VB
Vanguard Small-Cap Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VB (Vanguard Small-Cap 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 -23.0% (compared to the benchmark's drawdown of -59.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.6%, compared to a Buy-and-Hold benchmark return of 9.4%. The strategy executed 61 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.
VB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 20.11% | 22.09% | 3.69% | 7.60% | 8.20% | 11.01% | 7.59% | 9.43% |
| Sharpe Ratio | 1.18 | 1.22 | 0.28 | 0.36 | 0.58 | 0.49 | 0.54 | 0.39 |
| Max Drawdown | -8.98% | -8.98% | -22.45% | -28.15% | -22.45% | -42.05% | -23.02% | -59.57% |
| % Time Invested | 100.0% | 100.0% | 88.4% | 100.0% | 91.8% | 100.0% | 90.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 3.0 | 0.0 | 2.9 | 0.0 | 3.0 | 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 | ||||||||
| 2025-05-30 | 2025-10-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.49% | Interest Income | |
| 2025-03-05 | 2025-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.59% | Interest Income | |
| 2025-04-30 | 2025-05-30 | Completed | 33.33% | $210.21 | $223.91 | 6.47% | Signal | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-27 | 2025-04-07 | Completed | 33.33% | $223.13 | $189.95 | -14.91% | Stop | |
| 2025-03-14 | 2025-04-07 | 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 | |
| 2024-03-20 | 2025-03-14 | Completed | 33.33% | $213.29 | $216.09 | 1.26% | Stop | |
| 2024-09-17 | 2025-03-05 | Completed | 33.33% | $227.29 | $223.82 | -1.58% | Stop | |
| 2024-01-03 | 2025-03-05 | Completed | 33.33% | $202.88 | $223.82 | 10.26% | Stop | |
| 2024-08-23 | 2024-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2024-01-16 | 2024-08-23 | Completed | 33.33% | $198.90 | $223.23 | 12.18% | Signal | |
| 2022-09-26 | 2024-03-20 | Interest (CASH) | 33.33% | $1.00 | $1.08 | 7.61% | Interest Income | |
| 2023-10-23 | 2024-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.22% | Interest Income | |
| 2023-12-08 | 2024-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-14 | 2023-12-08 | Completed | 33.33% | $180.22 | $191.58 | 6.25% | Signal | |
| 2023-10-23 | 2023-11-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-07-26 | 2023-10-23 | Completed | 33.33% | $197.16 | $172.26 | -12.67% | Stop | |
| 2023-04-05 | 2023-10-23 | Completed | 33.33% | $176.86 | $172.26 | -2.65% | Stop | |
| 2023-05-08 | 2023-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income | |
| 2023-04-05 | 2023-05-08 | Completed | 33.33% | $176.86 | $177.67 | 0.41% | Signal | |
| 2023-03-14 | 2023-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-03-14 | 2023-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.25% | Interest Income | |
| 2023-01-23 | 2023-03-14 | Completed | 33.33% | $185.33 | $177.79 | -4.12% | Stop | |
| 2022-11-10 | 2023-01-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2022-10-10 | 2022-11-10 | Completed | 33.33% | $166.40 | $177.66 | 6.72% | Signal | |
| 2022-01-24 | 2022-10-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.10% | Interest Income | |
| 2022-06-02 | 2022-09-26 | Completed | 33.33% | $181.74 | $162.92 | -10.40% | Stop | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-02-16 | 2022-05-10 | Completed | 33.33% | $198.26 | $175.54 | -11.51% | Stop | |
| 2022-02-15 | 2022-03-14 | Completed | 33.33% | $196.33 | $189.27 | -3.64% | 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 | |
| 2020-08-20 | 2022-01-25 | Completed | 33.33% | $143.13 | $191.71 | 33.87% | Stop | |
| 2020-09-29 | 2022-01-24 | Completed | 33.33% | $141.56 | $188.10 | 32.81% | Stop | |
| 2020-06-29 | 2022-01-24 | Completed | 33.33% | $129.98 | $188.10 | 44.64% | Stop | |
| 2020-04-15 | 2020-09-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2020-05-05 | 2020-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-30 | 2020-06-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-31 | 2020-05-05 | Completed | 33.33% | $106.42 | $118.90 | 11.67% | Signal | |
| 2020-03-24 | 2020-04-15 | Completed | 33.33% | $95.26 | $110.83 | 16.29% | Signal | |
| 2020-03-09 | 2020-03-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-03-30 | Completed | 33.33% | $95.26 | $105.14 | 10.31% | Signal | |
| 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 | |
| 2019-12-17 | 2020-03-09 | Completed | 33.33% | $149.21 | $123.83 | -17.05% | Stop | |
| 2019-11-13 | 2020-03-02 | Completed | 33.33% | $144.23 | $135.74 | -5.94% | Stop | |
| 2019-02-20 | 2020-03-02 | Completed | 33.33% | $138.69 | $135.74 | -2.18% | Stop | |
| 2019-09-09 | 2019-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2019-10-03 | 2019-11-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2019-09-03 | 2019-10-03 | Completed | 33.33% | $136.52 | $135.05 | -1.12% | Signal | |
| 2019-01-10 | 2019-09-09 | Completed | 33.33% | $124.75 | $139.64 | 11.87% | Signal | |
| 2019-08-07 | 2019-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-02-20 | 2019-08-07 | Completed | 33.33% | $138.69 | $135.76 | -2.16% | Signal | |
| 2018-12-21 | 2019-02-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2018-10-25 | 2019-02-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2018-12-17 | 2019-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-16 | 2018-12-21 | Completed | 33.33% | $130.91 | $116.90 | -10.75% | Stop | |
| 2016-11-15 | 2018-12-17 | Completed | 33.33% | $107.75 | $123.15 | 14.23% | Stop | |
| 2018-10-25 | 2018-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-07-19 | 2018-10-25 | Completed | 33.33% | $103.77 | $127.67 | 22.97% | Stop | |
| 2016-05-03 | 2018-10-25 | Completed | 33.33% | $97.72 | $127.67 | 30.58% | Stop | |
| 2016-04-22 | 2016-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2015-11-04 | 2016-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2015-08-21 | 2016-05-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2016-02-10 | 2016-04-22 | Completed | 33.33% | $82.87 | $97.61 | 17.73% | 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% | $97.87 | $85.93 | -12.24% | Stop | |
| 2015-09-17 | 2015-11-04 | Completed | 33.33% | $97.87 | $99.55 | 1.67% | 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 | |
| 2012-06-27 | 2015-08-25 | Completed | 33.33% | $58.85 | $93.56 | 58.92% | Stop | |
| 2011-10-27 | 2015-08-25 | Completed | 33.33% | $57.32 | $93.56 | 63.16% | Stop | |
| 2014-12-29 | 2015-08-21 | Completed | 33.33% | $99.61 | $97.50 | -2.17% | Signal | |
| 2014-10-24 | 2014-12-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-09-06 | 2014-10-24 | Completed | 33.33% | $64.05 | $92.69 | 44.64% | Signal | |
| 2012-06-29 | 2012-09-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-06-27 | 2012-06-29 | Completed | 33.33% | $58.85 | $60.95 | 3.53% | 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 | |
| 2012-03-21 | 2012-06-05 | Completed | 33.33% | $63.60 | $56.38 | -11.39% | Stop | |
| 2011-12-29 | 2012-06-05 | Completed | 33.33% | $56.07 | $56.38 | 0.51% | Stop | |
| 2011-10-04 | 2012-03-21 | 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 | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-30 | 2011-10-05 | Completed | 33.33% | $54.26 | $48.94 | -9.85% | Stop | |
| 2011-08-26 | 2011-10-04 | Completed | 33.33% | $50.71 | $45.91 | -9.50% | Stop | |
| 2011-08-08 | 2011-08-30 | 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 | 2011-08-08 | Completed | 33.33% | $47.73 | $51.73 | 8.33% | Stop | |
| 2010-10-15 | 2011-08-04 | Completed | 33.33% | $52.38 | $57.19 | 9.13% | Stop | |
| 2010-06-01 | 2011-08-04 | Completed | 33.33% | $47.73 | $57.19 | 19.75% | Stop | |
| 2010-08-02 | 2010-10-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-08-02 | Completed | 33.33% | $47.73 | $48.61 | 1.78% | 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 | |
| 2010-02-19 | 2010-05-07 | Completed | 33.33% | $45.70 | $48.59 | 6.27% | Stop | |
| 2009-08-06 | 2010-05-07 | Completed | 33.33% | $40.19 | $48.59 | 20.84% | Stop | |
| 2009-05-20 | 2010-05-07 | Completed | 33.33% | $34.93 | $48.59 | 39.05% | Stop | |
| 2009-10-29 | 2010-02-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-09-15 | 2009-10-29 | Completed | 33.33% | $42.99 | $41.16 | -4.31% | Stop | |
| 2008-06-25 | 2009-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income | |
| 2007-12-03 | 2009-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.75% | Interest Income | |
| 2008-09-04 | 2009-05-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2008-07-30 | 2008-09-04 | Completed | 33.33% | $48.57 | $49.48 | 1.83% | Signal | |
| 2008-07-08 | 2008-07-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-06-05 | 2008-07-08 | Completed | 33.33% | $52.01 | $45.54 | -12.47% | Stop | |
| 2008-02-01 | 2008-06-25 | Completed | 33.33% | $48.80 | $49.04 | 0.44% | Signal | |
| 2007-08-17 | 2008-06-05 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.14% | Interest Income | |
| 2008-01-09 | 2008-02-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2006-01-25 | 2008-01-09 | Completed | 33.33% | $46.74 | $47.85 | 2.31% | Stop | |
| 2007-09-11 | 2007-12-03 | Completed | 33.33% | $52.36 | $52.36 | -0.04% | Signal | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2007-01-16 | 2007-08-17 | Completed | 33.33% | $51.93 | $52.45 | 0.94% | Stop | |
| 2006-09-05 | 2007-08-17 | Completed | 33.33% | $46.92 | $52.45 | 11.72% | Stop | |
| 2006-10-06 | 2007-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.32% | Interest Income | |
| 2006-07-10 | 2006-10-06 | Completed | 33.33% | $46.54 | $48.07 | 3.23% | Signal | |
| 2006-06-15 | 2006-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.10% | Interest Income | |
| 2006-06-15 | 2006-07-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-01-25 | 2006-06-15 | Completed | 33.33% | $46.74 | $44.71 | -4.41% | Stop | |
| 2006-01-25 | 2006-06-15 | Completed | 33.33% | $46.74 | $44.71 | -4.41% | 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 | |