BND
Vanguard Total Bond Market Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-31
Executive Summary
The quantitative backtest for BND (Vanguard Total Bond Market Index Fund ETF) using the Excess Return MMA* 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: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
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)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
BND Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.63% | 2.64% | 2.58% | -0.47% | 2.10% | 1.42% | 2.80% | 2.65% |
| Sharpe Ratio | 1.21 | 0.71 | 0.99 | -0.08 | 0.64 | 0.25 | 0.86 | 0.55 |
| Max Drawdown | -1.83% | -2.68% | -4.28% | -17.91% | -8.67% | -18.58% | -8.67% | -18.58% |
| % Time Invested | 100.0% | 100.0% | 66.8% | 100.0% | 78.2% | 100.0% | 87.2% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 2.1 | 0.0 | 1.8 | 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 | ||||||||
| 2025-08-21 | 2026-03-10 | Completed | 33.33% | $70.84 | $73.40 | 3.56% | Signal | |
| 2025-10-17 | 2025-11-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2024-08-05 | 2025-10-17 | Completed | 33.33% | $69.46 | $72.73 | 4.66% | Signal | |
| 2025-07-28 | 2025-08-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2025-04-29 | 2025-07-28 | Completed | 33.33% | $69.78 | $70.20 | 0.55% | Signal | |
| 2025-03-17 | 2025-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income | |
| 2024-12-20 | 2025-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income | |
| 2024-04-19 | 2025-03-17 | Completed | 33.33% | $65.00 | $69.40 | 6.72% | Signal | |
| 2024-08-05 | 2024-12-20 | Completed | 33.33% | $69.46 | $67.97 | -2.20% | Signal | |
| 2024-05-08 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.27% | Interest Income | |
| 2022-01-03 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.11 | 10.83% | Interest Income | |
| 2024-01-22 | 2024-05-08 | Completed | 33.33% | $66.29 | $65.72 | -0.91% | Signal | |
| 2022-02-16 | 2024-04-19 | Interest (CASH) | 33.33% | $1.00 | $1.09 | 9.11% | Interest Income | |
| 2023-05-19 | 2024-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.64% | Interest Income | |
| 2023-02-13 | 2023-05-19 | Completed | 33.33% | $64.39 | $64.71 | 0.44% | Signal | |
| 2021-12-01 | 2023-02-13 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.61% | Interest Income | |
| 2021-10-08 | 2022-02-16 | Completed | 33.33% | $72.69 | $69.97 | -3.80% | Signal | |
| 2020-04-06 | 2022-01-03 | Completed | 33.33% | $71.39 | $72.60 | 1.65% | Signal | |
| 2021-07-21 | 2021-12-01 | Completed | 33.33% | $73.55 | $72.99 | -0.82% | Signal | |
| 2021-03-24 | 2021-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-02-25 | 2021-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2021-03-24 | Completed | 33.33% | $71.39 | $71.58 | 0.22% | Signal | |
| 2021-02-19 | 2021-02-25 | Completed | 33.33% | $72.88 | $72.18 | -1.01% | Signal | |
| 2020-12-16 | 2021-02-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2020-12-16 | Completed | 33.33% | $71.39 | $73.92 | 3.49% | Signal | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2018-12-07 | 2020-03-13 | Completed | 33.33% | $62.53 | $67.43 | 7.77% | Stop | |
| 2018-12-07 | 2020-03-13 | Completed | 33.33% | $62.53 | $67.43 | 7.77% | Stop | |
| 2018-12-07 | 2020-03-13 | Completed | 33.33% | $62.53 | $67.43 | 7.77% | Stop | |
| 2018-10-24 | 2018-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2018-04-20 | 2018-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income | |
| 2018-03-12 | 2018-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.52% | Interest Income | |
| 2018-08-21 | 2018-10-24 | Completed | 33.33% | $62.72 | $61.96 | -1.26% | Signal | |
| 2018-01-10 | 2018-08-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.10% | Interest Income | |
| 2017-12-29 | 2018-04-20 | Completed | 33.33% | $63.21 | $61.84 | -2.21% | Signal | |
| 2017-08-02 | 2018-03-12 | Completed | 33.33% | $62.88 | $61.79 | -1.79% | Signal | |
| 2017-05-02 | 2018-01-10 | Completed | 33.33% | $61.68 | $62.73 | 1.66% | Signal | |
| 2017-10-11 | 2017-12-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2014-08-18 | 2017-10-11 | Completed | 33.33% | $58.28 | $63.00 | 8.04% | Signal | |
| 2017-02-02 | 2017-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2016-11-25 | 2017-05-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2016-01-11 | 2017-02-02 | Completed | 33.33% | $59.59 | $60.96 | 2.24% | Signal | |
| 2015-10-15 | 2016-11-25 | Completed | 33.33% | $59.94 | $60.65 | 1.13% | Signal | |
| 2015-09-24 | 2016-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-06-26 | 2015-10-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-03-06 | 2015-09-24 | Completed | 33.33% | $56.76 | $59.59 | 4.94% | Signal | |
| 2013-11-27 | 2015-06-26 | Completed | 33.33% | $56.15 | $58.58 | 4.27% | Signal | |
| 2013-11-12 | 2014-08-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2013-05-01 | 2014-03-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2013-07-01 | 2013-11-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-04-02 | 2013-11-12 | Completed | 33.33% | $45.96 | $55.75 | 21.25% | Signal | |
| 2013-04-05 | 2013-07-01 | Completed | 33.33% | $57.35 | $55.42 | -3.41% | Signal | |
| 2011-06-01 | 2013-05-01 | Completed | 33.33% | $52.86 | $57.55 | 8.81% | Signal | |
| 2013-01-29 | 2013-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-05-09 | 2013-01-29 | Completed | 33.33% | $52.47 | $56.58 | 7.79% | Signal | |
| 2011-05-03 | 2011-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-01-20 | 2011-05-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2009-04-02 | 2011-05-03 | Completed | 33.33% | $45.96 | $52.21 | 13.55% | Signal | |
| 2009-04-02 | 2011-01-20 | Completed | 33.33% | $45.96 | $51.22 | 11.39% | Signal | |
| 2009-03-31 | 2009-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-03-31 | 2009-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-03-31 | 2009-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |