VCIT
Vanguard Intermediate-term Corporate Bond Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VCIT (Vanguard Intermediate-term Corporate Bond 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 -8.3% (compared to the benchmark's drawdown of -20.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.1%, compared to a Buy-and-Hold benchmark return of 3.5%. The strategy executed 32 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.
VCIT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.31% | 3.29% | 1.75% | 0.70% | 2.62% | 2.64% | 3.12% | 3.53% |
| Sharpe Ratio | 0.90 | 0.79 | 0.58 | 0.11 | 0.74 | 0.42 | 0.86 | 0.61 |
| Max Drawdown | -2.80% | -2.96% | -5.73% | -20.56% | -8.30% | -20.56% | -8.30% | -20.56% |
| % Time Invested | 100.0% | 100.0% | 75.8% | 100.0% | 86.3% | 100.0% | 90.2% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.0 | 0.0 | 2.1 | 0.0 | 2.2 | 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 | ||||||||
| 2025-04-30 | 2026-03-23 | Completed | 33.33% | $76.95 | $80.96 | 5.16% | Signal | |
| 2025-04-07 | 2025-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.42% | Interest Income | |
| 2024-12-30 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 2024-03-26 | 2025-04-07 | Completed | 33.33% | $72.05 | $76.69 | 6.40% | Signal | |
| 2024-08-02 | 2024-12-30 | Completed | 33.33% | $75.20 | $74.82 | -0.56% | Signal | |
| 2022-03-30 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.11 | 10.75% | Interest Income | |
| 2024-05-16 | 2024-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.12% | Interest Income | |
| 2024-01-11 | 2024-05-16 | Completed | 33.33% | $71.96 | $72.36 | 0.51% | Signal | |
| 2023-09-25 | 2024-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.71% | Interest Income | |
| 2023-07-11 | 2024-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.77% | Interest Income | |
| 2023-05-08 | 2023-09-25 | Completed | 33.33% | $69.10 | $67.23 | -2.76% | Signal | |
| 2023-06-21 | 2023-07-11 | Completed | 33.33% | $68.65 | $68.17 | -0.75% | Signal | |
| 2023-05-26 | 2023-06-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-02-03 | 2023-05-26 | Completed | 33.33% | $69.45 | $67.94 | -2.22% | Signal | |
| 2022-02-14 | 2023-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.73% | Interest Income | |
| 2021-11-24 | 2023-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.49% | Interest Income | |
| 2022-03-21 | 2022-03-30 | Completed | 33.33% | $72.17 | $71.64 | -0.78% | Signal | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-06 | 2022-02-25 | Completed | 33.33% | $68.95 | $73.60 | 6.69% | Stop | |
| 2021-09-15 | 2022-02-14 | Completed | 33.33% | $78.47 | $73.96 | -5.80% | Signal | |
| 2021-07-15 | 2021-11-24 | Completed | 33.33% | $78.23 | $76.28 | -2.55% | Signal | |
| 2021-06-01 | 2021-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-03-30 | 2021-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2021-06-01 | Completed | 33.33% | $68.95 | $76.81 | 11.34% | Signal | |
| 2020-05-21 | 2021-03-30 | Completed | 33.33% | $73.60 | $75.41 | 2.41% | Signal | |
| 2020-04-21 | 2020-05-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2020-04-21 | Completed | 33.33% | $68.95 | $72.08 | 4.48% | Signal | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-01-25 | 2020-03-13 | Completed | 33.33% | $63.94 | $68.82 | 7.58% | Stop | |
| 2018-08-20 | 2020-03-13 | Completed | 33.33% | $63.18 | $68.82 | 8.86% | Stop | |
| 2018-08-20 | 2020-03-13 | Completed | 33.33% | $63.18 | $68.82 | 8.86% | Stop | |
| 2018-11-16 | 2019-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2018-08-20 | 2018-11-16 | Completed | 33.33% | $63.18 | $62.16 | -1.67% | Signal | |
| 2018-07-16 | 2018-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2018-03-15 | 2018-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income | |
| 2018-01-19 | 2018-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 2014-06-24 | 2018-07-16 | Completed | 33.33% | $56.39 | $62.60 | 10.94% | Signal | |
| 2017-07-11 | 2018-03-15 | Completed | 33.33% | $62.95 | $62.37 | -0.98% | Signal | |
| 2017-04-21 | 2018-01-19 | Completed | 33.33% | $62.47 | $63.48 | 1.56% | Signal | |
| 2017-02-24 | 2017-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2016-12-05 | 2017-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2015-11-19 | 2017-02-24 | Completed | 33.33% | $58.18 | $61.79 | 6.16% | Signal | |
| 2016-03-21 | 2016-12-05 | Completed | 33.33% | $59.69 | $60.47 | 1.26% | Signal | |
| 2016-02-11 | 2016-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-10-30 | 2016-02-11 | Completed | 33.33% | $58.44 | $58.36 | -0.19% | Signal | |
| 2015-09-28 | 2015-11-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-07-08 | 2015-10-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-02-28 | 2015-09-28 | Completed | 33.33% | $55.13 | $57.84 | 4.87% | Signal | |
| 2013-11-27 | 2015-07-08 | Completed | 33.33% | $53.75 | $58.13 | 8.10% | Signal | |
| 2014-04-23 | 2014-06-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-07-18 | 2014-04-23 | Completed | 33.33% | $53.00 | $55.58 | 4.82% | Signal | |
| 2013-08-06 | 2014-02-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2013-06-25 | 2013-11-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2013-07-18 | 2013-08-06 | Completed | 33.33% | $53.00 | $52.89 | -0.26% | Signal | |
| 2013-06-25 | 2013-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-06-25 | 2013-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-11-16 | 2013-06-25 | Completed | 33.33% | $48.77 | $52.01 | 6.58% | Stop | |
| 2011-11-16 | 2013-06-25 | Completed | 33.33% | $48.77 | $52.01 | 6.58% | Stop | |
| 2011-11-16 | 2013-06-25 | Completed | 33.33% | $48.77 | $52.01 | 6.58% | Stop | |
| 2011-11-14 | 2011-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-11-14 | 2011-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-11-14 | 2011-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |