COWZ
Pacer US Cash Cows 100 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for COWZ (Pacer US Cash Cows 100 ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -25.0% (compared to the benchmark's drawdown of -38.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.1%, compared to a Buy-and-Hold benchmark return of 15.0%. The strategy executed 8 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.
📊 Mathematical Model
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
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
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
COWZ Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 6.10% | 16.11% | 3.35% | 10.42% | 3.11% | 14.97% |
| Sharpe Ratio | 0.64 | 1.30 | 0.21 | 0.56 | 0.20 | 0.66 |
| Max Drawdown | -5.95% | -5.95% | -21.87% | -22.00% | -24.99% | -38.63% |
| % Time Invested | 64.3% | 100.0% | 84.7% | 100.0% | 70.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 1.1 | 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 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 | ||||||||
| 2025-11-21 | 2026-04-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.31% | Interest Income | |
| 2025-04-30 | 2025-11-21 | Completed | 100% | $50.21 | $56.19 | 11.87% | Signal | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-07-26 | 2025-04-07 | Completed | 100% | $47.54 | $46.45 | -2.33% | Stop | |
| 2023-05-08 | 2023-07-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.13% | Interest Income | |
| 2022-10-18 | 2023-05-08 | Completed | 100% | $41.36 | $43.38 | 4.84% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-07-13 | 2022-09-26 | Completed | 100% | $39.56 | $37.73 | -4.69% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2021-02-19 | 2022-06-17 | Completed | 100% | $33.18 | $39.88 | 20.12% | Stop | |
| 2020-06-12 | 2021-02-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2020-06-09 | 2020-06-12 | Completed | 100% | $25.90 | $23.99 | -7.40% | Stop | |
| 2020-03-02 | 2020-06-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-02-19 | 2020-03-02 | Completed | 100% | $26.92 | $23.81 | -11.60% | Signal | |
| 2019-08-08 | 2020-02-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.89% | Interest Income | |
| 2018-12-19 | 2019-08-08 | Completed | 100% | $22.53 | $24.52 | 8.78% | Signal | |
| 2018-12-17 | 2018-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |