MGK Vanguard Mega Cap Growth Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for MGK (Vanguard Mega Cap Growth 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 -24.0% (compared to the benchmark's drawdown of -36.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.2%, compared to a Buy-and-Hold benchmark return of 16.9%. The strategy executed 52 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.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
MGK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 19.80% | 32.66% | 12.79% | 16.55% | 17.56% | 19.35% | 14.23% | 16.91% |
| Sharpe Ratio | 1.31 | 1.75 | 0.76 | 0.68 | 1.00 | 0.81 | 0.89 | 0.79 |
| Max Drawdown | -12.72% | -16.85% | -23.97% | -36.01% | -23.97% | -36.01% | -23.97% | -36.01% |
| % Time Invested | 96.8% | 100.0% | 90.3% | 100.0% | 94.1% | 100.0% | 95.2% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 3.6 | 0.0 | 3.3 | 0.0 | 3.2 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-22 | Open | Open | 33.33% | $83.10 | $91.27 | 9.83% | Mark-to-Market |
| 2026-04-15 | Open | Open | 33.33% | $80.55 | $91.27 | 13.31% | Mark-to-Market |
| 2026-04-10 | Open | Open | 33.33% | $77.47 | $91.27 | 17.82% | Mark-to-Market |
| 2026-03-30 | 2026-04-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2026-03-23 | 2026-04-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2026-03-03 | 2026-04-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2025-04-24 | 2026-03-30 | Completed | 33.33% | $59.98 | $71.68 | 19.51% | Stop |
| 2025-08-28 | 2026-03-23 | Completed | 33.33% | $77.16 | $75.18 | -2.57% | Stop |
| 2025-07-08 | 2026-03-03 | Completed | 33.33% | $73.28 | $76.16 | 3.93% | Signal |
| 2025-08-04 | 2025-08-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2025-05-01 | 2025-08-04 | Completed | 33.33% | $64.20 | $74.95 | 16.74% | Signal |
| 2025-06-03 | 2025-07-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-04-04 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2025-04-01 | 2025-04-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $61.09 | $57.67 | -5.60% | Stop |
| 2025-04-02 | 2025-04-04 | Completed | 33.33% | $61.09 | $56.97 | -6.75% | Signal |
| 2025-03-11 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-03-11 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-08-28 | 2025-04-01 | Completed | 33.33% | $62.65 | $61.24 | -2.25% | Stop |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $62.65 | $61.57 | -1.72% | Stop |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $62.65 | $61.57 | -1.72% | Stop |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2023-12-21 | 2024-08-06 | Completed | 33.33% | $51.31 | $57.14 | 11.37% | Stop |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $36.10 | $57.14 | 58.30% | Stop |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $36.10 | $57.14 | 58.30% | Stop |
| 2023-11-29 | 2023-12-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-01-18 | 2023-11-29 | Completed | 33.33% | $36.10 | $49.99 | 38.49% | Signal |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-11-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.26% | 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 | 2022-11-04 | Completed | 33.33% | $35.75 | $33.75 | -5.60% | Signal |
| 2022-09-02 | 2022-10-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-26 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.40% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-05-25 | 2022-09-26 | Completed | 33.33% | $36.16 | $35.25 | -2.50% | Stop |
| 2022-04-26 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-03 | 2022-05-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-02-16 | 2022-05-03 | Completed | 33.33% | $45.35 | $40.52 | -10.65% | Stop |
| 2022-02-15 | 2022-04-26 | Completed | 33.33% | $45.32 | $41.67 | -8.05% | Stop |
| 2022-02-28 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2022-02-15 | 2022-02-28 | Completed | 33.33% | $45.32 | $43.71 | -3.56% | Signal |
| 2022-01-25 | 2022-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-24 | 2022-01-25 | Completed | 33.33% | $22.83 | $44.13 | 93.31% | Stop |
| 2020-10-14 | 2022-01-24 | Completed | 33.33% | $38.11 | $43.79 | 14.89% | Stop |
| 2020-10-14 | 2022-01-24 | Completed | 33.33% | $38.11 | $43.79 | 14.89% | Stop |
| 2020-09-22 | 2020-10-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-09-22 | 2020-10-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-06-03 | 2020-09-22 | Completed | 33.33% | $30.69 | $35.13 | 14.44% | Stop |
| 2020-03-23 | 2020-09-22 | Completed | 33.33% | $21.75 | $35.13 | 61.51% | Stop |
