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DASHBOARDS: Portfolio Hub Market Pulse Performance

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 Trading 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 3.4%, compared to a Buy-and-Hold benchmark return of 4.0%. The strategy executed 105 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

VCIT Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR2.14%3.29%2.08%0.70%2.95%2.64%3.37%4.00%
Sharpe Ratio0.670.790.620.110.880.420.960.68
Max Drawdown-2.70%-2.96%-5.32%-20.56%-8.30%-20.56%-8.30%-20.56%
% Time Invested88.5%100.0%73.5%100.0%80.0%100.0%85.3%100.0%
Trades / Year6.00.06.60.06.10.06.50.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-04-23 2026-05-18 Completed 33.33% $82.34 $81.38 -1.21% Signal
2026-03-19 2026-04-23 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2026-03-05 2026-03-25 Completed 33.33% $82.44 $81.43 -1.28% Signal
2025-04-30 2026-03-24 Completed 33.33% $76.95 $80.92 5.11% Signal
2026-02-20 2026-03-19 Completed 33.33% $82.87 $81.13 -2.15% Signal
2026-02-10 2026-03-05 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-01-28 2026-02-20 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-12-31 2026-02-10 Completed 33.33% $81.94 $82.45 0.57% Signal
2025-12-12 2026-01-28 Completed 33.33% $81.49 $82.02 0.59% Signal
2025-11-24 2025-12-31 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2025-11-17 2025-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-06-02 2025-11-24 Completed 33.33% $77.14 $81.52 5.63% Signal
2025-05-13 2025-11-17 Completed 33.33% $76.53 $81.01 5.80% Signal
2025-04-22 2025-06-02 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
2025-04-10 2025-05-13 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
2024-12-31 2025-04-30 Interest (CASH) 33.33% $1.00 $1.01 1.37% Interest Income
2025-02-26 2025-04-22 Completed 33.33% $76.53 $75.77 -1.04% Signal
2025-02-07 2025-04-10 Completed 33.33% $75.57 $75.48 -0.17% Signal
2024-10-29 2025-02-26 Interest (CASH) 33.33% $1.00 $1.01 1.39% Interest Income
2024-12-31 2025-02-07 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2024-12-10 2024-12-31 Completed 33.33% $76.11 $74.96 -1.57% Signal
2024-08-02 2024-12-31 Completed 33.33% $75.20 $74.96 -0.37% Signal
2024-10-16 2024-12-10 Interest (CASH) 33.33% $1.00 $1.01 0.68% Interest Income
2024-06-06 2024-10-29 Completed 33.33% $72.60 $75.05 3.33% Signal
2024-05-20 2024-10-16 Completed 33.33% $72.05 $76.45 6.06% Signal
2024-05-16 2024-08-02 Interest (CASH) 33.33% $1.00 $1.01 1.12% Interest Income
2024-02-22 2024-06-06 Interest (CASH) 33.33% $1.00 $1.02 1.55% Interest Income
2024-04-09 2024-05-20 Interest (CASH) 33.33% $1.00 $1.01 0.61% Interest Income
2024-01-11 2024-05-16 Completed 33.33% $71.96 $72.36 0.51% Signal
2024-03-25 2024-04-09 Completed 33.33% $72.20 $71.79 -0.62% Signal
2024-01-30 2024-03-25 Interest (CASH) 33.33% $1.00 $1.01 0.80% Interest Income
2023-11-29 2024-02-22 Completed 33.33% $69.71 $71.35 2.31% Signal
2023-11-15 2024-01-30 Completed 33.33% $68.11 $72.13 5.86% Signal
2023-07-07 2024-01-11 Interest (CASH) 33.33% $1.00 $1.03 2.82% Interest Income
2023-05-30 2023-11-29 Interest (CASH) 33.33% $1.00 $1.03 2.75% Interest Income
2023-08-11 2023-11-15 Interest (CASH) 33.33% $1.00 $1.01 1.45% Interest Income
2023-08-02 2023-08-11 Completed 33.33% $68.37 $68.16 -0.36% Signal
2023-05-10 2023-08-02 Interest (CASH) 33.33% $1.00 $1.01 1.20% Interest Income
2023-06-16 2023-07-07 Completed 33.33% $68.66 $67.77 -1.35% Signal
2023-05-24 2023-06-16 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-04-13 2023-05-30 Completed 33.33% $69.67 $68.39 -1.88% Signal
2023-02-03 2023-05-24 Completed 33.33% $69.45 $68.54 -1.36% Signal
2023-03-28 2023-05-10 Completed 33.33% $68.53 $69.27 1.02% Signal
2023-03-08 2023-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
2023-02-24 2023-03-28 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2022-11-30 2023-03-08 Completed 33.33% $66.36 $67.03 0.96% Signal
2023-02-07 2023-02-24 Completed 33.33% $68.80 $66.87 -2.86% Signal
2023-01-13 2023-02-07 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2021-11-24 2023-02-03 Interest (CASH) 33.33% $1.00 $1.02 2.49% Interest Income
2022-11-16 2023-01-13 Completed 33.33% $66.40 $68.92 3.74% Signal
2022-09-15 2022-11-30 Interest (CASH) 33.33% $1.00 $1.01 0.81% Interest Income
2022-09-02 2022-11-16 Interest (CASH) 33.33% $1.00 $1.01 0.75% Interest Income
2022-08-03 2022-09-15 Completed 33.33% $69.18 $66.63 -3.74% Signal
2022-07-21 2022-09-02 Completed 33.33% $68.04 $67.41 -0.97% Signal
2022-01-11 2022-08-03 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2022-06-17 2022-07-21 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2022-06-07 2022-06-17 Completed 33.33% $68.64 $66.87 -2.64% Signal
2022-01-12 2022-06-07 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2021-12-06 2022-01-12 Completed 33.33% $77.47 $76.26 -1.61% Signal
2021-12-06 2022-01-11 Completed 33.33% $77.47 $75.98 -1.98% Signal
2021-10-01 2021-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-09-29 2021-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-07-15 2021-11-24 Completed 33.33% $78.23 $76.28 -2.55% Signal
2021-09-21 2021-10-01 Completed 33.33% $78.56 $77.79 -1.03% Signal
2021-05-07 2021-09-29 Completed 33.33% $76.95 $77.77 1.01% Signal
2021-08-27 2021-09-21 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-04-19 2021-08-27 Completed 33.33% $76.15 $78.13 2.56% Signal
2021-03-30 2021-07-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-02-11 2021-05-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-01-28 2021-04-19 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-06-25 2021-03-30 Completed 33.33% $75.56 $75.41 -0.25% Signal
2020-11-09 2021-02-11 Completed 33.33% $77.53 $78.19 0.80% Signal
2020-10-27 2021-01-28 Completed 33.33% $77.20 $78.16 1.20% Signal
2020-10-01 2020-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-09-30 2020-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-05-01 2020-10-01 Completed 33.33% $72.37 $76.82 6.10% Signal
2020-09-28 2020-09-30 Completed 33.33% $76.72 $76.91 0.20% Signal
2020-09-03 2020-09-28 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-16 2020-09-03 Completed 33.33% $72.15 $77.52 7.39% Signal
2020-05-01 2020-06-25 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-04-06 2020-05-01 Completed 33.33% $68.95 $72.37 4.90% Signal
2020-03-13 2020-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-03-13 2020-04-16 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
2019-12-03 2020-03-13 Completed 33.33% $71.63 $68.82 -3.97% Stop
2019-11-08 2020-03-13 Completed 33.33% $70.87 $68.82 -2.94% Stop
2019-01-25 2020-03-13 Completed 33.33% $63.94 $68.82 7.58% Stop
2019-11-08 2019-12-03 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-10-17 2019-11-08 Completed 33.33% $71.06 $70.87 -0.32% Signal
2019-10-17 2019-11-08 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-09-25 2019-10-17 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2018-12-31 2019-10-17 Completed 33.33% $62.82 $71.06 13.06% Signal
2018-12-19 2019-09-25 Completed 33.33% $62.84 $70.99 12.91% Signal
2018-11-14 2019-01-25 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
2018-10-02 2018-12-31 Interest (CASH) 33.33% $1.00 $1.01 0.57% Interest Income
2018-09-19 2018-12-19 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2018-08-20 2018-11-14 Completed 33.33% $63.18 $62.08 -1.80% Signal
2018-07-02 2018-10-02 Completed 33.33% $62.19 $62.78 0.89% Signal
2018-06-12 2018-09-19 Completed 33.33% $61.94 $62.64 1.09% Signal
2018-01-18 2018-08-20 Interest (CASH) 33.33% $1.00 $1.01 1.06% Interest Income
2017-10-27 2018-07-02 Interest (CASH) 33.33% $1.00 $1.01 1.08% Interest Income
2018-04-27 2018-06-12 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2018-04-18 2018-04-27 Completed 33.33% $62.46 $61.92 -0.91% Signal
2018-01-09 2018-04-18 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2017-04-24 2018-01-18 Completed 33.33% $62.29 $63.54 1.95% Signal
2017-12-14 2018-01-09 Completed 33.33% $64.05 $63.86 -0.35% Signal
2017-11-10 2017-12-14 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2017-10-26 2017-11-10 Completed 33.33% $63.87 $63.74 -0.26% Signal
2017-01-31 2017-10-27 Completed 33.33% $61.02 $63.81 4.52% Signal
2017-10-04 2017-10-26 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-08-08 2017-10-04 Completed 33.33% $63.66 $64.01 0.51% Signal
2017-07-17 2017-08-08 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-04-13 2017-07-17 Completed 33.33% $62.36 $63.31 1.48% Signal
2016-12-05 2017-04-24 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2017-03-22 2017-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-01-12 2017-03-22 Completed 33.33% $61.36 $61.58 0.30% Signal
2016-10-06 2017-01-31 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2016-10-28 2017-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2016-03-21 2016-12-05 Completed 33.33% $59.69 $60.47 1.26% Signal
2016-10-13 2016-10-28 Completed 33.33% $62.64 $62.36 -0.49% Signal
2016-09-19 2016-10-13 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-02-11 2016-10-06 Completed 33.33% $58.36 $62.59 7.19% Signal
2016-06-29 2016-09-19 Completed 33.33% $62.23 $62.47 0.34% Signal
2016-06-07 2016-06-29 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-01-22 2016-06-07 Completed 33.33% $57.90 $61.31 5.84% Signal
2016-02-09 2016-03-21 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2015-12-03 2016-02-11 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2015-10-30 2016-02-09 Completed 33.33% $58.44 $58.45 -0.04% Signal
2015-11-16 2016-01-22 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2015-09-24 2015-12-03 Completed 33.33% $58.10 $58.18 0.08% Signal
2015-09-23 2015-11-16 Completed 33.33% $58.00 $58.00 -0.05% Signal
2015-07-08 2015-10-30 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-09-01 2015-09-24 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-31 2015-09-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-21 2015-09-01 Completed 33.33% $57.75 $57.52 -0.46% Signal
2015-08-25 2015-08-31 Completed 33.33% $57.63 $57.49 -0.30% Signal
2015-08-03 2015-08-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-05-27 2015-08-21 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-07-24 2015-08-03 Completed 33.33% $57.73 $57.84 0.14% Signal
2015-05-12 2015-07-24 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-11-27 2015-07-08 Completed 33.33% $53.75 $58.13 8.10% Signal
2015-04-15 2015-05-27 Completed 33.33% $59.35 $58.40 -1.65% Signal
2015-04-01 2015-05-12 Completed 33.33% $59.03 $58.00 -1.79% Signal
2015-03-23 2015-04-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-03-03 2015-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-01-12 2015-03-23 Completed 33.33% $58.22 $58.75 0.87% Signal
2014-12-11 2015-03-03 Completed 33.33% $57.34 $58.35 1.70% Signal
2014-12-17 2015-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-23 2014-12-17 Completed 33.33% $57.65 $57.43 -0.44% Signal
2014-11-18 2014-12-11 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-14 2014-11-18 Completed 33.33% $57.57 $57.01 -1.02% Signal
2014-09-30 2014-10-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-19 2014-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-01-27 2014-09-30 Completed 33.33% $54.22 $56.58 4.28% Signal
2014-07-29 2014-09-19 Completed 33.33% $56.78 $56.35 -0.81% Signal
2014-07-07 2014-07-29 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-01-31 2014-07-07 Completed 33.33% $54.44 $56.30 3.37% Signal
2014-01-08 2014-01-31 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-01-02 2014-01-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-12-23 2014-01-08 Completed 33.33% $53.58 $53.65 0.08% Signal
2013-10-10 2014-01-02 Completed 33.33% $53.02 $53.44 0.73% Signal
2013-11-29 2013-12-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-09-27 2013-11-29 Completed 33.33% $52.96 $53.61 1.18% Signal
2013-06-25 2013-11-27 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2013-06-10 2013-10-10 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-08-23 2013-09-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-07-31 2013-08-23 Completed 33.33% $52.66 $51.74 -1.80% Signal
2013-05-28 2013-07-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-04-21 2013-06-25 Completed 33.33% $46.55 $52.01 11.66% Stop
2013-03-25 2013-06-10 Completed 33.33% $54.55 $53.69 -1.61% Signal
2013-03-06 2013-05-28 Completed 33.33% $54.49 $54.84 0.60% Signal
2013-01-30 2013-03-25 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-01-14 2013-03-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-05-09 2013-01-30 Completed 33.33% $51.55 $54.06 4.81% Signal
2012-09-24 2013-01-14 Completed 33.33% $53.66 $54.57 1.65% Signal
2012-08-30 2012-09-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-07-02 2012-08-30 Completed 33.33% $51.91 $53.12 2.26% Signal
2012-06-08 2012-07-02 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-04-20 2012-06-08 Completed 33.33% $50.97 $51.47 0.92% Signal
2012-04-17 2012-05-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-03-28 2012-04-20 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-01-26 2012-04-17 Completed 33.33% $50.01 $50.88 1.68% Signal
2011-12-29 2012-03-28 Completed 33.33% $49.00 $50.61 3.24% Signal
2012-01-03 2012-01-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-11-15 2012-01-03 Completed 33.33% $48.83 $49.24 0.80% Signal
2011-12-06 2011-12-29 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-11-02 2011-12-06 Completed 33.33% $49.08 $48.28 -1.67% Signal
2011-10-11 2011-11-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-09-19 2011-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-02-04 2011-10-11 Completed 33.33% $45.25 $47.27 4.42% Signal
2011-08-01 2011-09-19 Completed 33.33% $48.36 $48.58 0.40% Signal
2011-07-08 2011-08-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-05-10 2011-07-08 Completed 33.33% $47.17 $47.68 1.02% Signal
2011-04-15 2011-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-01-31 2011-04-21 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-03-16 2011-04-15 Completed 33.33% $46.22 $46.14 -0.24% Signal
2011-02-22 2011-03-16 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-01-18 2011-02-22 Completed 33.33% $45.40 $45.84 0.92% Signal
2010-12-03 2011-02-04 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2010-06-08 2011-01-31 Completed 33.33% $43.20 $45.77 5.89% Signal
2010-11-17 2011-01-18 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2010-06-08 2010-12-03 Completed 33.33% $43.20 $45.73 5.79% Signal
2010-07-13 2010-11-17 Completed 33.33% $43.87 $45.70 4.13% Signal
2010-06-18 2010-07-13 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-06-08 2010-06-18 Completed 33.33% $43.20 $43.06 -0.39% Signal
2010-06-04 2010-06-08 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-06-04 2010-06-08 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-06-04 2010-06-08 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income