VBK
Vanguard Small-Cap Growth Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VBK (Vanguard Small-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 -24.6% (compared to the benchmark's drawdown of -58.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.4%, compared to a Buy-and-Hold benchmark return of 9.4%. The strategy executed 75 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.
VBK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 18.08% | 20.54% | 1.65% | 4.35% | 9.64% | 10.91% | 8.37% | 9.44% |
| Sharpe Ratio | 0.86 | 0.93 | 0.11 | 0.18 | 0.61 | 0.45 | 0.55 | 0.38 |
| Max Drawdown | -11.44% | -11.44% | -24.60% | -38.39% | -24.60% | -38.70% | -24.60% | -58.69% |
| % Time Invested | 100.0% | 100.0% | 84.5% | 100.0% | 90.8% | 100.0% | 90.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 4.4 | 0.0 | 3.9 | 0.0 | 3.7 | 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 | ||||||||
| 2025-06-10 | 2025-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.40% | Interest Income | |
| 2025-03-05 | 2025-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.57% | Interest Income | |
| 2025-04-30 | 2025-06-10 | Completed | 33.33% | $243.11 | $272.10 | 11.87% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-08 | Completed | 33.33% | $249.67 | $233.50 | -6.52% | Stop | |
| 2025-03-27 | 2025-04-07 | Completed | 33.33% | $257.63 | $216.76 | -15.91% | Stop | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-05 | 2025-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-03-12 | 2025-03-10 | Completed | 33.33% | $252.03 | $255.00 | 1.13% | Stop | |
| 2024-09-11 | 2025-03-05 | Completed | 33.33% | $246.37 | $260.97 | 5.87% | Stop | |
| 2024-08-28 | 2025-03-05 | Completed | 33.33% | $257.23 | $260.97 | 1.40% | Stop | |
| 2024-08-08 | 2024-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-07-31 | 2024-08-08 | Completed | 33.33% | $258.89 | $240.54 | -7.13% | Signal | |
| 2024-03-13 | 2024-08-06 | Completed | 33.33% | $252.43 | $239.37 | -5.22% | Stop | |
| 2024-07-09 | 2024-07-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-01-22 | 2024-07-09 | Completed | 33.33% | $233.77 | $247.49 | 5.81% | Signal | |
| 2023-12-13 | 2024-03-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 2023-03-14 | 2024-03-12 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 5.37% | Interest Income | |
| 2023-10-04 | 2024-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.59% | Interest Income | |
| 2023-10-26 | 2023-12-13 | Completed | 33.33% | $195.94 | $223.08 | 13.80% | Signal | |
| 2023-10-04 | 2023-10-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-06-21 | 2023-10-04 | Completed | 33.33% | $220.97 | $204.86 | -7.33% | Stop | |
| 2023-05-02 | 2023-10-04 | Completed | 33.33% | $209.02 | $204.86 | -2.04% | Stop | |
| 2023-05-23 | 2023-06-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2023-04-05 | 2023-05-23 | Completed | 33.33% | $208.66 | $213.32 | 2.18% | Signal | |
| 2023-03-14 | 2023-05-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2023-03-14 | 2023-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-01-18 | 2023-03-14 | Completed | 33.33% | $213.43 | $206.23 | -3.42% | Stop | |
| 2023-01-18 | 2023-03-14 | Completed | 33.33% | $213.43 | $206.23 | -3.42% | Stop | |
| 2023-01-18 | 2023-03-14 | Completed | 33.33% | $213.43 | $206.23 | -3.42% | Stop | |
| 2022-11-14 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2022-07-26 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.77% | Interest Income | |
| 2022-01-25 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.26% | Interest Income | |
| 2022-09-23 | 2022-11-14 | Completed | 33.33% | $192.10 | $208.72 | 8.60% | Signal | |
| 2022-01-19 | 2022-09-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2022-06-01 | 2022-07-26 | Completed | 33.33% | $209.86 | $204.94 | -2.39% | Signal | |
| 2022-05-09 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-03 | 2022-05-09 | Completed | 33.33% | $235.86 | $204.61 | -13.29% | Stop | |
| 2022-01-11 | 2022-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-01-12 | 2022-01-25 | Completed | 33.33% | $262.17 | $235.51 | -10.21% | Stop | |
| 2022-01-12 | 2022-01-19 | Completed | 33.33% | $262.17 | $244.76 | -6.68% | Signal | |
| 2021-12-20 | 2022-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-12-20 | 2022-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-04-01 | 2022-01-11 | Completed | 33.33% | $140.00 | $256.45 | 83.09% | Stop | |
| 2021-08-09 | 2021-12-20 | Completed | 33.33% | $278.87 | $260.95 | -6.47% | Stop | |
| 2021-03-29 | 2021-12-20 | Completed | 33.33% | $263.13 | $260.95 | -0.88% | Stop | |
| 2021-06-15 | 2021-08-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-03-29 | 2021-06-15 | Completed | 33.33% | $263.13 | $276.90 | 5.18% | Signal | |
| 2021-03-05 | 2021-03-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-05 | 2021-03-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-09-08 | 2021-03-05 | Completed | 33.33% | $200.19 | $261.45 | 30.53% | Stop | |
| 2020-06-22 | 2021-03-05 | Completed | 33.33% | $191.67 | $261.45 | 36.33% | Stop | |
| 2020-05-08 | 2020-09-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-04-07 | 2020-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-05-08 | Completed | 33.33% | $131.34 | $174.67 | 32.93% | Signal | |
| 2020-03-24 | 2020-04-07 | Completed | 33.33% | $131.34 | $150.83 | 14.79% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-17 | 2020-03-10 | Completed | 33.33% | $155.21 | $164.72 | 6.07% | Stop | |
| 2019-11-20 | 2020-03-02 | Completed | 33.33% | $184.44 | $178.86 | -3.07% | Stop | |
| 2019-06-18 | 2020-03-02 | Completed | 33.33% | $177.07 | $178.86 | 0.96% | Stop | |
| 2019-10-29 | 2019-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-03-21 | 2019-10-29 | Completed | 33.33% | $171.42 | $178.78 | 4.24% | Signal | |
| 2019-01-29 | 2019-06-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income | |
| 2018-11-19 | 2019-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2019-01-16 | 2019-01-29 | Completed | 33.33% | $155.27 | $159.36 | 2.59% | Signal | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-21 | 2018-12-24 | Completed | 33.33% | $153.29 | $136.06 | -11.28% | Stop | |
| 2018-11-15 | 2018-12-21 | Completed | 33.33% | $155.34 | $141.42 | -9.00% | Stop | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-15 | 2018-11-19 | Completed | 33.33% | $155.34 | $159.05 | 2.34% | Signal | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-11-15 | 2018-10-30 | Completed | 33.33% | $122.81 | $153.39 | 24.84% | Stop | |
| 2016-07-29 | 2018-10-24 | Completed | 33.33% | $122.01 | $160.36 | 31.36% | Stop | |
| 2016-05-10 | 2018-10-24 | Completed | 33.33% | $112.38 | $160.36 | 42.63% | Stop | |
| 2016-04-22 | 2016-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2015-11-16 | 2016-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2015-08-25 | 2016-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2016-02-10 | 2016-04-22 | Completed | 33.33% | $95.20 | $113.55 | 19.22% | Signal | |
| 2016-01-19 | 2016-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-19 | Completed | 33.33% | $118.02 | $101.67 | -13.89% | Stop | |
| 2015-09-17 | 2015-11-16 | Completed | 33.33% | $118.02 | $112.44 | -4.78% | Signal | |
| 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 | |
| 2015-01-06 | 2015-08-25 | Completed | 33.33% | $114.82 | $113.94 | -0.82% | Stop | |
| 2014-11-05 | 2015-08-25 | Completed | 33.33% | $114.38 | $113.94 | -0.44% | Stop | |
| 2011-10-26 | 2015-08-25 | Completed | 33.33% | $67.98 | $113.94 | 67.51% | Stop | |
| 2014-10-27 | 2015-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-14 | 2014-11-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-08-14 | 2014-10-27 | Completed | 33.33% | $112.13 | $109.71 | -2.20% | Signal | |
| 2012-06-27 | 2014-10-14 | Completed | 33.33% | $72.43 | $103.43 | 42.73% | Stop | |
| 2014-06-09 | 2014-08-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-09-07 | 2014-06-09 | Completed | 33.33% | $80.08 | $113.05 | 41.10% | Signal | |
| 2012-06-29 | 2012-09-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-06-27 | 2012-06-29 | Completed | 33.33% | $72.43 | $74.81 | 3.23% | Signal | |
| 2012-06-05 | 2012-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-06-05 | 2012-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-03-22 | 2012-06-05 | Completed | 33.33% | $77.31 | $68.96 | -10.84% | Stop | |
| 2011-12-29 | 2012-06-05 | Completed | 33.33% | $68.54 | $68.96 | 0.57% | Stop | |
| 2011-10-04 | 2012-03-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-08-04 | 2011-12-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-10-04 | 2011-10-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-10-04 | Completed | 33.33% | $64.96 | $56.10 | -13.68% | Stop | |
| 2011-08-26 | 2011-10-04 | Completed | 33.33% | $62.21 | $56.10 | -9.86% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-04 | 2011-08-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-05 | Completed | 33.33% | $55.81 | $67.75 | 21.34% | Stop | |
| 2010-10-14 | 2011-08-04 | Completed | 33.33% | $62.05 | $70.58 | 13.68% | Stop | |
| 2010-06-01 | 2011-08-04 | Completed | 33.33% | $55.81 | $70.58 | 26.40% | Stop | |
| 2010-07-30 | 2010-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-07-30 | Completed | 33.33% | $55.81 | $55.33 | -0.90% | 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 | |
| 2009-08-27 | 2010-05-07 | Completed | 33.33% | $48.30 | $56.92 | 17.79% | Stop | |
| 2009-07-29 | 2010-05-07 | Completed | 33.33% | $45.71 | $56.92 | 24.47% | Stop | |
| 2009-05-08 | 2010-05-07 | Completed | 33.33% | $41.37 | $56.92 | 37.52% | Stop | |
| 2008-08-29 | 2009-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2008-01-07 | 2009-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income | |
| 2008-09-15 | 2009-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2008-07-30 | 2008-09-15 | Completed | 33.33% | $58.33 | $54.73 | -6.22% | Signal | |
| 2008-02-04 | 2008-08-29 | Completed | 33.33% | $58.73 | $60.05 | 2.21% | Signal | |
| 2008-07-08 | 2008-07-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-06-06 | 2008-07-08 | Completed | 33.33% | $63.44 | $55.89 | -11.95% | Stop | |
| 2008-01-08 | 2008-06-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2008-01-10 | 2008-02-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2006-07-10 | 2008-01-10 | Completed | 33.33% | $52.51 | $57.46 | 9.38% | Stop | |
| 2007-11-29 | 2008-01-08 | Completed | 33.33% | $61.64 | $59.25 | -3.91% | Signal | |
| 2007-09-11 | 2008-01-07 | Completed | 33.33% | $61.90 | $59.24 | -4.33% | Stop | |
| 2007-09-24 | 2007-11-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2007-09-11 | 2007-09-24 | Completed | 33.33% | $61.90 | $64.71 | 4.49% | Signal | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2007-02-05 | 2007-08-17 | Completed | 33.33% | $59.21 | $61.36 | 3.59% | Stop | |
| 2006-11-03 | 2007-08-17 | Completed | 33.33% | $54.51 | $61.36 | 12.52% | Stop | |
| 2006-09-27 | 2007-02-05 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.73% | Interest Income | |
| 2006-07-06 | 2006-11-03 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.67% | Interest Income | |
| 2006-07-03 | 2006-09-27 | Completed | 33.33% | $53.52 | $52.61 | -1.74% | Signal | |
| 2006-06-15 | 2006-07-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-07-03 | 2006-07-06 | Completed | 33.33% | $53.52 | $53.59 | 0.08% | Signal | |
| 2006-06-09 | 2006-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-06-09 | 2006-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-01-25 | 2006-06-15 | Completed | 33.33% | $54.04 | $50.48 | -6.64% | Stop | |
| 2006-01-25 | 2006-06-09 | Completed | 33.33% | $54.04 | $52.67 | -2.59% | Stop | |
| 2006-01-25 | 2006-06-09 | Completed | 33.33% | $54.04 | $52.67 | -2.59% | Stop | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |