VCLT
Vanguard Long-term Corporate Bond Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-09
Executive Summary
The quantitative backtest for VCLT (Vanguard Long-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 -17.2% (compared to the benchmark's drawdown of -34.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.3%, compared to a Buy-and-Hold benchmark return of 3.3%. The strategy executed 53 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for VCLT:
Excess Return MMA Active Model
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.
🎯 Trading Horizon
Select risk profile & execution style for VCLT:
🛡️ Long-Term Investing Active Horizon
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.
🛡️ VCLT Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-17.2% (vs -34.3% B&H)
+17.1% shallower drawdown
Downside Efficiency
0.36 Sortino
+0.01 vs 0.35 B&H
Capital Sheltered from Risk
35.2% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 VCLT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -4.01% | -5.87% | -12.28% | -34.31% | -17.24% | -34.31% | -17.24% | -34.31% |
| Sharpe Ratio | -0.27 | -0.34 | -0.23 | -0.28 | 0.19 | 0.13 | 0.31 | 0.28 |
| Sortino Ratio | -0.38 | -0.50 | -0.25 | -0.42 | 0.20 | 0.16 | 0.36 | 0.35 |
| CAGR | -1.35% | -2.59% | -1.31% | -3.51% | 1.35% | 1.68% | 2.29% | 3.28% |
| % Time Invested | 61.0% | 100.0% | 42.3% | 100.0% | 58.3% | 100.0% | 64.8% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 3.8 | 0.0 | 3.7 | 0.0 | 3.6 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for VCLT... Top Diversifiers for VCLT
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
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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. Subscribe to Unlock | ||||||||
| 2026-02-05 | 2026-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 2025-10-10 | 2026-05-21 | Completed | 33.33% | $73.88 | $72.15 | -2.38% | Signal | |
| 2025-09-15 | 2026-03-04 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.75% | Interest Income | |
| 2025-08-20 | 2026-02-05 | Completed | 33.33% | $71.43 | $73.38 | 2.68% | Signal | |
| 2025-03-17 | 2025-10-10 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.44% | Interest Income | |
| 2025-05-05 | 2025-09-15 | Completed | 33.33% | $68.34 | $74.12 | 8.41% | Signal | |
| 2024-12-20 | 2025-08-20 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.82% | Interest Income | |
| 2025-04-10 | 2025-05-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-01-16 | 2025-04-10 | Completed | 33.33% | $67.79 | $67.44 | -0.56% | Stop | |
| 2025-01-16 | 2025-03-17 | Completed | 33.33% | $67.79 | $69.85 | 2.99% | Signal | |
| 2024-12-20 | 2025-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-20 | 2025-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-05 | 2024-12-20 | Completed | 33.33% | $70.70 | $68.47 | -3.20% | Stop | |
| 2024-08-05 | 2024-12-20 | Completed | 33.33% | $70.70 | $68.47 | -3.20% | Stop | |
| 2024-03-28 | 2024-12-20 | Completed | 33.33% | $68.34 | $68.47 | 0.14% | Stop | |
| 2024-05-14 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income | |
| 2023-05-26 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.07 | 6.52% | Interest Income | |
| 2024-05-09 | 2024-05-14 | Completed | 33.33% | $66.44 | $66.73 | 0.39% | Signal | |
| 2024-04-17 | 2024-05-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-01-11 | 2024-04-17 | Completed | 33.33% | $68.63 | $65.27 | -4.95% | Stop | |
| 2023-09-21 | 2024-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.80% | Interest Income | |
| 2023-05-19 | 2024-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.51% | Interest Income | |
| 2023-09-12 | 2023-09-21 | Completed | 33.33% | $63.39 | $62.47 | -1.50% | Signal | |
| 2023-08-18 | 2023-09-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-04-10 | 2023-08-18 | Completed | 33.33% | $66.95 | $62.28 | -7.03% | Stop | |
| 2023-04-10 | 2023-05-26 | Completed | 33.33% | $66.95 | $63.64 | -4.99% | Stop | |
| 2023-03-15 | 2023-05-19 | Completed | 33.33% | $64.59 | $64.14 | -0.74% | Signal | |
| 2022-04-08 | 2023-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.25% | Interest Income | |
| 2022-03-09 | 2023-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.29% | Interest Income | |
| 2023-02-21 | 2023-03-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2023-01-31 | 2023-02-21 | Completed | 33.33% | $67.21 | $63.57 | -5.47% | Stop | |
| 2021-12-20 | 2023-01-31 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.44% | Interest Income | |
| 2022-04-06 | 2022-04-08 | Completed | 33.33% | $72.43 | $71.71 | -1.05% | Signal | |
| 2022-03-15 | 2022-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-02-10 | 2022-03-15 | Completed | 33.33% | $77.55 | $72.49 | -6.57% | Stop | |
| 2022-02-10 | 2022-03-09 | Completed | 33.33% | $77.55 | $74.55 | -3.92% | Signal | |
| 2022-01-19 | 2022-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-01-19 | 2022-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-09-13 | 2022-01-19 | Completed | 33.33% | $85.34 | $80.27 | -5.99% | Stop | |
| 2021-03-17 | 2022-01-19 | Completed | 33.33% | $76.59 | $80.27 | 4.76% | Stop | |
| 2021-07-09 | 2021-12-20 | Completed | 33.33% | $84.05 | $84.42 | 0.39% | Signal | |
| 2021-05-03 | 2021-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-02-23 | 2021-07-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-03-17 | 2021-05-03 | Completed | 33.33% | $76.59 | $79.87 | 4.24% | Signal | |
| 2021-02-23 | 2021-03-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-02-23 | 2021-03-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-06-25 | 2021-02-23 | Completed | 33.33% | $79.56 | $79.41 | -0.24% | Stop | |
| 2020-06-04 | 2021-02-23 | Completed | 33.33% | $78.34 | $79.41 | 1.31% | Stop | |
| 2020-06-04 | 2021-02-23 | Completed | 33.33% | $78.34 | $79.41 | 1.31% | Stop | |
| 2020-05-12 | 2020-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-05-12 | 2020-06-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-05-12 | 2020-06-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-03 | 2020-05-12 | Completed | 33.33% | $71.51 | $74.52 | 4.15% | Stop | |
| 2020-04-03 | 2020-05-12 | Completed | 33.33% | $71.51 | $74.52 | 4.15% | Stop | |
| 2020-04-03 | 2020-05-12 | Completed | 33.33% | $71.51 | $74.52 | 4.15% | Stop | |
| 2020-03-12 | 2020-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-12 | 2020-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-12 | 2020-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-01-28 | 2020-03-12 | Completed | 33.33% | $62.03 | $69.16 | 11.44% | Stop | |
| 2019-01-28 | 2020-03-12 | Completed | 33.33% | $62.03 | $69.16 | 11.44% | Stop | |
| 2019-01-28 | 2020-03-12 | Completed | 33.33% | $62.03 | $69.16 | 11.44% | Stop | |
| 2018-11-08 | 2019-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2018-10-31 | 2019-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2018-04-26 | 2019-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.62% | Interest Income | |
| 2018-05-18 | 2018-11-08 | Completed | 33.33% | $60.40 | $60.10 | -0.55% | Signal | |
| 2018-09-27 | 2018-10-31 | Completed | 33.33% | $61.84 | $59.67 | -3.56% | Signal | |
| 2018-03-14 | 2018-09-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 2018-04-26 | 2018-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2017-05-18 | 2018-04-26 | Completed | 33.33% | $61.18 | $61.15 | -0.09% | Stop | |
| 2016-12-07 | 2018-04-26 | Completed | 33.33% | $57.65 | $61.15 | 6.03% | Stop | |
| 2017-04-17 | 2018-03-14 | Completed | 33.33% | $60.44 | $61.96 | 2.46% | Signal | |
| 2017-02-27 | 2017-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2016-11-14 | 2017-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2016-12-07 | 2017-02-27 | Completed | 33.33% | $57.65 | $59.89 | 3.85% | Signal | |
| 2016-11-14 | 2016-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-11-14 | 2016-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-07-07 | 2016-11-14 | Completed | 33.33% | $61.98 | $57.54 | -7.20% | Stop | |
| 2016-03-28 | 2016-11-14 | Completed | 33.33% | $56.24 | $57.54 | 2.27% | Stop | |
| 2016-03-28 | 2016-11-14 | Completed | 33.33% | $56.24 | $57.54 | 2.27% | Stop | |
| 2016-02-23 | 2016-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-01-27 | 2016-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2015-08-06 | 2016-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-05-29 | 2016-02-23 | Completed | 33.33% | $54.32 | $52.98 | -2.51% | Signal | |
| 2015-11-02 | 2016-01-27 | Completed | 33.33% | $53.61 | $52.51 | -2.10% | Signal | |
| 2015-06-04 | 2015-11-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-05-29 | 2015-08-06 | Completed | 33.33% | $54.32 | $53.23 | -2.06% | Signal | |
| 2015-05-29 | 2015-06-04 | Completed | 33.33% | $54.32 | $53.02 | -2.45% | Signal | |
| 2015-05-06 | 2015-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-05-06 | 2015-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-05-06 | 2015-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-08-05 | 2015-05-06 | Completed | 33.33% | $53.06 | $54.39 | 2.46% | Stop | |
| 2013-10-24 | 2015-05-06 | Completed | 33.33% | $48.23 | $54.39 | 12.72% | Stop | |
| 2013-07-05 | 2015-05-06 | Completed | 33.33% | $46.39 | $54.39 | 17.18% | Stop | |
| 2013-12-26 | 2014-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2013-06-27 | 2013-12-26 | Completed | 33.33% | $46.18 | $47.80 | 3.47% | Signal | |
| 2013-07-09 | 2013-10-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-07-05 | 2013-07-09 | Completed | 33.33% | $46.39 | $46.60 | 0.40% | Signal | |
| 2013-06-12 | 2013-07-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-06-05 | 2013-07-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-06-05 | 2013-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-05-17 | 2013-06-12 | Completed | 33.33% | $50.54 | $47.97 | -5.12% | Stop | |
| 2011-11-16 | 2013-06-05 | Completed | 33.33% | $44.37 | $48.49 | 9.21% | Stop | |
| 2011-11-16 | 2013-06-05 | Completed | 33.33% | $44.37 | $48.49 | 9.21% | Stop | |
| 2013-02-25 | 2013-05-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-11-16 | 2013-02-25 | Completed | 33.33% | $44.37 | $49.35 | 11.16% | Signal | |
| 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 | |