BNDX
Vanguard Total International Bond Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-15
Executive Summary
The quantitative backtest for BNDX (Vanguard Total International Bond Index Fund ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -5.9% (compared to the benchmark's drawdown of -16.2%). 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 2.0%. The strategy executed 3 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.
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BNDX Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.98% | 2.21% | 2.71% | 0.17% | 2.84% | 1.55% | 3.14% | 2.01% |
| Sharpe Ratio | 1.28 | 0.62 | 1.23 | 0.03 | 1.05 | 0.38 | 1.13 | 0.50 |
| Max Drawdown | -1.33% | -2.93% | -3.24% | -15.86% | -5.89% | -16.23% | -5.89% | -16.23% |
| % Time Invested | 61.5% | 100.0% | 41.9% | 100.0% | 71.0% | 100.0% | 73.9% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.4 | 0.0 | 0.2 | 0.0 | 0.3 | 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 14 days) require a Premium subscription. Upgrade to Premium to Unlock | ||||||||
| 2026-03-17 | 2026-03-31 | Completed | 100% | $47.82 | $47.51 | -0.69% | Signal | |
| 2026-02-10 | 2026-03-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2024-08-05 | 2026-02-10 | Completed | 100% | $45.87 | $48.09 | 4.79% | Signal | |
| 2022-01-27 | 2024-08-05 | Interest (CASH) | 100% | $1.00 | $1.11 | 10.82% | Interest Income | |
| 2015-05-29 | 2022-01-27 | Completed | 100% | $38.57 | $46.62 | 20.80% | Signal | |
| 2015-05-27 | 2015-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |