CGGR
Capital Group Growth ETF Share Class
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for CGGR (Capital Group Growth ETF Share Class) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -23.1% (compared to the benchmark's drawdown of -23.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.6%, compared to a Buy-and-Hold benchmark return of 18.7%. The strategy executed 2 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for CGGR:
Excess Return MMA
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 Active Model
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.
🎯 Trading Horizon
Select risk profile & execution style for CGGR:
🛡️ Long-Term Investing Active Horizon
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
Switch to MMA to enable
🛡️ CGGR Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-23.1% (vs -23.4% B&H)
+0.3% shallower drawdown
Drawdown Shield
0.3% Cut
Protected capital vs -23.4% B&H
Capital Sheltered from Risk
5.2% 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 | -15.20% | -15.14% | -23.06% | -23.37% |
| Sharpe Ratio | -0.32 | 0.38 | 0.61 | 0.86 |
| Sortino Ratio | -0.42 | 0.55 | 0.78 | 1.13 |
| CAGR | -5.29% | 7.23% | 12.58% | 18.73% |
| % Time Invested | 93.7% | 100.0% | 94.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 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 | ||||||||
| 2026-03-31 | 2026-04-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-02 | 2026-03-31 | Completed | 100% | $33.96 | $39.20 | 15.37% | Stop | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-02-22 | 2025-03-11 | Completed | 100% | $30.37 | $34.04 | 12.02% | Stop | |
| 2024-02-20 | 2024-02-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |