CGDV Capital Group Dividend Value ETF Share Class
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for CGDV (Capital Group Dividend Value ETF Share Class) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -10.8% (compared to the benchmark's drawdown of -14.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 22.3%, compared to a Buy-and-Hold benchmark return of 24.5%. The strategy executed 3 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.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
CGDV Quality Metrics & KPI Summary
| Metric | 1Y | Full History | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| CAGR | 32.75% | 32.75% | 22.32% | 24.49% |
| Sharpe Ratio | 2.46 | 2.46 | 1.67 | 1.55 |
| Max Drawdown | -9.75% | -9.75% | -10.82% | -14.28% |
| % Time Invested | 100.0% | 100.0% | 97.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.3 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-05-01 | Open | Open | 33.33% | $34.87 | $48.51 | 39.10% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33.33% | $34.87 | $48.51 | 39.10% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33.33% | $34.13 | $48.51 | 42.12% | Mark-to-Market |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-03-04 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2024-02-22 | 2025-04-08 | Completed | 33.33% | $29.79 | $32.91 | 10.49% | Stop |
| 2024-02-22 | 2025-04-07 | Completed | 33.33% | $29.79 | $30.87 | 3.63% | Stop |
| 2024-02-22 | 2025-03-04 | Completed | 33.33% | $29.79 | $35.95 | 20.69% | Signal |
| 2024-02-20 | 2024-02-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2024-02-20 | 2024-02-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2024-02-20 | 2024-02-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |