CGGR
Capital Group Growth ETF Share Class
TREND FOLLOWING PERFORMANCE HISTORY
2026-08-18
Executive Summary
The quantitative backtest for CGGR (Capital Group Growth 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 -18.2% (compared to the benchmark's drawdown of -23.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.8%, compared to a Buy-and-Hold benchmark return of 20.5%. The strategy executed 34 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for CGGR:
Excess Return MMA Active Model
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
🎯 Trading Horizon
Select risk profile & execution style for CGGR:
🛡️ Long-Term Investing
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading Active Horizon
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
🛡️ CGGR Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-18.2% (vs -23.4% B&H)
+5.1% shallower drawdown
Drawdown Shield
5.1% Cut
Protected capital vs -23.4% B&H
Capital Sheltered from Risk
31.3% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 CGGR Quality Metrics & KPI Summary
| Metric | 1Y | Full | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -6.90% | -15.14% | -18.23% | -23.37% |
| Sharpe Ratio | 0.21 | 0.50 | 0.73 | 0.94 |
| Sortino Ratio | 0.25 | 0.70 | 0.90 | 1.30 |
| CAGR | 2.55% | 9.39% | 9.80% | 20.53% |
| % Time Invested | 64.7% | 100.0% | 68.7% | 100.0% |
| Trades / Year | 7.0 | 0.0 | 8.5 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
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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. Subscribe to Unlock | ||||||||
| 2026-04-14 | 2026-06-18 | Completed | 33.33% | $42.87 | $46.81 | 9.16% | Signal | |
| 2026-03-04 | 2026-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2026-02-27 | 2026-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2026-03-10 | 2026-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2026-03-06 | 2026-03-10 | Completed | 33.33% | $42.33 | $42.98 | 1.48% | Signal | |
| 2026-01-26 | 2026-03-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2025-07-08 | 2026-03-04 | Completed | 33.33% | $40.63 | $42.78 | 5.23% | Signal | |
| 2026-01-09 | 2026-02-27 | Completed | 33.33% | $45.26 | $42.87 | -5.35% | Signal | |
| 2025-12-09 | 2026-01-26 | Completed | 33.33% | $44.24 | $44.84 | 1.31% | Signal | |
| 2025-12-10 | 2026-01-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2025-05-27 | 2025-12-10 | Completed | 33.33% | $37.80 | $44.31 | 17.16% | Signal | |
| 2025-11-14 | 2025-12-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-11-04 | 2025-11-14 | Completed | 33.33% | $44.00 | $42.45 | -3.59% | Signal | |
| 2025-10-13 | 2025-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-04-30 | 2025-10-13 | Completed | 33.33% | $34.26 | $43.62 | 27.28% | Signal | |
| 2025-04-08 | 2025-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.04% | Interest Income | |
| 2025-03-11 | 2025-05-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2025-04-07 | 2025-04-30 | 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 | |
| 2025-03-28 | 2025-04-07 | Completed | 33.33% | $35.12 | $29.75 | -15.34% | Stop | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-26 | 2025-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2024-09-24 | 2025-03-11 | Completed | 33.33% | $34.57 | $34.04 | -1.58% | Stop | |
| 2023-12-26 | 2025-03-10 | Completed | 33.33% | $28.08 | $34.73 | 23.60% | Stop | |
| 2025-01-28 | 2025-02-26 | Completed | 33.33% | $38.75 | $37.44 | -3.42% | Signal | |
| 2025-01-02 | 2025-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-02 | 2025-01-02 | Completed | 33.33% | $37.80 | $37.37 | -1.18% | Signal | |
| 2024-11-07 | 2024-12-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-10-04 | 2024-11-07 | Completed | 33.33% | $34.72 | $36.46 | 4.97% | Signal | |
| 2024-09-12 | 2024-10-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2024-08-30 | 2024-09-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2024-08-20 | 2024-09-12 | Completed | 33.33% | $33.59 | $32.84 | -2.27% | Signal | |
| 2024-06-14 | 2024-08-30 | Completed | 33.33% | $32.38 | $33.37 | 3.01% | Signal | |
| 2024-07-29 | 2024-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-05-09 | 2024-07-29 | Completed | 33.33% | $31.18 | $32.41 | 3.89% | Signal | |
| 2024-05-17 | 2024-06-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2023-11-08 | 2024-05-17 | Completed | 33.33% | $24.99 | $31.76 | 27.03% | Signal | |
| 2024-04-16 | 2024-05-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2024-02-08 | 2024-04-16 | Completed | 33.33% | $29.88 | $30.72 | 2.75% | Signal | |
| 2024-01-17 | 2024-02-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-20 | 2024-01-17 | Completed | 33.33% | $26.05 | $27.82 | 6.77% | Signal | |
| 2023-11-09 | 2023-12-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2023-10-27 | 2023-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-01-18 | 2023-11-09 | Completed | 33.33% | $21.25 | $25.08 | 17.95% | Signal | |
| 2023-09-18 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2023-10-17 | 2023-10-27 | Completed | 33.33% | $24.61 | $23.44 | -4.77% | Signal | |
| 2023-09-25 | 2023-10-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-09-06 | 2023-09-25 | Completed | 33.33% | $25.46 | $24.15 | -5.20% | Signal | |
| 2023-05-08 | 2023-09-18 | Completed | 33.33% | $22.39 | $25.07 | 11.91% | Signal | |
| 2023-08-09 | 2023-09-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2023-05-25 | 2023-08-09 | Completed | 33.33% | $22.89 | $25.53 | 11.48% | Signal | |
| 2023-05-03 | 2023-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-04-14 | 2023-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2023-03-30 | 2023-05-03 | Completed | 33.33% | $21.92 | $22.27 | 1.53% | Signal | |
| 2022-12-05 | 2023-04-14 | Completed | 33.33% | $21.24 | $22.34 | 5.13% | Signal | |
| 2023-02-28 | 2023-03-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2023-01-13 | 2023-02-28 | Completed | 33.33% | $20.79 | $21.59 | 3.81% | Signal | |
| 2022-08-23 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.55% | Interest Income | |
| 2022-12-20 | 2023-01-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2022-10-27 | 2022-12-20 | Completed | 33.33% | $20.23 | $19.71 | -2.59% | Signal | |
| 2022-10-07 | 2022-12-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2022-09-01 | 2022-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2022-08-25 | 2022-10-07 | Completed | 33.33% | $22.13 | $19.92 | -10.05% | Signal | |
| 2022-08-25 | 2022-09-01 | Completed | 33.33% | $22.13 | $20.83 | -5.94% | 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 | |