CGGR Capital Group Growth ETF Share Class
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for CGGR (Capital Group Growth 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 -19.1% (compared to the benchmark's drawdown of -23.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.4%, compared to a Buy-and-Hold benchmark return of 22.9%. The strategy executed 7 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.
CGGR Quality Metrics & KPI Summary
| Metric | 1Y | Full History | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| CAGR | 14.05% | 24.92% | 14.40% | 22.86% |
| Sharpe Ratio | 0.96 | 1.37 | 0.85 | 1.02 |
| Max Drawdown | -11.71% | -15.14% | -19.12% | -23.37% |
| % Time Invested | 100.0% | 100.0% | 97.9% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 3.1 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-04-22 | Open | Open | 33.33% | $44.53 | $47.73 | 7.19% | Mark-to-Market |
| 2025-04-24 | Open | Open | 33.33% | $33.39 | $47.73 | 42.95% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-03-04 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2026-03-30 | 2026-04-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-05-01 | 2026-03-30 | Completed | 33.33% | $35.46 | $39.36 | 11.01% | Stop |
| 2025-07-08 | 2026-03-04 | Completed | 33.33% | $40.65 | $42.80 | 5.28% | Signal |
| 2025-06-03 | 2025-07-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-04-01 | 2025-04-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2025-04-01 | 2025-04-08 | Completed | 33.33% | $34.12 | $32.32 | -5.27% | Stop |
| 2025-04-01 | 2025-04-08 | Completed | 33.33% | $34.12 | $32.32 | -5.27% | Stop |
| 2025-03-10 | 2025-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2025-03-10 | 2025-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2024-02-22 | 2025-04-01 | Completed | 33.33% | $30.39 | $34.12 | 12.27% | Stop |
| 2024-02-22 | 2025-03-10 | Completed | 33.33% | $30.39 | $34.75 | 14.34% | Stop |
| 2024-02-22 | 2025-03-10 | Completed | 33.33% | $30.39 | $34.75 | 14.34% | Stop |
| 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 |