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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 Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -15.6% (compared to the benchmark's drawdown of -34.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.3%, compared to a Buy-and-Hold benchmark return of 4.2%. The strategy executed 119 total trades.

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

🛡️ VCLT Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-15.6% (vs -34.3% B&H)
+18.7% shallower drawdown
Downside Efficiency
0.58 Sortino
+0.12 vs 0.46 B&H
Capital Sheltered from Risk
39.8% 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 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-7.12%-5.87%-14.14%-34.31%-15.58%-34.31%-15.58%-34.31%
Sharpe Ratio-0.97-0.34-0.35-0.280.280.130.490.35
Sortino Ratio-1.18-0.50-0.39-0.420.310.160.580.46
CAGR-4.21%-2.59%-1.97%-3.51%1.73%1.68%3.34%4.22%
% Time Invested54.4%100.0%40.6%100.0%52.4%100.0%60.2%100.0%
Trades / Year6.00.08.00.07.30.07.30.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of VCLT under the Excess Return MMA strategy (Trading) versus Buy & Hold. The strategy produced a 3.3% CAGR with a -15.6% Max Drawdown across 119 trade signals (compared to Buy & Hold's 4.2% CAGR and -34.3% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for VCLT under Excess Return MMA strategy in Trading context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for VCLT under Excess Return MMA (Trading). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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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 DateExit DateTypeAllocationEntry PriceExit PriceNet 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.
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2026-06-04 2026-06-29 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2026-05-18 2026-06-12 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2026-05-13 2026-06-04 Completed 33.33% $73.10 $73.38 0.33% Signal
2026-02-05 2026-06-01 Interest (CASH) 33.33% $1.00 $1.01 1.14% Interest Income
2026-04-21 2026-05-18 Completed 33.33% $74.02 $72.43 -2.19% Signal
2026-03-24 2026-05-13 Interest (CASH) 33.33% $1.00 $1.01 0.51% Interest Income
2026-03-18 2026-04-21 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2026-02-17 2026-03-24 Completed 33.33% $74.84 $71.79 -4.13% Signal
2026-01-23 2026-03-18 Completed 33.33% $74.01 $72.73 -1.78% Signal
2025-11-24 2026-02-17 Interest (CASH) 33.33% $1.00 $1.01 0.81% Interest Income
2025-08-20 2026-02-05 Completed 33.33% $71.43 $73.38 2.68% Signal
2025-11-17 2026-01-23 Interest (CASH) 33.33% $1.00 $1.01 0.65% Interest Income
2025-06-24 2025-11-24 Completed 33.33% $69.56 $73.65 5.83% Signal
2025-08-22 2025-11-17 Completed 33.33% $71.37 $72.90 2.09% Signal
2025-07-31 2025-08-22 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-12-20 2025-08-20 Interest (CASH) 33.33% $1.00 $1.03 2.82% Interest Income
2025-06-11 2025-07-31 Completed 33.33% $69.14 $70.95 2.57% Signal
2025-04-09 2025-06-24 Interest (CASH) 33.33% $1.00 $1.01 0.87% Interest Income
2025-03-31 2025-06-11 Interest (CASH) 33.33% $1.00 $1.01 0.85% Interest Income
2025-02-27 2025-04-09 Completed 33.33% $70.59 $65.42 -7.38% Stop
2025-02-07 2025-03-31 Completed 33.33% $69.33 $69.89 0.77% Signal
2024-10-29 2025-02-27 Interest (CASH) 33.33% $1.00 $1.01 1.40% Interest Income
2024-12-31 2025-02-07 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2024-12-06 2024-12-31 Completed 33.33% $72.01 $68.54 -4.87% Signal
2024-08-05 2024-12-20 Completed 33.33% $70.70 $68.47 -3.20% Stop
2024-10-16 2024-12-06 Interest (CASH) 33.33% $1.00 $1.01 0.65% Interest Income
2024-06-07 2024-10-29 Completed 33.33% $67.52 $69.35 2.66% Signal
2024-08-16 2024-10-16 Completed 33.33% $71.05 $72.16 1.50% Signal
2024-07-25 2024-08-16 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2024-05-14 2024-08-05 Interest (CASH) 33.33% $1.00 $1.01 1.19% Interest Income
2024-05-20 2024-07-25 Completed 33.33% $67.12 $67.84 1.01% Signal
2024-02-20 2024-06-07 Interest (CASH) 33.33% $1.00 $1.02 1.62% Interest Income
2024-04-09 2024-05-20 Interest (CASH) 33.33% $1.00 $1.01 0.61% 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
2024-03-25 2024-04-09 Completed 33.33% $67.84 $67.45 -0.61% Signal
2024-01-29 2024-03-25 Interest (CASH) 33.33% $1.00 $1.01 0.82% Interest Income
2023-11-29 2024-02-20 Completed 33.33% $65.04 $66.97 2.92% Signal
2023-11-15 2024-01-29 Completed 33.33% $62.39 $68.31 9.43% Signal
2023-05-18 2024-01-11 Interest (CASH) 33.33% $1.00 $1.04 3.53% Interest Income
2023-08-11 2023-11-29 Interest (CASH) 33.33% $1.00 $1.02 1.65% Interest Income
2023-09-25 2023-11-15 Interest (CASH) 33.33% $1.00 $1.01 0.80% Interest Income
2023-09-21 2023-09-25 Completed 33.33% $62.47 $62.01 -0.79% Signal
2023-07-28 2023-09-21 Interest (CASH) 33.33% $1.00 $1.01 0.82% Interest Income
2023-07-19 2023-08-11 Completed 33.33% $66.22 $63.44 -4.25% Signal
2023-06-23 2023-07-28 Completed 33.33% $65.94 $65.40 -0.86% Signal
2023-05-24 2023-07-19 Interest (CASH) 33.33% $1.00 $1.01 0.78% Interest Income
2023-05-09 2023-06-23 Interest (CASH) 33.33% $1.00 $1.01 0.64% Interest Income
2023-04-10 2023-05-24 Completed 33.33% $66.95 $64.14 -4.24% Signal
2023-03-15 2023-05-18 Completed 33.33% $64.59 $64.25 -0.57% Signal
2023-03-28 2023-05-09 Completed 33.33% $64.94 $65.04 0.11% Signal
2023-02-17 2023-04-10 Interest (CASH) 33.33% $1.00 $1.01 0.64% Interest Income
2023-02-17 2023-03-28 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
2023-02-21 2023-03-15 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2023-02-01 2023-02-21 Completed 33.33% $67.68 $63.57 -6.12% Stop
2023-01-24 2023-02-17 Completed 33.33% $66.72 $63.59 -4.73% Stop
2023-01-24 2023-02-17 Completed 33.33% $66.72 $63.59 -4.73% Stop
2021-12-20 2023-02-01 Interest (CASH) 33.33% $1.00 $1.02 2.45% Interest Income
2022-12-29 2023-01-24 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-12-29 2023-01-24 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-11-30 2022-12-29 Completed 33.33% $62.92 $62.92 -0.06% Stop
2022-11-17 2022-12-29 Completed 33.33% $61.92 $62.92 1.56% Stop
2022-09-01 2022-11-30 Interest (CASH) 33.33% $1.00 $1.01 0.92% Interest Income
2022-08-31 2022-11-17 Interest (CASH) 33.33% $1.00 $1.01 0.79% Interest Income
2022-08-02 2022-09-01 Completed 33.33% $69.21 $64.23 -7.24% Stop
2022-07-21 2022-08-31 Completed 33.33% $66.90 $65.82 -1.67% Signal
2022-01-11 2022-08-02 Interest (CASH) 33.33% $1.00 $1.01 0.54% Interest Income
2022-06-14 2022-07-21 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2022-06-08 2022-06-14 Completed 33.33% $67.54 $64.24 -4.93% Stop
2022-01-06 2022-06-08 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2021-11-30 2022-01-11 Completed 33.33% $84.62 $81.52 -3.71% Stop
2022-01-04 2022-01-06 Completed 33.33% $82.46 $81.92 -0.70% Signal
2021-12-10 2022-01-04 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-07-09 2021-12-20 Completed 33.33% $84.05 $84.42 0.39% Signal
2021-11-08 2021-12-10 Completed 33.33% $85.68 $84.69 -1.21% Signal
2021-10-08 2021-11-30 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-10-07 2021-11-08 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-04-30 2021-10-08 Completed 33.33% $79.35 $82.42 3.83% Signal
2021-09-21 2021-10-07 Completed 33.33% $85.73 $83.08 -3.14% Signal
2021-08-27 2021-09-21 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-06-15 2021-08-27 Completed 33.33% $81.57 $84.41 3.43% Signal
2021-03-19 2021-07-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-05-21 2021-06-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-04-14 2021-05-21 Completed 33.33% $79.52 $79.66 0.13% Signal
2021-02-01 2021-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-01-12 2021-04-14 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-03-17 2021-03-19 Completed 33.33% $76.59 $76.89 0.34% Signal
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
2020-11-17 2021-02-01 Completed 33.33% $83.28 $83.03 -0.35% Signal
2020-11-06 2021-01-12 Completed 33.33% $83.12 $82.69 -0.56% Signal
2020-09-16 2020-11-17 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-08-28 2020-11-06 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-04-29 2020-09-16 Completed 33.33% $77.40 $82.79 6.90% Signal
2020-06-04 2020-08-28 Completed 33.33% $78.34 $81.14 3.52% Signal
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
2020-04-14 2020-05-12 Completed 33.33% $78.00 $74.52 -4.51% Stop
2020-04-03 2020-05-12 Completed 33.33% $71.51 $74.52 4.15% Stop
2020-03-11 2020-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-03-11 2020-04-14 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
2019-11-27 2020-03-11 Completed 33.33% $75.37 $77.36 2.60% Stop
2019-11-20 2020-03-11 Completed 33.33% $74.64 $77.36 3.59% Stop
2019-11-05 2019-11-27 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-10-16 2019-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2019-10-17 2019-11-05 Completed 33.33% $73.72 $73.59 -0.23% Signal
2019-09-25 2019-10-17 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2019-01-03 2019-10-16 Completed 33.33% $61.10 $73.72 20.59% Signal
2018-12-18 2019-09-25 Completed 33.33% $60.91 $74.24 21.83% Signal
2018-10-30 2019-01-28 Interest (CASH) 33.33% $1.00 $1.01 0.56% Interest Income
2018-09-24 2019-01-03 Interest (CASH) 33.33% $1.00 $1.01 0.64% Interest Income
2018-09-17 2018-12-18 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2018-09-28 2018-10-30 Completed 33.33% $61.99 $59.86 -3.49% Signal
2018-03-13 2018-09-28 Interest (CASH) 33.33% $1.00 $1.01 1.07% Interest Income
2018-07-16 2018-09-24 Completed 33.33% $62.14 $61.47 -1.12% Signal
2018-07-20 2018-09-17 Completed 33.33% $61.91 $61.81 -0.20% Signal
2018-06-27 2018-07-20 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2018-05-08 2018-07-16 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2018-06-13 2018-06-27 Completed 33.33% $61.18 $60.84 -0.61% Signal
2018-05-03 2018-06-13 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2018-05-01 2018-05-08 Completed 33.33% $61.43 $60.78 -1.11% Signal
2018-04-06 2018-05-03 Completed 33.33% $62.60 $61.14 -2.39% Signal
2018-02-08 2018-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2018-01-25 2018-04-06 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2017-04-17 2018-03-13 Completed 33.33% $60.44 $61.82 2.22% Signal
2017-04-12 2018-02-08 Completed 33.33% $60.11 $62.76 4.35% Signal
2017-08-17 2018-01-25 Completed 33.33% $62.74 $64.64 2.98% Signal
2017-07-26 2017-08-17 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-04-12 2017-07-26 Completed 33.33% $60.11 $62.42 3.79% Signal
2016-11-14 2017-04-17 Interest (CASH) 33.33% $1.00 $1.00 0.24% Interest Income
2017-03-21 2017-04-12 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-03-21 2017-04-12 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-03-10 2017-03-21 Completed 33.33% $58.00 $58.80 1.33% Signal
2017-01-19 2017-03-21 Completed 33.33% $58.82 $58.80 -0.09% Signal
2017-02-15 2017-03-10 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2017-01-03 2017-02-15 Completed 33.33% $58.06 $58.56 0.81% Signal
2016-09-21 2017-01-19 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2016-11-01 2017-01-03 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2016-03-28 2016-11-14 Completed 33.33% $56.24 $57.54 2.27% Stop
2016-10-14 2016-11-01 Completed 33.33% $61.24 $60.14 -1.85% Signal
2016-09-20 2016-10-14 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-03-08 2016-09-21 Completed 33.33% $54.19 $60.68 11.91% Signal
2016-09-16 2016-09-20 Completed 33.33% $60.28 $60.77 0.78% Signal
2016-08-24 2016-09-16 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-02-25 2016-08-24 Completed 33.33% $53.37 $62.40 16.86% Signal
2016-01-27 2016-03-28 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2015-12-04 2016-03-08 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2015-12-31 2016-02-25 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2015-10-30 2016-01-27 Completed 33.33% $53.82 $52.51 -2.48% Signal
2015-12-14 2015-12-31 Completed 33.33% $53.47 $52.88 -1.15% Signal
2015-11-18 2015-12-14 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-10-19 2015-12-04 Completed 33.33% $53.77 $53.04 -1.41% Signal
2015-10-05 2015-11-18 Completed 33.33% $53.44 $53.10 -0.69% Signal
2015-06-04 2015-10-30 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-09-25 2015-10-19 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-09-04 2015-10-05 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-07 2015-09-25 Completed 33.33% $53.68 $53.20 -0.93% Signal
2015-07-24 2015-09-04 Completed 33.33% $53.52 $53.27 -0.51% Signal
2015-05-07 2015-08-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-05-05 2015-07-24 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
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
2015-04-16 2015-05-07 Completed 33.33% $57.39 $54.25 -5.52% Stop
2013-10-24 2015-05-06 Completed 33.33% $48.23 $54.39 12.72% Stop
2015-03-30 2015-05-05 Completed 33.33% $57.02 $54.65 -4.19% Signal
2015-03-16 2015-04-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-02-26 2015-03-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-01-09 2015-03-16 Completed 33.33% $56.23 $56.20 -0.09% Signal
2014-12-12 2015-02-26 Completed 33.33% $54.88 $56.93 3.70% Signal
2014-12-16 2015-01-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-28 2014-12-16 Completed 33.33% $54.36 $55.10 1.32% Signal
2014-11-18 2014-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-16 2014-11-18 Completed 33.33% $55.33 $53.71 -2.99% Signal
2014-10-06 2014-10-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-24 2014-10-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-01-06 2014-10-06 Completed 33.33% $48.13 $53.72 11.54% Signal
2014-07-17 2014-09-24 Completed 33.33% $53.21 $53.03 -0.38% Signal
2014-06-24 2014-07-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-12-18 2014-06-24 Completed 33.33% $47.57 $52.60 10.53% Signal
2013-12-11 2014-01-06 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-11-25 2013-12-18 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-07-05 2013-12-11 Completed 33.33% $46.39 $47.56 2.47% Signal
2013-09-30 2013-11-25 Completed 33.33% $46.72 $46.92 0.38% Signal
2013-07-09 2013-10-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-08-19 2013-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-07-05 2013-08-19 Completed 33.33% $46.39 $45.27 -2.47% Signal
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
2013-06-03 2013-07-05 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-05-24 2013-07-05 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-05-17 2013-06-12 Completed 33.33% $50.54 $47.97 -5.12% Stop
2013-02-26 2013-06-03 Completed 33.33% $50.02 $48.51 -3.06% Stop
2013-04-19 2013-05-24 Completed 33.33% $51.33 $50.01 -2.62% Signal
2013-02-25 2013-05-17 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2013-03-27 2013-04-19 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-12-31 2013-03-27 Completed 33.33% $50.71 $49.49 -2.46% Signal
2012-12-18 2013-02-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-04-26 2013-02-25 Completed 33.33% $39.48 $49.35 24.93% Signal
2012-11-29 2012-12-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-10-10 2012-12-18 Completed 33.33% $50.42 $49.92 -1.05% Signal
2012-09-18 2012-11-29 Completed 33.33% $49.49 $50.67 2.33% Signal
2012-09-18 2012-10-10 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-08-24 2012-09-18 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-05-08 2012-09-18 Completed 33.33% $46.68 $49.49 5.98% Signal
2012-04-20 2012-08-24 Completed 33.33% $45.75 $49.74 8.67% Signal
2012-04-04 2012-05-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-03-22 2012-04-20 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-04-01 2012-04-04 Completed 33.33% $38.51 $45.11 17.09% Signal
2011-12-29 2012-03-22 Completed 33.33% $45.27 $44.94 -0.79% Signal
2011-12-06 2011-12-29 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-11-11 2011-12-06 Completed 33.33% $44.45 $44.23 -0.54% Signal
2011-10-20 2011-11-11 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-07-25 2011-10-20 Completed 33.33% $40.62 $43.68 7.48% Signal
2011-06-28 2011-07-25 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-03-04 2011-06-28 Completed 33.33% $38.26 $40.22 5.08% Signal
2011-01-10 2011-04-26 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2011-03-10 2011-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-01-28 2011-03-10 Completed 33.33% $38.27 $38.47 0.46% Signal
2011-02-09 2011-03-04 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-01-12 2011-02-09 Completed 33.33% $38.54 $37.78 -2.03% Signal
2010-11-11 2011-01-28 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2010-11-05 2011-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2010-12-09 2011-01-10 Completed 33.33% $38.24 $38.67 1.06% Signal
2010-11-16 2010-12-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-06-08 2010-11-16 Completed 33.33% $36.70 $37.88 3.15% Stop
2010-06-08 2010-11-11 Completed 33.33% $36.70 $38.65 5.25% Signal
2010-10-19 2010-11-05 Completed 33.33% $39.35 $38.99 -0.97% Signal
2010-09-27 2010-10-19 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-07-06 2010-09-27 Completed 33.33% $37.51 $39.61 5.56% Signal
2010-06-11 2010-07-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-06-08 2010-06-11 Completed 33.33% $36.70 $35.92 -2.19% 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

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where VCLT ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with VCLT → ⚖️ Compare VCLT vs Non-Correlated Assets →