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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -24.4% (compared to the benchmark's drawdown of -58.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.2%, compared to a Buy-and-Hold benchmark return of 9.4%. The strategy executed 17 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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.
Switch to MMA to enable
VBK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 20.54% | 20.54% | 2.85% | 4.35% | 7.99% | 10.91% | 7.15% | 9.44% |
| Sharpe Ratio | 0.93 | 0.93 | 0.17 | 0.18 | 0.49 | 0.45 | 0.45 | 0.38 |
| Max Drawdown | -11.44% | -11.44% | -24.37% | -38.39% | -24.37% | -38.70% | -24.37% | -58.69% |
| % Time Invested | 100.0% | 100.0% | 68.5% | 100.0% | 76.7% | 100.0% | 72.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.7 | 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 | ||||||||
| 2025-04-08 | 2025-07-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.25% | Interest Income | |
| 2025-03-27 | 2025-04-08 | Completed | 100% | $257.63 | $233.50 | -9.41% | Stop | |
| 2025-03-05 | 2025-03-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-01-05 | 2025-03-05 | Completed | 100% | $227.74 | $260.97 | 14.53% | Stop | |
| 2023-10-20 | 2024-01-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 2023-01-18 | 2023-10-20 | Completed | 100% | $213.43 | $202.86 | -5.00% | Signal | |
| 2022-01-11 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.26% | Interest Income | |
| 2021-03-30 | 2022-01-11 | Completed | 100% | $258.78 | $256.45 | -0.95% | Stop | |
| 2021-03-08 | 2021-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-06-26 | 2021-03-08 | Completed | 100% | $190.57 | $262.51 | 37.69% | Stop | |
| 2020-03-09 | 2020-06-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2019-03-26 | 2020-03-09 | Completed | 100% | $170.82 | $163.18 | -4.52% | Stop | |
| 2018-11-26 | 2019-03-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2018-11-20 | 2018-11-26 | Completed | 100% | $152.13 | $156.05 | 2.52% | Signal | |
| 2018-10-29 | 2018-11-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-05-25 | 2018-10-29 | Completed | 100% | $114.04 | $157.05 | 37.64% | Stop | |
| 2015-08-25 | 2016-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2014-12-22 | 2015-08-25 | Completed | 100% | $116.25 | $113.94 | -2.04% | Stop | |
| 2014-10-14 | 2014-12-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-02-09 | 2014-10-14 | Completed | 100% | $77.25 | $103.43 | 33.83% | Signal | |
| 2011-08-05 | 2012-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-10-08 | 2011-08-05 | Completed | 100% | $60.15 | $67.75 | 12.58% | Stop | |
| 2010-08-17 | 2010-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-06-01 | 2010-08-17 | Completed | 100% | $55.81 | $54.16 | -3.00% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-11 | 2010-05-07 | Completed | 100% | $43.72 | $56.92 | 30.13% | Stop | |
| 2008-08-05 | 2009-06-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2008-06-25 | 2008-08-05 | Completed | 100% | $59.97 | $57.52 | -4.13% | Signal | |
| 2007-12-31 | 2008-06-25 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.91% | Interest Income | |
| 2006-11-16 | 2007-12-31 | Completed | 100% | $57.58 | $63.05 | 9.44% | Signal | |
| 2006-07-20 | 2006-11-16 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.65% | Interest Income | |
| 2006-07-07 | 2006-07-20 | Completed | 100% | $52.78 | $51.37 | -2.72% | Signal | |
| 2006-06-14 | 2006-07-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-01-25 | 2006-06-14 | Completed | 100% | $54.04 | $49.49 | -8.46% | Stop | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |