 2023-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2022-11-17 | 2023-01-13 | Completed | 33.33% | $18.62 | $19.32 | 3.75% | Signal |
| 2022-10-04 | 2022-12-02 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-11-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-09-15 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.20% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2022-09-07 | 2022-09-15 | Completed | 33.33% | $19.06 | $18.94 | -0.61% | Signal |
| 2022-09-02 | 2022-09-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |