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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -35.0% (compared to the benchmark's drawdown of -59.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.1%, compared to a Buy-and-Hold benchmark return of 9.4%. The strategy executed 18 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.
Switch to MMA to enable
VB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 22.09% | 22.09% | 1.84% | 7.60% | 9.31% | 11.01% | 8.05% | 9.43% |
| Sharpe Ratio | 1.22 | 1.22 | 0.11 | 0.36 | 0.55 | 0.49 | 0.48 | 0.39 |
| Max Drawdown | -8.98% | -8.98% | -35.03% | -28.15% | -35.03% | -42.05% | -35.03% | -59.57% |
| % Time Invested | 100.0% | 100.0% | 65.3% | 100.0% | 71.4% | 100.0% | 75.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.9 | 0.0 | 0.9 | 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 | ||||||||
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-03-19 | 2025-03-11 | Completed | 100% | $211.48 | $218.13 | 3.09% | Stop | |
| 2022-09-26 | 2024-03-19 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.58% | Interest Income | |
| 2022-07-13 | 2022-09-26 | Completed | 100% | $165.22 | $162.92 | -1.44% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-06-02 | 2022-06-17 | Completed | 100% | $181.74 | $160.86 | -11.53% | Stop | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-02-16 | 2022-05-10 | Completed | 100% | $198.26 | $175.54 | -11.51% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-09-17 | 2022-01-25 | Completed | 100% | $141.84 | $191.71 | 35.09% | Stop | |
| 2020-04-27 | 2020-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-03-24 | 2020-04-27 | Completed | 100% | $95.26 | $114.93 | 20.58% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-12-19 | 2020-03-02 | Completed | 100% | $149.84 | $135.74 | -9.46% | Stop | |
| 2019-09-09 | 2019-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2019-01-04 | 2019-09-09 | Completed | 100% | $117.85 | $139.64 | 18.42% | Signal | |
| 2018-12-11 | 2019-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-11-15 | 2018-12-11 | Completed | 100% | $107.75 | $127.70 | 18.45% | Stop | |
| 2016-04-25 | 2016-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2016-02-09 | 2016-04-25 | Completed | 100% | $81.58 | $98.30 | 20.43% | Signal | |
| 2016-01-15 | 2016-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-15 | Completed | 100% | $97.87 | $84.47 | -13.73% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-26 | 2015-08-25 | Completed | 100% | $55.30 | $93.56 | 69.13% | Stop | |
| 2011-10-04 | 2011-10-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-10-04 | Completed | 100% | $52.87 | $45.91 | -13.21% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-05 | Completed | 100% | $47.73 | $55.08 | 15.33% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-02-19 | 2010-05-07 | Completed | 100% | $45.70 | $48.59 | 6.27% | Stop | |
| 2009-10-29 | 2010-02-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2009-09-15 | 2009-10-29 | Completed | 100% | $42.99 | $41.16 | -4.31% | Stop | |
| 2008-06-13 | 2009-09-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2008-01-30 | 2008-06-13 | Completed | 100% | $47.52 | $50.32 | 5.85% | Signal | |
| 2008-01-07 | 2008-01-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2006-01-25 | 2008-01-07 | Completed | 100% | $46.74 | $49.31 | 5.45% | Stop | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |