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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -24.5% (compared to the benchmark's drawdown of -34.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 1.2%, compared to a Buy-and-Hold benchmark return of 3.3%. The strategy executed 8 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for VCLT:
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 Model
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.
Switch to MMA to enable
🛡️ VCLT Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-24.5% (vs -34.3% B&H)
+9.8% shallower drawdown
Drawdown Shield
9.8% Cut
Protected capital vs -34.3% B&H
Capital Sheltered from Risk
26.3% 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 | -5.26% | -5.87% | -24.47% | -34.31% | -24.47% | -34.31% | -24.47% | -34.31% |
| Sharpe Ratio | -0.17 | -0.34 | -0.49 | -0.28 | 0.10 | 0.13 | 0.14 | 0.28 |
| Sortino Ratio | -0.19 | -0.50 | -0.46 | -0.42 | 0.10 | 0.16 | 0.15 | 0.35 |
| CAGR | -0.87% | -2.59% | -3.55% | -3.51% | 0.88% | 1.68% | 1.19% | 3.28% |
| % Time Invested | 46.8% | 100.0% | 44.9% | 100.0% | 70.2% | 100.0% | 73.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.5 | 0.0 | 0.5 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Loading...
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 |
|---|---|---|---|
| Loading top diversifier assets... | |||
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 | ||||||||
| 2025-10-01 | 2026-04-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.99% | Interest Income | |
| 2024-08-05 | 2025-10-01 | Completed | 100% | $70.70 | $73.85 | 4.41% | Signal | |
| 2023-05-26 | 2024-08-05 | Interest (CASH) | 100% | $1.00 | $1.07 | 6.52% | Interest Income | |
| 2023-04-10 | 2023-05-26 | Completed | 100% | $66.95 | $63.64 | -4.99% | Stop | |
| 2022-04-19 | 2023-04-10 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.23% | Interest Income | |
| 2022-04-04 | 2022-04-19 | Completed | 100% | $75.16 | $68.24 | -9.25% | Signal | |
| 2022-03-11 | 2022-04-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-04-06 | 2022-03-11 | Completed | 100% | $71.87 | $73.28 | 1.91% | Stop | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-01-28 | 2020-03-13 | Completed | 100% | $62.03 | $69.22 | 11.55% | Stop | |
| 2018-11-26 | 2019-01-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2016-07-08 | 2018-11-26 | Completed | 100% | $62.37 | $59.54 | -4.58% | Signal | |
| 2016-03-11 | 2016-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2014-08-12 | 2016-03-11 | Completed | 100% | $53.23 | $55.03 | 3.32% | Signal | |
| 2014-01-10 | 2014-08-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-11-16 | 2014-01-10 | Completed | 100% | $44.37 | $48.31 | 8.82% | Signal | |
| 2011-11-14 | 2011-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |