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 Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -18.4% (compared to the benchmark's drawdown of -23.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.1%, compared to a Buy-and-Hold benchmark return of 22.9%. The strategy executed 31 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
CGGR Quality Metrics & KPI Summary
| Metric | 1Y | Full History | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| CAGR | 16.46% | 24.92% | 12.06% | 22.86% |
| Sharpe Ratio | 1.38 | 1.37 | 0.89 | 1.04 |
| Max Drawdown | -6.90% | -15.14% | -18.42% | -23.37% |
| % Time Invested | 89.7% | 100.0% | 92.7% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 8.2 | 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% | $46.02 | $47.73 | 3.72% | Mark-to-Market |
| 2026-04-14 | Open | Open | 33.33% | $42.89 | $47.73 | 11.28% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-05-04 | 2026-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2026-03-04 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2026-03-10 | 2026-04-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2026-03-06 | 2026-03-10 | Completed | 33.33% | $42.35 | $43.00 | 1.53% | Signal |
| 2026-03-03 | 2026-03-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2025-07-08 | 2026-03-04 | Completed | 33.33% | $40.65 | $42.80 | 5.28% | Signal |
| 2026-02-27 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2026-01-26 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2026-01-09 | 2026-02-27 | Completed | 33.33% | $45.29 | $42.89 | -5.30% | Signal |
| 2025-12-09 | 2026-01-26 | Completed | 33.33% | $44.27 | $44.87 | 1.36% | Signal |
| 2025-12-10 | 2026-01-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-05-27 | 2025-12-10 | Completed | 33.33% | $37.82 | $44.34 | 17.22% | Signal |
| 2025-11-14 | 2025-12-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-11-04 | 2025-11-14 | Completed | 33.33% | $44.03 | $42.47 | -3.54% | Signal |
| 2025-10-13 | 2025-11-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-04-30 | 2025-10-13 | Completed | 33.33% | $34.28 | $43.65 | 27.34% | 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 |
| 2025-05-02 | 2025-05-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2025-03-11 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-01 | 2025-04-08 | Completed | 33.33% | $34.12 | $32.32 | -5.27% | Stop |
| 2025-03-28 | 2025-04-07 | Completed | 33.33% | $35.14 | $29.76 | -15.30% | Stop |
| 2025-03-10 | 2025-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2025-02-26 | 2025-03-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-09-24 | 2025-03-11 | Completed | 33.33% | $34.59 | $34.06 | -1.54% | Stop |
| 2023-12-26 | 2025-03-10 | Completed | 33.33% | $28.10 | $34.75 | 23.67% | Stop |
| 2025-01-28 | 2025-02-26 | Completed | 33.33% | $38.77 | $37.47 | -3.38% | Signal |
| 2025-01-02 | 2025-01-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-12-02 | 2025-01-02 | Completed | 33.33% | $37.82 | $37.40 | -1.13% | Signal |
| 2024-11-07 | 2024-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-10-04 | 2024-11-07 | Completed | 33.33% | $34.74 | $36.48 | 5.02% | Signal |
| 2024-10-02 | 2024-10-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2024-09-12 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2024-08-30 | 2024-09-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2024-08-20 | 2024-09-12 | Completed | 33.33% | $33.61 | $32.86 | -2.23% | Signal |
| 2024-06-14 | 2024-08-30 | Completed | 33.33% | $32.40 | $33.39 | 3.06% | Signal |
| 2024-08-02 | 2024-08-20 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-07-29 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2024-05-09 | 2024-07-29 | Completed | 33.33% | $31.20 | $32.43 | 3.94% | Signal |
| 2024-05-17 | 2024-06-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2023-11-08 | 2024-05-17 | Completed | 33.33% | $25.01 | $31.78 | 27.09% | Signal |
| 2024-04-16 | 2024-05-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2024-02-08 | 2024-04-16 | Completed | 33.33% | $29.90 | $30.74 | 2.80% | Signal |
| 2024-01-17 | 2024-02-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2023-11-20 | 2024-01-17 | Completed | 33.33% | $26.06 | $27.84 | 6.82% | Signal |
| 2023-11-09 | 2023-12-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2023-10-27 | 2023-11-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-01-18 | 2023-11-09 | Completed | 33.33% | $21.27 | $25.10 | 18.01% | Signal |
| 2023-09-18 | 2023-11-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2023-10-17 | 2023-10-27 | Completed | 33.33% | $24.62 | $23.46 | -4.72% | Signal |
| 2023-09-25 | 2023-10-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-09-06 | 2023-09-25 | Completed | 33.33% | $25.47 | $24.16 | -5.15% | Signal |
| 2023-05-08 | 2023-09-18 | Completed | 33.33% | $22.41 | $25.09 | 11.96% | Signal |
| 2023-08-09 | 2023-09-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2023-05-25 | 2023-08-09 | Completed | 33.33% | $22.90 | $25.54 | 11.54% | Signal |
| 2023-05-03 | 2023-05-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-04-14 | 2023-05-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2023-03-30 | 2023-05-03 | Completed | 33.33% | $21.93 | $22.28 | 1.58% | Signal |
| 2022-12-05 | 2023-04-14 | Completed | 33.33% | $21.26 | $22.36 | 5.18% | Signal |
| 2023-02-28 | 2023-03-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.39% | Interest Income |
| 2023-01-13 | 2023-02-28 | Completed | 33.33% | $20.80 | $21.60 | 3.86% | Signal |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-12-20 | 2023-01-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2022-10-27 | 2022-12-20 | Completed | 33.33% | $20.24 | $19.72 | -2.54% | Signal |
| 2022-12-02 | 2022-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-10-07 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-10-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2022-08-25 | 2022-10-07 | Completed | 33.33% | $22.15 | $19.93 | -10.00% | 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 |
| 2022-09-01 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-08-25 | 2022-09-01 | Completed | 33.33% | $22.15 | $20.84 | -5.90% | 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 |