| 2020-06-02 | 2020-06-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-04-30 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-03-23 | 2020-04-30 | Completed | 33.33% | $21.75 | $28.25 | 29.87% | Signal |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-03 | 2020-03-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-02-28 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2020-02-28 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2019-01-11 | 2020-03-02 | Completed | 33.33% | $21.22 | $27.61 | 30.08% | Stop |
| 2019-03-20 | 2020-02-28 | Completed | 33.33% | $23.62 | $26.22 | 11.00% | Stop |
| 2019-03-20 | 2020-02-28 | Completed | 33.33% | $23.62 | $26.22 | 11.00% | Stop |
| 2019-03-04 | 2019-03-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2019-03-04 | 2019-03-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2019-02-07 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2019-01-17 | 2019-02-07 | Completed | 33.33% | $21.38 | $22.40 | 4.77% | Signal |
| 2018-12-24 | 2019-01-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-21 | 2018-12-24 | Completed | 33.33% | $21.41 | $19.34 | -9.65% | Stop |
| 2015-09-17 | 2018-12-18 | Completed | 33.33% | $14.91 | $20.95 | 40.51% | Stop |
| 2018-11-27 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-11-21 | 2018-11-27 | Completed | 33.33% | $21.41 | $21.37 | -0.21% | Signal |
| 2018-11-02 | 2018-11-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2018-11-02 | 2018-11-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2018-10-30 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-10-30 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-07-11 | 2018-10-30 | Completed | 33.33% | $23.18 | $21.57 | -6.96% | Stop |
| 2016-07-14 | 2018-10-30 | Completed | 33.33% | $16.03 | $21.57 | 34.55% | Stop |
| 2018-06-18 | 2018-07-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2017-01-26 | 2018-06-18 | Completed | 33.33% | $17.03 | $23.09 | 35.55% | Signal |
| 2017-01-03 | 2017-01-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2016-05-09 | 2017-01-03 | Completed | 33.33% | $15.25 | $16.38 | 7.44% | Signal |
| 2016-04-04 | 2016-07-14 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2016-04-04 | 2016-05-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2016-02-24 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-12 | 2016-02-24 | Completed | 33.33% | $13.69 | $14.12 | 3.16% | Signal |
| 2016-02-02 | 2016-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-12-23 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2015-12-09 | 2016-01-21 | Completed | 33.33% | $15.56 | $14.00 | -10.06% | Stop |
| 2015-09-17 | 2015-12-23 | Completed | 33.33% | $14.91 | $15.35 | 2.98% | Signal |
| 2015-11-03 | 2015-12-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2013-02-13 | 2015-08-25 | Completed | 33.33% | $10.39 | $14.12 | 35.96% | Stop |
| 2012-02-21 | 2015-08-25 | Completed | 33.33% | $9.24 | $14.12 | 52.77% | Stop |
| 2011-09-01 | 2015-08-25 | Completed | 33.33% | $8.12 | $14.12 | 73.89% | Stop |
| 2013-01-22 | 2013-02-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2012-08-20 | 2013-01-22 | Completed | 33.33% | $9.87 | $10.21 | 3.40% | Signal |
| 2012-07-18 | 2012-08-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2011-12-12 | 2012-07-18 | Completed | 33.33% | $8.39 | $9.32 | 11.08% | Signal |
| 2012-01-04 | 2012-02-21 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-21 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-09 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-08-31 | 2011-10-21 | Completed | 33.33% | $8.13 | $8.25 | 1.44% | Signal |
| 2011-08-10 | 2011-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-09 | 2011-08-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-08-10 | Completed | 33.33% | $6.82 | $7.66 | 12.31% | Stop |
| 2010-11-08 | 2011-08-09 | Completed | 33.33% | $7.95 | $7.59 | -4.55% | Stop |
| 2010-09-17 | 2011-08-09 | Completed | 33.33% | $7.18 | $7.59 | 5.59% | Stop |
| 2010-11-02 | 2010-11-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-10-01 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2010-06-01 | 2010-10-01 | Completed | 33.33% | $6.82 | $7.37 | 8.05% | Signal |
| 2010-09-02 | 2010-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2010-07-12 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2010-07-12 | Completed | 33.33% | $6.82 | $6.78 | -0.60% | Signal |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-03-04 | 2010-05-07 | Completed | 33.33% | $7.13 | $7.09 | -0.54% | Stop |
| 2009-12-21 | 2010-05-07 | Completed | 33.33% | $7.03 | $7.09 | 0.94% | Stop |
| 2009-12-21 | 2010-05-07 | Completed | 33.33% | $7.03 | $7.09 | 0.94% | Stop |
| 2010-03-02 | 2010-03-04 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-02-02 | 2010-03-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-12-17 | 2010-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2009-12-17 | 2009-12-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-12-17 | 2009-12-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |