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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -28.0% (compared to the benchmark's drawdown of -36.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.5%, compared to a Buy-and-Hold benchmark return of 16.2%. The strategy executed 14 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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MGK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.12% | 12.61% | 10.41% | 12.29% | 19.21% | 18.11% | 15.49% | 16.23% |
| Sharpe Ratio | 0.13 | 0.66 | 0.53 | 0.51 | 0.98 | 0.76 | 0.87 | 0.76 |
| Max Drawdown | -16.41% | -16.85% | -28.03% | -36.01% | -28.03% | -36.01% | -28.03% | -36.01% |
| % Time Invested | 90.5% | 100.0% | 87.0% | 100.0% | 92.2% | 100.0% | 92.6% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 0.9 | 0.0 | 0.8 | 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 | ||||||||
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-24 | 2026-03-30 | Completed | 100% | $59.92 | $71.61 | 19.45% | Stop | |
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-04-01 | Completed | 100% | $62.58 | $61.17 | -2.30% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-01-18 | 2024-08-06 | Completed | 100% | $36.06 | $57.08 | 58.22% | Stop | |
| 2022-10-21 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2022-10-17 | 2022-10-21 | Completed | 100% | $34.16 | $34.35 | 0.51% | Signal | |
| 2022-09-23 | 2022-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-05-20 | 2022-09-23 | Completed | 100% | $36.95 | $35.55 | -3.84% | Stop | |
| 2022-04-28 | 2022-05-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-04-28 | Completed | 100% | $45.30 | $41.13 | -9.25% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2022-01-25 | Completed | 100% | $22.81 | $44.09 | 93.21% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-11 | 2020-03-02 | Completed | 100% | $21.20 | $27.58 | 30.02% | Stop | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-03-03 | 2018-12-18 | Completed | 100% | $14.69 | $20.93 | 42.40% | Stop | |
| 2016-02-09 | 2016-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-02-09 | Completed | 100% | $14.90 | $13.43 | -9.86% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2015-08-25 | Completed | 100% | $8.13 | $14.11 | 73.51% | Stop | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 100% | $6.82 | $7.58 | 11.11% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-04 | 2010-05-07 | Completed | 100% | $7.12 | $7.09 | -0.59% | Stop | |
| 2009-12-17 | 2010-03-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |