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 Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -10.4% (compared to the benchmark's drawdown of -14.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.6%, compared to a Buy-and-Hold benchmark return of 23.2%. The strategy executed 28 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
CGDV Quality Metrics & KPI Summary
| Metric | 1Y | Full History | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| CAGR | 25.85% | 32.75% | 15.61% | 23.19% |
| Sharpe Ratio | 2.42 | 2.46 | 1.46 | 1.43 |
| Max Drawdown | -7.50% | -9.75% | -10.36% | -14.28% |
| % Time Invested | 100.0% | 100.0% | 96.4% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 7.4 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-08 | Open | Open | 33.33% | $47.28 | $48.51 | 2.60% | Mark-to-Market |
| 2026-04-13 | Open | Open | 33.33% | $44.59 | $48.51 | 8.79% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33.33% | $34.87 | $48.51 | 39.10% | Mark-to-Market |
| 2026-05-04 | 2026-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2026-03-31 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2026-03-10 | 2026-04-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2025-05-01 | 2026-03-31 | Completed | 33.33% | $34.87 | $41.89 | 20.12% | Signal |
| 2025-12-15 | 2026-03-10 | Completed | 33.33% | $43.34 | $44.40 | 2.44% | Signal |
| 2025-11-20 | 2025-12-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-11-13 | 2025-11-20 | Completed | 33.33% | $43.00 | $42.73 | -0.62% | Signal |
| 2025-10-22 | 2025-11-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2025-09-03 | 2025-10-22 | Completed | 33.33% | $40.82 | $42.10 | 3.15% | Signal |
| 2025-08-11 | 2025-09-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-04-30 | 2025-08-11 | Completed | 33.33% | $34.13 | $40.17 | 17.70% | Signal |
| 2025-04-07 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | 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 |
| 2025-04-03 | 2025-04-07 | Completed | 33.33% | $34.48 | $30.87 | -10.47% | Signal |
| 2025-02-20 | 2025-04-07 | Completed | 33.33% | $36.63 | $30.87 | -15.72% | Signal |
| 2025-03-04 | 2025-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-01-22 | 2025-03-04 | Completed | 33.33% | $35.78 | $35.95 | 0.47% | Signal |
| 2023-12-28 | 2025-03-04 | Completed | 33.33% | $28.95 | $35.95 | 24.16% | Signal |
| 2024-12-18 | 2025-02-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2024-11-27 | 2025-01-22 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2023-11-29 | 2024-12-18 | Completed | 33.33% | $26.98 | $35.38 | 31.13% | Signal |
| 2024-11-25 | 2024-11-27 | Completed | 33.33% | $35.96 | $36.17 | 0.60% | Signal |
| 2024-11-01 | 2024-11-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2024-10-09 | 2024-11-01 | Completed | 33.33% | $35.53 | $35.31 | -0.61% | Signal |
| 2024-10-02 | 2024-10-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2024-09-17 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2024-09-05 | 2024-09-17 | Completed | 33.33% | $34.34 | $34.92 | 1.70% | Signal |
| 2024-08-13 | 2024-09-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2024-07-01 | 2024-08-13 | Completed | 33.33% | $32.25 | $33.18 | 2.90% | Signal |
| 2024-06-06 | 2024-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-05-10 | 2024-06-06 | Completed | 33.33% | $31.96 | $31.99 | 0.09% | Signal |
| 2024-04-18 | 2024-05-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2024-02-09 | 2024-04-18 | Completed | 33.33% | $29.39 | $30.48 | 3.71% | Signal |
| 2024-01-18 | 2024-02-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2023-11-20 | 2024-01-18 | Completed | 33.33% | $26.84 | $28.46 | 6.04% | Signal |
| 2023-11-09 | 2023-12-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2023-09-21 | 2023-11-29 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2023-10-27 | 2023-11-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-12-29 | 2023-11-09 | Completed | 33.33% | $22.29 | $26.01 | 16.67% | Signal |
| 2023-10-19 | 2023-10-27 | Completed | 33.33% | $25.62 | $24.78 | -3.27% | Signal |
| 2023-09-22 | 2023-10-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-09-07 | 2023-09-22 | Completed | 33.33% | $26.09 | $25.62 | -1.80% | Signal |
| 2023-04-28 | 2023-09-21 | Completed | 33.33% | $24.18 | $25.78 | 6.63% | Signal |
| 2023-08-15 | 2023-09-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2023-06-02 | 2023-08-15 | Completed | 33.33% | $24.53 | $26.37 | 7.48% | Signal |
| 2023-05-10 | 2023-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-04-03 | 2023-05-10 | Completed | 33.33% | $23.87 | $24.24 | 1.52% | Signal |
| 2023-04-05 | 2023-04-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2022-11-18 | 2023-04-05 | Completed | 33.33% | $22.36 | $23.76 | 6.26% | Signal |
| 2023-02-27 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.25% | Interest Income |
| 2023-01-17 | 2023-02-27 | Completed | 33.33% | $23.42 | $23.33 | -0.37% | Signal |
| 2022-12-21 | 2023-01-17 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2022-12-02 | 2022-12-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2022-10-19 | 2022-12-21 | Completed | 33.33% | $20.41 | $22.30 | 9.31% | Signal |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-05 | 2022-11-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-10-04 | 2022-10-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-08-25 | 2022-10-05 | Completed | 33.33% | $22.23 | $20.38 | -8.34% | Signal |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-08-25 | 2022-09-02 | Completed | 33.33% | $22.23 | $21.67 | -2.54% | Signal |
| 2022-08-23 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-08-23 | 2022-08-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-08-23 | 2022-08-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |