VCSH
Vanguard Short-term Corporate Bond Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-08-29
Executive Summary
The quantitative backtest for VCSH (Vanguard Short-term Corporate Bond Index Fund ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -7.3% (compared to the benchmark's drawdown of -12.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.5%, compared to a Buy-and-Hold benchmark return of 2.7%. The strategy executed 23 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for VCSH:
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active Model
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 VCSH:
🛡️ 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.
🛡️ VCSH Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-7.3% (vs -12.9% B&H)
+5.6% shallower drawdown
Downside Efficiency
1.36 Sortino
+0.38 vs 0.98 B&H
Capital Sheltered from Risk
27.9% 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.
📊 VCSH Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -1.40% | -1.40% | -2.54% | -9.41% | -7.29% | -12.86% | -7.29% | -12.86% |
| Sharpe Ratio | 2.11 | 1.64 | 2.15 | 0.83 | 1.33 | 0.79 | 1.39 | 0.92 |
| Sortino Ratio | 2.87 | 2.40 | 2.45 | 1.25 | 1.18 | 0.83 | 1.36 | 0.98 |
| CAGR | 3.34% | 3.06% | 3.61% | 2.43% | 2.51% | 2.68% | 2.51% | 2.71% |
| % Time Invested | 80.6% | 100.0% | 49.7% | 100.0% | 61.3% | 100.0% | 72.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 1.6 | 0.0 | 1.6 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for VCSH... Top Diversifiers for VCSH
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 | ||||||||
| 2025-07-03 | 2026-06-22 | Completed | 33.33% | $75.45 | $78.18 | 3.58% | Signal | |
| 2026-04-10 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-15 | 2026-04-10 | Completed | 33.33% | $73.81 | $78.09 | 5.74% | Signal | |
| 2025-06-10 | 2025-07-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2024-03-20 | 2025-06-10 | Completed | 33.33% | $69.54 | $74.83 | 7.55% | Signal | |
| 2025-01-03 | 2025-04-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2024-07-31 | 2025-01-03 | Completed | 33.33% | $71.36 | $72.80 | 1.95% | Signal | |
| 2024-05-14 | 2024-07-31 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.26% | Interest Income | |
| 2023-06-02 | 2024-07-31 | Interest (FLOT) | 33.33% | $1.00 | $1.08 | 7.86% | Interest Income | |
| 2024-01-08 | 2024-05-14 | Completed | 33.33% | $69.14 | $69.82 | 0.93% | Signal | |
| 2023-06-02 | 2024-03-20 | Interest (FLOT) | 33.33% | $1.00 | $1.05 | 5.49% | Interest Income | |
| 2023-06-02 | 2024-01-08 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 3.86% | Interest Income | |
| 2023-05-17 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2023-02-13 | 2023-05-17 | Completed | 33.33% | $65.92 | $66.70 | 1.14% | Signal | |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 2022-12-02 | 2023-02-13 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.67% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-04-11 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2020-04-08 | 2022-04-11 | Completed | 33.33% | $65.28 | $66.08 | 1.18% | Signal | |
| 2022-01-06 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-08 | 2022-01-06 | Completed | 33.33% | $65.28 | $68.93 | 5.54% | Signal | |
| 2021-11-05 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2021-06-21 | 2021-11-05 | Completed | 33.33% | $69.54 | $69.53 | -0.07% | Signal | |
| 2021-05-13 | 2021-06-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2020-05-27 | 2021-05-13 | Completed | 33.33% | $67.49 | $69.48 | 2.91% | Signal | |
| 2020-03-17 | 2020-05-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2020-03-17 | 2020-04-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2020-03-17 | 2020-04-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2019-07-15 | 2020-03-17 | Completed | 33.33% | $64.80 | $62.70 | -3.29% | Stop | |
| 2019-02-08 | 2020-03-17 | Completed | 33.33% | $62.73 | $62.70 | -0.10% | Stop | |
| 2019-02-06 | 2020-03-17 | Completed | 33.33% | $62.72 | $62.70 | -0.07% | Stop | |
| 2019-03-04 | 2019-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.26% | Interest Income | |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2018-12-04 | 2019-02-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2018-12-04 | 2019-02-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2018-11-23 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2018-08-24 | 2018-11-23 | Completed | 33.33% | $61.52 | $61.47 | -0.14% | Signal | |
| 2018-05-02 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 2018-02-22 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.50% | Interest Income | |
| 2017-12-14 | 2018-08-24 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income | |
| 2011-11-16 | 2018-05-02 | Completed | 33.33% | $53.07 | $60.78 | 14.47% | Signal | |
| 2017-06-16 | 2018-02-22 | Completed | 33.33% | $61.07 | $60.79 | -0.49% | Signal | |
| 2017-04-05 | 2017-12-14 | Completed | 33.33% | $60.58 | $61.35 | 1.23% | Signal | |
| 2017-05-02 | 2017-06-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2017-04-04 | 2017-04-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2017-03-07 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2016-12-06 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2013-11-01 | 2017-03-07 | Completed | 33.33% | $56.77 | $60.32 | 6.19% | Signal | |
| 2016-03-31 | 2016-12-06 | Completed | 33.33% | $59.40 | $59.85 | 0.72% | Signal | |
| 2016-03-02 | 2016-03-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2016-02-03 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2015-10-14 | 2016-02-03 | Completed | 33.33% | $58.88 | $58.62 | -0.49% | Signal | |
| 2015-09-02 | 2015-10-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-08-11 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-09-17 | 2015-08-11 | Completed | 33.33% | $56.05 | $58.34 | 4.05% | Signal | |
| 2013-10-10 | 2013-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-11-16 | 2013-10-10 | Completed | 33.33% | $53.07 | $56.26 | 5.95% | Signal | |
| 2013-08-02 | 2013-09-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2013-07-19 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-01-23 | 2013-07-19 | Completed | 33.33% | $53.48 | $56.10 | 4.85% | Signal | |
| 2012-01-04 | 2012-01-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2011-11-14 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2011-11-14 | 2011-11-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2011-11-14 | 2011-11-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |