VEA
Vanguard FTSE Developed Markets ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-31
Executive Summary
The quantitative backtest for VEA (Vanguard FTSE Developed Markets ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -21.1% (compared to the benchmark's drawdown of -35.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.7%, compared to a Buy-and-Hold benchmark return of 8.4%. The strategy executed 51 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.
📊 Mathematical Model
Excess Return MMA Active
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.
VEA Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 29.27% | 29.27% | 6.46% | 9.66% | 8.63% | 10.00% | 5.70% | 8.42% |
| Sharpe Ratio | 1.50 | 1.50 | 0.53 | 0.55 | 0.74 | 0.55 | 0.47 | 0.43 |
| Max Drawdown | -11.63% | -11.63% | -16.67% | -29.71% | -18.04% | -35.74% | -21.11% | -35.74% |
| % Time Invested | 100.0% | 100.0% | 90.6% | 100.0% | 93.4% | 100.0% | 92.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.0 | 0.0 | 2.5 | 0.0 | 3.0 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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. Upgrade to Pro to Unlock | ||||||||
| 2025-02-26 | 2025-05-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-26 | 2025-04-08 | Completed | 33.33% | $50.25 | $45.82 | -8.85% | Stop | |
| 2024-12-19 | 2025-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 2023-12-15 | 2025-02-26 | Completed | 33.33% | $43.46 | $49.63 | 14.14% | Signal | |
| 2023-12-15 | 2024-12-19 | Completed | 33.33% | $43.46 | $46.00 | 5.78% | Signal | |
| 2023-11-17 | 2023-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2023-09-22 | 2023-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.27% | Interest Income | |
| 2023-03-14 | 2023-11-27 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.78% | Interest Income | |
| 2023-04-05 | 2023-11-17 | Completed | 33.33% | $40.86 | $41.55 | 1.65% | Signal | |
| 2023-01-03 | 2023-09-22 | Completed | 33.33% | $38.12 | $40.91 | 7.28% | Signal | |
| 2023-03-14 | 2023-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-01-18 | 2023-03-14 | Completed | 33.33% | $41.06 | $39.30 | -4.32% | Stop | |
| 2023-01-18 | 2023-03-14 | Completed | 33.33% | $41.06 | $39.30 | -4.32% | Stop | |
| 2022-09-07 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 2022-03-03 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 2022-01-19 | 2023-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.07% | Interest Income | |
| 2022-07-11 | 2022-09-07 | Completed | 33.33% | $35.66 | $34.69 | -2.78% | Signal | |
| 2022-06-15 | 2022-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-03-30 | 2022-06-15 | Completed | 33.33% | $42.69 | $36.41 | -14.75% | Stop | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-04-01 | 2022-03-08 | Completed | 33.33% | $26.74 | $38.84 | 45.19% | Stop | |
| 2020-10-02 | 2022-03-03 | Completed | 33.33% | $34.05 | $41.30 | 21.25% | Signal | |
| 2022-01-12 | 2022-01-19 | Completed | 33.33% | $44.98 | $44.31 | -1.54% | Signal | |
| 2021-12-03 | 2022-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-02 | 2021-12-03 | Completed | 33.33% | $32.90 | $43.22 | 31.31% | Signal | |
| 2020-04-30 | 2020-10-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-03-26 | 2020-07-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-24 | 2020-04-30 | Completed | 33.33% | $25.62 | $29.81 | 16.29% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-03-26 | Completed | 33.33% | $25.62 | $27.10 | 5.74% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-09-13 | 2020-03-10 | Completed | 33.33% | $33.92 | $30.88 | -9.01% | Stop | |
| 2019-09-13 | 2020-03-02 | Completed | 33.33% | $33.92 | $32.51 | -4.21% | Stop | |
| 2019-07-01 | 2020-03-02 | Completed | 33.33% | $34.19 | $32.51 | -4.99% | Stop | |
| 2019-08-12 | 2019-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2019-02-26 | 2019-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.24% | Interest Income | |
| 2019-03-27 | 2019-08-12 | Completed | 33.33% | $32.83 | $32.25 | -1.84% | Signal | |
| 2018-10-12 | 2019-07-01 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.68% | Interest Income | |
| 2018-10-12 | 2019-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 2018-11-15 | 2019-02-26 | Completed | 33.33% | $31.20 | $32.77 | 4.98% | Signal | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-03-27 | 2018-10-24 | Completed | 33.33% | $29.59 | $31.40 | 6.06% | Stop | |
| 2018-09-19 | 2018-10-12 | Completed | 33.33% | $34.09 | $32.24 | -5.49% | Stop | |
| 2018-09-19 | 2018-10-12 | Completed | 33.33% | $34.09 | $32.24 | -5.49% | Stop | |
| 2018-08-16 | 2018-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2018-05-01 | 2018-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2016-08-09 | 2018-08-16 | Completed | 33.33% | $27.48 | $33.16 | 20.62% | Signal | |
| 2017-02-07 | 2018-05-01 | Completed | 33.33% | $28.54 | $34.93 | 22.35% | Signal | |
| 2016-01-07 | 2017-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2016-12-29 | 2017-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-05-11 | 2016-12-29 | Completed | 33.33% | $26.58 | $27.44 | 3.18% | Signal | |
| 2015-11-10 | 2016-08-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2016-01-07 | 2016-05-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2015-10-09 | 2016-01-07 | Completed | 33.33% | $27.57 | $25.49 | -7.59% | Stop | |
| 2015-10-09 | 2016-01-07 | Completed | 33.33% | $27.57 | $25.49 | -7.59% | Stop | |
| 2015-09-17 | 2015-11-10 | Completed | 33.33% | $27.01 | $27.14 | 0.44% | Signal | |
| 2015-08-25 | 2015-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-21 | 2015-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-04-29 | 2015-08-25 | Completed | 33.33% | $29.87 | $27.12 | -9.27% | Stop | |
| 2012-12-07 | 2015-08-25 | Completed | 33.33% | $22.69 | $27.12 | 19.45% | Stop | |
| 2015-03-19 | 2015-08-21 | Completed | 33.33% | $28.48 | $27.48 | -3.55% | Signal | |
| 2014-12-10 | 2015-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-10-01 | 2015-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-11-07 | 2014-12-10 | Completed | 33.33% | $27.41 | $27.52 | 0.34% | Signal | |
| 2014-10-16 | 2014-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-11-12 | 2014-10-16 | Completed | 33.33% | $21.62 | $25.74 | 19.00% | Stop | |
| 2012-09-11 | 2014-10-01 | Completed | 33.33% | $21.73 | $27.91 | 28.36% | Signal | |
| 2012-05-08 | 2012-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2012-09-19 | 2012-11-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-05-16 | 2012-09-19 | Completed | 33.33% | $19.83 | $22.41 | 12.97% | Signal | |
| 2012-06-19 | 2012-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-06-12 | 2012-06-19 | Completed | 33.33% | $19.39 | $19.97 | 2.92% | Signal | |
| 2012-05-18 | 2012-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-07 | 2012-05-18 | Completed | 33.33% | $21.52 | $19.45 | -9.67% | Stop | |
| 2011-09-23 | 2012-05-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2011-12-19 | 2012-05-08 | Completed | 33.33% | $19.24 | $20.83 | 8.18% | Signal | |
| 2011-08-01 | 2012-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-11-25 | 2011-12-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-30 | 2011-11-25 | Completed | 33.33% | $20.75 | $18.43 | -11.23% | Stop | |
| 2011-08-29 | 2011-09-23 | Completed | 33.33% | $20.83 | $18.29 | -12.21% | Stop | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-08 | Completed | 33.33% | $18.05 | $20.49 | 13.48% | Stop | |
| 2010-11-19 | 2011-08-05 | Completed | 33.33% | $22.08 | $21.37 | -3.26% | Stop | |
| 2010-09-16 | 2011-08-01 | Completed | 33.33% | $20.66 | $23.53 | 13.84% | Signal | |
| 2010-06-30 | 2010-11-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2010-03-08 | 2010-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2010-06-01 | 2010-06-30 | Completed | 33.33% | $18.05 | $17.95 | -0.56% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-08 | 2010-05-07 | Completed | 33.33% | $20.83 | $18.84 | -9.59% | Stop | |
| 2010-03-03 | 2010-05-07 | Completed | 33.33% | $20.32 | $18.84 | -7.34% | Stop | |
| 2010-03-03 | 2010-03-08 | Completed | 33.33% | $20.32 | $20.83 | 2.44% | Signal | |
| 2010-02-01 | 2010-03-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-02-08 | 2010-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-02-08 | 2010-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-08-06 | 2010-02-08 | Completed | 33.33% | $19.21 | $19.16 | -0.36% | Stop | |
| 2009-07-21 | 2010-02-08 | Completed | 33.33% | $18.06 | $19.16 | 6.03% | Stop | |
| 2009-12-30 | 2010-02-01 | Completed | 33.33% | $20.89 | $20.06 | -4.02% | Stop | |
| 2009-07-17 | 2009-12-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2009-07-17 | 2009-08-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-17 | 2009-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |