MGK
Vanguard Mega Cap Growth Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for MGK (Vanguard Mega Cap Growth 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 -23.9% (compared to the benchmark's drawdown of -36.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.7%, compared to a Buy-and-Hold benchmark return of 16.2%. The strategy executed 55 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.
MGK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 8.66% | 12.61% | 9.62% | 12.29% | 16.84% | 18.11% | 13.73% | 16.23% |
| Sharpe Ratio | 0.53 | 0.66 | 0.57 | 0.51 | 0.96 | 0.76 | 0.86 | 0.76 |
| Max Drawdown | -12.74% | -16.85% | -23.92% | -36.01% | -23.92% | -36.01% | -23.92% | -36.01% |
| % Time Invested | 93.7% | 100.0% | 89.6% | 100.0% | 93.8% | 100.0% | 95.1% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 4.2 | 0.0 | 3.5 | 0.0 | 3.3 | 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 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-23 | 2026-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-03 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2025-04-24 | 2026-03-30 | Completed | 33.33% | $59.92 | $71.61 | 19.45% | Stop | |
| 2025-08-28 | 2026-03-23 | Completed | 33.33% | $77.09 | $75.10 | -2.62% | Stop | |
| 2025-07-08 | 2026-03-03 | Completed | 33.33% | $73.21 | $76.08 | 3.87% | Signal | |
| 2025-08-04 | 2025-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2025-05-01 | 2025-08-04 | Completed | 33.33% | $64.14 | $74.87 | 16.68% | Signal | |
| 2025-04-04 | 2025-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $61.03 | $57.61 | -5.65% | Stop | |
| 2025-04-02 | 2025-04-04 | Completed | 33.33% | $61.03 | $56.91 | -6.79% | Signal | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-04-01 | Completed | 33.33% | $62.58 | $61.17 | -2.30% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $62.58 | $61.50 | -1.77% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $62.58 | $61.50 | -1.77% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-12-21 | 2024-08-06 | Completed | 33.33% | $51.26 | $57.08 | 11.31% | Stop | |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $36.06 | $57.08 | 58.22% | Stop | |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $36.06 | $57.08 | 58.22% | Stop | |
| 2023-11-29 | 2023-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-01-18 | 2023-11-29 | Completed | 33.33% | $36.06 | $49.94 | 38.42% | Signal | |
| 2022-11-04 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2022-09-26 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.28% | Interest Income | |
| 2022-04-26 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.14% | Interest Income | |
| 2022-10-04 | 2022-11-04 | Completed | 33.33% | $35.72 | $33.72 | -5.65% | Signal | |
| 2022-02-28 | 2022-10-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2022-05-25 | 2022-09-26 | Completed | 33.33% | $36.12 | $35.22 | -2.55% | Stop | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-05-03 | Completed | 33.33% | $45.30 | $40.48 | -10.70% | Stop | |
| 2022-02-15 | 2022-04-26 | Completed | 33.33% | $45.27 | $41.63 | -8.10% | Stop | |
| 2022-02-15 | 2022-02-28 | Completed | 33.33% | $45.27 | $43.66 | -3.61% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2022-01-25 | Completed | 33.33% | $22.81 | $44.09 | 93.21% | Stop | |
| 2020-10-14 | 2022-01-24 | Completed | 33.33% | $38.07 | $43.74 | 14.84% | Stop | |
| 2020-10-14 | 2022-01-24 | Completed | 33.33% | $38.07 | $43.74 | 14.84% | Stop | |
| 2020-09-22 | 2020-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-09-22 | 2020-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-03 | 2020-09-22 | Completed | 33.33% | $30.66 | $35.09 | 14.39% | Stop | |
| 2020-03-23 | 2020-09-22 | Completed | 33.33% | $21.73 | $35.09 | 61.42% | Stop | |
| 2020-04-30 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-04-30 | Completed | 33.33% | $21.73 | $28.22 | 29.81% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-01-11 | 2020-03-02 | Completed | 33.33% | $21.20 | $27.58 | 30.02% | Stop | |
| 2019-03-20 | 2020-02-28 | Completed | 33.33% | $23.60 | $26.20 | 10.95% | Stop | |
| 2019-03-20 | 2020-02-28 | Completed | 33.33% | $23.60 | $26.20 | 10.95% | Stop | |
| 2019-02-07 | 2019-03-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2018-11-27 | 2019-03-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2019-01-17 | 2019-02-07 | Completed | 33.33% | $21.36 | $22.37 | 4.71% | Signal | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-21 | 2018-12-24 | Completed | 33.33% | $21.39 | $19.33 | -9.69% | Stop | |
| 2015-09-17 | 2018-12-18 | Completed | 33.33% | $14.90 | $20.93 | 40.44% | Stop | |
| 2018-11-21 | 2018-11-27 | Completed | 33.33% | $21.39 | $21.35 | -0.26% | Signal | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-07-11 | 2018-10-30 | Completed | 33.33% | $23.16 | $21.55 | -7.00% | Stop | |
| 2016-07-14 | 2018-10-30 | Completed | 33.33% | $16.01 | $21.55 | 34.48% | Stop | |
| 2018-06-18 | 2018-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2017-01-26 | 2018-06-18 | Completed | 33.33% | $17.02 | $23.07 | 35.49% | Signal | |
| 2017-01-03 | 2017-01-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-05-09 | 2017-01-03 | Completed | 33.33% | $15.23 | $16.37 | 7.39% | Signal | |
| 2015-12-23 | 2016-07-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-02-24 | 2016-05-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-02-12 | 2016-02-24 | Completed | 33.33% | $13.67 | $14.10 | 3.11% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-09 | 2016-01-21 | Completed | 33.33% | $15.55 | $13.98 | -10.11% | Stop | |
| 2015-09-17 | 2015-12-23 | Completed | 33.33% | $14.90 | $15.34 | 2.92% | Signal | |
| 2015-08-25 | 2015-12-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-02-13 | 2015-08-25 | Completed | 33.33% | $10.38 | $14.11 | 35.89% | Stop | |
| 2012-02-21 | 2015-08-25 | Completed | 33.33% | $9.23 | $14.11 | 52.69% | Stop | |
| 2011-09-01 | 2015-08-25 | Completed | 33.33% | $8.11 | $14.11 | 73.80% | Stop | |
| 2013-01-22 | 2013-02-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-20 | 2013-01-22 | Completed | 33.33% | $9.86 | $10.20 | 3.34% | Signal | |
| 2012-07-18 | 2012-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-12 | 2012-07-18 | Completed | 33.33% | $8.38 | $9.31 | 11.03% | Signal | |
| 2011-10-21 | 2012-02-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-09 | 2011-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-31 | 2011-10-21 | Completed | 33.33% | $8.13 | $8.24 | 1.39% | Signal | |
| 2011-08-10 | 2011-09-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-10 | Completed | 33.33% | $6.82 | $7.66 | 12.25% | Stop | |
| 2010-11-08 | 2011-08-09 | Completed | 33.33% | $7.94 | $7.58 | -4.60% | Stop | |
| 2010-09-17 | 2011-08-09 | Completed | 33.33% | $7.18 | $7.58 | 5.54% | Stop | |
| 2010-10-01 | 2010-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-10-01 | Completed | 33.33% | $6.82 | $7.37 | 8.00% | Signal | |
| 2010-07-12 | 2010-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-07-12 | Completed | 33.33% | $6.82 | $6.78 | -0.65% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-04 | 2010-05-07 | Completed | 33.33% | $7.12 | $7.09 | -0.59% | Stop | |
| 2009-12-21 | 2010-05-07 | Completed | 33.33% | $7.02 | $7.09 | 0.89% | Stop | |
| 2009-12-21 | 2010-05-07 | Completed | 33.33% | $7.02 | $7.09 | 0.89% | Stop | |
| 2009-12-17 | 2010-03-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-12-17 | 2009-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-12-17 | 2009-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |