VEA
Vanguard FTSE Developed Markets ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-14
Executive Summary
The quantitative backtest for VEA (Vanguard FTSE Developed Markets ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -35.9% (compared to the benchmark's drawdown of -35.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.0%, compared to a Buy-and-Hold benchmark return of 8.4%. The strategy executed 18 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 VEA:
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 VEA:
🛡️ 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
🛡️ VEA Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-35.9% (vs -35.7% B&H)
-0.1% shallower drawdown
Sortino Ratio
0.23
vs 0.54 B&H
Capital Sheltered from Risk
28.5% 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.
📊 VEA Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -11.63% | -11.63% | -29.32% | -29.34% | -29.69% | -35.74% | -35.87% | -35.74% |
| Sharpe Ratio | 1.17 | 1.17 | 0.34 | 0.55 | 0.48 | 0.56 | 0.21 | 0.44 |
| Sortino Ratio | 1.68 | 1.68 | 0.41 | 0.81 | 0.54 | 0.68 | 0.23 | 0.54 |
| CAGR | 22.46% | 22.46% | 4.91% | 9.64% | 6.52% | 10.17% | 3.05% | 8.45% |
| % Time Invested | 100.0% | 100.0% | 76.6% | 100.0% | 73.8% | 100.0% | 71.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.9 | 0.0 | 1.0 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for VEA... Top Diversifiers for VEA
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 | ||||||||
| 2023-03-14 | 2023-11-21 | Interest (CASH) | 100% | $1.00 | $1.04 | 3.71% | Interest Income | |
| 2023-01-18 | 2023-03-14 | Completed | 100% | $41.06 | $39.30 | -4.32% | Stop | |
| 2022-09-13 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.39% | Interest Income | |
| 2022-07-11 | 2022-09-13 | Completed | 100% | $35.66 | $36.04 | 0.99% | Signal | |
| 2022-06-15 | 2022-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-03-30 | 2022-06-15 | Completed | 100% | $42.69 | $36.41 | -14.75% | Stop | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-07-24 | 2022-03-08 | Completed | 100% | $33.62 | $38.84 | 15.48% | Stop | |
| 2020-06-22 | 2020-07-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-16 | 2020-06-22 | Completed | 100% | $32.86 | $32.58 | -0.88% | Signal | |
| 2020-04-17 | 2020-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-01 | 2020-04-17 | Completed | 100% | $26.74 | $28.87 | 7.92% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-09-13 | 2020-03-10 | Completed | 100% | $33.92 | $30.88 | -9.01% | Stop | |
| 2019-03-01 | 2019-09-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.21% | Interest Income | |
| 2018-11-15 | 2019-03-01 | Completed | 100% | $31.20 | $32.84 | 5.21% | Signal | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-03-24 | 2018-10-24 | Completed | 100% | $29.62 | $31.40 | 5.95% | Stop | |
| 2016-01-07 | 2017-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2015-10-09 | 2016-01-07 | Completed | 100% | $27.57 | $25.49 | -7.59% | Stop | |
| 2015-08-25 | 2015-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-10 | 2015-08-25 | Completed | 100% | $27.61 | $27.12 | -1.82% | Stop | |
| 2014-10-17 | 2014-11-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-12-07 | 2014-10-17 | Completed | 100% | $22.69 | $26.51 | 16.78% | Stop | |
| 2012-05-08 | 2012-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2011-12-19 | 2012-05-08 | Completed | 100% | $19.24 | $20.83 | 8.18% | Signal | |
| 2011-11-25 | 2011-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-27 | 2011-11-25 | Completed | 100% | $21.80 | $18.43 | -15.51% | Stop | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-10-05 | Completed | 100% | $20.83 | $18.65 | -10.47% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-05 | Completed | 100% | $18.05 | $21.37 | 18.36% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-03-08 | 2010-05-07 | Completed | 100% | $20.83 | $18.84 | -9.59% | Stop | |
| 2010-02-01 | 2010-03-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-12-30 | 2010-02-01 | Completed | 100% | $20.89 | $20.06 | -4.02% | Stop | |
| 2009-07-17 | 2009-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |