BND
Vanguard Total Bond Market Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-14
Executive Summary
The quantitative backtest for BND (Vanguard Total Bond Market Index Fund ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -8.7% (compared to the benchmark's drawdown of -18.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.8%, compared to a Buy-and-Hold benchmark return of 2.6%. The strategy executed 32 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for BND:
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active Model
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)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for BND:
🛡️ 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.
🛡️ BND Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-8.7% (vs -18.6% B&H)
+9.9% shallower drawdown
Downside Efficiency
0.93 Sortino
+0.26 vs 0.67 B&H
Capital Sheltered from Risk
30.3% 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.
📊 BND Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -1.84% | -3.08% | -4.22% | -17.81% | -8.67% | -18.58% | -8.67% | -18.58% |
| Sharpe Ratio | 0.26 | -0.24 | 0.96 | -0.10 | 0.68 | 0.25 | 0.87 | 0.53 |
| Sortino Ratio | 0.43 | -0.38 | 1.20 | -0.16 | 0.63 | 0.31 | 0.93 | 0.67 |
| CAGR | 0.73% | -0.88% | 2.68% | -0.61% | 2.26% | 1.40% | 2.84% | 2.58% |
| % Time Invested | 81.4% | 100.0% | 45.4% | 100.0% | 57.7% | 100.0% | 69.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.1 | 0.0 | 1.8 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for BND... Top Diversifiers for BND
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 |
|---|---|---|---|
| Loading top diversifier assets... | |||
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 | ||||||||
| 2025-06-27 | 2026-06-09 | Completed | 33.33% | $69.83 | $72.17 | 3.30% | Signal | |
| 2026-05-04 | 2026-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2026-03-10 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2025-08-21 | 2026-03-10 | Completed | 33.33% | $70.35 | $72.89 | 3.56% | Signal | |
| 2025-10-17 | 2025-11-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2024-08-05 | 2025-10-17 | Completed | 33.33% | $68.97 | $72.22 | 4.66% | Signal | |
| 2025-07-28 | 2025-08-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2025-04-29 | 2025-07-28 | Completed | 33.33% | $69.29 | $69.71 | 0.55% | Signal | |
| 2025-06-03 | 2025-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2025-03-17 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-12-20 | 2025-04-29 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.47% | Interest Income | |
| 2024-04-19 | 2025-03-17 | Completed | 33.33% | $64.55 | $68.92 | 6.72% | Signal | |
| 2024-08-05 | 2024-12-20 | Completed | 33.33% | $68.97 | $67.49 | -2.20% | Signal | |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2024-05-08 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income | |
| 2023-06-02 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.08 | 7.87% | Interest Income | |
| 2024-01-22 | 2024-05-08 | Completed | 33.33% | $65.83 | $65.26 | -0.91% | Signal | |
| 2023-06-02 | 2024-04-19 | Interest (FLOT) | 33.33% | $1.00 | $1.06 | 6.10% | Interest Income | |
| 2023-06-02 | 2024-01-22 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 4.19% | Interest Income | |
| 2023-05-19 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2023-02-13 | 2023-05-19 | Completed | 33.33% | $63.94 | $64.25 | 0.44% | Signal | |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 2022-12-02 | 2023-02-13 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.67% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-02-16 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-10-08 | 2022-02-16 | Completed | 33.33% | $72.18 | $69.48 | -3.80% | Signal | |
| 2022-01-03 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2021-12-01 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2020-04-06 | 2022-01-03 | Completed | 33.33% | $70.89 | $72.10 | 1.65% | Signal | |
| 2021-07-21 | 2021-12-01 | Completed | 33.33% | $73.04 | $72.48 | -0.82% | Signal | |
| 2021-09-02 | 2021-10-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2021-08-03 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2021-05-04 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2021-05-04 | 2021-07-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2021-03-24 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2021-02-25 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.11% | Interest Income | |
| 2020-04-06 | 2021-03-24 | Completed | 33.33% | $70.89 | $71.08 | 0.22% | Signal | |
| 2021-02-19 | 2021-02-25 | Completed | 33.33% | $72.38 | $71.68 | -1.01% | Signal | |
| 2020-12-16 | 2021-02-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2020-04-06 | 2020-12-16 | Completed | 33.33% | $70.89 | $73.41 | 3.49% | Signal | |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2018-12-07 | 2020-03-13 | Completed | 33.33% | $62.10 | $66.96 | 7.77% | Stop | |
| 2018-12-07 | 2020-03-13 | Completed | 33.33% | $62.10 | $66.96 | 7.77% | Stop | |
| 2018-12-07 | 2020-03-13 | Completed | 33.33% | $62.10 | $66.96 | 7.77% | Stop | |
| 2018-12-04 | 2018-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2018-12-04 | 2018-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2018-12-04 | 2018-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2018-10-24 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2018-04-20 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income | |
| 2018-03-12 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.43% | Interest Income | |
| 2018-08-21 | 2018-10-24 | Completed | 33.33% | $62.28 | $61.53 | -1.26% | Signal | |
| 2018-01-10 | 2018-08-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.47% | Interest Income | |
| 2017-12-29 | 2018-04-20 | Completed | 33.33% | $62.77 | $61.41 | -2.21% | Signal | |
| 2017-08-02 | 2018-03-12 | Completed | 33.33% | $62.44 | $61.36 | -1.79% | Signal | |
| 2017-05-02 | 2018-01-10 | Completed | 33.33% | $61.25 | $62.29 | 1.66% | Signal | |
| 2017-10-11 | 2017-12-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2014-08-18 | 2017-10-11 | Completed | 33.33% | $57.87 | $62.56 | 8.04% | Signal | |
| 2017-05-02 | 2017-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2017-04-04 | 2017-05-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2017-02-02 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2016-11-25 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2016-01-11 | 2017-02-02 | Completed | 33.33% | $59.18 | $60.53 | 2.24% | Signal | |
| 2015-10-15 | 2016-11-25 | Completed | 33.33% | $59.52 | $60.22 | 1.13% | Signal | |
| 2015-11-03 | 2016-01-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2015-09-24 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2015-09-02 | 2015-10-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2014-03-06 | 2015-09-24 | Completed | 33.33% | $56.36 | $59.18 | 4.94% | Signal | |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-06-26 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2013-11-27 | 2015-06-26 | Completed | 33.33% | $55.75 | $58.17 | 4.27% | Signal | |
| 2014-05-02 | 2014-08-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2014-04-02 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-03-04 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2014-03-04 | 2014-03-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-02-04 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2014-02-04 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2014-01-03 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2014-01-03 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2013-11-12 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2013-08-02 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2013-08-02 | 2013-11-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2009-04-02 | 2013-11-12 | Completed | 33.33% | $45.64 | $55.36 | 21.25% | Signal | |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-07-01 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2013-05-01 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2013-04-05 | 2013-07-01 | Completed | 33.33% | $56.95 | $55.03 | -3.41% | Signal | |
| 2011-06-01 | 2013-05-01 | Completed | 33.33% | $52.49 | $57.15 | 8.81% | Signal | |
| 2013-01-29 | 2013-04-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2011-05-09 | 2013-01-29 | Completed | 33.33% | $52.10 | $56.19 | 7.79% | Signal | |
| 2011-05-03 | 2011-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-04-04 | 2011-05-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2009-04-02 | 2011-05-03 | Completed | 33.33% | $45.64 | $51.84 | 13.55% | Signal | |
| 2011-03-02 | 2011-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2011-01-20 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-04-02 | 2011-01-20 | Completed | 33.33% | $45.64 | $50.86 | 11.39% | Signal | |
| 2009-03-31 | 2009-04-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-03-31 | 2009-04-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-03-31 | 2009-04-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |