CGDV
Capital Group Dividend Value ETF Share Class
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for CGDV (Capital Group Dividend Value 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 -10.1% (compared to the benchmark's drawdown of -14.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.5%, compared to a Buy-and-Hold benchmark return of 22.5%. The strategy executed 29 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.
📊 Mathematical Model
Excess Return MMA Active
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
CGDV Quality Metrics & KPI Summary
| Metric | 1Y | Full History | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| CAGR | 13.27% | 20.64% | 14.53% | 22.50% |
| Sharpe Ratio | 1.21 | 1.52 | 1.37 | 1.40 |
| Max Drawdown | -7.51% | -9.75% | -10.05% | -14.28% |
| % Time Invested | 100.0% | 100.0% | 96.5% | 100.0% |
| Trades / Year | 4.0 | 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 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. Upgrade to Pro to Unlock | ||||||||
| 2026-03-31 | 2026-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2026-03-10 | 2026-04-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2025-05-01 | 2026-03-31 | Completed | 33.33% | $34.77 | $41.76 | 20.06% | Signal | |
| 2025-12-15 | 2026-03-10 | Completed | 33.33% | $43.21 | $44.27 | 2.39% | Signal | |
| 2025-11-20 | 2025-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-11-13 | 2025-11-20 | Completed | 33.33% | $42.87 | $42.60 | -0.67% | Signal | |
| 2025-10-22 | 2025-11-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-09-03 | 2025-10-22 | Completed | 33.33% | $40.70 | $41.98 | 3.10% | Signal | |
| 2025-08-11 | 2025-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-30 | 2025-08-11 | Completed | 33.33% | $34.03 | $40.06 | 17.64% | Signal | |
| 2025-04-07 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2025-03-04 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-03 | 2025-04-07 | Completed | 33.33% | $34.38 | $30.78 | -10.52% | Signal | |
| 2025-02-20 | 2025-04-07 | Completed | 33.33% | $36.52 | $30.78 | -15.77% | Signal | |
| 2025-03-04 | 2025-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2025-01-22 | 2025-03-04 | Completed | 33.33% | $35.67 | $35.84 | 0.42% | Signal | |
| 2023-12-28 | 2025-03-04 | Completed | 33.33% | $28.87 | $35.84 | 24.10% | Signal | |
| 2024-12-18 | 2025-02-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2024-11-27 | 2025-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2023-11-29 | 2024-12-18 | Completed | 33.33% | $26.90 | $35.28 | 31.06% | Signal | |
| 2024-11-25 | 2024-11-27 | Completed | 33.33% | $35.85 | $36.07 | 0.55% | Signal | |
| 2024-11-01 | 2024-11-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-10-09 | 2024-11-01 | Completed | 33.33% | $35.42 | $35.21 | -0.66% | Signal | |
| 2024-09-17 | 2024-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-09-05 | 2024-09-17 | Completed | 33.33% | $34.24 | $34.82 | 1.65% | Signal | |
| 2024-08-13 | 2024-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-07-01 | 2024-08-13 | Completed | 33.33% | $32.15 | $33.08 | 2.85% | Signal | |
| 2024-06-06 | 2024-07-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-05-10 | 2024-06-06 | Completed | 33.33% | $31.87 | $31.90 | 0.04% | Signal | |
| 2024-04-18 | 2024-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-02-09 | 2024-04-18 | Completed | 33.33% | $29.30 | $30.39 | 3.66% | Signal | |
| 2024-01-18 | 2024-02-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-20 | 2024-01-18 | Completed | 33.33% | $26.76 | $28.37 | 5.99% | Signal | |
| 2023-11-09 | 2023-12-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2023-09-21 | 2023-11-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.04% | Interest Income | |
| 2023-10-27 | 2023-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2022-12-29 | 2023-11-09 | Completed | 33.33% | $22.23 | $25.93 | 16.62% | Signal | |
| 2023-10-19 | 2023-10-27 | Completed | 33.33% | $25.54 | $24.71 | -3.32% | Signal | |
| 2023-09-22 | 2023-10-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2023-09-07 | 2023-09-22 | Completed | 33.33% | $26.01 | $25.54 | -1.85% | Signal | |
| 2023-04-28 | 2023-09-21 | Completed | 33.33% | $24.11 | $25.70 | 6.57% | Signal | |
| 2023-08-15 | 2023-09-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-06-02 | 2023-08-15 | Completed | 33.33% | $24.46 | $26.29 | 7.42% | Signal | |
| 2023-05-10 | 2023-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-04-03 | 2023-05-10 | Completed | 33.33% | $23.80 | $24.16 | 1.47% | Signal | |
| 2023-04-05 | 2023-04-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2022-11-18 | 2023-04-05 | Completed | 33.33% | $22.29 | $23.69 | 6.20% | Signal | |
| 2023-02-27 | 2023-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2023-01-17 | 2023-02-27 | Completed | 33.33% | $23.35 | $23.26 | -0.42% | Signal | |
| 2022-12-21 | 2023-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2022-08-23 | 2022-12-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income | |
| 2022-10-19 | 2022-12-21 | Completed | 33.33% | $20.34 | $22.24 | 9.25% | Signal | |
| 2022-10-05 | 2022-11-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2022-09-02 | 2022-10-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2022-08-25 | 2022-10-05 | Completed | 33.33% | $22.16 | $20.32 | -8.38% | Signal | |
| 2022-08-25 | 2022-09-02 | Completed | 33.33% | $22.16 | $21.60 | -2.59% | Signal | |
| 2022-08-23 | 2022-08-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-08-23 | 2022-08-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |