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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -27.4% (compared to the benchmark's drawdown of -38.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.0%, compared to a Buy-and-Hold benchmark return of 15.0%. The strategy executed 8 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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.
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COWZ Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 16.86% | 16.11% | 3.89% | 10.42% | 5.01% | 14.97% |
| Sharpe Ratio | 1.41 | 1.30 | 0.27 | 0.56 | 0.33 | 0.66 |
| Max Drawdown | -5.95% | -5.95% | -21.97% | -22.00% | -27.37% | -38.63% |
| % Time Invested | 93.2% | 100.0% | 80.0% | 100.0% | 75.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 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 | ||||||||
| 2025-04-04 | 2025-08-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.58% | Interest Income | |
| 2023-07-20 | 2025-04-04 | Completed | 100% | $47.05 | $49.33 | 4.81% | Signal | |
| 2023-06-22 | 2023-07-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2023-06-08 | 2023-06-22 | Completed | 100% | $44.21 | $43.89 | -0.77% | Signal | |
| 2023-05-16 | 2023-06-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2022-12-14 | 2023-05-16 | Completed | 100% | $44.83 | $42.83 | -4.51% | Signal | |
| 2022-06-17 | 2022-12-14 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.58% | Interest Income | |
| 2020-08-11 | 2022-06-17 | Completed | 100% | $25.94 | $39.88 | 53.64% | Stop | |
| 2020-06-12 | 2020-08-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | 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 | |
| 2019-11-01 | 2020-03-02 | Completed | 100% | $25.73 | $23.81 | -7.51% | Stop | |
| 2019-10-08 | 2019-11-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2019-07-29 | 2019-10-08 | Completed | 100% | $25.65 | $24.28 | -5.39% | Signal | |
| 2019-06-24 | 2019-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2019-04-04 | 2019-06-24 | Completed | 100% | $25.53 | $24.56 | -3.84% | Signal | |
| 2018-12-17 | 2019-04-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.70% | Interest Income | |