CGGR
Capital Group Growth ETF Share Class
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for CGGR (Capital Group Growth ETF Share Class) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -18.7% (compared to the benchmark's drawdown of -23.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.1%, compared to a Buy-and-Hold benchmark return of 17.7%. The strategy executed 8 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.
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 | 2.49% | 7.14% | 11.05% | 17.68% |
| Sharpe Ratio | 0.16 | 0.38 | 0.66 | 0.80 |
| Max Drawdown | -11.73% | -15.14% | -18.70% | -23.37% |
| % Time Invested | 100.0% | 100.0% | 98.0% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 3.3 | 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 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 | ||||||||
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-05-01 | 2026-03-30 | Completed | 33.33% | $35.44 | $39.34 | 10.95% | Stop | |
| 2025-07-08 | 2026-03-04 | Completed | 33.33% | $40.63 | $42.78 | 5.23% | Signal | |
| 2025-04-08 | 2025-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.04% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-08 | Completed | 33.33% | $34.10 | $32.30 | -5.32% | Stop | |
| 2025-04-01 | 2025-04-08 | Completed | 33.33% | $34.10 | $32.30 | -5.32% | Stop | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-02-22 | 2025-04-01 | Completed | 33.33% | $30.37 | $34.10 | 12.22% | Stop | |
| 2024-02-22 | 2025-03-10 | Completed | 33.33% | $30.37 | $34.73 | 14.29% | Stop | |
| 2024-02-22 | 2025-03-10 | Completed | 33.33% | $30.37 | $34.73 | 14.29% | Stop | |
| 2024-02-20 | 2024-02-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2024-02-20 | 2024-02-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2024-02-20 | 2024-02-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |