CGCP
Capital Group Core Plus Income ETF Share Class
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-09
Executive Summary
The quantitative backtest for CGCP (Capital Group Core Plus Income ETF Share Class) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -3.8% (compared to the benchmark's drawdown of -4.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.5%, compared to a Buy-and-Hold benchmark return of 4.4%. The strategy executed 6 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for CGCP:
Excess Return MMA Active Model
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.
🎯 Trading Horizon
Select risk profile & execution style for CGCP:
🛡️ Long-Term Investing Active Horizon
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.
🛡️ CGCP Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-3.8% (vs -4.2% B&H)
+0.4% shallower drawdown
Downside Efficiency
1.67 Sortino
+0.20 vs 1.47 B&H
Capital Sheltered from Risk
30.2% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 CGCP Quality Metrics & KPI Summary
| Metric | 1Y | Full | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -2.34% | -2.59% | -3.80% | -4.24% |
| Sharpe Ratio | 0.67 | 0.16 | 1.16 | 0.98 |
| Sortino Ratio | 0.96 | 0.25 | 1.67 | 1.47 |
| CAGR | 1.81% | 0.58% | 3.55% | 4.40% |
| % Time Invested | 76.7% | 100.0% | 69.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.4 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Loading...
Loading Top Diversifiers for CGCP... Top Diversifiers for CGCP
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
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. Subscribe to Unlock | ||||||||
| 2025-06-27 | 2026-06-18 | Completed | 33.33% | $21.11 | $22.09 | 4.59% | Signal | |
| 2025-06-27 | 2026-03-20 | Completed | 33.33% | $21.11 | $21.83 | 3.36% | Signal | |
| 2025-06-03 | 2025-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2025-03-26 | 2025-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2025-05-02 | 2025-06-03 | Completed | 33.33% | $20.72 | $20.81 | 0.35% | Signal | |
| 2024-12-24 | 2025-05-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.48% | Interest Income | |
| 2024-03-28 | 2025-03-26 | Completed | 33.33% | $19.76 | $20.82 | 5.34% | Signal | |
| 2024-08-06 | 2024-12-24 | Completed | 33.33% | $20.58 | $20.32 | -1.30% | Signal | |
| 2024-02-20 | 2024-09-27 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.21% | Interest Income | |
| 2024-05-14 | 2024-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income | |
| 2024-02-22 | 2024-05-14 | Completed | 33.33% | $19.61 | $19.72 | 0.54% | Signal | |
| 2024-02-20 | 2024-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2024-02-20 | 2024-02-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |