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 Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -2.8% (compared to the benchmark's drawdown of -6.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.8%, compared to a Buy-and-Hold benchmark return of 3.8%. The strategy executed 28 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.
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
🎯 Trading Horizon
Select risk profile & execution style for CGCP:
🛡️ Long-Term Investing
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading Active Horizon
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
-2.8% (vs -6.5% B&H)
+3.6% shallower drawdown
Downside Efficiency
1.39 Sortino
+0.36 vs 1.03 B&H
Capital Sheltered from Risk
53.2% 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 | -2.08% | -2.59% | -2.82% | -6.46% |
| Sharpe Ratio | 0.62 | 0.16 | 1.20 | 0.64 |
| Sortino Ratio | 0.71 | 0.25 | 1.39 | 1.03 |
| CAGR | 1.27% | 0.58% | 3.83% | 3.83% |
| % Time Invested | 50.0% | 100.0% | 46.8% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 7.0 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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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 |
|---|---|---|---|
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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 | ||||||||
| 2026-05-18 | 2026-06-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2026-04-23 | 2026-05-18 | Completed | 33.33% | $22.07 | $21.83 | -1.16% | Signal | |
| 2026-03-18 | 2026-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2026-01-16 | 2026-03-25 | Completed | 33.33% | $22.01 | $21.84 | -0.80% | Signal | |
| 2025-06-27 | 2026-03-23 | Completed | 33.33% | $21.11 | $21.77 | 3.04% | Signal | |
| 2025-12-17 | 2026-03-18 | Completed | 33.33% | $21.85 | $21.94 | 0.34% | Signal | |
| 2025-11-21 | 2026-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2025-11-17 | 2025-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2025-06-23 | 2025-11-21 | Completed | 33.33% | $20.99 | $21.82 | 3.93% | Signal | |
| 2025-06-27 | 2025-11-17 | Completed | 33.33% | $21.11 | $21.73 | 2.89% | Signal | |
| 2025-06-04 | 2025-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2025-06-03 | 2025-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2025-04-16 | 2025-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2025-05-19 | 2025-06-04 | Completed | 33.33% | $20.63 | $20.85 | 1.03% | Signal | |
| 2025-05-02 | 2025-06-03 | Completed | 33.33% | $20.72 | $20.81 | 0.35% | Signal | |
| 2025-04-08 | 2025-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2024-12-26 | 2025-05-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income | |
| 2025-02-26 | 2025-04-16 | Completed | 33.33% | $20.85 | $20.58 | -1.36% | Signal | |
| 2025-02-07 | 2025-04-08 | Completed | 33.33% | $20.62 | $20.62 | -0.08% | Signal | |
| 2024-10-28 | 2025-02-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 2024-12-31 | 2025-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2024-12-10 | 2024-12-31 | Completed | 33.33% | $20.74 | $20.45 | -1.47% | Signal | |
| 2024-08-06 | 2024-12-26 | Completed | 33.33% | $20.58 | $20.33 | -1.25% | Signal | |
| 2024-10-15 | 2024-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2024-06-07 | 2024-10-28 | Completed | 33.33% | $19.82 | $20.50 | 3.38% | Signal | |
| 2024-05-20 | 2024-10-15 | Completed | 33.33% | $19.78 | $20.72 | 4.74% | Signal | |
| 2024-05-14 | 2024-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income | |
| 2024-02-23 | 2024-06-07 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.55% | Interest Income | |
| 2024-04-09 | 2024-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2024-01-12 | 2024-05-14 | Completed | 33.33% | $19.87 | $19.72 | -0.77% | Signal | |
| 2024-03-25 | 2024-04-09 | Completed | 33.33% | $19.81 | $19.71 | -0.53% | Signal | |
| 2024-02-06 | 2024-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2023-11-29 | 2024-02-23 | Completed | 33.33% | $19.14 | $19.58 | 2.23% | Signal | |
| 2023-11-15 | 2024-02-06 | Completed | 33.33% | $18.80 | $19.69 | 4.72% | Signal | |
| 2023-06-26 | 2024-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.01% | Interest Income | |
| 2023-05-26 | 2023-11-29 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.77% | Interest Income | |
| 2023-08-10 | 2023-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.47% | Interest Income | |
| 2023-08-03 | 2023-08-10 | Completed | 33.33% | $18.78 | $18.96 | 0.90% | Signal | |
| 2023-05-09 | 2023-08-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.24% | Interest Income | |
| 2023-06-16 | 2023-06-26 | Completed | 33.33% | $18.95 | $18.97 | 0.04% | Signal | |
| 2023-05-18 | 2023-06-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2023-04-12 | 2023-05-26 | Completed | 33.33% | $19.27 | $18.76 | -2.65% | Signal | |
| 2023-02-14 | 2023-05-18 | Completed | 33.33% | $18.79 | $18.99 | 1.03% | Signal | |
| 2023-03-27 | 2023-05-09 | Completed | 33.33% | $19.01 | $19.12 | 0.54% | Signal | |
| 2023-03-02 | 2023-04-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2023-02-23 | 2023-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2022-12-02 | 2023-03-02 | Completed | 33.33% | $18.67 | $18.39 | -1.56% | Signal | |
| 2023-02-07 | 2023-02-23 | Completed | 33.33% | $18.92 | $18.61 | -1.72% | Signal | |
| 2022-09-02 | 2023-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.81% | Interest Income | |
| 2023-01-13 | 2023-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2022-11-17 | 2023-01-13 | Completed | 33.33% | $18.39 | $19.08 | 3.70% | Signal | |
| 2022-09-15 | 2022-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2022-09-02 | 2022-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 2022-09-07 | 2022-09-15 | Completed | 33.33% | $18.82 | $18.71 | -0.66% | Signal | |
| 2022-09-02 | 2022-09-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |